AAL option chain American Airlines Group Inc.
Cboe delayed options data · as of 00:33 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% (12.11–14.19) · ATM IV 39.4% · P/C open interest 1.21
| 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 | |
| 3.40 | 6.25 | 3 | 44 | 198.9% | 0.98 | 0.0196 | -0.002 | 9 | 0 | 0.2400 | 8 | 77.3% | -0.02 | 0.0196 | -0.003 | |
| 2.61 | 3.95 | 23 | 89.6% | 0.97 | 0.0357 | -0.003 | 10 | 0.0100 | 0.2000 | 1 | 27 | 83.0% | -0.03 | 0.0359 | -0.003 | |
| 1.95 | 3.50 | 20 | 66.9% | 0.96 | 0.0514 | -0.003 | 10.5 | 0.0100 | 0.1500 | 1 | 3 | 66.5% | -0.04 | 0.0517 | -0.004 | |
| 1.89 | 3.00 | 1 | 58 | 86.6% | 0.94 | 0.0789 | -0.004 | 11 | 0.0100 | 0.0500 | 14 | 453 | 44.1% | -0.07 | 0.0794 | -0.004 |
| 1.25 | 2.34 | 1 | 55.1% | 0.89 | 0.1250 | -0.006 | 11.5 | 0.0700 | 0.1000 | 30 | 124 | 45.8% | -0.11 | 0.1259 | -0.006 | |
| 1.15 | 1.58 | 46 | 50.4% | 0.81 | 0.1872 | -0.008 | 12 | 0.0400 | 0.2000 | 103 | 1,331 | 39.5% | -0.19 | 0.1888 | -0.008 | |
| 0.6900 | 1.18 | 1 | 24 | 43.0% | 0.70 | 0.2474 | -0.011 | 12.5 | 0.1900 | 0.3100 | 65 | 1,664 | 39.7% | -0.30 | 0.2498 | -0.011 |
| 0.1900 | 0.9800 | 59 | 73 | 38.8% | 0.56 | 0.2827 | -0.012 | 13 | 0.3300 | 0.5800 | 135 | 1,606 | 40.1% | -0.44 | 0.2859 | -0.012 |
| 0.2000 | 0.5000 | 113 | 248 | 38.0% | 0.42 | 0.2810 | -0.012 | 13.5 | 0.3000 | 0.8300 | 120 | 587 | 26.8% | -0.58 | 0.2852 | -0.012 |
| 0.0200 | 0.2800 | 232 | 444 | 33.4% | 0.30 | 0.2476 | -0.011 | 14 | 1.01 | 1.25 | 2 | 1,041 | 44.7% | -0.71 | 0.2529 | -0.011 |
| 0.1200 | 0.1500 | 158 | 1,622 | 41.6% | 0.20 | 0.1969 | -0.008 | 14.5 | 1.39 | 1.79 | 2 | 330 | 51.7% | -0.81 | 0.2026 | -0.009 |
| 0.0700 | 0.1200 | 243 | 1,129 | 45.0% | 0.13 | 0.1446 | -0.006 | 15 | 1.62 | 2.24 | 1 | 120 | 40.5% | -0.89 | 0.1509 | -0.006 |
| 0.0300 | 0.2200 | 5 | 951 | 56.8% | 0.09 | 0.1042 | -0.005 | 15.5 | 1.90 | 3.05 | 1 | 90 | 55.3% | -0.93 | 0.1127 | -0.005 |
| 0.0100 | 0.0500 | 7 | 231 | 45.9% | 0.06 | 0.0766 | -0.004 | 16 | 2.44 | 3.05 | 4 | 2 | -0.95 | 0.0879 | -0.004 | |
| 0.0200 | 0.0500 | 123 | 53.0% | 0.05 | 0.0577 | -0.004 | 16.5 | 3.05 | 5.35 | 5 | 42 | 144.1% | -0.97 | 0.0707 | -0.004 | |
| 0 | 0.1000 | 247 | 62.6% | 0.04 | 0.0446 | -0.003 | 17 | 3.25 | 5.20 | 7 | 108.3% | -0.98 | 0.0531 | -0.004 | ||
| 0 | 0.2700 | 675 | 85.1% | 0.03 | 0.0352 | -0.003 | 17.5 | 3.70 | 6.35 | 145.2% | -0.99 | 0.0401 | -0.003 | |||
| 0 | 0.0600 | 46 | 66.7% | 0.02 | 0.0285 | -0.002 | 18 | 4.25 | 6.85 | 155.0% | -0.99 | 0.0259 | -0.002 | |||
| 0 | 0.7500 | 2 | 129.0% | 0.02 | 0.0234 | -0.002 | 18.5 | 4.75 | 6.70 | 128.9% | -1.00 | 0.0166 | -0.002 | |||
| 0 | 0.2500 | 1 | 100.2% | 0.02 | 0.0197 | -0.002 | 19 | 5.05 | 7.20 | 122.7% | -1.00 | 0.0103 | -0.002 | |||
| 0 | 1.15 | 56 | 162.8% | 0.02 | 0.0167 | -0.002 | 19.5 | 5.60 | 8.35 | 168.2% | -1.00 | 0.0067 | -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 — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs