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 ±11.9% (36.33–46.12) · ATM IV 45.5% · P/C open interest 0.48
| 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 | |
| 9.25 | 13.20 | 0.97 | 0.0088 | -0.005 | 30 | 0 | 2.16 | 103.4% | -0.03 | 0.0089 | -0.006 | |||||
| 8.25 | 12.25 | 0.96 | 0.0118 | -0.006 | 31 | 0 | 2.18 | 96.2% | -0.04 | 0.0118 | -0.007 | |||||
| 7.30 | 11.30 | 0.95 | 0.0155 | -0.008 | 32 | 0 | 2.22 | 21 | 89.6% | -0.05 | 0.0156 | -0.009 | ||||
| 6.40 | 10.35 | 36.1% | 0.93 | 0.0202 | -0.010 | 33 | 0 | 2.28 | 83.2% | -0.07 | 0.0204 | -0.011 | ||||
| 5.50 | 9.40 | 38.2% | 0.91 | 0.0258 | -0.013 | 34 | 0 | 1.35 | 62.1% | -0.10 | 0.0260 | -0.014 | ||||
| 6.10 | 8.55 | 1 | 64.9% | 0.87 | 0.0322 | -0.016 | 35 | 0 | 0.7500 | 13 | 45.6% | -0.13 | 0.0325 | -0.017 | ||
| 4.70 | 7.20 | 47.5% | 0.84 | 0.0390 | -0.019 | 36 | 0.4600 | 1.25 | 1 | 54.4% | -0.17 | 0.0394 | -0.020 | |||
| 4.00 | 6.50 | 49.1% | 0.79 | 0.0459 | -0.023 | 37 | 0.5800 | 1.00 | 1 | 46.1% | -0.21 | 0.0463 | -0.023 | |||
| 4.00 | 4.75 | 45.1% | 0.74 | 0.0523 | -0.026 | 38 | 0.9100 | 1.30 | 1 | 65 | 46.8% | -0.27 | 0.0528 | -0.026 | ||
| 3.55 | 3.95 | 45.7% | 0.68 | 0.0578 | -0.028 | 39 | 1.26 | 1.68 | 19 | 47.2% | -0.32 | 0.0585 | -0.029 | |||
| 2.95 | 3.40 | 17 | 46.0% | 0.62 | 0.0619 | -0.030 | 40 | 1.62 | 2.07 | 17 | 46.4% | -0.39 | 0.0628 | -0.030 | ||
| 2.41 | 2.74 | 12 | 44.6% | 0.55 | 0.0645 | -0.031 | 41 | 2.10 | 2.54 | 2 | 46.4% | -0.45 | 0.0655 | -0.031 | ||
| 1.95 | 2.29 | 4 | 5 | 44.7% | 0.49 | 0.0652 | -0.031 | 42 | 2.63 | 3.05 | 1 | 46.0% | -0.52 | 0.0665 | -0.032 | |
| 1.55 | 1.90 | 1 | 44.7% | 0.43 | 0.0643 | -0.030 | 43 | 3.25 | 3.70 | 7 | 46.6% | -0.58 | 0.0657 | -0.031 | ||
| 1.14 | 1.51 | 1 | 26 | 43.5% | 0.37 | 0.0617 | -0.029 | 44 | 3.85 | 4.35 | 2 | 45.9% | -0.64 | 0.0634 | -0.030 | |
| 0.9600 | 1.14 | 3 | 30 | 43.6% | 0.31 | 0.0579 | -0.028 | 45 | 4.65 | 5.10 | 5 | 47.1% | -0.70 | 0.0597 | -0.028 | |
| 0.7500 | 0.9700 | 22 | 134 | 44.5% | 0.26 | 0.0532 | -0.025 | 46 | 4.50 | 6.20 | 10 | 40.1% | -0.75 | 0.0551 | -0.026 | |
| 0.5300 | 0.8900 | 5 | 14 | 45.5% | 0.22 | 0.0480 | -0.023 | 47 | 4.60 | 7.30 | 2 | 31.3% | -0.79 | 0.0500 | -0.024 | |
| 0.3900 | 1.66 | 69 | 57.6% | 0.18 | 0.0426 | -0.021 | 48 | 6.00 | 8.10 | 2 | 39.2% | -0.83 | 0.0445 | -0.021 | ||
| 0.2800 | 0.6500 | 1 | 12 | 46.8% | 0.15 | 0.0374 | -0.019 | 49 | 6.35 | 9.10 | -0.86 | 0.0391 | -0.019 | |||
| 0.0700 | 0.6000 | 28 | 45.9% | 0.13 | 0.0326 | -0.017 | 50 | 7.60 | 9.60 | -0.89 | 0.0339 | -0.017 | ||||
| 0.0100 | 0.5700 | 47.4% | 0.10 | 0.0282 | -0.015 | 51 | 8.15 | 11.30 | -0.91 | 0.0290 | -0.014 | |||||
| 0 | 1.15 | 1 | 61.0% | 0.09 | 0.0242 | -0.013 | 52 | 9.10 | 12.40 | -0.93 | 0.0246 | -0.012 | ||||
| 0 | 1.30 | 1 | 66.7% | 0.07 | 0.0208 | -0.011 | 53 | 10.70 | 13.45 | 57.3% | -0.95 | 0.0207 | -0.010 | |||
| 0 | 1.01 | 65.1% | 0.06 | 0.0179 | -0.010 | 54 | 11.05 | 13.95 | -0.96 | 0.0172 | -0.008 | |||||
| 0 | 1.66 | 78.8% | 0.05 | 0.0154 | -0.009 | 55 | 12.05 | 15.10 | -0.97 | 0.0143 | -0.007 | |||||
| 0 | 0.0900 | 52.4% | 0.02 | 0.0076 | -0.005 | 60 | 16.90 | 20.95 | 67.5% | -0.99 | 0.0056 | -0.002 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs