AA option chain Alcoa Corporation
Cboe delayed options data · as of 21:50 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 ±14.3% (35.73–47.62) · ATM IV 43.9% · P/C open interest 1.00
| 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 | |
| 17.15 | 21.15 | 15 | 1.00 | 0.0013 | 0.000 | 22.5 | 0 | 0.0600 | 617 | 68.3% | -0.00 | 0.0013 | -0.001 | |||
| 14.70 | 18.60 | 47 | 0.99 | 0.0026 | 0.000 | 25 | 0 | 0.0500 | 4 | 1,214 | 55.2% | -0.01 | 0.0026 | -0.002 | ||
| 12.40 | 14.85 | 3 | 0.98 | 0.0061 | -0.002 | 28 | 0.0100 | 0.1200 | 1 | 148 | 50.8% | -0.02 | 0.0061 | -0.004 | ||
| 11.20 | 12.45 | 427 | 0.96 | 0.0103 | -0.004 | 30 | 0.0900 | 0.1500 | 60 | 1,300 | 48.1% | -0.04 | 0.0104 | -0.006 | ||
| 8.40 | 9.70 | 14 | 40.3% | 0.91 | 0.0204 | -0.010 | 33 | 0.3500 | 0.5300 | 1 | 208 | 50.1% | -0.09 | 0.0206 | -0.011 | |
| 6.80 | 7.90 | 378 | 41.9% | 0.85 | 0.0293 | -0.014 | 35 | 0.5900 | 0.7100 | 58 | 2,115 | 46.5% | -0.15 | 0.0296 | -0.015 | |
| 4.95 | 5.35 | 3 | 29 | 43.3% | 0.74 | 0.0430 | -0.020 | 38 | 1.27 | 1.45 | 170 | 1,511 | 45.1% | -0.27 | 0.0436 | -0.021 |
| 3.70 | 4.15 | 25 | 575 | 43.6% | 0.64 | 0.0498 | -0.023 | 40 | 1.95 | 2.25 | 208 | 2,085 | 44.8% | -0.37 | 0.0506 | -0.024 |
| 2.65 | 3.05 | 127 | 326 | 42.8% | 0.53 | 0.0530 | -0.025 | 42 | 2.99 | 3.20 | 93 | 1,502 | 45.0% | -0.47 | 0.0542 | -0.025 |
| 1.43 | 1.86 | 372 | 1,706 | 41.9% | 0.38 | 0.0509 | -0.024 | 45 | 4.85 | 5.15 | 30 | 4,006 | 45.8% | -0.63 | 0.0526 | -0.024 |
| 1.17 | 1.31 | 65 | 2,075 | 44.0% | 0.30 | 0.0459 | -0.021 | 47 | 6.30 | 6.95 | 376 | 48.7% | -0.72 | 0.0481 | -0.022 | |
| 0.5500 | 0.8400 | 268 | 2,545 | 44.1% | 0.19 | 0.0360 | -0.017 | 50 | 8.75 | 9.35 | 11 | 656 | 48.9% | -0.83 | 0.0386 | -0.017 |
| 0.1800 | 0.3600 | 19 | 1,850 | 45.3% | 0.09 | 0.0206 | -0.010 | 55 | 13.35 | 14.40 | 14 | 1,096 | 59.4% | -0.94 | 0.0215 | -0.009 |
| 0.1000 | 0.3400 | 37 | 1,076 | 53.5% | 0.04 | 0.0107 | -0.006 | 60 | 18.00 | 19.65 | 340 | 70.2% | -0.98 | 0.0081 | -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 — Dec 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