AMZN call estimate if Amazon rises 20%

What this scenario is modeling

This sample scenario models an AMZN call on a sharp 20% upside move, which makes it useful for stress-testing how a large percent move can affect an option estimate.

Because this is a bigger move than traders often model casually, it is also a good page for comparing how gamma, vega, and theta assumptions shape the final result.

Current assumptions include delta 0.5552, gamma 0.0125, vega 0.3179, theta -0.1283, implied volatility 39.39%.