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 ±11.0% (11.71–14.59) · ATM IV 43.2% · P/C open interest 3.13
| 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 | |
| 3.80 | 5.25 | 3 | 123.2% | 0.97 | 0.0230 | -0.002 | 9 | 0 | 0.7500 | 123.8% | -0.03 | 0.0231 | -0.002 | |||
| 2.75 | 4.45 | 0.97 | 0.0305 | -0.002 | 9.5 | 0 | 1.15 | 131.7% | -0.03 | 0.0306 | -0.002 | |||||
| 2.30 | 4.60 | 8 | 89.9% | 0.96 | 0.0421 | -0.002 | 10 | 0 | 0.0500 | 5 | 48.2% | -0.04 | 0.0423 | -0.003 | ||
| 1.76 | 3.95 | 68.1% | 0.94 | 0.0609 | -0.003 | 10.5 | 0.0400 | 0.4000 | 16 | 45 | 71.2% | -0.06 | 0.0613 | -0.003 | ||
| 1.59 | 2.97 | 1 | 49.1% | 0.90 | 0.0895 | -0.004 | 11 | 0 | 0.1600 | 16 | 25 | 44.2% | -0.10 | 0.0901 | -0.004 | |
| 1.48 | 2.19 | 1 | 45.7% | 0.85 | 0.1264 | -0.006 | 11.5 | 0.1300 | 0.3900 | 8 | 31 | 54.2% | -0.16 | 0.1274 | -0.006 | |
| 1.25 | 1.90 | 31 | 6 | 54.6% | 0.77 | 0.1653 | -0.007 | 12 | 0.2100 | 0.3200 | 30 | 35 | 43.9% | -0.23 | 0.1670 | -0.008 |
| 0.6300 | 1.58 | 1 | 2 | 44.4% | 0.67 | 0.1986 | -0.009 | 12.5 | 0.2900 | 0.4500 | 2 | 215 | 40.0% | -0.33 | 0.2009 | -0.009 |
| 0.5500 | 1.08 | 20 | 6 | 43.8% | 0.57 | 0.2185 | -0.009 | 13 | 0.5300 | 0.7200 | 11 | 138 | 42.5% | -0.44 | 0.2218 | -0.010 |
| 0.3800 | 0.6700 | 40 | 44 | 40.0% | 0.46 | 0.2204 | -0.010 | 13.5 | 0.7900 | 1.27 | 12 | 99 | 50.5% | -0.55 | 0.2246 | -0.010 |
| 0.1700 | 0.6700 | 57 | 37 | 44.3% | 0.36 | 0.2058 | -0.009 | 14 | 1.03 | 1.56 | 4 | 109 | 47.1% | -0.65 | 0.2109 | -0.009 |
| 0.0500 | 0.3000 | 514 | 25 | 35.8% | 0.27 | 0.1808 | -0.008 | 14.5 | 1.18 | 2.03 | 1 | 14 | 43.0% | -0.74 | 0.1869 | -0.008 |
| 0.1000 | 0.2300 | 8 | 24 | 42.0% | 0.20 | 0.1509 | -0.007 | 15 | 1.43 | 2.53 | 1 | 2 | 39.5% | -0.82 | 0.1577 | -0.007 |
| 0.0100 | 0.1400 | 3 | 42 | 38.5% | 0.14 | 0.1209 | -0.006 | 15.5 | 2.03 | 2.75 | -0.87 | 0.1276 | -0.006 | |||
| 0 | 0.3600 | 5 | 1 | 56.0% | 0.11 | 0.0955 | -0.005 | 16 | 2.30 | 4.05 | 1 | 70.3% | -0.91 | 0.1026 | -0.005 | |
| 0 | 0.1900 | 5 | 51.7% | 0.08 | 0.0760 | -0.004 | 16.5 | 2.85 | 4.15 | 2 | 1 | 59.6% | -0.94 | 0.0844 | -0.004 | |
| 0 | 0.3100 | 1 | 6 | 64.3% | 0.07 | 0.0615 | -0.004 | 17 | 3.25 | 4.80 | 67.9% | -0.95 | 0.0712 | -0.004 | ||
| 0.0100 | 0.2900 | 8 | 68.7% | 0.06 | 0.0507 | -0.003 | 17.5 | 3.95 | 5.30 | 83.7% | -0.97 | 0.0632 | -0.004 | |||
| 0 | 0.9500 | 104.6% | 0.05 | 0.0426 | -0.003 | 18 | 4.25 | 6.85 | 123.7% | -0.97 | 0.0547 | -0.004 | ||||
| 0 | 1.15 | 117.9% | 0.04 | 0.0362 | -0.003 | 18.5 | 4.55 | 7.10 | 112.0% | -0.98 | 0.0458 | -0.004 | ||||
| 0 | 1.15 | 123.1% | 0.04 | 0.0313 | -0.003 | 19 | 5.10 | 7.85 | 129.2% | -0.99 | 0.0356 | -0.003 | ||||
| 0 | 1.15 | 128.1% | 0.03 | 0.0273 | -0.002 | 19.5 | 5.60 | 8.35 | 134.3% | -0.99 | 0.0280 | -0.003 | ||||
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 — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs