AEP option chain American Electric Power Company, Inc.
Cboe delayed options data · as of 06:33 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 ±12.8% (108.77–140.67) · ATM IV 20.9% · P/C open interest 2.04
| 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 | 41.2% | 0.99 | 0.0010 | 0.000 | 65 | 0 | 0.9000 | 47.8% | -0.02 | 0.0012 | -0.005 | ||||
| 53.00 | 57.00 | 32.7% | 0.98 | 0.0013 | 0.000 | 70 | 0 | 1.00 | 43.9% | -0.02 | 0.0014 | -0.005 | ||||
| 47.90 | 52.10 | 0.98 | 0.0016 | 0.000 | 75 | 0.0500 | 1.10 | 1 | 40.5% | -0.03 | 0.0018 | -0.005 | ||||
| 43.30 | 47.20 | 28.2% | 0.97 | 0.0021 | 0.000 | 80 | 0.0500 | 1.20 | 1 | 36.7% | -0.03 | 0.0024 | -0.006 | |||
| 38.50 | 42.50 | 27.8% | 0.96 | 0.0028 | 0.000 | 85 | 0 | 1.30 | 32.8% | -0.04 | 0.0031 | -0.006 | ||||
| 33.90 | 37.40 | 24.6% | 0.95 | 0.0038 | 0.000 | 90 | 0.0500 | 1.50 | 5 | 30.0% | -0.06 | 0.0042 | -0.007 | |||
| 29.30 | 33.20 | 26.6% | 0.93 | 0.0052 | -0.001 | 95 | 0.4500 | 1.70 | 28.3% | -0.08 | 0.0056 | -0.008 | ||||
| 24.80 | 28.80 | 25.6% | 0.91 | 0.0072 | -0.004 | 100 | 0.7500 | 2.05 | 4 | 26.2% | -0.11 | 0.0076 | -0.010 | |||
| 21.60 | 24.30 | 26.7% | 0.87 | 0.0097 | -0.007 | 105 | 1.55 | 2.50 | 1 | 25.1% | -0.15 | 0.0102 | -0.012 | |||
| 17.60 | 18.50 | 1 | 3 | 22.0% | 0.81 | 0.0126 | -0.010 | 110 | 2.30 | 3.40 | 1 | 23.8% | -0.21 | 0.0132 | -0.014 | |
| 13.90 | 16.00 | 23.5% | 0.74 | 0.0157 | -0.013 | 115 | 3.40 | 4.70 | 40 | 22.8% | -0.28 | 0.0162 | -0.016 | |||
| 9.90 | 12.50 | 2 | 21.5% | 0.66 | 0.0186 | -0.015 | 120 | 4.30 | 6.40 | 4 | 21.1% | -0.37 | 0.0192 | -0.017 | ||
| 7.80 | 9.40 | 21.6% | 0.56 | 0.0208 | -0.016 | 125 | 6.40 | 8.30 | 20.2% | -0.47 | 0.0214 | -0.017 | ||||
| 5.50 | 7.00 | 41 | 6 | 21.1% | 0.46 | 0.0214 | -0.016 | 130 | 8.90 | 11.00 | 19.6% | -0.57 | 0.0223 | -0.016 | ||
| 3.10 | 4.90 | 14 | 19.6% | 0.36 | 0.0205 | -0.015 | 135 | 11.90 | 14.60 | 19.4% | -0.68 | 0.0224 | -0.015 | |||
| 1.95 | 3.80 | 3 | 20.0% | 0.27 | 0.0183 | -0.013 | 140 | 15.30 | 19.30 | 20.2% | -0.79 | 0.0215 | -0.013 | |||
| 1.30 | 2.75 | 20.3% | 0.19 | 0.0153 | -0.011 | 145 | 19.50 | 23.00 | 18.7% | -0.88 | 0.0181 | -0.009 | ||||
| 0.6000 | 2.05 | 20.2% | 0.14 | 0.0123 | -0.009 | 150 | 24.00 | 28.00 | 19.6% | -0.93 | 0.0127 | -0.005 | ||||
| 0.2500 | 1.50 | 20.2% | 0.11 | 0.0098 | -0.008 | 155 | 28.80 | 32.90 | 20.2% | -0.96 | 0.0081 | -0.000 | ||||
| 0.1000 | 1.30 | 21.3% | 0.09 | 0.0079 | -0.007 | 160 | 33.70 | 37.80 | 18.8% | -0.98 | 0.0050 | 0.000 | ||||
| 0.0500 | 1.40 | 23.5% | 0.07 | 0.0064 | -0.006 | 165 | 38.80 | 42.90 | 25.1% | -0.99 | 0.0029 | 0.000 | ||||
| 0.0500 | 0.6000 | 21.7% | 0.06 | 0.0052 | -0.005 | 170 | 43.70 | 47.70 | -0.99 | 0.0016 | 0.000 | |||||
| 0 | 1.00 | 25.3% | 0.05 | 0.0043 | -0.005 | 175 | 48.70 | 52.70 | -1.00 | 0.0009 | 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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs