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 ±23.3% (31.97–51.37) · ATM IV 45.8% · P/C open interest 1.18
| 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 | |
| 16.65 | 17.55 | 152 | 27.2% | 0.97 | 0.0057 | -0.001 | 25 | 0.0600 | 0.2700 | 218 | 47.5% | -0.04 | 0.0059 | -0.003 | ||
| 12.05 | 13.10 | 9 | 40.8% | 0.90 | 0.0138 | -0.005 | 30 | 0.5000 | 0.8500 | 1 | 383 | 47.2% | -0.10 | 0.0140 | -0.007 | |
| 8.55 | 9.15 | 3 | 115 | 44.1% | 0.79 | 0.0235 | -0.011 | 35 | 1.67 | 1.93 | 2,917 | 46.7% | -0.22 | 0.0239 | -0.012 | |
| 5.70 | 6.15 | 16 | 327 | 45.0% | 0.64 | 0.0305 | -0.015 | 40 | 3.65 | 3.90 | 1 | 1,571 | 46.6% | -0.37 | 0.0314 | -0.015 |
| 3.60 | 4.05 | 38 | 678 | 45.6% | 0.48 | 0.0326 | -0.016 | 45 | 6.40 | 6.75 | 7 | 1,231 | 46.6% | -0.53 | 0.0342 | -0.016 |
| 2.02 | 2.50 | 99 | 1,512 | 44.6% | 0.34 | 0.0300 | -0.015 | 50 | 9.85 | 10.45 | 627 | 47.1% | -0.68 | 0.0327 | -0.015 | |
| 1.15 | 1.71 | 1,747 | 45.8% | 0.23 | 0.0249 | -0.012 | 55 | 13.75 | 14.80 | 1,194 | 47.9% | -0.80 | 0.0286 | -0.012 | ||
| 0.6000 | 1.05 | 2 | 583 | 45.5% | 0.16 | 0.0194 | -0.010 | 60 | 18.40 | 19.30 | 1,540 | 50.1% | -0.89 | 0.0231 | -0.009 | |
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