Drag the strike.
Watch all five Greeks move.

Strike$104

Days to expiry30d

Call price

$2.19

AMZN spot $100.00
IV 32.0% (synthetic) · R 4.5%

Delta

0.366

How much the option price changes for a $1 move in the underlying.

Gamma

0.0410

How much Delta changes for a $1 move in the underlying.

Theta

-0.062

How much time decay reduces the option price each day.

Vega

0.108

How much the option price changes for a 1% move in implied volatility.

Rho

0.028

How much the option price changes for a 1% move in interest rates.

Black-Scholes · Computed live in your browser · Synthetic data · Educational — not advice

Drag the strike.Watch all five Greeks move.