AMZN option chain Amazon.com, Inc.
Cboe delayed options data · as of 06:33 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 ±5.7% (241.98–270.98) · ATM IV 28.3% · P/C open interest 0.83
| 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 | |
| 113.50 | 117.20 | 1 | 96.5% | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.1500 | 94.3% | -0.00 | 0.0001 | -0.003 | |||
| 108.50 | 112.25 | 89.5% | 1.00 | 0.0001 | 0.000 | 145 | 0 | 0.1500 | 6 | 89.2% | -0.00 | 0.0001 | -0.004 | |||
| 103.50 | 107.45 | 85.7% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.1500 | 3 | 84.2% | -0.00 | 0.0001 | -0.004 | |||
| 98.55 | 102.25 | 1 | 81.9% | 1.00 | 0.0001 | 0.000 | 155 | 0 | 0.1600 | 1 | 4 | 80.1% | -0.00 | 0.0001 | -0.005 | |
| 93.55 | 97.30 | 75.7% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 0.0900 | 10 | 3 | 71.5% | -0.00 | 0.0001 | -0.005 | ||
| 88.55 | 92.50 | 72.1% | 1.00 | 0.0002 | 0.000 | 165 | 0 | 0.0900 | 8 | 67.3% | -0.00 | 0.0002 | -0.006 | |||
| 83.60 | 87.35 | 2 | 68.4% | 1.00 | 0.0002 | 0.000 | 170 | 0 | 0.1700 | 6 | 17 | 67.4% | -0.00 | 0.0002 | -0.007 | |
| 78.60 | 82.35 | 64.8% | 1.00 | 0.0003 | 0.000 | 175 | 0 | 0.1500 | 2 | 7 | 62.6% | -0.00 | 0.0003 | -0.008 | ||
| 73.65 | 77.20 | 3 | 57.3% | 1.00 | 0.0004 | -0.002 | 180 | 0.0100 | 0.0900 | 1 | 30 | 55.5% | -0.00 | 0.0004 | -0.010 | |
| 68.65 | 72.40 | 55.9% | 0.99 | 0.0005 | -0.004 | 185 | 0.0200 | 0.1000 | 1 | 18 | 52.1% | -0.01 | 0.0005 | -0.011 | ||
| 63.70 | 67.45 | 50.7% | 0.99 | 0.0006 | -0.006 | 190 | 0.0300 | 0.1100 | 1 | 186 | 49.5% | -0.01 | 0.0006 | -0.013 | ||
| 58.70 | 62.50 | 47.4% | 0.99 | 0.0008 | -0.009 | 195 | 0.0600 | 0.1000 | 5 | 72 | 46.3% | -0.01 | 0.0008 | -0.015 | ||
| 53.75 | 57.45 | 3 | 46.3% | 0.99 | 0.0011 | -0.012 | 200 | 0.0100 | 0.2100 | 7 | 71 | 45.6% | -0.01 | 0.0011 | -0.018 | |
| 48.80 | 52.35 | 45 | 42.6% | 0.98 | 0.0015 | -0.016 | 205 | 0.1000 | 0.2300 | 35 | 42.3% | -0.02 | 0.0015 | -0.021 | ||
| 43.85 | 47.50 | 7 | 40.4% | 0.98 | 0.0020 | -0.020 | 210 | 0.1500 | 0.2900 | 75 | 96 | 40.2% | -0.02 | 0.0020 | -0.025 | |
| 40.20 | 41.25 | 16 | 37.1% | 0.97 | 0.0027 | -0.027 | 215 | 0.1900 | 0.2900 | 4 | 474 | 36.4% | -0.03 | 0.0027 | -0.031 | |
| 35.30 | 36.45 | 4 | 42 | 35.5% | 0.96 | 0.0038 | -0.036 | 220 | 0.3100 | 0.3900 | 47 | 1,856 | 34.6% | -0.04 | 0.0038 | -0.040 |
| 30.50 | 32.15 | 16 | 55 | 32.0% | 0.94 | 0.0055 | -0.048 | 225 | 0.4700 | 0.5600 | 31 | 518 | 32.8% | -0.06 | 0.0055 | -0.052 |
| 25.80 | 27.65 | 5 | 37 | 30.6% | 0.91 | 0.0078 | -0.065 | 230 | 0.7600 | 0.8500 | 100 | 906 | 31.5% | -0.09 | 0.0078 | -0.068 |
| 21.25 | 22.15 | 4 | 49 | 29.7% | 0.87 | 0.0108 | -0.086 | 235 | 1.24 | 1.34 | 70 | 897 | 30.4% | -0.13 | 0.0109 | -0.089 |
| 17.05 | 17.90 | 2 | 62 | 29.1% | 0.81 | 0.0143 | -0.109 | 240 | 1.99 | 2.15 | 156 | 5,004 | 29.8% | -0.19 | 0.0144 | -0.112 |
| 13.40 | 14.00 | 6 | 253 | 28.9% | 0.73 | 0.0178 | -0.132 | 245 | 3.10 | 3.30 | 91 | 1,317 | 29.0% | -0.27 | 0.0180 | -0.135 |
| 10.00 | 10.60 | 50 | 385 | 28.4% | 0.63 | 0.0206 | -0.149 | 250 | 4.70 | 4.95 | 1,026 | 2,034 | 28.6% | -0.37 | 0.0208 | -0.152 |
| 7.35 | 7.65 | 229 | 910 | 28.3% | 0.53 | 0.0219 | -0.157 | 255 | 6.85 | 7.15 | 124 | 1,753 | 28.3% | -0.48 | 0.0223 | -0.160 |
| 5.15 | 5.35 | 348 | 1,093 | 28.1% | 0.42 | 0.0216 | -0.154 | 260 | 9.50 | 10.15 | 49 | 587 | 28.4% | -0.59 | 0.0220 | -0.157 |
| 3.45 | 3.65 | 344 | 1,230 | 28.1% | 0.32 | 0.0197 | -0.141 | 265 | 12.65 | 13.45 | 16 | 388 | 27.9% | -0.69 | 0.0202 | -0.143 |
| 2.32 | 2.44 | 781 | 1,298 | 28.5% | 0.23 | 0.0168 | -0.120 | 270 | 16.40 | 17.25 | 2 | 190 | 27.7% | -0.78 | 0.0174 | -0.123 |
| 1.46 | 1.59 | 326 | 3,871 | 28.6% | 0.16 | 0.0135 | -0.098 | 275 | 20.60 | 21.80 | 167 | 28.9% | -0.85 | 0.0140 | -0.100 | |
| 0.9300 | 1.06 | 301 | 1,852 | 29.2% | 0.11 | 0.0103 | -0.077 | 280 | 25.10 | 26.30 | 83 | 29.3% | -0.90 | 0.0111 | -0.078 | |
| 0.6100 | 0.7000 | 264 | 2,005 | 29.8% | 0.08 | 0.0077 | -0.059 | 285 | 29.85 | 32.20 | 6 | 30.1% | -0.94 | 0.0090 | -0.066 | |
| 0.4000 | 0.4600 | 255 | 1,187 | 30.5% | 0.06 | 0.0056 | -0.045 | 290 | 34.75 | 35.85 | 2 | 6 | 31.6% | -0.97 | 0.0069 | -0.057 |
| 0.2600 | 0.3200 | 93 | 2,462 | 31.4% | 0.04 | 0.0041 | -0.035 | 295 | 38.30 | 42.00 | 1 | -0.99 | 0.0042 | -0.042 | ||
| 0.1700 | 0.2200 | 62 | 1,472 | 32.1% | 0.03 | 0.0030 | -0.027 | 300 | 43.20 | 46.95 | 10 | -1.00 | 0.0015 | -0.028 | ||
| 0.1000 | 0.1800 | 7 | 584 | 33.5% | 0.02 | 0.0022 | -0.021 | 305 | 48.60 | 50.70 | 1 | -1.00 | 0.0003 | -0.028 | ||
| 0.0700 | 0.1300 | 12 | 432 | 34.4% | 0.01 | 0.0016 | -0.016 | 310 | 53.20 | 56.95 | -1.00 | 0.0000 | -0.028 | |||
| 0.0600 | 0.1100 | 1 | 172 | 35.8% | 0.01 | 0.0012 | -0.013 | 315 | 58.15 | 61.95 | -1.00 | 0.0000 | -0.028 | |||
| 0.0200 | 0.1200 | 520 | 37.2% | 0.01 | 0.0009 | -0.010 | 320 | 63.15 | 66.95 | -1.00 | 0.0000 | -0.028 | ||||
| 0.0300 | 0.1900 | 6 | 102 | 41.7% | 0.01 | 0.0007 | -0.008 | 325 | 68.15 | 71.95 | -1.00 | 0.0000 | -0.028 | |||
| 0.0100 | 0.1800 | 4 | 19 | 43.2% | 0.00 | 0.0006 | -0.007 | 330 | 73.40 | 76.95 | -1.00 | 0.0000 | -0.028 | |||
| 0 | 0.1400 | 2 | 6 | 44.1% | 0.00 | 0.0004 | -0.006 | 335 | 78.20 | 81.95 | -1.00 | 0.0000 | -0.028 | |||
| 0 | 0.1200 | 2 | 53 | 45.0% | 0.00 | 0.0004 | -0.005 | 340 | 83.25 | 86.95 | 5 | -1.00 | 0.0000 | -0.028 | ||
| 0 | 0.0200 | 44 | 41.0% | 0.00 | 0.0003 | -0.004 | 345 | 88.20 | 91.95 | -1.00 | 0.0000 | -0.028 | ||||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs