AA option chain Alcoa Corporation

Expiration Cboe delayed options data · as of 15:33 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 ±9.5% (37.30–45.15) · ATM IV 45.3% · P/C open interest 0.61

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	13.10			55.2%	0.98	0.0081	-0.006	30	0	1.15			104.3%	-0.02	0.0081	-0.007
9.75	12.15			101.0%	0.97	0.0103	-0.007	31	0	0.9600			91.2%	-0.03	0.0103	-0.008
8.80	10.95			89.1%	0.96	0.0133	-0.008	32	0	1.20		10	89.5%	-0.04	0.0134	-0.010
7.70	10.05			81.2%	0.95	0.0176	-0.010	33	0	0.7500		33	70.6%	-0.05	0.0176	-0.012
6.75	8.90			71.1%	0.93	0.0233	-0.013	34	0.0300	0.4400		101	55.8%	-0.07	0.0234	-0.014
6.10	7.80		1	68.4%	0.91	0.0307	-0.017	35	0	0.7500		32	56.5%	-0.09	0.0309	-0.018
5.25	6.95			65.8%	0.87	0.0397	-0.021	36	0.1400	0.4900	2	37	46.9%	-0.13	0.0400	-0.022
4.40	6.65			70.4%	0.82	0.0496	-0.026	37	0.1100	1.05		28	50.1%	-0.18	0.0500	-0.027
3.65	5.20		1	58.5%	0.77	0.0594	-0.031	38	0.6500	0.9000	5	111	48.4%	-0.23	0.0599	-0.031
3.00	5.15			66.0%	0.70	0.0680	-0.035	39	0.8600	1.15		43	46.2%	-0.30	0.0686	-0.035
2.40	3.80		89	56.2%	0.63	0.0745	-0.038	40	1.26	1.61		69	47.3%	-0.38	0.0753	-0.038
1.79	2.38	30	49	44.7%	0.55	0.0782	-0.040	41	1.55	2.12		87	45.9%	-0.45	0.0792	-0.040
1.38	1.99	16	42	46.1%	0.47	0.0789	-0.040	42	1.91	2.86		32	46.1%	-0.53	0.0801	-0.040
1.08	1.49	2	87	45.7%	0.40	0.0766	-0.038	43	2.73	3.35		20	46.9%	-0.61	0.0780	-0.039
0.8100	1.17	10	15	46.1%	0.33	0.0717	-0.036	44	3.40	4.20		26	48.8%	-0.68	0.0732	-0.036
0.5400	0.8300	7	29	44.6%	0.26	0.0647	-0.032	45	3.55	4.95		11	40.0%	-0.75	0.0662	-0.033
0.4800	0.6300	2	27	46.5%	0.21	0.0567	-0.029	46	4.30	5.90		3	40.2%	-0.80	0.0581	-0.029
0.2500	0.6800	1	142	48.8%	0.17	0.0486	-0.025	47	5.00	6.55		14		-0.84	0.0497	-0.025
0.2800	0.3800	3	547	48.4%	0.13	0.0410	-0.022	48	5.90	7.60		12		-0.88	0.0418	-0.021
0.1700	0.4100	6	18	51.0%	0.11	0.0344	-0.019	49	6.80	8.55		1		-0.91	0.0347	-0.018
0.0900	0.3700	5	47	52.1%	0.09	0.0287	-0.017	50	7.70	9.55		9		-0.93	0.0286	-0.015
0.0500	0.3300	1	31	53.6%	0.07	0.0240	-0.015	51	8.65	10.40		2		-0.94	0.0236	-0.013
0	0.2100		1	50.7%	0.06	0.0203	-0.013	52	9.70	11.50		6		-0.95	0.0196	-0.011
0	0.3700		11	60.4%	0.05	0.0172	-0.012	53	10.15	12.85		1		-0.96	0.0164	-0.009
0	0.7500			75.2%	0.04	0.0148	-0.011	54	11.05	14.90		1	67.5%	-0.97	0.0139	-0.008
0	0.7500		9	78.8%	0.04	0.0128	-0.010	55	12.00	15.90		8	69.0%	-0.97	0.0118	-0.007
0	0.2400			76.2%	0.02	0.0072	-0.007	60	16.85	20.90			77.0%	-0.99	0.0062	-0.003

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 13, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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AA option chain Alcoa Corporation

Volatility smile — Nov 13, 2026

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