AA option chain Alcoa Corporation
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 ±10.7% (36.81–45.63) · ATM IV 45.1% · P/C open interest 0.12
| 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 | |
| 14.15 | 18.15 | 0.99 | 0.0020 | -0.000 | 25 | 0 | 0.0300 | 67 | 69.1% | -0.01 | 0.0020 | -0.002 | ||||
| 10.65 | 12.40 | 13 | 73.3% | 0.98 | 0.0077 | -0.004 | 30 | 0 | 0.0500 | 5 | 141 | 49.1% | -0.02 | 0.0077 | -0.005 | |
| 7.05 | 8.75 | 65.3% | 0.92 | 0.0248 | -0.013 | 34 | 0.2100 | 0.2800 | 7 | 50.0% | -0.08 | 0.0250 | -0.014 | |||
| 6.50 | 6.80 | 3 | 91 | 48.7% | 0.89 | 0.0318 | -0.017 | 35 | 0.2900 | 0.3900 | 12 | 562 | 48.6% | -0.11 | 0.0321 | -0.017 |
| 5.35 | 6.95 | 59.3% | 0.85 | 0.0397 | -0.020 | 36 | 0.4600 | 0.6400 | 2 | 50.2% | -0.15 | 0.0400 | -0.021 | |||
| 4.65 | 6.85 | 67.8% | 0.81 | 0.0478 | -0.024 | 37 | 0.6200 | 0.8100 | 2 | 48.4% | -0.20 | 0.0482 | -0.025 | |||
| 3.80 | 5.85 | 1 | 61.2% | 0.75 | 0.0556 | -0.028 | 38 | 0.7800 | 1.00 | 1 | 45.9% | -0.25 | 0.0562 | -0.028 | ||
| 3.45 | 5.35 | 58.6% | 0.72 | 0.0591 | -0.029 | 38.5 | 1.04 | 1.15 | 47.1% | -0.28 | 0.0598 | -0.030 | ||||
| 3.25 | 5.00 | 59.3% | 0.69 | 0.0623 | -0.031 | 39 | 1.17 | 1.31 | 11 | 46.4% | -0.32 | 0.0630 | -0.031 | |||
| 2.89 | 4.95 | 61.1% | 0.66 | 0.0651 | -0.032 | 39.5 | 1.24 | 1.49 | 45.0% | -0.35 | 0.0659 | -0.033 | ||||
| 2.63 | 3.45 | 100 | 800 | 48.2% | 0.62 | 0.0675 | -0.033 | 40 | 1.56 | 1.68 | 85 | 1,297 | 46.0% | -0.38 | 0.0683 | -0.034 |
| 2.43 | 4.20 | 59.6% | 0.59 | 0.0693 | -0.034 | 40.5 | 1.63 | 1.93 | 44.7% | -0.42 | 0.0702 | -0.034 | ||||
| 2.27 | 2.46 | 5 | 45.1% | 0.55 | 0.0705 | -0.034 | 41 | 1.91 | 2.18 | 45.1% | -0.45 | 0.0715 | -0.035 | |||
| 1.94 | 2.23 | 10 | 44.3% | 0.52 | 0.0711 | -0.035 | 41.5 | 2.21 | 2.44 | 9 | 45.5% | -0.49 | 0.0722 | -0.035 | ||
| 1.86 | 2.01 | 45 | 45.7% | 0.48 | 0.0712 | -0.035 | 42 | 2.42 | 2.72 | 44.8% | -0.52 | 0.0724 | -0.035 | |||
| 1.57 | 1.80 | 33 | 44.8% | 0.45 | 0.0707 | -0.034 | 42.5 | 2.75 | 3.85 | 53.7% | -0.56 | 0.0720 | -0.035 | |||
| 1.47 | 1.60 | 6 | 45.6% | 0.41 | 0.0696 | -0.034 | 43 | 3.15 | 3.90 | 52.0% | -0.59 | 0.0710 | -0.034 | |||
| 1.23 | 1.43 | 44.8% | 0.38 | 0.0681 | -0.033 | 43.5 | 3.45 | 4.25 | 52.0% | -0.63 | 0.0696 | -0.033 | ||||
| 1.10 | 1.28 | 45.2% | 0.35 | 0.0661 | -0.032 | 44 | 3.75 | 4.30 | 48.5% | -0.66 | 0.0677 | -0.033 | ||||
| 0.9200 | 1.16 | 45.0% | 0.32 | 0.0637 | -0.031 | 44.5 | 3.70 | 5.30 | 51.1% | -0.69 | 0.0653 | -0.031 | ||||
| 0.8600 | 1.05 | 90 | 13.6K | 46.0% | 0.29 | 0.0610 | -0.030 | 45 | 4.55 | 4.85 | 492 | 47.3% | -0.72 | 0.0627 | -0.030 | |
| 0.7300 | 1.04 | 1 | 47.1% | 0.27 | 0.0580 | -0.028 | 45.5 | 4.45 | 6.20 | 53.2% | -0.75 | 0.0598 | -0.029 | |||
| 0.6000 | 0.7600 | 5 | 44.5% | 0.24 | 0.0550 | -0.027 | 46 | 5.05 | 5.95 | 47.8% | -0.77 | 0.0567 | -0.027 | |||
| 0.5500 | 1.28 | 1 | 53.2% | 0.22 | 0.0518 | -0.026 | 46.5 | 5.20 | 6.70 | 49.0% | -0.79 | 0.0535 | -0.026 | |||
| 0.5000 | 0.6500 | 14 | 46.5% | 0.20 | 0.0486 | -0.024 | 47 | 5.45 | 7.20 | 47.8% | -0.82 | 0.0503 | -0.025 | |||
| 0.4200 | 0.6200 | 47.1% | 0.18 | 0.0454 | -0.023 | 47.5 | 5.80 | 7.55 | 45.3% | -0.84 | 0.0470 | -0.023 | ||||
| 0.3800 | 0.6500 | 1 | 49.1% | 0.16 | 0.0422 | -0.021 | 48 | 6.25 | 7.95 | 44.6% | -0.85 | 0.0437 | -0.021 | |||
| 0.2800 | 0.5200 | 12 | 47.3% | 0.15 | 0.0392 | -0.020 | 48.5 | 6.65 | 8.55 | 46.7% | -0.87 | 0.0405 | -0.020 | |||
| 0.2600 | 0.4000 | 6 | 46.7% | 0.13 | 0.0363 | -0.019 | 49 | 7.10 | 8.60 | 33.4% | -0.88 | 0.0374 | -0.019 | |||
| 0.2300 | 0.2800 | 398 | 5,674 | 47.2% | 0.11 | 0.0309 | -0.016 | 50 | 8.55 | 9.65 | 78 | 52.6% | -0.91 | 0.0316 | -0.016 | |
| 0.1500 | 0.3300 | 50.0% | 0.09 | 0.0262 | -0.014 | 51 | 9.00 | 10.75 | 42.6% | -0.93 | 0.0264 | -0.013 | ||||
| 0.1100 | 0.2500 | 2 | 50.0% | 0.07 | 0.0221 | -0.012 | 52 | 9.90 | 11.55 | -0.95 | 0.0218 | -0.011 | ||||
| 0.0800 | 0.2100 | 50.8% | 0.06 | 0.0186 | -0.011 | 53 | 10.90 | 12.85 | 48.8% | -0.96 | 0.0179 | -0.009 | ||||
| 0.0400 | 0.1500 | 2 | 1,468 | 52.3% | 0.04 | 0.0133 | -0.008 | 55 | 13.05 | 14.70 | 37 | 54.6% | -0.97 | 0.0119 | -0.006 | |
| 0 | 0.1000 | 12 | 200 | 58.8% | 0.02 | 0.0063 | -0.005 | 60 | 16.95 | 20.90 | 1 | 73.3% | -0.99 | 0.0046 | -0.001 | |
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs