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 ±9.8% (10.72–13.04) · ATM IV 50.5% · P/C open interest 1.37
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 6 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.05 | 7.55 | 2 | 317.6% | 0.99 | 0.0053 | -0.001 | 6.5 | 0 | 0.4300 | 202.9% | -0.01 | 0.0053 | -0.001 | |||
| 4.40 | 6.20 | 223.0% | 0.99 | 0.0072 | -0.001 | 7 | 0 | 0.4300 | 182.6% | -0.01 | 0.0073 | -0.001 | ||||
| 3.80 | 4.20 | 40 | 118 | 118.3% | 0.99 | 0.0140 | -0.001 | 8 | 0 | 0.4400 | 146.7% | -0.01 | 0.0140 | -0.002 | ||
| 3.10 | 3.85 | 51 | 85 | 96.3% | 0.98 | 0.0202 | -0.002 | 8.5 | 0 | 0.4400 | 129.7% | -0.02 | 0.0203 | -0.002 | ||
| 2.30 | 4.40 | 34 | 148.2% | 0.98 | 0.0319 | -0.002 | 9 | 0 | 0.4400 | 113.3% | -0.02 | 0.0321 | -0.002 | |||
| 1.20 | 3.75 | 1 | 69.5% | 0.96 | 0.0556 | -0.003 | 9.5 | 0 | 0.0500 | 7 | 55.1% | -0.04 | 0.0558 | -0.003 | ||
| 0.7200 | 3.70 | 2 | 93.6% | 0.92 | 0.0965 | -0.005 | 10 | 0.0400 | 0.0800 | 191 | 245 | 53.3% | -0.08 | 0.0970 | -0.005 | |
| 1.30 | 3.25 | 2 | 137.6% | 0.85 | 0.1517 | -0.008 | 10.5 | 0.0500 | 0.1300 | 44 | 2,518 | 48.1% | -0.15 | 0.1526 | -0.008 | |
| 1.00 | 1.59 | 7 | 3 | 69.2% | 0.76 | 0.2107 | -0.011 | 11 | 0.2000 | 0.2500 | 20 | 466 | 51.7% | -0.24 | 0.2122 | -0.011 |
| 0.6500 | 1.13 | 2 | 13 | 59.5% | 0.64 | 0.2581 | -0.013 | 11.5 | 0.3300 | 0.4100 | 59 | 665 | 49.0% | -0.37 | 0.2603 | -0.013 |
| 0.5100 | 0.5600 | 57 | 158 | 50.7% | 0.50 | 0.2769 | -0.014 | 12 | 0.5900 | 0.6600 | 142 | 991 | 50.4% | -0.50 | 0.2799 | -0.014 |
| 0.2900 | 0.3700 | 11 | 190 | 49.5% | 0.37 | 0.2620 | -0.013 | 12.5 | 0.8100 | 1.16 | 9 | 1,050 | 45.8% | -0.64 | 0.2657 | -0.013 |
| 0.1700 | 0.2200 | 103 | 631 | 49.2% | 0.25 | 0.2230 | -0.011 | 13 | 1.21 | 1.61 | 46 | 350 | 61.8% | -0.75 | 0.2276 | -0.011 |
| 0.1000 | 0.1500 | 80 | 388 | 50.5% | 0.17 | 0.1729 | -0.009 | 13.5 | 1.55 | 2.03 | 3 | 38 | 60.1% | -0.84 | 0.1784 | -0.009 |
| 0.0500 | 0.0900 | 142 | 749 | 51.3% | 0.11 | 0.1260 | -0.006 | 14 | 1.93 | 2.67 | 94 | 319 | 71.3% | -0.90 | 0.1316 | -0.007 |
| 0.0100 | 0.0700 | 3 | 355 | 52.0% | 0.08 | 0.0914 | -0.005 | 14.5 | 1.90 | 3.90 | 10 | 93.3% | -0.94 | 0.0959 | -0.005 | |
| 0.0200 | 0.0900 | 24 | 482 | 62.9% | 0.06 | 0.0681 | -0.004 | 15 | 2.74 | 4.60 | 40 | 20 | 132.7% | -0.96 | 0.0707 | -0.004 |
| 0 | 0.0500 | 3 | 94 | 59.7% | 0.04 | 0.0523 | -0.004 | 15.5 | 3.00 | 4.85 | 2 | 114.3% | -0.97 | 0.0531 | -0.004 | |
| 0 | 0.1000 | 16 | 74.4% | 0.03 | 0.0413 | -0.003 | 16 | 2.96 | 5.40 | 82.0% | -0.98 | 0.0406 | -0.003 | |||
| 0 | 0.3000 | 9 | 102.9% | 0.03 | 0.0334 | -0.003 | 16.5 | 2.96 | 6.65 | 113.0% | -0.98 | 0.0317 | -0.003 | |||
| 0 | 0.1100 | 1,294 | 87.5% | 0.02 | 0.0275 | -0.003 | 17 | 3.45 | 7.15 | 119.1% | -0.99 | 0.0249 | -0.002 | |||
| 0 | 0.1700 | 1 | 101.5% | 0.02 | 0.0231 | -0.002 | 17.5 | 4.65 | 7.65 | 172.6% | -0.99 | 0.0200 | -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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs