AAL option chain American Airlines Group Inc.
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 ±12.0% (10.29–13.11) · ATM IV 50.8% · P/C open interest 0.76
| 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 | |
| 5.25 | 6.95 | 22 | 241 | 216.4% | 0.99 | 0.0049 | -0.000 | 6 | 0 | 0.0100 | 13 | 93 | 92.0% | -0.01 | 0.0049 | -0.001 |
| 4.25 | 6.00 | 29 | 21 | 179.9% | 0.99 | 0.0092 | -0.000 | 7 | 0 | 0.0600 | 525 | 93.5% | -0.01 | 0.0092 | -0.001 | |
| 3.50 | 5.00 | 22 | 80 | 160.3% | 0.98 | 0.0191 | -0.001 | 8 | 0 | 0.9500 | 1,279 | 152.4% | -0.02 | 0.0192 | -0.001 | |
| 2.38 | 4.95 | 132.7% | 0.97 | 0.0297 | -0.001 | 8.5 | 0 | 0.5100 | 107.2% | -0.03 | 0.0298 | -0.002 | ||||
| 2.02 | 4.00 | 13 | 98.3% | 0.96 | 0.0487 | -0.002 | 9 | 0 | 0.0400 | 13 | 6,954 | 49.1% | -0.04 | 0.0490 | -0.003 | |
| 1.66 | 3.90 | 112.9% | 0.92 | 0.0793 | -0.004 | 9.5 | 0 | 0.0900 | 68 | 47.9% | -0.08 | 0.0798 | -0.004 | |||
| 1.56 | 2.11 | 22 | 548 | 49.8% | 0.87 | 0.1197 | -0.006 | 10 | 0.1000 | 0.1500 | 70 | 8,013 | 51.4% | -0.13 | 0.1204 | -0.006 |
| 1.24 | 1.68 | 20 | 52.0% | 0.79 | 0.1625 | -0.008 | 10.5 | 0.1900 | 0.2500 | 283 | 49.8% | -0.21 | 0.1637 | -0.008 | ||
| 0.9500 | 1.28 | 6 | 1,297 | 51.8% | 0.69 | 0.2001 | -0.009 | 11 | 0.3300 | 0.4000 | 2,276 | 16.0K | 49.7% | -0.31 | 0.2018 | -0.010 |
| 0.6300 | 1.04 | 5 | 52.3% | 0.58 | 0.2250 | -0.011 | 11.5 | 0.3600 | 0.7800 | 619 | 49.4% | -0.42 | 0.2275 | -0.011 | ||
| 0.5000 | 0.6000 | 1,313 | 1,830 | 48.4% | 0.47 | 0.2309 | -0.011 | 12 | 0.8000 | 0.9000 | 1,563 | 16.2K | 49.1% | -0.54 | 0.2342 | -0.011 |
| 0.3300 | 0.4300 | 286 | 48.9% | 0.36 | 0.2175 | -0.010 | 12.5 | 0.6400 | 1.27 | 426 | 32.3% | -0.65 | 0.2218 | -0.010 | ||
| 0.2500 | 0.2700 | 863 | 3,636 | 49.8% | 0.27 | 0.1912 | -0.009 | 13 | 1.41 | 1.97 | 245 | 20.2K | 62.7% | -0.74 | 0.1965 | -0.009 |
| 0.0100 | 0.1600 | 937 | 39.9% | 0.19 | 0.1578 | -0.007 | 13.5 | 1.42 | 2.32 | 64 | 39.7% | -0.82 | 0.1642 | -0.007 | ||
| 0.0900 | 0.1100 | 1,009 | 29.4K | 49.0% | 0.13 | 0.1223 | -0.005 | 14 | 2.17 | 2.55 | 21 | 9,647 | 44.8% | -0.89 | 0.1300 | -0.005 |
| 0 | 0.0700 | 4 | 43.6% | 0.09 | 0.0914 | -0.004 | 14.5 | 2.40 | 3.60 | 2 | 70.9% | -0.93 | 0.1001 | -0.004 | ||
| 0.0200 | 0.0400 | 602 | 15.9K | 47.5% | 0.06 | 0.0683 | -0.003 | 15 | 3.10 | 3.70 | 122 | 8,340 | 64.5% | -0.96 | 0.0757 | -0.003 |
| 0 | 0.4500 | 84.7% | 0.05 | 0.0521 | -0.003 | 15.5 | 3.10 | 4.75 | 74.5% | -0.98 | 0.0630 | -0.003 | ||||
| 0.0100 | 0.0200 | 125 | 5,646 | 51.1% | 0.04 | 0.0407 | -0.002 | 16 | 3.70 | 4.75 | 2,727 | -0.99 | 0.0450 | -0.002 | ||
| 0 | 0.1600 | 74.5% | 0.03 | 0.0325 | -0.002 | 16.5 | 4.15 | 6.10 | 111.5% | -0.99 | 0.0298 | -0.002 | ||||
| 0.0100 | 0.0200 | 64 | 10.6K | 59.2% | 0.02 | 0.0265 | -0.002 | 17 | 4.60 | 6.25 | 1,792 | 91.3% | -1.00 | 0.0181 | -0.002 | |
| 0 | 0.0500 | 68.0% | 0.02 | 0.0219 | -0.002 | 17.5 | 5.10 | 7.10 | 120.3% | -1.00 | 0.0086 | -0.002 | ||||
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