AMZN option chain Amazon.com, Inc.
Cboe delayed options data · as of 03:33 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 ±7.3% (237.68–275.28) · ATM IV 29.0% · P/C open interest 0.77
| 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 | |
| 113.80 | 117.50 | 79.8% | 1.00 | 0.0001 | 0.000 | 140 | 0 | 0.2200 | 77.8% | -0.00 | 0.0001 | -0.004 | ||||
| 108.80 | 112.50 | 73.9% | 1.00 | 0.0001 | 0.000 | 145 | 0 | 0.2200 | 20 | 2 | 74.1% | -0.00 | 0.0001 | -0.004 | ||
| 103.75 | 107.60 | 67.9% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 0.2300 | 2 | 4 | 70.4% | -0.00 | 0.0001 | -0.005 | ||
| 98.85 | 102.60 | 66.1% | 1.00 | 0.0002 | 0.000 | 155 | 0 | 0.1200 | 6 | 61.9% | -0.00 | 0.0002 | -0.005 | |||
| 93.85 | 97.60 | 62.4% | 1.00 | 0.0002 | 0.000 | 160 | 0 | 0.2800 | 4 | 57.8% | -0.00 | 0.0002 | -0.006 | |||
| 88.80 | 92.70 | 57.1% | 1.00 | 0.0003 | 0.000 | 165 | 0.0100 | 0.2900 | 4 | 54.3% | -0.00 | 0.0003 | -0.007 | |||
| 83.85 | 87.70 | 55.2% | 0.99 | 0.0004 | 0.000 | 170 | 0.0200 | 0.3000 | 4 | 51.8% | -0.01 | 0.0004 | -0.009 | |||
| 78.95 | 82.70 | 51.7% | 0.99 | 0.0005 | -0.002 | 175 | 0.0400 | 0.2000 | 8 | 10 | 51.7% | -0.01 | 0.0005 | -0.010 | ||
| 73.95 | 77.75 | 49.6% | 0.99 | 0.0006 | -0.004 | 180 | 0.0500 | 0.1700 | 47.7% | -0.01 | 0.0006 | -0.011 | ||||
| 68.95 | 72.80 | 47.2% | 0.99 | 0.0008 | -0.006 | 185 | 0.0600 | 0.1900 | 45.2% | -0.01 | 0.0008 | -0.013 | ||||
| 64.15 | 67.90 | 44.7% | 0.99 | 0.0010 | -0.009 | 190 | 0.0500 | 0.3600 | 7 | 14 | 43.1% | -0.01 | 0.0010 | -0.016 | ||
| 59.15 | 63.00 | 42.7% | 0.98 | 0.0012 | -0.012 | 195 | 0.1600 | 0.2300 | 4 | 13 | 41.1% | -0.02 | 0.0012 | -0.018 | ||
| 55.45 | 56.70 | 1 | 40.5% | 0.98 | 0.0016 | -0.016 | 200 | 0.2200 | 0.3400 | 4 | 11 | 39.9% | -0.02 | 0.0016 | -0.022 | |
| 50.55 | 51.80 | 46 | 38.4% | 0.97 | 0.0021 | -0.021 | 205 | 0.2700 | 0.4300 | 39 | 37.9% | -0.03 | 0.0021 | -0.026 | ||
| 45.70 | 47.75 | 35.4% | 0.96 | 0.0028 | -0.026 | 210 | 0.4200 | 0.5400 | 14 | 38 | 36.4% | -0.04 | 0.0028 | -0.031 | ||
| 40.90 | 42.20 | 35.6% | 0.95 | 0.0037 | -0.034 | 215 | 0.5500 | 0.6900 | 3 | 72 | 34.6% | -0.05 | 0.0037 | -0.038 | ||
| 36.15 | 37.25 | 2 | 33.1% | 0.93 | 0.0049 | -0.044 | 220 | 0.8000 | 0.9100 | 27 | 424 | 33.3% | -0.07 | 0.0049 | -0.048 | |
| 31.50 | 32.60 | 3 | 31.8% | 0.91 | 0.0065 | -0.055 | 225 | 1.14 | 1.26 | 53 | 77 | 32.1% | -0.10 | 0.0065 | -0.059 | |
| 27.05 | 28.15 | 1 | 6 | 31.1% | 0.87 | 0.0083 | -0.069 | 230 | 1.64 | 1.78 | 62 | 192 | 31.1% | -0.13 | 0.0084 | -0.072 |
| 22.80 | 23.85 | 1 | 30.2% | 0.82 | 0.0105 | -0.084 | 235 | 2.38 | 2.57 | 158 | 181 | 30.5% | -0.18 | 0.0106 | -0.087 | |
| 18.85 | 19.90 | 1 | 9 | 29.7% | 0.77 | 0.0126 | -0.098 | 240 | 3.40 | 3.55 | 59 | 524 | 29.8% | -0.24 | 0.0128 | -0.101 |
| 15.30 | 16.25 | 3 | 3 | 29.2% | 0.70 | 0.0146 | -0.111 | 245 | 4.75 | 5.00 | 139 | 273 | 29.5% | -0.31 | 0.0148 | -0.114 |
| 12.40 | 13.00 | 40 | 10 | 29.4% | 0.62 | 0.0161 | -0.121 | 250 | 6.50 | 6.80 | 17 | 214 | 29.1% | -0.39 | 0.0164 | -0.124 |
| 9.75 | 10.05 | 161 | 45 | 29.0% | 0.54 | 0.0169 | -0.126 | 255 | 8.70 | 9.10 | 51 | 119 | 28.9% | -0.47 | 0.0173 | -0.128 |
| 7.45 | 7.75 | 47 | 168 | 28.8% | 0.45 | 0.0169 | -0.125 | 260 | 11.40 | 11.80 | 5 | 38 | 28.7% | -0.56 | 0.0174 | -0.128 |
| 5.55 | 5.85 | 42 | 146 | 28.8% | 0.37 | 0.0162 | -0.119 | 265 | 14.20 | 15.40 | 16 | 45 | 28.8% | -0.64 | 0.0167 | -0.122 |
| 4.05 | 4.30 | 27 | 143 | 28.7% | 0.30 | 0.0148 | -0.109 | 270 | 17.70 | 19.05 | 21 | 11 | 28.9% | -0.72 | 0.0154 | -0.112 |
| 3.00 | 3.50 | 45 | 635 | 29.0% | 0.23 | 0.0130 | -0.097 | 275 | 21.55 | 23.00 | 3 | 29.0% | -0.78 | 0.0137 | -0.100 | |
| 2.11 | 2.26 | 95 | 226 | 29.0% | 0.18 | 0.0111 | -0.083 | 280 | 25.75 | 27.25 | 1 | 29.2% | -0.84 | 0.0118 | -0.086 | |
| 1.53 | 1.68 | 80 | 585 | 29.5% | 0.14 | 0.0092 | -0.070 | 285 | 30.20 | 31.70 | 7 | 29.5% | -0.89 | 0.0100 | -0.072 | |
| 1.06 | 1.20 | 198 | 328 | 29.7% | 0.10 | 0.0074 | -0.058 | 290 | 34.85 | 36.35 | 30.0% | -0.92 | 0.0085 | -0.060 | ||
| 0.6500 | 0.9000 | 66 | 179 | 29.8% | 0.08 | 0.0059 | -0.047 | 295 | 39.70 | 41.05 | 30.5% | -0.95 | 0.0076 | -0.055 | ||
| 0.5200 | 0.6600 | 29 | 212 | 30.6% | 0.06 | 0.0047 | -0.038 | 300 | 43.40 | 47.00 | 30.4% | -0.98 | 0.0060 | -0.064 | ||
| 0.3400 | 0.4600 | 3 | 181 | 30.8% | 0.04 | 0.0037 | -0.031 | 305 | 48.20 | 51.95 | -0.99 | 0.0033 | -0.030 | |||
| 0.2500 | 0.4200 | 35 | 32.1% | 0.03 | 0.0029 | -0.025 | 310 | 54.45 | 57.00 | -1.00 | 0.0010 | -0.026 | ||||
| 0.1800 | 0.3400 | 51 | 11 | 32.9% | 0.03 | 0.0023 | -0.021 | 315 | 58.20 | 62.00 | -1.00 | 0.0000 | -0.026 | |||
| 0.1300 | 0.3300 | 12 | 39 | 34.3% | 0.02 | 0.0018 | -0.017 | 320 | 63.25 | 66.95 | -1.00 | 0.0000 | -0.026 | |||
| 0.0800 | 0.1900 | 6 | 33.6% | 0.02 | 0.0014 | -0.014 | 325 | 68.20 | 72.00 | -1.00 | 0.0000 | -0.026 | ||||
| 0.0500 | 0.1700 | 2 | 34.5% | 0.01 | 0.0012 | -0.012 | 330 | 73.30 | 77.00 | -1.00 | 0.0000 | -0.026 | ||||
| 0.0300 | 0.1800 | 1 | 36.0% | 0.01 | 0.0009 | -0.010 | 335 | 78.30 | 81.95 | 44.8% | -1.00 | 0.0000 | -0.026 | |||
| 0.0100 | 0.1300 | 2 | 35.9% | 0.01 | 0.0008 | -0.008 | 340 | 83.20 | 87.00 | 46.8% | -1.00 | 0.0000 | -0.026 | |||
| 0.0100 | 0.1300 | 15 | 37.5% | 0.01 | 0.0006 | -0.007 | 345 | 88.20 | 91.95 | 48.8% | -1.00 | 0.0000 | -0.026 | |||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs