AEP option chain American Electric Power Company, Inc.
Cboe delayed options data · as of 15:33 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 ±9.4% (113.37–136.97) · ATM IV 20.1% · P/C open interest 0.48
| 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 | |
| 48.50 | 52.60 | 46.8% | 0.98 | 0.0016 | -0.002 | 75 | 0 | 0.5000 | 45.6% | -0.03 | 0.0018 | -0.009 | ||||
| 43.40 | 47.60 | 37.3% | 0.97 | 0.0020 | -0.003 | 80 | 0 | 0.9000 | 45.0% | -0.03 | 0.0023 | -0.009 | ||||
| 38.50 | 42.70 | 33.9% | 0.97 | 0.0026 | -0.004 | 85 | 0 | 0.9500 | 4 | 40.2% | -0.04 | 0.0029 | -0.010 | |||
| 35.20 | 37.80 | 43.0% | 0.96 | 0.0034 | -0.005 | 90 | 0.0500 | 1.05 | 36.3% | -0.05 | 0.0038 | -0.010 | ||||
| 30.40 | 33.00 | 38.7% | 0.95 | 0.0047 | -0.006 | 95 | 0.0500 | 1.15 | 6 | 32.0% | -0.06 | 0.0052 | -0.011 | |||
| 25.60 | 28.00 | 12 | 33.5% | 0.93 | 0.0065 | -0.008 | 100 | 0.3500 | 1.20 | 15 | 28.9% | -0.08 | 0.0071 | -0.012 | ||
| 20.90 | 23.50 | 2 | 30.5% | 0.90 | 0.0093 | -0.011 | 105 | 0.6000 | 1.45 | 28 | 26.0% | -0.11 | 0.0100 | -0.014 | ||
| 16.60 | 19.10 | 2 | 28.2% | 0.86 | 0.0134 | -0.014 | 110 | 1.10 | 1.90 | 28 | 23.8% | -0.16 | 0.0142 | -0.017 | ||
| 12.50 | 14.90 | 5 | 25.8% | 0.78 | 0.0186 | -0.018 | 115 | 1.85 | 2.85 | 21 | 22.2% | -0.24 | 0.0194 | -0.020 | ||
| 8.90 | 10.60 | 70 | 23.1% | 0.68 | 0.0240 | -0.021 | 120 | 3.10 | 4.10 | 12 | 20.7% | -0.34 | 0.0244 | -0.022 | ||
| 5.80 | 6.80 | 79 | 20.6% | 0.55 | 0.0277 | -0.023 | 125 | 5.10 | 5.90 | 9 | 19.5% | -0.47 | 0.0278 | -0.023 | ||
| 3.60 | 4.50 | 20 | 20.3% | 0.41 | 0.0279 | -0.022 | 130 | 6.70 | 8.80 | 12 | 17.1% | -0.61 | 0.0284 | -0.022 | ||
| 1.85 | 2.90 | 34 | 19.7% | 0.29 | 0.0246 | -0.019 | 135 | 10.30 | 12.30 | 16.3% | -0.74 | 0.0262 | -0.020 | |||
| 1.15 | 1.85 | 37 | 20.3% | 0.19 | 0.0194 | -0.016 | 140 | 14.70 | 16.50 | 15.3% | -0.85 | 0.0212 | -0.015 | |||
| 0.5000 | 1.45 | 12 | 21.2% | 0.13 | 0.0144 | -0.012 | 145 | 18.60 | 21.20 | -0.92 | 0.0148 | -0.010 | ||||
| 0.2500 | 1.05 | 1 | 22.1% | 0.09 | 0.0106 | -0.010 | 150 | 23.50 | 26.00 | -0.95 | 0.0096 | -0.006 | ||||
| 0.2000 | 1.00 | 24.6% | 0.07 | 0.0080 | -0.009 | 155 | 28.40 | 32.20 | -0.97 | 0.0064 | -0.003 | |||||
| 0 | 0.9000 | 25.7% | 0.06 | 0.0063 | -0.008 | 160 | 33.20 | 37.30 | -0.98 | 0.0046 | -0.001 | |||||
| 0 | 0.6500 | 4 | 26.5% | 0.05 | 0.0052 | -0.008 | 165 | 38.10 | 42.40 | -0.98 | 0.0034 | 0.000 | ||||
| 0 | 0.8500 | 1 | 30.2% | 0.04 | 0.0043 | -0.007 | 170 | 43.30 | 47.40 | 25.7% | -0.99 | 0.0026 | 0.000 | |||
| 0 | 0.7500 | 31.8% | 0.04 | 0.0037 | -0.007 | 175 | 48.30 | 52.40 | 29.4% | -0.99 | 0.0021 | 0.000 | ||||
| 0 | 0.7000 | 33.5% | 0.03 | 0.0032 | -0.006 | 180 | 53.30 | 57.40 | 32.5% | -0.99 | 0.0016 | 0.000 | ||||
| 0 | 0.7000 | 35.5% | 0.03 | 0.0027 | -0.006 | 185 | 58.30 | 62.20 | -0.99 | 0.0013 | 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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs