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 ±14.9% (10.56–14.26) · ATM IV 46.1% · P/C open interest 1.23
| 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 | |
| 5.30 | 5.75 | 2 | 43 | 86.6% | 0.98 | 0.0125 | -0.001 | 7 | 0.0100 | 0.0600 | 567 | 77.5% | -0.02 | 0.0125 | -0.001 | |
| 3.60 | 4.90 | 937 | 0.97 | 0.0219 | -0.001 | 8 | 0.0100 | 0.0500 | 24.4K | 60.0% | -0.03 | 0.0220 | -0.002 | |||
| 3.45 | 3.85 | 125 | 69.5% | 0.94 | 0.0411 | -0.002 | 9 | 0.0300 | 0.1200 | 10 | 7,159 | 55.8% | -0.06 | 0.0414 | -0.003 | |
| 2.51 | 2.93 | 1 | 1,476 | 58.2% | 0.88 | 0.0770 | -0.004 | 10 | 0.1200 | 0.1600 | 279 | 40.3K | 48.9% | -0.12 | 0.0777 | -0.004 |
| 1.72 | 2.04 | 6 | 800 | 51.0% | 0.78 | 0.1249 | -0.006 | 11 | 0.3100 | 0.3500 | 116 | 7,732 | 47.1% | -0.23 | 0.1263 | -0.006 |
| 1.14 | 1.20 | 54 | 7,374 | 46.0% | 0.62 | 0.1637 | -0.007 | 12 | 0.6600 | 0.7000 | 213 | 38.6K | 46.2% | -0.38 | 0.1663 | -0.007 |
| 0.6700 | 0.7200 | 640 | 15.2K | 45.3% | 0.45 | 0.1733 | -0.007 | 13 | 1.17 | 1.24 | 173 | 9,172 | 45.6% | -0.55 | 0.1776 | -0.008 |
| 0.3600 | 0.4000 | 648 | 10.7K | 44.7% | 0.30 | 0.1530 | -0.007 | 14 | 1.72 | 1.99 | 3 | 3,049 | 42.7% | -0.71 | 0.1593 | -0.007 |
| 0.2000 | 0.2100 | 669 | 21.7K | 45.1% | 0.18 | 0.1170 | -0.005 | 15 | 2.49 | 2.91 | 8,562 | 43.5% | -0.83 | 0.1258 | -0.005 | |
| 0.1000 | 0.1500 | 38 | 7,890 | 47.5% | 0.11 | 0.0812 | -0.004 | 16 | 3.45 | 4.20 | 515 | 63.5% | -0.92 | 0.0922 | -0.004 | |
| 0.0200 | 0.0800 | 5 | 19.1K | 45.3% | 0.07 | 0.0550 | -0.003 | 17 | 4.35 | 5.50 | 1,999 | 80.4% | -0.96 | 0.0694 | -0.003 | |
| 0.0100 | 0.0500 | 2,847 | 47.3% | 0.05 | 0.0382 | -0.002 | 18 | 5.25 | 6.55 | 87.3% | -0.99 | 0.0372 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs