AEP option chain American Electric Power Company, Inc.
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 ±10.2% (112.02–137.42) · ATM IV 19.8% · P/C open interest 0.89
| 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 | |
| 53.10 | 57.00 | 45.5% | 0.99 | 0.0010 | 0.000 | 70 | 0 | 0.8000 | 50.0% | -0.02 | 0.0012 | -0.005 | ||||
| 47.90 | 52.00 | 0.98 | 0.0013 | 0.000 | 75 | 0 | 0.9000 | 45.7% | -0.02 | 0.0015 | -0.005 | |||||
| 43.00 | 47.10 | 28.7% | 0.98 | 0.0017 | 0.000 | 80 | 0 | 0.6500 | 5 | 38.4% | -0.02 | 0.0020 | -0.006 | |||
| 38.40 | 42.30 | 34.1% | 0.98 | 0.0023 | 0.000 | 85 | 0.0500 | 1.05 | 31 | 37.5% | -0.03 | 0.0026 | -0.006 | |||
| 33.50 | 37.40 | 10 | 30.3% | 0.97 | 0.0032 | -0.001 | 90 | 0 | 1.00 | 3 | 32.2% | -0.04 | 0.0036 | -0.007 | ||
| 28.70 | 32.70 | 2 | 28.7% | 0.95 | 0.0047 | -0.003 | 95 | 0.0500 | 1.20 | 40 | 29.2% | -0.06 | 0.0050 | -0.008 | ||
| 25.20 | 27.40 | 417 | 29.2% | 0.93 | 0.0067 | -0.006 | 100 | 0.5000 | 1.10 | 681 | 26.4% | -0.08 | 0.0072 | -0.010 | ||
| 20.00 | 23.30 | 4 | 26.3% | 0.90 | 0.0098 | -0.009 | 105 | 0.8500 | 1.45 | 1 | 46 | 24.3% | -0.12 | 0.0103 | -0.013 | |
| 16.20 | 18.10 | 36 | 23.6% | 0.84 | 0.0138 | -0.013 | 110 | 1.35 | 2.65 | 67 | 24.0% | -0.18 | 0.0142 | -0.016 | ||
| 11.80 | 15.00 | 9 | 23.4% | 0.76 | 0.0180 | -0.017 | 115 | 2.50 | 3.60 | 280 | 165 | 22.7% | -0.26 | 0.0184 | -0.019 | |
| 8.30 | 10.50 | 2 | 14 | 20.5% | 0.66 | 0.0222 | -0.019 | 120 | 3.30 | 4.90 | 48 | 20.3% | -0.36 | 0.0226 | -0.021 | |
| 5.70 | 7.60 | 2 | 63 | 20.4% | 0.54 | 0.0252 | -0.020 | 125 | 5.20 | 6.90 | 15 | 91 | 19.2% | -0.48 | 0.0257 | -0.021 |
| 3.20 | 5.20 | 1 | 168 | 19.2% | 0.42 | 0.0252 | -0.020 | 130 | 7.80 | 10.20 | 21 | 29 | 19.3% | -0.61 | 0.0263 | -0.020 |
| 1.75 | 3.70 | 5 | 129 | 19.4% | 0.30 | 0.0229 | -0.017 | 135 | 11.20 | 14.40 | 26 | 20.3% | -0.73 | 0.0253 | -0.018 | |
| 1.00 | 2.25 | 17 | 99 | 19.2% | 0.20 | 0.0188 | -0.014 | 140 | 14.70 | 18.60 | 19.6% | -0.84 | 0.0215 | -0.014 | ||
| 0.6500 | 1.50 | 22 | 19.9% | 0.14 | 0.0143 | -0.011 | 145 | 19.20 | 22.30 | -0.92 | 0.0151 | -0.009 | ||||
| 0.3000 | 0.8000 | 16 | 232 | 19.3% | 0.09 | 0.0105 | -0.009 | 150 | 23.90 | 26.90 | -0.96 | 0.0089 | -0.003 | |||
| 0.2000 | 0.6000 | 70 | 20.4% | 0.07 | 0.0077 | -0.007 | 155 | 28.80 | 32.80 | 19.9% | -0.98 | 0.0048 | 0.000 | |||
| 0.0500 | 0.8500 | 46 | 23.3% | 0.05 | 0.0060 | -0.006 | 160 | 33.70 | 38.00 | 24.5% | -0.99 | 0.0029 | 0.000 | |||
| 0 | 0.9000 | 50 | 25.5% | 0.04 | 0.0049 | -0.005 | 165 | 39.40 | 42.70 | 30.6% | -0.99 | 0.0020 | 0.000 | |||
| 0 | 0.2500 | 3 | 9 | 22.3% | 0.04 | 0.0041 | -0.005 | 170 | 43.70 | 47.70 | -0.99 | 0.0015 | 0.000 | |||
| 0 | 0.8500 | 29.4% | 0.03 | 0.0034 | -0.005 | 175 | 48.70 | 52.70 | -1.00 | 0.0011 | 0.000 | |||||
| 0 | 0.7500 | 3 | 30.6% | 0.03 | 0.0029 | -0.005 | 180 | 53.70 | 57.60 | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 0.7500 | 32.4% | 0.03 | 0.0026 | -0.004 | 185 | 58.60 | 62.60 | -1.00 | 0.0006 | 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 — Mar 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