AA option chain Alcoa Corporation
Cboe delayed options data · as of 09:33 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 ±8.5% (37.76–44.82) · ATM IV 44.2% · P/C open interest 0.97
| 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 | |
| 9.50 | 13.40 | 0.99 | 0.0050 | -0.004 | 30 | 0 | 2.13 | 141.4% | -0.01 | 0.0054 | -0.005 | |||||
| 8.50 | 12.45 | 0.99 | 0.0064 | -0.005 | 31 | 0 | 2.13 | 131.3% | -0.02 | 0.0068 | -0.005 | |||||
| 7.45 | 11.45 | 0.98 | 0.0085 | -0.006 | 32 | 0 | 2.13 | 111 | 121.4% | -0.02 | 0.0089 | -0.006 | ||||
| 7.05 | 10.15 | 46.8% | 0.98 | 0.0117 | -0.007 | 33 | 0 | 2.14 | 4 | 111.9% | -0.03 | 0.0121 | -0.007 | |||
| 6.75 | 8.60 | 52.4% | 0.96 | 0.0170 | -0.009 | 34 | 0.0200 | 0.1000 | 31 | 337 | 45.9% | -0.04 | 0.0172 | -0.009 | ||
| 6.15 | 7.65 | 61.5% | 0.94 | 0.0250 | -0.013 | 35 | 0 | 1.00 | 1 | 114 | 69.6% | -0.06 | 0.0251 | -0.013 | ||
| 5.25 | 6.75 | 58.8% | 0.91 | 0.0355 | -0.018 | 36 | 0 | 0.2600 | 2 | 11 | 41.7% | -0.09 | 0.0355 | -0.018 | ||
| 4.20 | 5.90 | 53.0% | 0.86 | 0.0475 | -0.025 | 37 | 0 | 2.23 | 19 | 75.4% | -0.14 | 0.0476 | -0.025 | |||
| 3.25 | 5.10 | 49.4% | 0.80 | 0.0595 | -0.031 | 38 | 0.4900 | 0.7900 | 5 | 108 | 50.4% | -0.20 | 0.0598 | -0.031 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 38.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.53 | 4.40 | 65 | 49.7% | 0.73 | 0.0705 | -0.037 | 39 | 0.7400 | 0.9500 | 12 | 44 | 48.0% | -0.27 | 0.0710 | -0.037 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 39.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.70 | 3.80 | 1 | 4 | 47.7% | 0.66 | 0.0793 | -0.041 | 40 | 0.9800 | 1.45 | 67 | 58 | 48.5% | -0.35 | 0.0800 | -0.041 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 40.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.63 | 2.19 | 7 | 64 | 40.7% | 0.57 | 0.0848 | -0.043 | 41 | 1.36 | 1.88 | 17 | 48 | 47.7% | -0.43 | 0.0857 | -0.044 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 41.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.32 | 1.72 | 6 | 24 | 43.1% | 0.49 | 0.0861 | -0.044 | 42 | 1.95 | 2.41 | 14 | 33 | 48.7% | -0.52 | 0.0871 | -0.045 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 42.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8900 | 1.36 | 42 | 11 | 43.1% | 0.40 | 0.0832 | -0.043 | 43 | 1.53 | 3.45 | 27 | 11 | 41.1% | -0.60 | 0.0842 | -0.044 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 43.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7400 | 1.03 | 207 | 116 | 45.2% | 0.33 | 0.0771 | -0.041 | 44 | 2.29 | 3.90 | 6 | 32 | 38.4% | -0.68 | 0.0780 | -0.041 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 44.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4600 | 0.8500 | 1 | 77 | 45.8% | 0.26 | 0.0690 | -0.037 | 45 | 3.05 | 5.00 | 4 | 8 | 43.2% | -0.74 | 0.0697 | -0.037 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 45.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3700 | 0.6200 | 2 | 35 | 46.9% | 0.21 | 0.0598 | -0.032 | 46 | 3.85 | 5.85 | 18 | 43.1% | -0.80 | 0.0603 | -0.032 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2100 | 0.5400 | 11 | 97 | 48.0% | 0.16 | 0.0505 | -0.027 | 47 | 4.75 | 7.35 | 5 | 56.6% | -0.85 | 0.0506 | -0.027 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2000 | 0.3500 | 53 | 197 | 48.7% | 0.12 | 0.0416 | -0.023 | 48 | 5.70 | 7.65 | 10 | 45.2% | -0.89 | 0.0414 | -0.023 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 48.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.5000 | 22 | 93 | 52.4% | 0.09 | 0.0338 | -0.019 | 49 | 6.00 | 9.35 | 4 | 49.8% | -0.91 | 0.0333 | -0.019 | |
| 0.0100 | 0.3600 | 4 | 114 | 52.7% | 0.07 | 0.0274 | -0.016 | 50 | 7.55 | 9.50 | 6 | 39.3% | -0.94 | 0.0267 | -0.015 | |
| 0 | 2.21 | 59 | 96.6% | 0.06 | 0.0223 | -0.014 | 51 | 8.50 | 10.25 | 2 | -0.95 | 0.0215 | -0.013 | |||
| 0.0500 | 0.1000 | 12 | 18 | 51.0% | 0.05 | 0.0183 | -0.012 | 52 | 9.50 | 11.25 | 1 | 7 | -0.96 | 0.0174 | -0.011 | |
| 0 | 2.17 | 11 | 106.2% | 0.04 | 0.0151 | -0.010 | 53 | 10.50 | 12.20 | 1 | -0.97 | 0.0142 | -0.010 | |||
| 0 | 2.16 | 40 | 110.9% | 0.03 | 0.0127 | -0.009 | 54 | 11.45 | 14.60 | 1 | 90.9% | -0.97 | 0.0118 | -0.008 | ||
| 0 | 0.1000 | 57.3% | 0.03 | 0.0107 | -0.008 | 55 | 11.65 | 15.65 | 1 | 72.4% | -0.98 | 0.0099 | -0.007 | |||
| 0 | 2.13 | 136.3% | 0.01 | 0.0053 | -0.005 | 60 | 16.60 | 20.55 | 81.0% | -0.99 | 0.0046 | -0.004 | ||||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs