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This excerpt taken from the AMZN 10-Q filed Oct 27, 2005. Valuation Assumptions for Stock Options
Less than two thousand stock options were granted during Q3 2005. The fair value for each stock option granted was estimated at the date of grant using a Black-Scholes option-pricing model, assuming no dividends and the following assumptions.
Expected volatilities are based on historical volatilities of our common stock; the expected life represents the weighted average period of time that options granted are expected to be outstanding giving consideration to vesting schedules and our historical exercise patterns; and the risk-free rate is based on the U.S. Treasury yield curve in effect at the time of grant for periods corresponding with the expected life of the option.
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Table of ContentsAMAZON.COM, INC.
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS — (Continued) (unaudited)
This excerpt taken from the AMZN 10-Q filed Jul 28, 2005. Valuation Assumptions for Stock Options
The fair value for each stock option granted was estimated at the date of grant using a Black-Scholes option-pricing model, assuming no dividends and the following assumptions.
Expected volatilities are based on historical volatilities of our common stock; the expected life represents the weighted average period of time that options granted are expected to be outstanding giving consideration to vesting schedules and our historical exercise patterns; and the risk-free rate is based on the U.S. Treasury yield curve in effect at the time of grant for periods corresponding with the expected life of the option.
This excerpt taken from the AMZN 10-Q filed Apr 28, 2005. Valuation Assumptions for Stock Options
No stock options were granted during Q1 2005. The fair value for each stock option granted during Q1 2004 was estimated at the date of grant using a Black-Scholes option-pricing model, assuming no dividends and the following assumptions.
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Table of ContentsAMAZON.COM, INC.
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS — (Continued) (unaudited)
Expected volatilities are based on historical volatilities of our common stock; the expected life represents the weighted average period of time that options granted are expected to be outstanding giving consideration to vesting schedules and our historical exercise patterns; and the risk-free rate is based on the U.S. Treasury yield curve in effect at the time of grant for periods corresponding with the expected life of the option.
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