AA option chain Alcoa Corporation
Cboe delayed options data · as of 18:33 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 ±10.6% (36.98–45.72) · ATM IV 44.5% · P/C open interest 0.12
| 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 | |
| 14.65 | 18.05 | 1.00 | 0.0016 | 0.000 | 25 | 0 | 0.0300 | 67 | 69.7% | -0.00 | 0.0016 | -0.002 | ||||
| 9.80 | 11.75 | 13 | 0.98 | 0.0073 | -0.004 | 30 | 0 | 0.0500 | 5 | 141 | 49.7% | -0.02 | 0.0073 | -0.005 | ||
| 7.05 | 8.75 | 60.1% | 0.92 | 0.0240 | -0.013 | 34 | 0.1900 | 0.2600 | 15 | 49.7% | -0.08 | 0.0241 | -0.014 | |||
| 6.50 | 7.30 | 3 | 91 | 53.6% | 0.89 | 0.0308 | -0.016 | 35 | 0.3100 | 0.3900 | 28 | 562 | 49.9% | -0.11 | 0.0310 | -0.017 |
| 5.35 | 6.95 | 55.6% | 0.86 | 0.0384 | -0.020 | 36 | 0.4200 | 0.5000 | 14 | 47.9% | -0.14 | 0.0388 | -0.021 | |||
| 4.65 | 6.35 | 58.4% | 0.81 | 0.0466 | -0.024 | 37 | 0.5800 | 0.7000 | 5 | 47.2% | -0.19 | 0.0470 | -0.024 | |||
| 3.80 | 5.55 | 1 | 55.0% | 0.76 | 0.0546 | -0.027 | 38 | 0.8200 | 0.9000 | 8 | 46.2% | -0.24 | 0.0551 | -0.028 | ||
| 3.45 | 5.20 | 54.5% | 0.73 | 0.0583 | -0.029 | 38.5 | 0.9100 | 1.09 | 1 | 45.9% | -0.27 | 0.0589 | -0.029 | |||
| 3.25 | 4.85 | 55.4% | 0.70 | 0.0617 | -0.030 | 39 | 1.11 | 1.31 | 21 | 46.9% | -0.30 | 0.0624 | -0.031 | |||
| 2.89 | 4.55 | 54.7% | 0.67 | 0.0647 | -0.032 | 39.5 | 1.22 | 1.44 | 3 | 45.5% | -0.34 | 0.0655 | -0.032 | |||
| 2.95 | 3.10 | 138 | 800 | 45.9% | 0.63 | 0.0673 | -0.033 | 40 | 1.52 | 1.61 | 157 | 1,297 | 46.2% | -0.37 | 0.0681 | -0.033 |
| 2.43 | 3.10 | 46.3% | 0.60 | 0.0693 | -0.034 | 40.5 | 1.57 | 1.87 | 44.8% | -0.41 | 0.0702 | -0.034 | ||||
| 2.35 | 2.79 | 5 | 47.7% | 0.56 | 0.0707 | -0.034 | 41 | 1.76 | 2.10 | 44.2% | -0.44 | 0.0717 | -0.035 | |||
| 2.09 | 2.26 | 10 | 44.6% | 0.53 | 0.0715 | -0.034 | 41.5 | 2.03 | 2.36 | 9 | 44.4% | -0.48 | 0.0726 | -0.035 | ||
| 1.81 | 2.04 | 45 | 44.1% | 0.49 | 0.0717 | -0.034 | 42 | 2.25 | 2.63 | 43.8% | -0.51 | 0.0729 | -0.035 | |||
| 1.66 | 1.83 | 34 | 44.7% | 0.46 | 0.0713 | -0.034 | 42.5 | 2.51 | 3.10 | 45.3% | -0.55 | 0.0726 | -0.035 | |||
| 1.47 | 1.64 | 21 | 44.7% | 0.42 | 0.0704 | -0.034 | 43 | 2.85 | 3.45 | 46.1% | -0.58 | 0.0718 | -0.034 | |||
| 1.24 | 1.46 | 44.1% | 0.39 | 0.0689 | -0.033 | 43.5 | 3.15 | 3.75 | 45.6% | -0.62 | 0.0704 | -0.034 | ||||
| 1.16 | 1.30 | 4 | 45.0% | 0.36 | 0.0669 | -0.032 | 44 | 3.40 | 4.30 | 46.9% | -0.65 | 0.0685 | -0.033 | |||
| 0.9200 | 1.16 | 43.9% | 0.33 | 0.0646 | -0.031 | 44.5 | 3.70 | 5.30 | 53.5% | -0.68 | 0.0663 | -0.032 | ||||
| 0.9400 | 1.00 | 169 | 13.6K | 45.3% | 0.30 | 0.0620 | -0.030 | 45 | 4.45 | 4.70 | 24 | 492 | 46.9% | -0.71 | 0.0637 | -0.030 |
| 0.7300 | 1.04 | 1 | 46.2% | 0.27 | 0.0591 | -0.029 | 45.5 | 4.45 | 6.20 | 55.8% | -0.74 | 0.0608 | -0.029 | |||
| 0.7000 | 0.8600 | 20 | 46.3% | 0.25 | 0.0560 | -0.028 | 46 | 4.95 | 5.95 | 1 | 49.5% | -0.77 | 0.0578 | -0.028 | ||
| 0.5600 | 0.7400 | 1 | 45.4% | 0.22 | 0.0528 | -0.026 | 46.5 | 5.20 | 6.70 | 52.2% | -0.79 | 0.0546 | -0.026 | |||
| 0.5300 | 0.6400 | 43 | 45.9% | 0.20 | 0.0496 | -0.025 | 47 | 5.45 | 7.20 | 51.4% | -0.81 | 0.0513 | -0.025 | |||
| 0.4400 | 0.6000 | 2 | 46.3% | 0.18 | 0.0463 | -0.023 | 47.5 | 5.80 | 7.55 | 49.5% | -0.83 | 0.0480 | -0.023 | |||
| 0.4000 | 0.4700 | 3 | 45.8% | 0.16 | 0.0432 | -0.022 | 48 | 6.25 | 7.95 | 49.4% | -0.85 | 0.0447 | -0.022 | |||
| 0.2800 | 0.4200 | 12 | 44.8% | 0.15 | 0.0400 | -0.020 | 48.5 | 6.65 | 8.55 | 51.6% | -0.87 | 0.0414 | -0.020 | |||
| 0.2600 | 0.3600 | 6 | 45.2% | 0.13 | 0.0370 | -0.019 | 49 | 7.10 | 8.60 | 43.7% | -0.88 | 0.0382 | -0.019 | |||
| 0.2500 | 0.2900 | 479 | 5,674 | 47.3% | 0.11 | 0.0314 | -0.016 | 50 | 8.70 | 9.15 | 3 | 78 | 51.0% | -0.91 | 0.0321 | -0.016 |
| 0.1500 | 0.3300 | 49.4% | 0.08 | 0.0264 | -0.014 | 51 | 9.00 | 10.75 | 52.3% | -0.93 | 0.0265 | -0.013 | ||||
| 0.1100 | 0.2500 | 4 | 49.4% | 0.07 | 0.0220 | -0.012 | 52 | 9.90 | 11.55 | 45.4% | -0.95 | 0.0215 | -0.010 | |||
| 0.0800 | 0.2100 | 50.2% | 0.05 | 0.0182 | -0.010 | 53 | 10.90 | 12.90 | 60.6% | -0.96 | 0.0172 | -0.008 | ||||
| 0.0500 | 0.0900 | 9 | 1,468 | 49.2% | 0.03 | 0.0123 | -0.007 | 55 | 13.05 | 14.70 | 37 | 65.8% | -0.98 | 0.0106 | -0.004 | |
| 0 | 0.1000 | 13 | 200 | 58.3% | 0.01 | 0.0047 | -0.003 | 60 | 16.90 | 20.60 | 1 | 70.6% | -1.00 | 0.0028 | 0.000 | |
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs