6.35 |
6.35% |
6 |
6.15 |
681 |
165.00 |
0.39 |
0.39% |
0.37 |
0.39 |
5,530 |
AMZN Call 165.00
Exp: Apr 26, 2024
Last: 6.35
Chg.: 6.35%
SymbolAMZN|20240426|165.00C
Delta0.8563
Imp Vol0.6155
Bid6
Gamma0.0412
Theoretical6.075
Ask6.15
Theta-0.6431
Intrinsic Value6.53
Volume681
Vega0.0202
Time Value-0.18
Open Interest1,402
Rho0.0038
Delta / Theta-1.3315
AMZN Put 165.00
Exp: Apr 26, 2024
Last: 0.39
Chg.: 0.39%
SymbolAMZN|20240426|165.00P
Delta-0.1397
Imp Vol0.605
Bid0.37
Gamma0.0411
Theoretical0.39
Ask0.39
Theta-0.5973
Intrinsic Value-6.53
Volume5,530
Vega0.0199
Time Value6.92
Open Interest4,677
Rho-0.0006
Delta / Theta0.2339
|
4 |
4% |
3.95 |
4.05 |
3,253 |
167.50 |
0.86 |
0.86% |
0.85 |
0.87 |
8,317 |
AMZN Call 167.50
Exp: Apr 26, 2024
Last: 4
Chg.: 4%
SymbolAMZN|20240426|167.50C
Delta0.7371
Imp Vol0.5776
Bid3.95
Gamma0.0632
Theoretical4
Ask4.05
Theta-0.8593
Intrinsic Value4.03
Volume3,253
Vega0.0291
Time Value-0.03
Open Interest226
Rho0.0033
Delta / Theta-0.8577
AMZN Put 167.50
Exp: Apr 26, 2024
Last: 0.86
Chg.: 0.86%
SymbolAMZN|20240426|167.50P
Delta-0.2659
Imp Vol0.5858
Bid0.85
Gamma0.0627
Theoretical0.86
Ask0.87
Theta-0.8522
Intrinsic Value-4.03
Volume8,317
Vega0.0293
Time Value4.89
Open Interest3,231
Rho-0.0012
Delta / Theta0.312
|
2.39 |
2.39% |
2.36 |
2.39 |
11,330 |
170.00 |
1.72 |
1.72% |
1.71 |
1.74 |
8,244 |
AMZN Call 170.00
Exp: Apr 26, 2024
Last: 2.39
Chg.: 2.39%
SymbolAMZN|20240426|170.00C
Delta0.5577
Imp Vol0.5738
Bid2.36
Gamma0.077
Theoretical2.39
Ask2.39
Theta-1.0251
Intrinsic Value1.53
Volume11,330
Vega0.0353
Time Value0.86
Open Interest1,448
Rho0.0025
Delta / Theta-0.544
AMZN Put 170.00
Exp: Apr 26, 2024
Last: 1.72
Chg.: 1.72%
SymbolAMZN|20240426|170.00P
Delta-0.4425
Imp Vol0.572
Bid1.71
Gamma0.0774
Theoretical1.72
Ask1.74
Theta-0.9984
Intrinsic Value-1.53
Volume8,244
Vega0.0353
Time Value3.25
Open Interest9,566
Rho-0.0019
Delta / Theta0.4432
|
|
171.53 |
Price @ Apr 25, 2024 15:10 GMT |
1.25 |
1.25% |
1.23 |
1.25 |
13,261 |
172.50 |
3.05 |
3.05% |
3 |
3.15 |
3,012 |
AMZN Call 172.50
Exp: Apr 26, 2024
Last: 1.25
Chg.: 1.25%
SymbolAMZN|20240426|172.50C
Delta0.3653
Imp Vol0.5688
Bid1.23
Gamma0.074
Theoretical1.25
Ask1.25
Theta-0.9638
Intrinsic Value-0.97
Volume13,261
Vega0.0336
Time Value2.22
Open Interest1,306
Rho0.0017
Delta / Theta-0.379
AMZN Put 172.50
Exp: Apr 26, 2024
Last: 3.05
Chg.: 3.05%
SymbolAMZN|20240426|172.50P
Delta-0.638
Imp Vol0.5577
Bid3
Gamma0.0754
Theoretical3.05
Ask3.15
Theta-0.9195
Intrinsic Value0.97
Volume3,012
Vega0.0335
Time Value2.08
Open Interest5,694
Rho-0.0026
Delta / Theta0.6939
|
0.57 |
0.57% |
0.55 |
0.57 |
23,662 |
175.00 |
4.7 |
4.7% |
4.8 |
4.95 |
6,005 |
AMZN Call 175.00
Exp: Apr 26, 2024
Last: 0.57
Chg.: 0.57%
SymbolAMZN|20240426|175.00C
Delta0.2033
Imp Vol0.5675
Bid0.55
Gamma0.0558
Theoretical0.57
Ask0.57
Theta-0.7216
Intrinsic Value-3.47
Volume23,662
Vega0.0253
Time Value4.04
Open Interest5,456
Rho0.0009
Delta / Theta-0.2818
AMZN Put 175.00
Exp: Apr 26, 2024
Last: 4.7
Chg.: 4.7%
SymbolAMZN|20240426|175.00P
Delta-0.8033
Imp Vol0.5541
Bid4.8
Gamma0.0562
Theoretical4.875
Ask4.95
Theta-0.6694
Intrinsic Value3.47
Volume6,005
Vega0.0247
Time Value1.23
Open Interest13,059
Rho-0.0031
Delta / Theta1.2
|
0.24 |
0.24% |
0.22 |
0.24 |
6,622 |
177.50 |
7 |
7% |
6.95 |
7.15 |
754 |
AMZN Call 177.50
Exp: Apr 26, 2024
Last: 0.24
Chg.: 0.24%
SymbolAMZN|20240426|177.50C
Delta0.0996
Imp Vol0.5775
Bid0.22
Gamma0.0339
Theoretical0.24
Ask0.24
Theta-0.4536
Intrinsic Value-5.97
Volume6,622
Vega0.0156
Time Value6.21
Open Interest8,969
Rho0.0005
Delta / Theta-0.2195
AMZN Put 177.50
Exp: Apr 26, 2024
Last: 7
Chg.: 7%
SymbolAMZN|20240426|177.50P
Delta-0.9248
Imp Vol0.5206
Bid6.95
Gamma0.0308
Theoretical7
Ask7.15
Theta-0.3135
Intrinsic Value5.97
Volume754
Vega0.0126
Time Value1.03
Open Interest6,788
Rho-0.0029
Delta / Theta2.9503
|