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 ±10.7% (10.60–13.15) · ATM IV 48.1% · P/C open interest 0.73
| 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 | |
| 4.55 | 7.55 | 4 | 5 | 188.7% | 0.99 | 0.0065 | -0.001 | 6.5 | 0 | 0.4400 | 177.1% | -0.01 | 0.0065 | -0.001 | ||
| 4.45 | 7.00 | 48 | 4 | 256.6% | 0.99 | 0.0088 | -0.001 | 7 | 0 | 0.4400 | 159.5% | -0.01 | 0.0088 | -0.001 | ||
| 3.75 | 4.50 | 68 | 107 | 127.0% | 0.99 | 0.0166 | -0.002 | 8 | 0 | 0.2500 | 108.5% | -0.02 | 0.0167 | -0.002 | ||
| 3.00 | 4.50 | 11 | 130.9% | 0.98 | 0.0242 | -0.002 | 8.5 | 0 | 0.4500 | 113.3% | -0.02 | 0.0243 | -0.002 | |||
| 2.30 | 4.40 | 3 | 127.6% | 0.97 | 0.0382 | -0.002 | 9 | 0 | 0.0500 | 10 | 57.3% | -0.03 | 0.0383 | -0.002 | ||
| 1.50 | 2.70 | 5 | 4 | 0.94 | 0.0635 | -0.004 | 9.5 | 0 | 0.1000 | 1 | 13 | 47.9% | -0.06 | 0.0638 | -0.004 | |
| 1.24 | 3.55 | 4 | 100.1% | 0.90 | 0.1018 | -0.005 | 10 | 0.0800 | 0.1100 | 209 | 348 | 53.8% | -0.10 | 0.1024 | -0.005 | |
| 0.8100 | 3.35 | 101.3% | 0.83 | 0.1487 | -0.007 | 10.5 | 0.1400 | 0.1900 | 33 | 150 | 50.5% | -0.17 | 0.1497 | -0.008 | ||
| 0.7900 | 1.61 | 4 | 6 | 50.6% | 0.74 | 0.1957 | -0.009 | 11 | 0.2500 | 0.3100 | 59 | 596 | 50.3% | -0.26 | 0.1972 | -0.010 |
| 0.6000 | 1.12 | 4 | 29 | 48.7% | 0.63 | 0.2319 | -0.011 | 11.5 | 0.4000 | 0.4700 | 65 | 838 | 48.0% | -0.37 | 0.2342 | -0.011 |
| 0.5500 | 0.6500 | 69 | 2,479 | 48.4% | 0.51 | 0.2471 | -0.011 | 12 | 0.6200 | 0.7300 | 185 | 947 | 47.9% | -0.50 | 0.2503 | -0.012 |
| 0.3500 | 0.6400 | 8 | 487 | 55.6% | 0.39 | 0.2382 | -0.011 | 12.5 | 0.8800 | 1.05 | 8 | 591 | 46.7% | -0.62 | 0.2423 | -0.011 |
| 0.2300 | 0.3100 | 12 | 708 | 49.3% | 0.28 | 0.2108 | -0.010 | 13 | 0.6900 | 1.71 | 13 | 172 | 33.5% | -0.72 | 0.2159 | -0.010 |
| 0.1400 | 0.1800 | 99 | 369 | 48.2% | 0.20 | 0.1731 | -0.008 | 13.5 | 1.48 | 2.33 | 101 | 64.1% | -0.81 | 0.1792 | -0.008 | |
| 0.0800 | 0.1200 | 29 | 382 | 48.8% | 0.13 | 0.1333 | -0.006 | 14 | 1.95 | 2.54 | 4 | 588 | 56.2% | -0.88 | 0.1402 | -0.006 |
| 0.0500 | 0.0800 | 4 | 118 | 50.1% | 0.09 | 0.1000 | -0.005 | 14.5 | 1.51 | 4.75 | 2 | 103.4% | -0.92 | 0.1066 | -0.005 | |
| 0.0100 | 0.0900 | 4 | 669 | 53.2% | 0.07 | 0.0757 | -0.004 | 15 | 2.45 | 5.15 | 16 | 127.1% | -0.95 | 0.0808 | -0.004 | |
| 0.0100 | 0.2500 | 26 | 73.8% | 0.05 | 0.0588 | -0.003 | 15.5 | 2.25 | 5.70 | 1 | 105.2% | -0.96 | 0.0617 | -0.004 | ||
| 0.0100 | 0.2500 | 1 | 71 | 79.9% | 0.04 | 0.0468 | -0.003 | 16 | 2.84 | 5.40 | 50 | -0.97 | 0.0473 | -0.003 | ||
| 0 | 0.1300 | 9 | 73.2% | 0.04 | 0.0380 | -0.003 | 16.5 | 3.50 | 6.65 | 129.8% | -0.98 | 0.0368 | -0.003 | |||
| 0 | 0.0500 | 11 | 65.8% | 0.03 | 0.0315 | -0.002 | 17 | 3.45 | 7.15 | 96.8% | -0.98 | 0.0290 | -0.002 | |||
| 0 | 1.05 | 145.7% | 0.03 | 0.0265 | -0.002 | 17.5 | 4.05 | 7.65 | 117.1% | -0.99 | 0.0229 | -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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs