| 7.08 |
7.08% |
7.1 |
7.3 |
1,337 |
267.50 |
0.04 |
0.04% |
0.03 |
0.04 |
7,773 |
AMZN Call 267.50
Exp: May 04, 2026
Last: 7.08
Chg.: 7.08%
SymbolAMZN|20260504|267.50C
Delta0.9616
Imp Vol0.2877
Bid7.1
Gamma0.0203
Theoretical7.2
Ask7.3
Theta-0.1994
Intrinsic Value5.42
Volume1,337
Vega0.0119
Time Value1.66
Open Interest1,168
Rho0.0069
Delta / Theta-4.8222
AMZN Put 267.50
Exp: May 04, 2026
Last: 0.04
Chg.: 0.04%
SymbolAMZN|20260504|267.50P
Delta-0.0275
Imp Vol0.2649
Bid0.03
Gamma0.0167
Theoretical0.04
Ask0.04
Theta-0.1207
Intrinsic Value-5.42
Volume7,773
Vega0.009
Time Value5.46
Open Interest744
Rho-0.0002
Delta / Theta0.2278
|
| 4.65 |
4.65% |
4.65 |
4.85 |
15,502 |
270.00 |
0.1 |
0.1% |
0.1 |
0.11 |
16,782 |
AMZN Call 270.00
Exp: May 04, 2026
Last: 4.65
Chg.: 4.65%
SymbolAMZN|20260504|270.00C
Delta0.9831
Imp Vol0.1547
Bid4.65
Gamma0.019
Theoretical4.65
Ask4.85
Theta-0.0734
Intrinsic Value2.92
Volume15,502
Vega0.006
Time Value1.73
Open Interest4,924
Rho0.0072
Delta / Theta-13.3849
AMZN Put 270.00
Exp: May 04, 2026
Last: 0.1
Chg.: 0.1%
SymbolAMZN|20260504|270.00P
Delta-0.0705
Imp Vol0.2234
Bid0.1
Gamma0.0423
Theoretical0.1
Ask0.11
Theta-0.2165
Intrinsic Value-2.92
Volume16,782
Vega0.0193
Time Value3.02
Open Interest588
Rho-0.0005
Delta / Theta0.3256
|
| 2.56 |
2.56% |
2.5 |
2.57 |
62,439 |
272.50 |
0.39 |
0.39% |
0.38 |
0.41 |
15,464 |
AMZN Call 272.50
Exp: May 04, 2026
Last: 2.56
Chg.: 2.56%
SymbolAMZN|20260504|272.50C
Delta0.7628
Imp Vol0.2118
Bid2.5
Gamma0.1022
Theoretical2.56
Ask2.57
Theta-0.4944
Intrinsic Value0.42
Volume62,439
Vega0.0441
Time Value2.14
Open Interest3,782
Rho0.0056
Delta / Theta-1.5429
AMZN Put 272.50
Exp: May 04, 2026
Last: 0.39
Chg.: 0.39%
SymbolAMZN|20260504|272.50P
Delta-0.2294
Imp Vol0.2041
Bid0.38
Gamma0.1042
Theoretical0.39
Ask0.41
Theta-0.4423
Intrinsic Value-0.42
Volume15,464
Vega0.0433
Time Value0.81
Open Interest149
Rho-0.0016
Delta / Theta0.5187
|
|
272.92 |
Price @ May 04, 2026 03:30PM GMT |
| 1.01 |
1.01% |
1 |
1.01 |
145,033 |
275.00 |
1.4 |
1.4% |
1.34 |
1.39 |
12,600 |
AMZN Call 275.00
Exp: May 04, 2026
Last: 1.01
Chg.: 1.01%
SymbolAMZN|20260504|275.00C
Delta0.4534
Imp Vol0.2076
Bid1
Gamma0.1338
Theoretical1.01
Ask1.01
Theta-0.6078
Intrinsic Value-2.08
Volume145,033
Vega0.0565
Time Value3.09
Open Interest4,630
Rho0.0033
Delta / Theta-0.7459
AMZN Put 275.00
Exp: May 04, 2026
Last: 1.4
Chg.: 1.4%
SymbolAMZN|20260504|275.00P
Delta-0.5479
Imp Vol0.2059
Bid1.34
Gamma0.1355
Theoretical1.365
Ask1.39
Theta-0.5772
Intrinsic Value2.08
Volume12,600
Vega0.0565
Time Value-0.68
Open Interest145
Rho-0.0035
Delta / Theta0.9492
|
| 0.33 |
0.33% |
0.32 |
0.34 |
41,405 |
277.50 |
3.22 |
3.22% |
3.1 |
3.25 |
1,798 |
AMZN Call 277.50
Exp: May 04, 2026
Last: 0.33
Chg.: 0.33%
SymbolAMZN|20260504|277.50C
Delta0.1886
Imp Vol0.2245
Bid0.32
Gamma0.0843
Theoretical0.33
Ask0.34
Theta-0.4441
Intrinsic Value-4.58
Volume41,405
Vega0.0385
Time Value4.91
Open Interest3,178
Rho0.0014
Delta / Theta-0.4246
AMZN Put 277.50
Exp: May 04, 2026
Last: 3.22
Chg.: 3.22%
SymbolAMZN|20260504|277.50P
Delta-0.8067
Imp Vol0.2304
Bid3.1
Gamma0.0847
Theoretical3.22
Ask3.25
Theta-0.4399
Intrinsic Value4.58
Volume1,798
Vega0.0391
Time Value-1.36
Open Interest44
Rho-0.0047
Delta / Theta1.8339
|
| 0.1 |
0.1% |
0.1 |
0.11 |
27,513 |
280.00 |
5.7 |
5.7% |
5.35 |
5.5 |
1,094 |
AMZN Call 280.00
Exp: May 04, 2026
Last: 0.1
Chg.: 0.1%
SymbolAMZN|20260504|280.00C
Delta0.0656
Imp Vol0.2455
Bid0.1
Gamma0.0364
Theoretical0.1
Ask0.11
Theta-0.2287
Intrinsic Value-7.08
Volume27,513
Vega0.0182
Time Value7.18
Open Interest1,986
Rho0.0005
Delta / Theta-0.2867
AMZN Put 280.00
Exp: May 04, 2026
Last: 5.7
Chg.: 5.7%
SymbolAMZN|20260504|280.00P
Delta-0.9616
Imp Vol0.2143
Bid5.35
Gamma0.0292
Theoretical5.425
Ask5.5
Theta-0.1148
Intrinsic Value7.08
Volume1,094
Vega0.0118
Time Value-1.38
Open Interest23
Rho-0.0036
Delta / Theta8.378
|