AA option chain Alcoa Corporation
Cboe delayed options data · as of 21:48 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.9% (47.08–55.19) · ATM IV 48.6% · P/C open interest 0.66
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 22.60 | 24.90 | 1 | 208.7% | 0.99 | 0.0012 | 0.000 | 28 | 0 | 0.5800 | 1,127 | 180.7% | -0.01 | 0.0012 | -0.006 | ||
| 20.60 | 22.90 | 210 | 188.3% | 0.99 | 0.0017 | 0.000 | 30 | 0 | 0.1200 | 1,527 | 124.0% | -0.01 | 0.0017 | -0.007 | ||
| 17.60 | 19.90 | 29 | 160.1% | 0.99 | 0.0028 | 0.000 | 33 | 0 | 0.3300 | 578 | 123.3% | -0.01 | 0.0028 | -0.009 | ||
| 14.75 | 17.90 | 557 | 102.2% | 0.99 | 0.0038 | -0.002 | 35 | 0 | 0.5800 | 2,019 | 122.5% | -0.01 | 0.0038 | -0.010 | ||
| 12.25 | 14.90 | 24 | 105.9% | 0.98 | 0.0064 | -0.005 | 38 | 0.0100 | 0.1600 | 2 | 454 | 78.6% | -0.02 | 0.0065 | -0.012 | |
| 11.05 | 11.75 | 95 | 77.7% | 0.97 | 0.0095 | -0.009 | 40 | 0.0100 | 0.1300 | 9 | 1,416 | 64.8% | -0.03 | 0.0095 | -0.014 | |
| 9.75 | 11.95 | 99.1% | 0.97 | 0.0117 | -0.010 | 41 | 0 | 0.0900 | 3 | 5 | 55.1% | -0.03 | 0.0118 | -0.015 | ||
| 9.15 | 9.75 | 20 | 92 | 68.6% | 0.96 | 0.0148 | -0.013 | 42 | 0.0400 | 0.1400 | 34 | 749 | 56.4% | -0.04 | 0.0148 | -0.017 |
| 7.75 | 9.30 | 66.9% | 0.95 | 0.0190 | -0.016 | 43 | 0.0300 | 0.6500 | 993 | 69.2% | -0.05 | 0.0191 | -0.020 | |||
| 6.80 | 8.45 | 65.3% | 0.93 | 0.0248 | -0.021 | 44 | 0.1100 | 0.2000 | 108 | 50.9% | -0.07 | 0.0249 | -0.024 | |||
| 6.35 | 6.65 | 2 | 2,828 | 52.0% | 0.90 | 0.0323 | -0.027 | 45 | 0.2000 | 0.3100 | 7 | 1,513 | 51.1% | -0.10 | 0.0325 | -0.030 |
| 5.10 | 6.90 | 65.5% | 0.87 | 0.0414 | -0.034 | 46 | 0.2500 | 0.6000 | 8 | 279 | 52.4% | -0.14 | 0.0417 | -0.037 | ||
| 4.55 | 4.95 | 20 | 469 | 48.7% | 0.82 | 0.0514 | -0.042 | 47 | 0.5000 | 0.5600 | 26 | 1,031 | 49.1% | -0.18 | 0.0517 | -0.045 |
| 4.05 | 5.70 | 23 | 64.6% | 0.79 | 0.0563 | -0.046 | 47.5 | 0.5700 | 0.6900 | 20 | 34 | 48.7% | -0.21 | 0.0567 | -0.049 | |
| 3.75 | 5.00 | 69 | 60.1% | 0.76 | 0.0610 | -0.050 | 48 | 0.6500 | 0.8300 | 2 | 77 | 48.1% | -0.24 | 0.0615 | -0.052 | |
| 3.40 | 3.80 | 2 | 47.7% | 0.73 | 0.0654 | -0.054 | 48.5 | 0.8700 | 0.9400 | 4 | 15 | 48.7% | -0.28 | 0.0659 | -0.056 | |
| 3.10 | 3.45 | 10 | 48.0% | 0.69 | 0.0693 | -0.058 | 49 | 0.9900 | 1.12 | 15 | 52 | 48.4% | -0.31 | 0.0698 | -0.059 | |
| 2.70 | 3.10 | 17 | 21 | 46.6% | 0.65 | 0.0726 | -0.061 | 49.5 | 0.9500 | 1.32 | 4 | 45.7% | -0.35 | 0.0731 | -0.062 | |
| 2.62 | 2.73 | 18 | 3,325 | 48.5% | 0.62 | 0.0752 | -0.063 | 50 | 1.39 | 1.52 | 41 | 1,498 | 48.8% | -0.39 | 0.0757 | -0.064 |
| 2.08 | 2.20 | 7 | 68 | 48.5% | 0.54 | 0.0781 | -0.066 | 51 | 1.85 | 1.98 | 20 | 19 | 48.7% | -0.46 | 0.0787 | -0.067 |
| 1.62 | 1.76 | 45 | 118 | 48.8% | 0.46 | 0.0780 | -0.066 | 52 | 2.39 | 2.53 | 120 | 11 | 48.8% | -0.54 | 0.0787 | -0.067 |
| 1.24 | 1.37 | 37 | 161 | 48.8% | 0.39 | 0.0752 | -0.064 | 53 | 2.84 | 3.15 | 36 | 46.7% | -0.62 | 0.0759 | -0.064 | |
| 0.9300 | 1.07 | 11 | 531 | 49.0% | 0.32 | 0.0699 | -0.060 | 54 | 3.55 | 3.90 | 1 | 4 | 47.7% | -0.69 | 0.0707 | -0.059 |
| 0.7000 | 0.8000 | 52 | 9,002 | 49.1% | 0.26 | 0.0629 | -0.054 | 55 | 4.35 | 4.65 | 27 | 2,322 | 48.3% | -0.75 | 0.0638 | -0.053 |
| 0.4700 | 0.6100 | 4 | 103 | 48.7% | 0.20 | 0.0550 | -0.047 | 56 | 5.15 | 5.60 | 38 | 50.6% | -0.80 | 0.0558 | -0.045 | |
| 0.3600 | 0.5100 | 1 | 51 | 50.5% | 0.16 | 0.0468 | -0.041 | 57 | 5.55 | 6.75 | 2 | 47.7% | -0.85 | 0.0476 | -0.038 | |
| 0.2400 | 0.3300 | 11 | 93 | 49.2% | 0.12 | 0.0390 | -0.035 | 58 | 6.60 | 7.60 | 6 | 3 | 50.4% | -0.88 | 0.0397 | -0.032 |
| 0.1500 | 0.4400 | 2 | 18 | 54.4% | 0.10 | 0.0322 | -0.029 | 59 | 7.50 | 9.30 | 6 | 8 | 68.3% | -0.91 | 0.0327 | -0.026 |
| 0.1000 | 0.2200 | 276 | 4,188 | 50.9% | 0.08 | 0.0266 | -0.025 | 60 | 8.75 | 9.30 | 3 | 603 | 55.5% | -0.93 | 0.0274 | -0.021 |
| 0.0700 | 0.3200 | 55 | 19 | 57.4% | 0.06 | 0.0220 | -0.022 | 61 | 8.90 | 10.45 | 12 | -0.95 | 0.0234 | -0.017 | ||
| 0.0400 | 0.3100 | 151 | 13 | 59.9% | 0.05 | 0.0182 | -0.019 | 62 | 9.30 | 12.15 | -0.96 | 0.0207 | -0.014 | |||
| 0.0200 | 0.3100 | 36 | 2 | 63.0% | 0.04 | 0.0153 | -0.017 | 63 | 10.25 | 13.55 | 56.0% | -0.97 | 0.0182 | -0.012 | ||
| 0.0100 | 0.1400 | 1,730 | 60.9% | 0.03 | 0.0111 | -0.013 | 65 | 13.60 | 15.05 | 263 | 93.0% | -0.98 | 0.0138 | -0.011 | ||
| 0 | 0.0500 | 4 | 1,043 | 65.2% | 0.02 | 0.0056 | -0.009 | 70 | 17.60 | 20.25 | 68 | 82.5% | -1.00 | 0.0048 | -0.015 | |
| 0 | 0.2000 | 1 | 896 | 93.6% | 0.01 | 0.0033 | -0.006 | 75 | 22.65 | 24.40 | -1.00 | 0.0011 | -0.020 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs