AAL option chain American Airlines Group Inc.
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 ±19.0% (10.51–15.45) · ATM IV 64.4% · P/C open interest —
| 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 | |
| 3.55 | 7.15 | 121.4% | 0.97 | 0.0182 | 0.000 | 8 | 0 | 2.13 | 196.1% | -0.03 | 0.0183 | -0.002 | ||||
| 3.05 | 6.65 | 109.4% | 0.97 | 0.0233 | 0.000 | 8.5 | 0 | 2.14 | 180.3% | -0.04 | 0.0234 | -0.003 | ||||
| 2.66 | 6.15 | 103.9% | 0.96 | 0.0303 | -0.000 | 9 | 0 | 2.15 | 165.3% | -0.04 | 0.0305 | -0.003 | ||||
| 1.80 | 5.70 | 76.6% | 0.94 | 0.0406 | -0.001 | 9.5 | 0 | 2.17 | 151.4% | -0.06 | 0.0408 | -0.003 | ||||
| 1.18 | 5.25 | 63.1% | 0.92 | 0.0554 | -0.002 | 10 | 0 | 2.20 | 138.3% | -0.08 | 0.0558 | -0.004 | ||||
| 0.7300 | 4.80 | 59.2% | 0.89 | 0.0751 | -0.003 | 10.5 | 0 | 2.24 | 126.0% | -0.11 | 0.0757 | -0.005 | ||||
| 0.3300 | 4.35 | 56.3% | 0.84 | 0.0983 | -0.004 | 11 | 0 | 2.31 | 114.9% | -0.16 | 0.0991 | -0.006 | ||||
| 0.1300 | 3.95 | 60.5% | 0.78 | 0.1224 | -0.006 | 11.5 | 0 | 2.40 | 104.4% | -0.22 | 0.1236 | -0.007 | ||||
| 0 | 3.60 | 65.0% | 0.71 | 0.1448 | -0.007 | 12 | 0 | 1.26 | 58.4% | -0.29 | 0.1465 | -0.008 | ||||
| 0 | 3.30 | 72.0% | 0.63 | 0.1624 | -0.008 | 12.5 | 0.4700 | 0.6800 | 43.7% | -0.37 | 0.1647 | -0.008 | ||||
| 0 | 3.05 | 78.0% | 0.55 | 0.1724 | -0.009 | 13 | 0.7100 | 1.18 | 50.7% | -0.46 | 0.1754 | -0.009 | ||||
| 0 | 1.49 | 48.4% | 0.46 | 0.1734 | -0.009 | 13.5 | 0 | 3.15 | 68.7% | -0.54 | 0.1770 | -0.009 | ||||
| 0.0800 | 1.38 | 57.1% | 0.38 | 0.1660 | -0.008 | 14 | 0 | 3.45 | 60.0% | -0.63 | 0.1704 | -0.008 | ||||
| 0 | 2.51 | 93.3% | 0.31 | 0.1529 | -0.008 | 14.5 | 0.0500 | 3.85 | 53.1% | -0.70 | 0.1579 | -0.007 | ||||
| 0.1600 | 0.4600 | 1 | 47.9% | 0.25 | 0.1364 | -0.007 | 15 | 0.2500 | 4.20 | 45.8% | -0.76 | 0.1422 | -0.006 | |||
| 0.0100 | 1.04 | 67.8% | 0.20 | 0.1184 | -0.006 | 15.5 | 0.5700 | 4.65 | 42.2% | -0.82 | 0.1248 | -0.005 | ||||
| 0 | 2.28 | 109.2% | 0.16 | 0.1006 | -0.005 | 16 | 1.01 | 5.05 | 35.4% | -0.86 | 0.1074 | -0.004 | ||||
| 0 | 2.24 | 114.4% | 0.13 | 0.0847 | -0.005 | 16.5 | 1.87 | 5.50 | 59.3% | -0.89 | 0.0915 | -0.003 | ||||
| 0 | 2.21 | 119.5% | 0.10 | 0.0716 | -0.004 | 17 | 2.36 | 6.00 | 63.7% | -0.92 | 0.0776 | -0.002 | ||||
| 0 | 2.19 | 124.5% | 0.09 | 0.0610 | -0.004 | 17.5 | 3.75 | 6.50 | 100.9% | -0.93 | 0.0659 | -0.002 | ||||
| 0 | 2.18 | 129.5% | 0.08 | 0.0526 | -0.004 | 18 | 3.35 | 6.95 | 69.6% | -0.95 | 0.0589 | -0.001 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs