AEP option chain American Electric Power Company, Inc.
Cboe delayed options data · as of 21:48 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 ±9.6% (112.71–136.51) · ATM IV 19.6% · P/C open interest 0.42
| 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 | |
| 58.30 | 62.30 | 59.3% | 0.99 | 0.0008 | 0.000 | 65 | 0 | 0.3500 | 22 | 51.7% | -0.02 | 0.0010 | -0.006 | |||
| 53.30 | 57.30 | 2 | 51.9% | 0.99 | 0.0011 | 0.000 | 70 | 0 | 0.7500 | 47 | 52.5% | -0.02 | 0.0012 | -0.006 | ||
| 48.40 | 52.40 | 9 | 47.9% | 0.98 | 0.0014 | 0.000 | 75 | 0 | 0.8000 | 73 | 47.5% | -0.02 | 0.0015 | -0.006 | ||
| 43.40 | 47.50 | 14 | 42.7% | 0.98 | 0.0018 | 0.000 | 80 | 0.1000 | 0.9000 | 36 | 44.2% | -0.03 | 0.0020 | -0.006 | ||
| 39.10 | 42.00 | 29 | 38.7% | 0.97 | 0.0024 | 0.000 | 85 | 0.0500 | 0.4500 | 19 | 34.4% | -0.03 | 0.0026 | -0.007 | ||
| 34.10 | 36.70 | 100 | 29.7% | 0.97 | 0.0033 | 0.000 | 90 | 0.1000 | 0.4500 | 103 | 30.5% | -0.04 | 0.0034 | -0.008 | ||
| 29.80 | 31.70 | 1,837 | 30.7% | 0.95 | 0.0047 | -0.002 | 95 | 0.2000 | 0.6500 | 44 | 28.6% | -0.05 | 0.0048 | -0.009 | ||
| 26.80 | 29.60 | 403 | 27.4% | 0.94 | 0.0056 | -0.003 | 97.5 | 0.0500 | 0.7000 | 70 | 25.7% | -0.06 | 0.0057 | -0.009 | ||
| 24.30 | 27.10 | 150 | 24.8% | 0.93 | 0.0067 | -0.004 | 100 | 0.5500 | 0.8500 | 666 | 27.2% | -0.07 | 0.0068 | -0.010 | ||
| 20.30 | 22.50 | 46 | 26.0% | 0.90 | 0.0098 | -0.008 | 105 | 0.8000 | 1.15 | 207 | 24.7% | -0.10 | 0.0099 | -0.012 | ||
| 15.40 | 17.70 | 266 | 21.6% | 0.85 | 0.0140 | -0.011 | 110 | 1.25 | 1.85 | 2 | 445 | 23.3% | -0.16 | 0.0142 | -0.015 | |
| 12.10 | 13.70 | 342 | 22.4% | 0.77 | 0.0190 | -0.015 | 115 | 2.25 | 2.55 | 15 | 1,329 | 21.7% | -0.24 | 0.0196 | -0.018 | |
| 8.10 | 9.90 | 429 | 20.1% | 0.66 | 0.0236 | -0.019 | 120 | 3.50 | 3.80 | 2 | 373 | 20.1% | -0.35 | 0.0247 | -0.021 | |
| 6.00 | 6.50 | 27 | 847 | 20.1% | 0.54 | 0.0267 | -0.021 | 125 | 5.30 | 6.00 | 2 | 191 | 19.2% | -0.48 | 0.0281 | -0.022 |
| 3.90 | 4.20 | 14 | 526 | 19.7% | 0.41 | 0.0264 | -0.020 | 130 | 7.70 | 8.80 | 467 | 18.0% | -0.62 | 0.0277 | -0.020 | |
| 2.40 | 2.60 | 14 | 1,316 | 19.5% | 0.29 | 0.0233 | -0.018 | 135 | 11.40 | 12.50 | 247 | 18.2% | -0.74 | 0.0240 | -0.017 | |
| 1.45 | 1.60 | 33 | 2,482 | 19.7% | 0.20 | 0.0188 | -0.015 | 140 | 14.80 | 17.60 | 156 | 18.8% | -0.83 | 0.0187 | -0.011 | |
| 0.6000 | 1.00 | 658 | 19.2% | 0.13 | 0.0141 | -0.011 | 145 | 19.80 | 22.20 | 15 | 21.3% | -0.90 | 0.0133 | -0.006 | ||
| 0.4500 | 0.6500 | 1 | 857 | 20.3% | 0.08 | 0.0100 | -0.008 | 150 | 24.50 | 26.90 | 22.3% | -0.95 | 0.0132 | -0.004 | ||
| 0.0500 | 0.4500 | 210 | 19.6% | 0.06 | 0.0071 | -0.006 | 155 | 28.40 | 31.90 | -0.99 | 0.0065 | -0.018 | ||||
| 0.1500 | 0.3500 | 5 | 455 | 22.0% | 0.04 | 0.0054 | -0.005 | 160 | 34.10 | 36.90 | 26.2% | -1.00 | 0.0000 | -0.026 | ||
| 0.1000 | 0.3000 | 2 | 51 | 23.3% | 0.04 | 0.0043 | -0.005 | 165 | 38.60 | 41.90 | -1.00 | 0.0000 | -0.026 | |||
| 0 | 0.7500 | 55 | 28.2% | 0.03 | 0.0036 | -0.005 | 170 | 44.00 | 46.50 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 0.8000 | 30.7% | 0.03 | 0.0030 | -0.004 | 175 | 48.30 | 52.20 | -1.00 | 0.0000 | -0.026 | |||||
| 0 | 0.7500 | 7 | 32.4% | 0.02 | 0.0026 | -0.004 | 180 | 54.10 | 57.20 | 39.1% | -1.00 | 0.0000 | -0.026 | |||
| 0 | 0.7000 | 11 | 33.9% | 0.02 | 0.0022 | -0.004 | 185 | 58.30 | 62.20 | -1.00 | 0.0000 | -0.026 | ||||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs