AAL option chain American Airlines Group Inc.
Cboe delayed options data · as of 12:33 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 ±22.9% (9.25–14.75) · ATM IV 44.6% · P/C open interest 2.84
| 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 | |
| 5.15 | 7.35 | 87.2% | 0.98 | 0.0125 | -0.001 | 6 | 0.0100 | 0.2600 | 22 | 75.3% | -0.03 | 0.0126 | -0.001 | |||
| 3.25 | 6.40 | 1 | 0.96 | 0.0219 | -0.001 | 7 | 0.0500 | 0.2600 | 112 | 63.4% | -0.04 | 0.0221 | -0.001 | |||
| 3.35 | 4.90 | 42.1% | 0.92 | 0.0372 | -0.002 | 8 | 0.1400 | 0.1800 | 1 | 133 | 51.5% | -0.08 | 0.0378 | -0.002 | ||
| 3.20 | 3.95 | 318 | 60.0% | 0.86 | 0.0579 | -0.003 | 9 | 0.2800 | 0.3400 | 4 | 2,362 | 49.2% | -0.14 | 0.0589 | -0.003 | |
| 2.53 | 3.05 | 12 | 940 | 54.5% | 0.78 | 0.0799 | -0.003 | 10 | 0.5200 | 0.5700 | 40 | 43.3K | 47.6% | -0.22 | 0.0819 | -0.004 |
| 1.86 | 2.09 | 366 | 46.0% | 0.68 | 0.0988 | -0.004 | 11 | 0.8700 | 0.9300 | 15 | 21.5K | 46.8% | -0.32 | 0.1020 | -0.004 | |
| 1.25 | 1.50 | 11 | 684 | 42.8% | 0.58 | 0.1108 | -0.004 | 12 | 1.33 | 1.42 | 1 | 4,613 | 46.3% | -0.44 | 0.1156 | -0.005 |
| 0.8100 | 1.41 | 931 | 2,040 | 47.1% | 0.47 | 0.1137 | -0.004 | 13 | 1.71 | 2.10 | 41 | 1,598 | 44.0% | -0.55 | 0.1206 | -0.005 |
| 0.6500 | 0.7700 | 55 | 4,173 | 43.7% | 0.37 | 0.1084 | -0.004 | 14 | 2.59 | 2.82 | 1 | 7,076 | 47.3% | -0.66 | 0.1175 | -0.004 |
| 0.3700 | 0.6700 | 135 | 6,398 | 44.8% | 0.28 | 0.0975 | -0.004 | 15 | 3.05 | 3.65 | 4,056 | 41.7% | -0.75 | 0.1093 | -0.004 | |
| 0.2700 | 0.5800 | 29 | 1,126 | 47.6% | 0.21 | 0.0837 | -0.003 | 16 | 3.80 | 5.05 | 122 | 51.9% | -0.83 | 0.0984 | -0.004 | |
| 0.0400 | 0.3100 | 5 | 4,977 | 40.6% | 0.16 | 0.0694 | -0.003 | 17 | 4.60 | 6.45 | 216 | 62.6% | -0.90 | 0.0866 | -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.
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