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 ±12.7% (10.37–13.39) · ATM IV 46.7% · P/C open interest 0.90
| 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 | |
| 4.95 | 7.55 | 10 | 232.7% | 0.99 | 0.0076 | -0.001 | 6.5 | 0 | 0.4500 | 146.2% | -0.01 | 0.0076 | -0.001 | |||
| 4.55 | 7.00 | 118 | 3 | 166.0% | 0.99 | 0.0102 | -0.001 | 7 | 0 | 0.2500 | 112.5% | -0.01 | 0.0102 | -0.001 | ||
| 3.50 | 4.55 | 16 | 10 | 84.6% | 0.98 | 0.0195 | -0.001 | 8 | 0 | 0.4600 | 106.0% | -0.02 | 0.0196 | -0.001 | ||
| 3.05 | 4.95 | 132.5% | 0.97 | 0.0290 | -0.002 | 8.5 | 0 | 0.4600 | 93.7% | -0.03 | 0.0292 | -0.002 | ||||
| 2.55 | 5.10 | 4 | 108.0% | 0.95 | 0.0456 | -0.002 | 9 | 0 | 0.0900 | 52.9% | -0.05 | 0.0459 | -0.002 | |||
| 1.61 | 3.80 | 75.5% | 0.92 | 0.0713 | -0.003 | 9.5 | 0.0700 | 0.0800 | 149 | 11 | 50.3% | -0.08 | 0.0718 | -0.004 | ||
| 1.00 | 3.60 | 1 | 3 | 72.6% | 0.87 | 0.1044 | -0.005 | 10 | 0.1000 | 0.2100 | 50 | 123 | 51.7% | -0.13 | 0.1052 | -0.005 |
| 0.4000 | 3.40 | 68.2% | 0.81 | 0.1403 | -0.006 | 10.5 | 0.1900 | 0.2800 | 3 | 93 | 49.2% | -0.20 | 0.1415 | -0.006 | ||
| 0.7600 | 1.82 | 47.1% | 0.72 | 0.1736 | -0.008 | 11 | 0.1200 | 0.4200 | 18 | 44 | 40.8% | -0.28 | 0.1755 | -0.008 | ||
| 0.7000 | 1.23 | 8 | 10 | 45.9% | 0.62 | 0.1990 | -0.009 | 11.5 | 0.3300 | 0.6000 | 51 | 62 | 40.8% | -0.38 | 0.2016 | -0.009 |
| 0.6500 | 0.8200 | 19 | 109 | 47.4% | 0.52 | 0.2109 | -0.009 | 12 | 0.7100 | 0.8400 | 75 | 893 | 46.0% | -0.48 | 0.2144 | -0.009 |
| 0.4300 | 0.5800 | 33 | 93 | 45.6% | 0.42 | 0.2073 | -0.009 | 12.5 | 0.6700 | 1.56 | 42 | 148 | 48.6% | -0.59 | 0.2118 | -0.009 |
| 0.2900 | 0.6100 | 11 | 200 | 52.4% | 0.33 | 0.1911 | -0.008 | 13 | 0.7800 | 1.82 | 2 | 30 | 37.1% | -0.68 | 0.1968 | -0.008 |
| 0.1600 | 0.3000 | 44 | 158 | 45.0% | 0.24 | 0.1670 | -0.007 | 13.5 | 0.8800 | 2.70 | 5 | 44.4% | -0.77 | 0.1740 | -0.007 | |
| 0.1100 | 0.2900 | 19 | 276 | 50.1% | 0.18 | 0.1387 | -0.006 | 14 | 1.83 | 2.57 | 6 | 22 | 42.4% | -0.84 | 0.1472 | -0.006 |
| 0.0500 | 0.1500 | 15 | 45.5% | 0.13 | 0.1100 | -0.004 | 14.5 | 0.5800 | 3.75 | 2 | 1 | -0.89 | 0.1197 | -0.005 | ||
| 0.0300 | 0.1400 | 8 | 26 | 48.9% | 0.09 | 0.0853 | -0.004 | 15 | 2.64 | 4.10 | 3 | 4 | 72.1% | -0.93 | 0.0943 | -0.004 |
| 0 | 0.1300 | 2 | 50.7% | 0.07 | 0.0665 | -0.003 | 15.5 | 2.60 | 5.40 | 89.5% | -0.96 | 0.0723 | -0.003 | |||
| 0.0100 | 0.0600 | 60 | 453 | 48.9% | 0.05 | 0.0527 | -0.003 | 16 | 3.45 | 5.05 | 1 | 71.3% | -0.97 | 0.0542 | -0.003 | |
| 0.0100 | 0.0500 | 9 | 1 | 51.4% | 0.04 | 0.0426 | -0.002 | 16.5 | 3.60 | 6.60 | 109.6% | -0.98 | 0.0398 | -0.002 | ||
| 0.0100 | 0.0700 | 4 | 13 | 58.1% | 0.04 | 0.0350 | -0.002 | 17 | 4.15 | 7.15 | 119.3% | -0.99 | 0.0294 | -0.002 | ||
| 0.0100 | 0.0800 | 2 | 6 | 63.1% | 0.03 | 0.0293 | -0.002 | 17.5 | 4.45 | 7.65 | 116.5% | -0.99 | 0.0214 | -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 — Nov 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs