AA option chain Alcoa Corporation
Cboe delayed options data · as of 06:33 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 ±32.7% (34.48–68.03) · ATM IV 53.3% · P/C open interest 1.80
| 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 | |
| 21.30 | 23.20 | 47.5% | 0.93 | 0.0059 | -0.003 | 30 | 0.7700 | 1.18 | 10 | 58.8% | -0.07 | 0.0060 | -0.007 | |||
| 17.70 | 19.10 | 52.0% | 0.87 | 0.0093 | -0.007 | 35 | 1.42 | 2.09 | 16 | 55.7% | -0.13 | 0.0094 | -0.010 | |||
| 14.15 | 15.50 | 51.8% | 0.80 | 0.0127 | -0.011 | 40 | 2.91 | 3.25 | 7 | 54.7% | -0.20 | 0.0129 | -0.013 | |||
| 11.15 | 12.40 | 51.6% | 0.72 | 0.0156 | -0.014 | 45 | 4.70 | 5.05 | 399 | 53.7% | -0.29 | 0.0160 | -0.016 | |||
| 8.95 | 9.85 | 66 | 52.5% | 0.63 | 0.0175 | -0.016 | 50 | 7.05 | 7.70 | 42 | 54.2% | -0.38 | 0.0181 | -0.017 | ||
| 6.95 | 7.85 | 215 | 52.7% | 0.54 | 0.0185 | -0.018 | 55 | 9.85 | 10.65 | 8 | 54.0% | -0.47 | 0.0193 | -0.018 | ||
| 5.25 | 6.00 | 3 | 51.7% | 0.46 | 0.0185 | -0.018 | 60 | 13.20 | 13.90 | 10 | 54.0% | -0.56 | 0.0196 | -0.018 | ||
| 4.00 | 4.90 | 52.4% | 0.38 | 0.0178 | -0.017 | 65 | 16.80 | 18.15 | 55.7% | -0.64 | 0.0192 | -0.016 | ||||
| 3.20 | 3.75 | 1 | 52.7% | 0.32 | 0.0166 | -0.016 | 70 | 20.80 | 22.05 | 1 | 55.9% | -0.71 | 0.0182 | -0.015 | ||
| 2.48 | 2.96 | 52.9% | 0.26 | 0.0151 | -0.015 | 75 | 25.05 | 26.50 | 57.3% | -0.77 | 0.0171 | -0.013 | ||||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs