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 ±23.8% (31.13–50.53) · ATM IV 47.0% · P/C open interest 1.19
| 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 | |
| 16.05 | 17.15 | 152 | 54.8% | 0.96 | 0.0066 | -0.002 | 25 | 0.1800 | 0.2900 | 218 | 49.6% | -0.04 | 0.0068 | -0.004 | ||
| 11.05 | 12.65 | 9 | 42.3% | 0.89 | 0.0153 | -0.007 | 30 | 0.5700 | 0.8900 | 384 | 46.6% | -0.12 | 0.0155 | -0.008 | ||
| 8.15 | 8.80 | 3 | 118 | 47.9% | 0.76 | 0.0250 | -0.012 | 35 | 2.01 | 2.06 | 28 | 2,917 | 47.2% | -0.24 | 0.0254 | -0.013 |
| 5.35 | 5.95 | 320 | 47.7% | 0.61 | 0.0314 | -0.015 | 40 | 3.75 | 4.35 | 1,571 | 46.2% | -0.40 | 0.0323 | -0.016 | ||
| 3.35 | 3.80 | 3 | 672 | 47.2% | 0.45 | 0.0327 | -0.016 | 45 | 6.60 | 7.15 | 1,224 | 45.1% | -0.56 | 0.0344 | -0.016 | |
| 2.10 | 2.28 | 1,481 | 46.9% | 0.32 | 0.0295 | -0.014 | 50 | 10.15 | 10.75 | 627 | 44.1% | -0.71 | 0.0323 | -0.015 | ||
| 1.05 | 1.48 | 6 | 1,747 | 46.2% | 0.22 | 0.0240 | -0.012 | 55 | 14.25 | 15.00 | 5 | 1,194 | 43.0% | -0.82 | 0.0279 | -0.012 |
| 0.6400 | 1.09 | 583 | 48.4% | 0.15 | 0.0184 | -0.009 | 60 | 18.95 | 20.20 | 1,540 | 50.4% | -0.90 | 0.0224 | -0.010 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs