AAL option chain American Airlines Group Inc.
Cboe delayed options data · as of 18:33 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 ±28.1% (8.76–15.61) · ATM IV 46.5% · P/C open interest 2.51
| 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 | |
| 4.90 | 6.15 | 53.3% | 0.95 | 0.0216 | -0.000 | 7 | 0.1000 | 0.1900 | 10 | 55.3% | -0.05 | 0.0219 | -0.001 | |||
| 4.05 | 5.25 | 25 | 50.4% | 0.91 | 0.0339 | -0.001 | 8 | 0.2200 | 0.2600 | 2 | 1,014 | 51.5% | -0.09 | 0.0346 | -0.002 | |
| 3.30 | 4.35 | 47.8% | 0.86 | 0.0488 | -0.002 | 9 | 0.3800 | 0.4300 | 991 | 75 | 49.4% | -0.15 | 0.0500 | -0.003 | ||
| 2.68 | 3.25 | 1 | 8 | 41.7% | 0.79 | 0.0641 | -0.003 | 10 | 0.6600 | 0.6800 | 2 | 72 | 48.5% | -0.22 | 0.0662 | -0.003 |
| 2.39 | 2.62 | 5 | 10 | 47.2% | 0.71 | 0.0777 | -0.003 | 11 | 1.00 | 1.04 | 5 | 565 | 47.5% | -0.30 | 0.0809 | -0.004 |
| 1.84 | 2.09 | 48 | 46.4% | 0.62 | 0.0878 | -0.004 | 12 | 1.43 | 1.49 | 22 | 1,825 | 46.6% | -0.39 | 0.0925 | -0.004 | |
| 1.47 | 1.60 | 41 | 545 | 46.2% | 0.53 | 0.0932 | -0.004 | 13 | 1.82 | 2.09 | 3 | 131 | 44.6% | -0.49 | 0.0997 | -0.004 |
| 1.08 | 1.29 | 1 | 273 | 46.0% | 0.45 | 0.0935 | -0.004 | 14 | 2.46 | 2.72 | 27 | 44.1% | -0.58 | 0.1020 | -0.004 | |
| 0.8400 | 0.9300 | 9 | 341 | 45.2% | 0.37 | 0.0896 | -0.004 | 15 | 3.15 | 3.50 | 24 | 44.1% | -0.67 | 0.1003 | -0.004 | |
| 0.6300 | 0.6700 | 1 | 47 | 44.5% | 0.30 | 0.0828 | -0.003 | 16 | 4.10 | 4.20 | 10 | 30 | 44.9% | -0.75 | 0.0958 | -0.003 |
| 0.4700 | 0.5100 | 10 | 17 | 44.5% | 0.24 | 0.0743 | -0.003 | 17 | 4.60 | 5.60 | 48.7% | -0.82 | 0.0902 | -0.003 | ||
| 0.3600 | 0.3900 | 10 | 11 | 44.9% | 0.19 | 0.0651 | -0.003 | 18 | 5.25 | 6.55 | 44.5% | -0.88 | 0.0841 | -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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs