AEP option chain American Electric Power Company, Inc.

Expiration 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 ±10.3% (114.05–140.35) · ATM IV 20.1% · P/C open interest 1.05

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
55.30	59.60			45.2%	0.99	0.0012	-0.000	70	0	0.8000			51.3%	-0.02	0.0013	-0.007
50.30	54.60			38.3%	0.98	0.0015	-0.001	75	0	0.8500			46.6%	-0.03	0.0016	-0.007
45.40	49.70			38.1%	0.98	0.0019	-0.002	80	0	0.6500		5	39.7%	-0.03	0.0020	-0.007
40.90	44.70			38.3%	0.97	0.0024	-0.003	85	0.0500	0.5000		31	34.2%	-0.04	0.0026	-0.008
36.60	39.40		10	35.6%	0.96	0.0032	-0.004	90	0.0500	1.15		3	34.9%	-0.05	0.0035	-0.009
31.60	34.50		2	30.8%	0.95	0.0044	-0.006	95	0.0500	1.25		40	30.9%	-0.06	0.0047	-0.010
27.00	29.80		417	29.2%	0.93	0.0061	-0.008	100	0.5000	1.40		681	29.2%	-0.08	0.0065	-0.011
22.30	25.20		4	26.8%	0.90	0.0085	-0.010	105	0.8000	1.65		47	26.5%	-0.11	0.0089	-0.013
17.90	20.70		36	24.9%	0.86	0.0119	-0.013	110	1.25	1.85		67	23.6%	-0.15	0.0123	-0.015
13.70	16.50		9	23.2%	0.79	0.0160	-0.016	115	2.00	2.75		365	22.4%	-0.22	0.0164	-0.018
10.00	12.60		14	21.8%	0.71	0.0204	-0.019	120	3.10	4.00		48	21.1%	-0.31	0.0207	-0.020
7.00	8.50		65	19.8%	0.60	0.0238	-0.021	125	4.90	5.90		106	20.5%	-0.42	0.0240	-0.021
5.10	5.70	4	167	19.9%	0.47	0.0251	-0.021	130	6.40	8.30		50	18.3%	-0.54	0.0254	-0.021
3.10	3.90		129	19.6%	0.36	0.0238	-0.019	135	9.50	12.10		26	19.0%	-0.67	0.0247	-0.019
1.90	2.55		116	19.6%	0.25	0.0204	-0.017	140	13.20	16.10			19.2%	-0.78	0.0223	-0.017
1.10	1.85		22	20.1%	0.18	0.0162	-0.014	145	17.50	20.30			19.1%	-0.86	0.0182	-0.014
0.7000	1.45		232	21.3%	0.13	0.0126	-0.012	150	22.10	25.00			19.6%	-0.91	0.0138	-0.011
0.3500	1.15		70	22.0%	0.10	0.0097	-0.010	155	27.00	29.60			16.5%	-0.94	0.0098	-0.007
0.0500	1.05		46	22.9%	0.08	0.0076	-0.009	160	31.90	34.80			22.0%	-0.97	0.0066	-0.004
0.0500	1.00		50	25.0%	0.06	0.0060	-0.007	165	36.20	40.50			24.7%	-0.98	0.0044	-0.001
0	0.8500		12	26.1%	0.05	0.0048	-0.006	170	41.20	44.90				-0.99	0.0030	0.000
0	0.8500			28.2%	0.04	0.0040	-0.006	175	46.10	50.40			25.5%	-0.99	0.0021	0.000
0	0.8000		3	29.8%	0.04	0.0034	-0.006	180	51.10	55.40			28.6%	-0.99	0.0016	0.000
0	0.7500			31.3%	0.03	0.0030	-0.005	185	56.10	60.40			31.4%	-0.99	0.0012	0.000
0	0.7000		1	32.7%	0.03	0.0026	-0.005	190	61.10	65.30			29.6%	-1.00	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 — 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.

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AEP option chain American Electric Power Company, Inc.

Volatility smile — Mar 19, 2027

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