AEP option chain American Electric Power Company, 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 ±5.2% (118.52–131.52) · ATM IV 21.4% · P/C open interest 0.56
| 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 | |
| 43.10 | 47.20 | 1 | 0.99 | 0.0010 | -0.005 | 80 | 0 | 0.6500 | 5 | 82.0% | -0.02 | 0.0014 | -0.015 | |||
| 38.20 | 42.20 | 0.99 | 0.0014 | -0.006 | 85 | 0 | 0.6500 | 72.3% | -0.02 | 0.0019 | -0.015 | |||||
| 33.20 | 37.30 | 48.8% | 0.99 | 0.0018 | -0.007 | 90 | 0 | 0.7000 | 22 | 63.9% | -0.02 | 0.0025 | -0.016 | |||
| 28.20 | 32.30 | 10 | 38.4% | 0.98 | 0.0025 | -0.008 | 95 | 0 | 0.7500 | 1 | 55.6% | -0.03 | 0.0034 | -0.016 | ||
| 23.20 | 27.30 | 2 | 0.98 | 0.0036 | -0.010 | 100 | 0 | 0.8000 | 70 | 47.5% | -0.03 | 0.0049 | -0.017 | |||
| 19.70 | 21.60 | 5 | 43.0% | 0.97 | 0.0057 | -0.012 | 105 | 0 | 0.7500 | 104 | 38.3% | -0.05 | 0.0075 | -0.019 | ||
| 15.00 | 16.70 | 18 | 37.5% | 0.95 | 0.0101 | -0.016 | 110 | 0.2000 | 0.3500 | 379 | 432 | 27.7% | -0.07 | 0.0126 | -0.022 | |
| 10.40 | 11.50 | 32 | 29.0% | 0.90 | 0.0209 | -0.025 | 115 | 0.5500 | 0.8000 | 208 | 584 | 25.4% | -0.13 | 0.0236 | -0.030 | |
| 6.20 | 6.80 | 6 | 677 | 23.9% | 0.76 | 0.0402 | -0.044 | 120 | 1.40 | 1.70 | 48 | 1,063 | 23.0% | -0.29 | 0.0404 | -0.045 |
| 3.00 | 3.20 | 35 | 1,555 | 21.6% | 0.52 | 0.0538 | -0.053 | 125 | 3.20 | 3.60 | 41 | 2,152 | 21.2% | -0.52 | 0.0507 | -0.050 |
| 1.10 | 1.30 | 344 | 3,704 | 21.1% | 0.27 | 0.0449 | -0.041 | 130 | 6.60 | 6.90 | 2 | 57 | 21.6% | -0.76 | 0.0419 | -0.037 |
| 0.3500 | 0.4000 | 442 | 899 | 21.0% | 0.11 | 0.0244 | -0.022 | 135 | 9.50 | 11.30 | 17 | -0.90 | 0.0227 | -0.019 | ||
| 0.0500 | 0.2500 | 729 | 22.8% | 0.05 | 0.0125 | -0.014 | 140 | 13.80 | 16.10 | 2 | -0.95 | 0.0116 | -0.011 | |||
| 0.0500 | 0.2000 | 6 | 101 | 27.3% | 0.04 | 0.0079 | -0.013 | 145 | 20.40 | 21.00 | 1 | 28.1% | -0.97 | 0.0074 | -0.009 | |
| 0 | 0.7000 | 226 | 38.8% | 0.03 | 0.0055 | -0.011 | 150 | 24.20 | 26.40 | -0.97 | 0.0052 | -0.008 | ||||
| 0 | 0.6500 | 56 | 43.4% | 0.02 | 0.0041 | -0.011 | 155 | 28.60 | 32.60 | 33.6% | -0.98 | 0.0038 | -0.006 | |||
| 0 | 0.2000 | 32 | 39.8% | 0.02 | 0.0031 | -0.010 | 160 | 33.60 | 37.60 | 38.7% | -0.98 | 0.0029 | -0.005 | |||
| 0 | 0.6000 | 13 | 52.2% | 0.02 | 0.0024 | -0.009 | 165 | 38.40 | 42.50 | -0.99 | 0.0022 | -0.003 | ||||
| 0 | 0.1000 | 1 | 43.7% | 0.01 | 0.0020 | -0.008 | 170 | 43.50 | 47.50 | -0.99 | 0.0018 | -0.002 | ||||
| 0 | 0.6000 | 60.8% | 0.01 | 0.0016 | -0.007 | 175 | 48.50 | 52.60 | 49.4% | -0.99 | 0.0014 | -0.001 | ||||
| 0 | 0.6000 | 64.8% | 0.01 | 0.0013 | -0.007 | 180 | 53.40 | 57.50 | -0.99 | 0.0012 | 0.000 | |||||
| 0 | 0.6000 | 1 | 68.7% | 0.01 | 0.0011 | -0.006 | 185 | 58.50 | 62.50 | 53.4% | -0.99 | 0.0010 | 0.000 | |||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs