Wednesday, August 12
AMZN options
AMZN$273.19delayed
Call-heavy / bullishATM IV· 0d
31.9%
Exp. move ±1σ
—
Max pain
$270
P/C ratio (OI)· whole chain
0.66
Skew
Downside (puts bid)
Dealer GEX· positive · pinning
$15.8M
24 expiries · 2630 contracts
Smile / skew· Aug 12 '26free CBOE chain · delayed ~15m
Chain · Aug 12 '26Calls / Puts
| OI | Vol | IV | Δ | Bid | Ask | Strike | Bid | Ask | Δ | IV | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17 | 2 | 149% | 1.00 | 29.20 | 31.75 | $242.50 | 0.00 | 0.01 | -0.00 | 75% | 0 | 10 |
| 58 | 13 | 130% | 1.00 | 25.40 | 28.90 | $245 | 0.00 | 0.01 | -0.00 | 69% | 11 | 206 |
| 125 | 188 | 83% | 1.00 | 24.35 | 26.65 | $247.50 | 0.00 | 0.06 | -0.00 | 76% | 5 | 193 |
| 225 | 430 | — | 1.00 | 21.95 | 23.50 | $250 | 0.00 | 0.05 | -0.00 | 61% | 152 | 197 |
| 43 | 15 | — | 0.99 | 19.25 | 20.05 | $252.50 | 0.00 | 0.02 | -0.01 | 54% | 45 | 106 |
| 50 | 42 | — | 0.99 | 16.75 | 17.55 | $255 | 0.02 | 0.03 | -0.01 | 53% | 182 | 418 |
| 38 | 119 | — | 0.98 | 14.30 | 14.95 | $257.50 | 0.00 | 0.04 | -0.02 | 48% | 168 | 455 |
| 189 | 381 | 33% | 0.97 | 12.00 | 12.95 | $260 | 0.04 | 0.07 | -0.03 | 44% | 9739 | 9692 |
| 336 | 1555 | — | 0.96 | 9.35 | 10.05 | $262.50 | 0.08 | 0.11 | -0.04 | 40% | 1056 | 623 |
| 239 | 1000 | 30% | 0.92 | 7.05 | 8.60 | $265 | 0.16 | 0.19 | -0.08 | 36% | 7230 | 4701 |
| 298 | 584 | 31% | 0.84 | 4.80 | 5.35 | $267.50 | 0.37 | 0.40 | -0.16 | 33% | 8419 | 3022 |
| 1617 | 3336 | 33% | 0.69 | 3.15 | 3.30 | $270 | 0.89 | 0.93 | -0.31 | 32% | 20544 | 3497 |
| 1863 | 17419 | 32% | 0.48 | 1.71 | 1.74 | $272.50 | 1.89 | 1.96 | -0.52 | 32% | 20560 | 2826 |
| 4297 | 24021 | 33% | 0.29 | 0.81 | 0.84 | $275 | 3.40 | 3.65 | -0.72 | 32% | 9240 | 1776 |
| 8339 | 20219 | 34% | 0.15 | 0.35 | 0.38 | $277.50 | 5.00 | 5.90 | -0.85 | 33% | 853 | 633 |
| 6130 | 14846 | 36% | 0.07 | 0.15 | 0.17 | $280 | 7.60 | 8.00 | -0.93 | — | 582 | 687 |
| 3691 | 5830 | 38% | 0.04 | 0.07 | 0.08 | $282.50 | 9.85 | 11.20 | -0.97 | — | 381 | 130 |
| 5611 | 5578 | 41% | 0.02 | 0.03 | 0.04 | $285 | 12.60 | 13.85 | -0.99 | — | 736 | 33 |
| 2893 | 1747 | 42% | 0.01 | 0.01 | 0.02 | $287.50 | 15.10 | 15.45 | -0.99 | — | 31 | 0 |
| 2590 | 2302 | 43% | 0.00 | 0.00 | 0.01 | $290 | 16.60 | 18.85 | -1.00 | — | 8 | 1 |
| 838 | 561 | 48% | 0.00 | 0.00 | 0.01 | $292.50 | 19.00 | 20.70 | -1.00 | — | 8 | 0 |
| 1846 | 103 | 53% | 0.00 | 0.00 | 0.01 | $295 | 21.35 | 23.25 | -1.00 | — | 4 | 0 |
| 2075 | 6 | 58% | 0.00 | 0.00 | 0.01 | $297.50 | 24.05 | 27.10 | -1.00 | 100% | 3 | 0 |
| 1126 | 85 | 63% | 0.00 | 0.00 | 0.01 | $300 | 27.30 | 28.95 | -1.00 | 111% | 2 | 0 |
| 80 | 0 | 68% | 0.00 | 0.00 | 0.01 | $302.50 | 29.65 | 30.95 | -1.00 | 81% | 563 | 0 |
Shaded row is nearest spot.
Strategy builderAug 12 '26 · 0d
Your view
Risk appetite
Bull put spread (credit) · safetyestimates · market-implied (lognormal)
Value nowsolid = expiry
P&L distribution at expiry
Probability of profit88%
Expected value+$31.19
Chance of losing12%
Max loss−$197.50
Capital at risk$197.50
Net credit$52.50
Breakeven cushion1.4% from spot
Net Δ
15
Γ
-2.6
Θ / day
$53.08
Vega
−$1.57
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