AAL option chain American Airlines Group Inc.
Cboe delayed options data · as of 00:33 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 ±24.5% (9.93–16.38) · ATM IV 45.4% · P/C open interest 2.39
| 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 | |
| 5.70 | 6.95 | 50 | 53.0% | 0.96 | 0.0151 | 0.000 | 7 | 0.0500 | 0.3300 | 4 | 16 | 71.2% | -0.04 | 0.0152 | -0.001 | |
| 4.75 | 6.50 | 10 | 69.3% | 0.94 | 0.0242 | -0.001 | 8 | 0.1000 | 0.1900 | 42 | 54.9% | -0.06 | 0.0245 | -0.002 | ||
| 3.80 | 5.05 | 41.3% | 0.90 | 0.0370 | -0.001 | 9 | 0.2300 | 0.3500 | 1 | 364 | 54.5% | -0.10 | 0.0376 | -0.002 | ||
| 3.45 | 4.25 | 12 | 54.4% | 0.85 | 0.0523 | -0.002 | 10 | 0.3700 | 0.6500 | 1 | 552 | 54.2% | -0.16 | 0.0534 | -0.003 | |
| 2.76 | 3.35 | 45 | 49.7% | 0.78 | 0.0680 | -0.003 | 11 | 0.6200 | 0.7700 | 1,155 | 49.5% | -0.23 | 0.0697 | -0.004 | ||
| 2.20 | 2.70 | 4 | 114 | 49.5% | 0.69 | 0.0817 | -0.004 | 12 | 0.9300 | 1.38 | 2,481 | 51.8% | -0.31 | 0.0843 | -0.004 | |
| 1.68 | 1.97 | 272 | 46.1% | 0.60 | 0.0912 | -0.004 | 13 | 1.25 | 1.55 | 3 | 1,892 | 44.7% | -0.41 | 0.0950 | -0.005 | |
| 1.25 | 1.75 | 73 | 85 | 48.7% | 0.51 | 0.0953 | -0.005 | 14 | 1.63 | 2.46 | 2,845 | 46.8% | -0.50 | 0.1005 | -0.005 | |
| 1.00 | 1.19 | 1,594 | 46.8% | 0.43 | 0.0940 | -0.005 | 15 | 2.58 | 2.80 | 4 | 998 | 46.3% | -0.60 | 0.1008 | -0.005 | |
| 0.5900 | 0.8800 | 3 | 989 | 43.9% | 0.35 | 0.0886 | -0.004 | 16 | 3.25 | 4.15 | 787 | 54.7% | -0.68 | 0.0970 | -0.004 | |
| 0.3800 | 0.7000 | 1 | 278 | 44.0% | 0.28 | 0.0807 | -0.004 | 17 | 4.05 | 5.00 | 325 | 56.2% | -0.75 | 0.0907 | -0.004 | |
| 0.3500 | 0.7300 | 1 | 120 | 49.5% | 0.23 | 0.0715 | -0.004 | 18 | 4.60 | 5.60 | 52 | 46.7% | -0.82 | 0.0831 | -0.003 | |
| 0.2800 | 0.6200 | 11 | 123 | 51.1% | 0.18 | 0.0621 | -0.003 | 19 | 5.70 | 6.60 | 1 | 54.0% | -0.87 | 0.0749 | -0.003 | |
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs