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 ±6.5% (239.83–273.13) · ATM IV 28.6% · P/C open interest 0.89
| 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 | |
| 113.60 | 117.40 | 84.5% | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.1800 | 4 | 84.3% | -0.00 | 0.0001 | -0.003 | |||
| 108.50 | 112.40 | 1 | 69.2% | 1.00 | 0.0001 | 0.000 | 145 | 0 | 0.1900 | 1 | 80.3% | -0.00 | 0.0001 | -0.004 | ||
| 103.65 | 107.40 | 5 | 76.6% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.1900 | 2 | 3 | 75.9% | -0.00 | 0.0001 | -0.004 | |
| 98.55 | 102.45 | 64.0% | 1.00 | 0.0001 | 0.000 | 155 | 0 | 0.2000 | 10 | 6 | 72.5% | -0.00 | 0.0001 | -0.005 | ||
| 93.70 | 97.45 | 69.0% | 1.00 | 0.0002 | 0.000 | 160 | 0 | 0.1100 | 1 | 3 | 64.0% | -0.00 | 0.0002 | -0.006 | ||
| 88.60 | 92.50 | 1 | 58.3% | 1.00 | 0.0002 | 0.000 | 165 | 0 | 0.1100 | 1 | 5 | 60.1% | -0.00 | 0.0002 | -0.006 | |
| 83.75 | 87.50 | 1 | 59.9% | 1.00 | 0.0003 | 0.000 | 170 | 0 | 0.0800 | 6 | 2 | 54.7% | -0.00 | 0.0003 | -0.007 | |
| 78.65 | 82.55 | 56.4% | 0.99 | 0.0004 | 0.000 | 175 | 0 | 0.2600 | 2 | 18 | 51.7% | -0.01 | 0.0004 | -0.009 | ||
| 73.80 | 77.50 | 4 | 53.0% | 0.99 | 0.0005 | -0.001 | 180 | 0.0300 | 0.2400 | 8 | 2 | 54.3% | -0.01 | 0.0005 | -0.010 | |
| 68.85 | 72.45 | 50.9% | 0.99 | 0.0006 | -0.003 | 185 | 0.0400 | 0.1600 | 2 | 48.6% | -0.01 | 0.0006 | -0.012 | |||
| 63.90 | 67.65 | 1 | 47.4% | 0.99 | 0.0008 | -0.005 | 190 | 0.0500 | 0.1200 | 11 | 44.1% | -0.01 | 0.0008 | -0.014 | ||
| 58.90 | 62.70 | 44.9% | 0.99 | 0.0010 | -0.009 | 195 | 0.0900 | 0.1600 | 69 | 42.7% | -0.01 | 0.0010 | -0.016 | |||
| 55.25 | 56.40 | 7 | 8 | 42.2% | 0.98 | 0.0013 | -0.012 | 200 | 0.0900 | 0.2400 | 1 | 86 | 40.8% | -0.02 | 0.0013 | -0.019 |
| 50.30 | 51.50 | 1 | 48 | 40.6% | 0.98 | 0.0018 | -0.016 | 205 | 0.1500 | 0.3200 | 1 | 77 | 39.3% | -0.02 | 0.0018 | -0.023 |
| 45.40 | 46.60 | 38.5% | 0.97 | 0.0024 | -0.022 | 210 | 0.2100 | 0.3800 | 1 | 434 | 37.0% | -0.03 | 0.0024 | -0.028 | ||
| 40.50 | 42.45 | 3 | 33.8% | 0.96 | 0.0032 | -0.029 | 215 | 0.3700 | 0.4400 | 7 | 142 | 35.2% | -0.04 | 0.0032 | -0.034 | |
| 35.70 | 36.70 | 44 | 33.1% | 0.95 | 0.0044 | -0.039 | 220 | 0.5300 | 0.6000 | 14 | 716 | 33.5% | -0.05 | 0.0044 | -0.043 | |
| 31.00 | 31.95 | 55 | 55 | 31.8% | 0.92 | 0.0061 | -0.051 | 225 | 0.7000 | 0.8700 | 14 | 588 | 31.8% | -0.08 | 0.0061 | -0.056 |
| 26.40 | 27.35 | 38 | 43 | 30.7% | 0.89 | 0.0082 | -0.067 | 230 | 1.20 | 1.27 | 48 | 731 | 31.1% | -0.11 | 0.0082 | -0.070 |
| 22.05 | 23.00 | 2 | 14 | 30.0% | 0.85 | 0.0107 | -0.085 | 235 | 1.79 | 1.96 | 100 | 1,171 | 30.4% | -0.16 | 0.0108 | -0.088 |
| 18.00 | 18.90 | 6 | 52 | 29.4% | 0.79 | 0.0134 | -0.103 | 240 | 2.70 | 2.90 | 347 | 5,830 | 29.8% | -0.22 | 0.0136 | -0.106 |
| 14.30 | 15.20 | 11 | 81 | 29.0% | 0.71 | 0.0160 | -0.119 | 245 | 3.95 | 4.20 | 125 | 1,009 | 29.3% | -0.29 | 0.0162 | -0.122 |
| 11.10 | 11.85 | 128 | 293 | 28.7% | 0.62 | 0.0180 | -0.132 | 250 | 5.65 | 5.90 | 63 | 2,615 | 28.8% | -0.38 | 0.0183 | -0.135 |
| 8.60 | 8.90 | 138 | 828 | 28.7% | 0.53 | 0.0190 | -0.138 | 255 | 7.65 | 8.15 | 100 | 671 | 28.6% | -0.47 | 0.0193 | -0.141 |
| 6.35 | 6.55 | 579 | 633 | 28.5% | 0.44 | 0.0188 | -0.137 | 260 | 10.40 | 11.00 | 26 | 409 | 28.3% | -0.57 | 0.0193 | -0.140 |
| 4.55 | 4.75 | 185 | 853 | 28.4% | 0.35 | 0.0177 | -0.128 | 265 | 13.45 | 14.25 | 12 | 185 | 28.0% | -0.66 | 0.0182 | -0.131 |
| 3.20 | 3.35 | 566 | 1,327 | 28.5% | 0.27 | 0.0158 | -0.115 | 270 | 17.10 | 18.25 | 34 | 28.6% | -0.74 | 0.0164 | -0.117 | |
| 2.19 | 2.33 | 321 | 874 | 28.6% | 0.20 | 0.0134 | -0.098 | 275 | 21.20 | 22.20 | 1 | 99 | 28.7% | -0.81 | 0.0140 | -0.101 |
| 1.52 | 1.64 | 313 | 867 | 29.0% | 0.15 | 0.0110 | -0.082 | 280 | 25.40 | 26.75 | 44 | 29.2% | -0.87 | 0.0116 | -0.083 | |
| 1.02 | 1.13 | 448 | 4,793 | 29.4% | 0.11 | 0.0087 | -0.066 | 285 | 30.00 | 31.20 | 9 | 29.1% | -0.91 | 0.0096 | -0.067 | |
| 0.7100 | 0.8100 | 170 | 2,817 | 30.1% | 0.08 | 0.0067 | -0.053 | 290 | 34.80 | 37.05 | 82 | 30.5% | -0.95 | 0.0079 | -0.060 | |
| 0.4800 | 0.5400 | 74 | 873 | 30.4% | 0.06 | 0.0051 | -0.042 | 295 | 39.70 | 42.00 | 1 | 31.7% | -0.97 | 0.0067 | -0.048 | |
| 0.3400 | 0.3800 | 198 | 1,215 | 31.1% | 0.04 | 0.0039 | -0.033 | 300 | 43.50 | 46.75 | 2 | -0.99 | 0.0038 | -0.040 | ||
| 0.2300 | 0.2900 | 3 | 351 | 31.8% | 0.03 | 0.0030 | -0.026 | 305 | 48.20 | 52.00 | -1.00 | 0.0011 | -0.032 | |||
| 0.1400 | 0.2100 | 4 | 253 | 32.3% | 0.02 | 0.0022 | -0.020 | 310 | 53.50 | 56.75 | -1.00 | 0.0000 | -0.032 | |||
| 0.1000 | 0.1900 | 166 | 33.6% | 0.02 | 0.0017 | -0.016 | 315 | 58.15 | 61.95 | -1.00 | 0.0000 | -0.032 | ||||
| 0.0500 | 0.1100 | 229 | 33.1% | 0.01 | 0.0013 | -0.013 | 320 | 63.55 | 66.75 | -1.00 | 0.0000 | -0.032 | ||||
| 0.0700 | 0.1200 | 16 | 36 | 35.8% | 0.01 | 0.0010 | -0.011 | 325 | 68.55 | 71.75 | -1.00 | 0.0000 | -0.032 | |||
| 0.0200 | 0.1300 | 7 | 108 | 37.0% | 0.01 | 0.0008 | -0.009 | 330 | 73.55 | 76.75 | -1.00 | 0.0000 | -0.032 | |||
| 0.0100 | 0.1100 | 2 | 33 | 37.6% | 0.01 | 0.0007 | -0.008 | 335 | 78.30 | 81.95 | -1.00 | 0.0000 | -0.032 | |||
| 0.0100 | 0.1100 | 4 | 1 | 39.4% | 0.01 | 0.0006 | -0.007 | 340 | 83.35 | 86.95 | -1.00 | 0.0000 | -0.032 | |||
| 0 | 0.1000 | 10 | 40.7% | 0.00 | 0.0005 | -0.006 | 345 | 88.20 | 92.00 | -1.00 | 0.0000 | -0.032 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs