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 ±7.9% (47.19–55.23) · ATM IV 48.2% · P/C open interest 0.66
| 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 | |
| 22.60 | 24.90 | 1 | 202.2% | 1.00 | 0.0010 | 0.000 | 28 | 0 | 0.5800 | 1,127 | 180.9% | -0.00 | 0.0010 | -0.004 | ||
| 20.60 | 22.90 | 210 | 182.3% | 0.99 | 0.0014 | 0.000 | 30 | 0 | 0.1200 | 1,527 | 124.2% | -0.01 | 0.0014 | -0.005 | ||
| 17.60 | 19.90 | 29 | 154.8% | 0.99 | 0.0023 | 0.000 | 33 | 0 | 0.3300 | 578 | 123.5% | -0.01 | 0.0023 | -0.007 | ||
| 14.75 | 17.90 | 557 | 88.0% | 0.99 | 0.0033 | 0.000 | 35 | 0 | 0.5800 | 2,019 | 122.8% | -0.01 | 0.0033 | -0.008 | ||
| 12.25 | 14.90 | 24 | 100.7% | 0.98 | 0.0057 | -0.003 | 38 | 0.0100 | 0.1600 | 2 | 454 | 78.9% | -0.02 | 0.0057 | -0.010 | |
| 10.65 | 12.95 | 95 | 100.8% | 0.98 | 0.0087 | -0.006 | 40 | 0.0100 | 0.1300 | 9 | 1,416 | 65.0% | -0.03 | 0.0087 | -0.012 | |
| 9.75 | 11.95 | 95.8% | 0.97 | 0.0109 | -0.009 | 41 | 0 | 0.0900 | 3 | 5 | 55.3% | -0.03 | 0.0109 | -0.014 | ||
| 9.20 | 9.95 | 20 | 92 | 72.7% | 0.96 | 0.0140 | -0.011 | 42 | 0.0400 | 0.1400 | 34 | 749 | 56.6% | -0.04 | 0.0140 | -0.016 |
| 7.75 | 9.30 | 62.6% | 0.95 | 0.0182 | -0.015 | 43 | 0.0300 | 0.6600 | 993 | 69.8% | -0.05 | 0.0183 | -0.019 | |||
| 6.80 | 8.45 | 62.0% | 0.93 | 0.0241 | -0.019 | 44 | 0.1100 | 0.2300 | 108 | 52.3% | -0.07 | 0.0242 | -0.023 | |||
| 6.35 | 7.00 | 2 | 2,828 | 57.6% | 0.91 | 0.0316 | -0.025 | 45 | 0.2000 | 0.2700 | 7 | 1,513 | 50.3% | -0.09 | 0.0318 | -0.029 |
| 5.10 | 6.90 | 63.4% | 0.87 | 0.0407 | -0.033 | 46 | 0.2500 | 0.6000 | 8 | 279 | 52.8% | -0.13 | 0.0409 | -0.036 | ||
| 4.45 | 5.05 | 20 | 469 | 46.5% | 0.82 | 0.0507 | -0.041 | 47 | 0.4700 | 0.5200 | 12 | 1,031 | 48.3% | -0.18 | 0.0510 | -0.043 |
| 4.05 | 5.70 | 23 | 63.0% | 0.80 | 0.0557 | -0.045 | 47.5 | 0.4600 | 0.6900 | 20 | 34 | 47.3% | -0.21 | 0.0560 | -0.048 | |
| 3.85 | 5.00 | 69 | 60.0% | 0.76 | 0.0606 | -0.049 | 48 | 0.6500 | 0.8000 | 2 | 77 | 48.2% | -0.24 | 0.0609 | -0.051 | |
| 3.50 | 3.85 | 2 | 48.3% | 0.73 | 0.0650 | -0.053 | 48.5 | 0.8200 | 0.9300 | 4 | 15 | 48.4% | -0.27 | 0.0654 | -0.055 | |
| 3.15 | 3.50 | 10 | 48.0% | 0.70 | 0.0690 | -0.057 | 49 | 0.9000 | 1.11 | 12 | 52 | 47.6% | -0.30 | 0.0694 | -0.058 | |
| 2.81 | 3.20 | 17 | 21 | 48.0% | 0.66 | 0.0724 | -0.060 | 49.5 | 0.9500 | 1.30 | 4 | 46.1% | -0.34 | 0.0728 | -0.061 | |
| 2.67 | 2.83 | 7 | 3,325 | 49.2% | 0.62 | 0.0750 | -0.063 | 50 | 1.34 | 1.44 | 36 | 1,498 | 47.8% | -0.38 | 0.0756 | -0.064 |
| 2.03 | 2.29 | 7 | 68 | 48.1% | 0.54 | 0.0780 | -0.066 | 51 | 1.79 | 1.94 | 20 | 19 | 48.3% | -0.46 | 0.0786 | -0.067 |
| 1.66 | 1.81 | 39 | 118 | 49.0% | 0.47 | 0.0779 | -0.067 | 52 | 2.32 | 2.47 | 120 | 11 | 48.1% | -0.54 | 0.0786 | -0.067 |
| 1.26 | 1.44 | 37 | 161 | 49.1% | 0.39 | 0.0750 | -0.065 | 53 | 2.83 | 3.10 | 36 | 47.0% | -0.61 | 0.0757 | -0.065 | |
| 0.9600 | 1.09 | 11 | 531 | 49.0% | 0.32 | 0.0699 | -0.061 | 54 | 3.50 | 3.80 | 1 | 4 | 47.0% | -0.68 | 0.0706 | -0.060 |
| 0.7100 | 0.8400 | 50 | 9,002 | 49.2% | 0.26 | 0.0631 | -0.055 | 55 | 4.25 | 4.55 | 27 | 2,322 | 46.8% | -0.74 | 0.0640 | -0.054 |
| 0.4700 | 0.6400 | 4 | 103 | 48.7% | 0.21 | 0.0554 | -0.048 | 56 | 4.50 | 5.50 | 38 | 38.5% | -0.80 | 0.0563 | -0.047 | |
| 0.3400 | 0.4900 | 1 | 51 | 49.3% | 0.16 | 0.0474 | -0.041 | 57 | 5.55 | 6.75 | 2 | 50.2% | -0.84 | 0.0481 | -0.039 | |
| 0.2300 | 0.4200 | 11 | 93 | 50.6% | 0.13 | 0.0396 | -0.035 | 58 | 6.60 | 8.50 | 6 | 3 | 70.1% | -0.88 | 0.0402 | -0.032 |
| 0.1500 | 0.4400 | 2 | 18 | 54.0% | 0.10 | 0.0325 | -0.029 | 59 | 7.50 | 9.30 | 6 | 8 | 70.4% | -0.91 | 0.0329 | -0.026 |
| 0.1300 | 0.2200 | 276 | 4,188 | 51.5% | 0.08 | 0.0265 | -0.024 | 60 | 8.75 | 9.00 | 3 | 603 | 49.4% | -0.93 | 0.0274 | -0.020 |
| 0.0700 | 0.3200 | 55 | 19 | 57.0% | 0.06 | 0.0216 | -0.020 | 61 | 8.90 | 10.45 | 12 | -0.95 | 0.0236 | -0.016 | ||
| 0.0400 | 0.3100 | 151 | 13 | 59.5% | 0.05 | 0.0175 | -0.017 | 62 | 9.30 | 12.15 | -0.96 | 0.0206 | -0.012 | |||
| 0.0200 | 0.3100 | 36 | 2 | 62.6% | 0.04 | 0.0143 | -0.014 | 63 | 10.25 | 13.55 | 63.2% | -0.97 | 0.0174 | -0.012 | ||
| 0.0100 | 0.2000 | 1,730 | 64.1% | 0.02 | 0.0096 | -0.010 | 65 | 13.60 | 15.05 | 263 | 95.9% | -0.99 | 0.0104 | -0.014 | ||
| 0 | 0.0500 | 4 | 1,043 | 64.9% | 0.01 | 0.0039 | -0.005 | 70 | 17.60 | 20.25 | 68 | 90.0% | -1.00 | 0.0008 | -0.023 | |
| 0 | 0.2000 | 1 | 896 | 93.2% | 0.00 | 0.0018 | -0.003 | 75 | 22.60 | 24.95 | -1.00 | 0.0000 | -0.026 | |||
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 — Sep 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