AAL option chain American Airlines Group Inc.
Cboe delayed options data · as of 09:33 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 ±8.5% (10.86–12.89) · ATM IV 53.5% · P/C open interest 0.87
| 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 | |
| 4.85 | 7.35 | 2 | 274.1% | 1.00 | 0.0020 | -0.001 | 6 | 0 | 0.4000 | 1 | 1 | 269.8% | -0.00 | 0.0020 | -0.001 | |
| 3.35 | 7.00 | 8 | 243.3% | 1.00 | 0.0040 | -0.001 | 7 | 0 | 0.2200 | 187.6% | -0.00 | 0.0040 | -0.001 | |||
| 3.45 | 5.20 | 19 | 226.8% | 0.99 | 0.0084 | -0.001 | 8 | 0 | 0.0400 | 24 | 104.8% | -0.01 | 0.0084 | -0.001 | ||
| 2.92 | 4.05 | 1 | 22 | 124.2% | 0.99 | 0.0126 | -0.001 | 8.5 | 0 | 0.6300 | 2 | 179.1% | -0.01 | 0.0127 | -0.001 | |
| 2.31 | 5.00 | 1 | 6 | 231.7% | 0.99 | 0.0208 | -0.002 | 9 | 0 | 0.0100 | 7 | 62.8% | -0.01 | 0.0209 | -0.002 | |
| 1.85 | 3.40 | 7 | 121.2% | 0.98 | 0.0408 | -0.003 | 9.5 | 0 | 0.0500 | 15 | 23 | 67.3% | -0.02 | 0.0410 | -0.003 | |
| 0.6900 | 3.50 | 14 | 96.6% | 0.94 | 0.0844 | -0.005 | 10 | 0.0300 | 0.0400 | 505 | 528 | 58.4% | -0.06 | 0.0848 | -0.005 | |
| 0.8700 | 2.65 | 1 | 102.5% | 0.88 | 0.1511 | -0.009 | 10.5 | 0.0700 | 0.1000 | 380 | 2,055 | 57.5% | -0.12 | 0.1520 | -0.009 | |
| 0.3900 | 1.65 | 2 | 69 | 48.2% | 0.78 | 0.2276 | -0.014 | 11 | 0.1600 | 0.2000 | 213 | 553 | 56.7% | -0.22 | 0.2290 | -0.014 |
| 0.5300 | 0.9600 | 31 | 57.2% | 0.65 | 0.2925 | -0.017 | 11.5 | 0.3000 | 0.3500 | 555 | 1,474 | 54.5% | -0.36 | 0.2945 | -0.017 | |
| 0.4300 | 0.5000 | 208 | 255 | 55.1% | 0.49 | 0.3168 | -0.018 | 12 | 0.5000 | 0.6000 | 195 | 2,094 | 52.0% | -0.51 | 0.3193 | -0.018 |
| 0.2500 | 0.2800 | 118 | 285 | 53.6% | 0.34 | 0.2907 | -0.017 | 12.5 | 0.7200 | 0.9400 | 17 | 1,854 | 48.7% | -0.66 | 0.2936 | -0.017 |
| 0.1100 | 0.1600 | 213 | 1,922 | 52.1% | 0.22 | 0.2334 | -0.013 | 13 | 1.08 | 1.38 | 25 | 1,862 | 50.1% | -0.79 | 0.2368 | -0.013 |
| 0.0700 | 0.0900 | 320 | 2,922 | 54.8% | 0.13 | 0.1670 | -0.009 | 13.5 | 1.40 | 2.22 | 14 | 591 | 75.4% | -0.88 | 0.1708 | -0.010 |
| 0.0100 | 0.0600 | 555 | 1,274 | 53.5% | 0.08 | 0.1127 | -0.007 | 14 | 1.97 | 2.40 | 94 | 523 | 64.3% | -0.93 | 0.1157 | -0.007 |
| 0.0100 | 0.0500 | 57 | 813 | 60.3% | 0.05 | 0.0770 | -0.005 | 14.5 | 1.68 | 4.50 | 10 | 139.0% | -0.96 | 0.0784 | -0.005 | |
| 0.0100 | 0.0300 | 25 | 4,020 | 63.5% | 0.04 | 0.0546 | -0.004 | 15 | 2.56 | 4.40 | 88 | 126 | 136.0% | -0.97 | 0.0544 | -0.004 |
| 0 | 0.0500 | 26 | 800 | 73.4% | 0.03 | 0.0402 | -0.003 | 15.5 | 2.90 | 5.00 | 2 | 142.4% | -0.98 | 0.0386 | -0.003 | |
| 0 | 0.1700 | 633 | 102.4% | 0.02 | 0.0305 | -0.003 | 16 | 3.15 | 5.65 | 6 | 144.5% | -0.99 | 0.0283 | -0.003 | ||
| 0 | 0.2500 | 137 | 120.7% | 0.02 | 0.0238 | -0.002 | 16.5 | 3.65 | 6.20 | 1 | 158.0% | -0.99 | 0.0210 | -0.002 | ||
| 0 | 0.0700 | 121 | 98.9% | 0.01 | 0.0190 | -0.002 | 17 | 3.80 | 7.00 | 162.6% | -0.99 | 0.0160 | -0.002 | |||
| 0 | 0.1300 | 106 | 118.0% | 0.01 | 0.0155 | -0.002 | 17.5 | 4.65 | 7.35 | 187.7% | -0.99 | 0.0124 | -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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs