AEP option chain American Electric Power Company, Inc.

Expiration 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 ±8.2% (114.47–134.97) · ATM IV 21.4% · P/C open interest 0.46

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
58.00	62.00			68.2%	1.00	0.0005	0.000	65	0	0.6500		21	69.9%	-0.01	0.0007	-0.005
52.90	57.00		2	55.8%	0.99	0.0006	0.000	70	0	0.6500		47	62.9%	-0.01	0.0009	-0.005
48.10	51.60		9		0.99	0.0009	0.000	75	0	0.7000		73	57.0%	-0.01	0.0011	-0.006
43.10	47.20		14	51.6%	0.99	0.0013	0.000	80	0.0500	0.7500	1	43	44.1%	-0.02	0.0015	-0.006
38.20	42.20		29	46.1%	0.99	0.0019	0.000	85	0	0.8000		19	45.9%	-0.02	0.0020	-0.007
33.30	37.30		99	41.7%	0.98	0.0028	-0.002	90	0.1000	0.5000		103	38.0%	-0.03	0.0028	-0.008
28.30	31.80		1,214	28.8%	0.97	0.0043	-0.004	95	0.1000	0.9500		45	36.6%	-0.04	0.0041	-0.009
25.90	29.30		401	27.7%	0.96	0.0052	-0.006	97.5	0.0500	1.00		68	33.8%	-0.05	0.0051	-0.010
23.50	27.50		150	32.1%	0.95	0.0064	-0.007	100	0.0500	0.4500		662	26.6%	-0.06	0.0062	-0.012
19.50	22.70		56	31.9%	0.92	0.0094	-0.011	105	0.4000	1.05		258	27.8%	-0.08	0.0094	-0.014
15.50	17.30		251	27.4%	0.87	0.0141	-0.015	110	0.7500	1.20	2	611	24.1%	-0.13	0.0144	-0.018
11.30	13.00		351	24.9%	0.79	0.0207	-0.020	115	1.45	1.85	4	1,480	22.2%	-0.21	0.0214	-0.023
7.50	9.10		422	22.6%	0.67	0.0276	-0.025	120	2.60	3.10	11	493	20.7%	-0.34	0.0289	-0.027
4.80	5.80	111	1,144	21.5%	0.53	0.0322	-0.027	125	4.30	5.60	8	355	21.4%	-0.49	0.0343	-0.029
2.10	3.50	139	709	19.5%	0.37	0.0313	-0.025	130	7.10	8.80		499	19.9%	-0.67	0.0342	-0.027
1.30	2.15	72	1,688	20.7%	0.23	0.0256	-0.020	135	11.00	12.30		247	19.0%	-0.82	0.0275	-0.020
0.2500	1.30	20	2,715	21.3%	0.14	0.0181	-0.015	140	14.40	17.50		155	16.5%	-0.91	0.0175	-0.011
0.3000	0.4500		668	19.9%	0.08	0.0120	-0.010	145	18.90	22.90		7	19.0%	-0.96	0.0096	-0.005
0.0500	0.8000		886	23.9%	0.05	0.0080	-0.008	150	23.80	27.80				-0.98	0.0052	-0.001
0	0.6000		213	25.4%	0.04	0.0058	-0.007	155	28.80	32.50				-0.99	0.0034	0.000
0	0.2500		451	24.4%	0.03	0.0045	-0.006	160	33.70	37.90			23.1%	-0.99	0.0024	0.000
0	0.2500		79	27.0%	0.03	0.0036	-0.006	165	38.70	42.70				-0.99	0.0018	0.000
0	0.7000		55	34.7%	0.02	0.0030	-0.005	170	43.60	47.70				-0.99	0.0014	0.000
0	0.6500			36.8%	0.02	0.0024	-0.005	175	48.60	52.70				-1.00	0.0011	0.000
0	0.5000		16	37.6%	0.02	0.0021	-0.005	180	53.70	57.60				-1.00	0.0008	0.000
0	0.6500		11	41.6%	0.01	0.0017	-0.004	185	58.60	62.60				-1.00	0.0007	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 — 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

AEP option chain American Electric Power Company, Inc.

Volatility smile — Jan 15, 2027

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive