AMZN option chain Amazon.com, Inc.
Cboe delayed options data · as of 00:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±3.6% (250.01–268.51) · ATM IV 25.6% · P/C open interest 0.57
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 67.10 | 71.10 | 1 | 71.5% | 1.00 | 0.0002 | 0.000 | 190 | 0 | 0.2200 | 78.0% | -0.00 | 0.0002 | -0.005 | |||
| 62.30 | 66.00 | 60.1% | 1.00 | 0.0002 | 0.000 | 195 | 0 | 0.2400 | 73.0% | -0.00 | 0.0002 | -0.006 | ||||
| 57.30 | 61.05 | 11 | 58.8% | 1.00 | 0.0003 | 0.000 | 200 | 0 | 0.2400 | 67.2% | -0.00 | 0.0003 | -0.007 | |||
| 52.35 | 56.05 | 56.2% | 1.00 | 0.0004 | 0.000 | 205 | 0 | 0.0800 | 2 | 53.7% | -0.00 | 0.0004 | -0.008 | |||
| 48.65 | 49.80 | 1 | 1 | 52.8% | 1.00 | 0.0006 | 0.000 | 210 | 0 | 0.1000 | 1 | 50.0% | -0.00 | 0.0006 | -0.010 | |
| 43.65 | 44.80 | 47.0% | 0.99 | 0.0009 | 0.000 | 215 | 0.0100 | 0.2300 | 2 | 24 | 50.5% | -0.01 | 0.0009 | -0.013 | ||
| 38.70 | 39.80 | 1 | 43.2% | 0.99 | 0.0013 | 0.000 | 220 | 0 | 0.1800 | 27 | 39.5% | -0.01 | 0.0013 | -0.017 | ||
| 33.70 | 34.85 | 39.0% | 0.99 | 0.0019 | -0.006 | 225 | 0.0200 | 0.0800 | 51 | 6 | 34.7% | -0.01 | 0.0020 | -0.021 | ||
| 28.75 | 29.90 | 2 | 35.6% | 0.98 | 0.0031 | -0.016 | 230 | 0.0200 | 0.1900 | 19 | 33.6% | -0.02 | 0.0031 | -0.029 | ||
| 23.85 | 24.95 | 32.2% | 0.97 | 0.0052 | -0.032 | 235 | 0.0300 | 0.2000 | 8 | 48 | 28.8% | -0.03 | 0.0052 | -0.043 | ||
| 19.00 | 20.15 | 2 | 3 | 29.8% | 0.94 | 0.0092 | -0.059 | 240 | 0.2400 | 0.3700 | 87 | 170 | 28.3% | -0.06 | 0.0092 | -0.068 |
| 14.30 | 15.55 | 5 | 27.8% | 0.89 | 0.0156 | -0.099 | 245 | 0.5900 | 0.7600 | 53 | 115 | 27.2% | -0.11 | 0.0157 | -0.106 | |
| 10.30 | 11.20 | 47 | 64 | 27.3% | 0.79 | 0.0242 | -0.150 | 250 | 1.33 | 1.51 | 73 | 157 | 26.3% | -0.21 | 0.0243 | -0.155 |
| 6.90 | 7.15 | 342 | 313 | 25.8% | 0.65 | 0.0319 | -0.195 | 255 | 2.68 | 2.87 | 70 | 95 | 25.7% | -0.35 | 0.0321 | -0.198 |
| 4.10 | 4.35 | 486 | 257 | 25.6% | 0.48 | 0.0345 | -0.211 | 260 | 4.90 | 5.15 | 63 | 149 | 25.6% | -0.52 | 0.0349 | -0.213 |
| 2.25 | 2.40 | 880 | 333 | 25.6% | 0.32 | 0.0307 | -0.190 | 265 | 7.75 | 8.45 | 44 | 105 | 25.4% | -0.69 | 0.0312 | -0.191 |
| 1.11 | 1.23 | 223 | 283 | 25.8% | 0.19 | 0.0232 | -0.145 | 270 | 11.30 | 12.70 | 5 | 25.7% | -0.82 | 0.0236 | -0.143 | |
| 0.5100 | 0.6300 | 144 | 66 | 26.4% | 0.11 | 0.0152 | -0.097 | 275 | 15.70 | 17.05 | 25.4% | -0.90 | 0.0158 | -0.091 | ||
| 0.2500 | 0.3300 | 80 | 138 | 27.6% | 0.06 | 0.0092 | -0.060 | 280 | 20.45 | 21.80 | 24.3% | -0.96 | 0.0118 | -0.059 | ||
| 0.1100 | 0.1800 | 8 | 11 | 28.6% | 0.03 | 0.0053 | -0.037 | 285 | 25.50 | 26.65 | -0.99 | 0.0055 | -0.068 | |||
| 0 | 0.1400 | 11 | 53 | 31.1% | 0.02 | 0.0032 | -0.024 | 290 | 30.50 | 31.60 | -1.00 | 0.0010 | -0.089 | |||
| 0.0200 | 0.0800 | 6 | 6 | 32.0% | 0.01 | 0.0020 | -0.017 | 295 | 35.50 | 36.65 | -1.00 | 0.0001 | -0.101 | |||
| 0.0100 | 0.4400 | 52 | 35.1% | 0.01 | 0.0014 | -0.013 | 300 | 40.50 | 41.65 | -1.00 | 0.0000 | -0.105 | ||||
| 0 | 0.1100 | 2 | 39.5% | 0.01 | 0.0010 | -0.010 | 305 | 45.50 | 46.65 | -1.00 | 0.0000 | -0.108 | ||||
| 0 | 0.2400 | 47.4% | 0.00 | 0.0008 | -0.009 | 310 | 49.50 | 51.65 | -1.00 | 0.0000 | -0.109 | |||||
| 0 | 0.2100 | 50.0% | 0.00 | 0.0006 | -0.007 | 315 | 54.20 | 57.95 | -1.00 | 0.0000 | -0.110 | |||||
| 0 | 0.2400 | 54.4% | 0.00 | 0.0005 | -0.006 | 320 | 59.20 | 62.95 | -1.00 | 0.0000 | -0.111 | |||||
| 0 | 0.2400 | 57.8% | 0.00 | 0.0004 | -0.006 | 325 | 64.20 | 67.95 | -1.00 | 0.0000 | -0.111 | |||||
| 0 | 0.2400 | 61.1% | 0.00 | 0.0003 | -0.005 | 330 | 70.10 | 72.65 | 75.9% | -1.00 | 0.0000 | -0.111 | ||||
| 0 | 0.0100 | 1 | 46.9% | 0.00 | 0.0002 | -0.005 | 335 | 75.10 | 77.65 | 79.7% | -1.00 | 0.0000 | -0.112 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 14, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs