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 ±26.1% (9.72–16.58) · ATM IV 44.7% · P/C open interest 2.95
| 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 | |
| 5.85 | 7.20 | 68.4% | 0.96 | 0.0160 | -0.000 | 7 | 0.0600 | 0.1600 | 73 | 58.2% | -0.04 | 0.0162 | -0.001 | |||
| 4.70 | 6.30 | 52.9% | 0.93 | 0.0250 | -0.001 | 8 | 0.0200 | 0.2700 | 1 | 1 | 51.2% | -0.07 | 0.0254 | -0.002 | ||
| 4.20 | 4.95 | 2 | 46.5% | 0.89 | 0.0368 | -0.002 | 9 | 0.0600 | 0.5600 | 1 | 43 | 52.0% | -0.11 | 0.0375 | -0.002 | |
| 3.75 | 4.15 | 938 | 53.2% | 0.84 | 0.0503 | -0.002 | 10 | 0.4700 | 0.7000 | 30.7K | 53.7% | -0.17 | 0.0515 | -0.003 | ||
| 2.90 | 3.30 | 5 | 78 | 46.5% | 0.77 | 0.0637 | -0.003 | 11 | 0.7200 | 0.8500 | 10 | 277 | 49.4% | -0.24 | 0.0656 | -0.004 |
| 2.50 | 2.66 | 4 | 209 | 48.8% | 0.69 | 0.0752 | -0.004 | 12 | 1.10 | 1.25 | 115 | 3,454 | 49.1% | -0.32 | 0.0780 | -0.004 |
| 1.71 | 2.13 | 102 | 154 | 44.5% | 0.61 | 0.0834 | -0.004 | 13 | 1.37 | 1.65 | 7 | 297 | 45.0% | -0.40 | 0.0874 | -0.004 |
| 1.53 | 1.70 | 1,023 | 531 | 47.5% | 0.53 | 0.0874 | -0.004 | 14 | 2.13 | 2.22 | 1,000 | 6,182 | 47.4% | -0.49 | 0.0928 | -0.004 |
| 1.18 | 1.46 | 392 | 4,477 | 48.7% | 0.45 | 0.0873 | -0.004 | 15 | 2.68 | 3.10 | 4,040 | 49.1% | -0.58 | 0.0942 | -0.004 | |
| 0.7500 | 1.06 | 1 | 290 | 45.0% | 0.37 | 0.0839 | -0.004 | 16 | 3.35 | 4.10 | 114 | 52.3% | -0.66 | 0.0924 | -0.004 | |
| 0.5000 | 0.8300 | 1 | 751 | 44.2% | 0.31 | 0.0780 | -0.004 | 17 | 3.75 | 4.45 | 77 | 39.1% | -0.73 | 0.0884 | -0.004 | |
| 0.3900 | 0.6600 | 51 | 296 | 45.0% | 0.25 | 0.0708 | -0.004 | 18 | 4.60 | 5.70 | 3 | 46.4% | -0.79 | 0.0829 | -0.003 | |
| 0.4000 | 0.4700 | 148 | 46.4% | 0.21 | 0.0630 | -0.003 | 19 | 5.30 | 6.75 | 3 | 45.8% | -0.85 | 0.0767 | -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 — Mar 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