Rinse shrimp and pat dry with paper towels. Place in a medium bowl.
Sprinkle paprika, oregano, thyme, garlic powder, cayenne pepper, salt and pepper on shrimp.
Drizzle shrimp with olive oil. Use a fork to mix evenly.
Preheat air fryer to 400 degrees. Spray the air fryer basket with oil.
Add shrimp to air fryer basket. Air fry at 400 degrees for 5 to 6 minutes, shaking the basket halfway through.
Transfer to serving plate. Pour melted butter over shrimp and sprinkle with parsley. Squeeze lemon juice over shrimp if desired.
Notes
Cooking times between different air fryers can vary so use the cooking time as an estimate.Be careful not to overcook the shrimp. Shrimp is done when the color changes from translucent gray to white or pink. Remove it when it is still slightly clear in the center. It will finish cooking from the residual heat.