AEP option chain American Electric Power Company, Inc.
Cboe delayed options data · as of 03:33 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 ±17.4% (101.45–144.15) · ATM IV 21.7% · P/C open interest 0.27
| 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 | |
| 52.00 | 57.00 | 38.5% | 0.98 | 0.0017 | 0.000 | 70 | 0.2500 | 1.00 | 34.3% | -0.04 | 0.0019 | -0.005 | ||||
| 47.50 | 52.00 | 36.0% | 0.97 | 0.0024 | 0.000 | 75 | 0 | 2.95 | 37.5% | -0.05 | 0.0024 | -0.005 | ||||
| 42.50 | 47.50 | 33.2% | 0.95 | 0.0031 | -0.001 | 80 | 0 | 2.05 | 30.7% | -0.06 | 0.0031 | -0.006 | ||||
| 38.00 | 43.00 | 31.8% | 0.93 | 0.0040 | -0.002 | 85 | 0 | 3.00 | 30.0% | -0.07 | 0.0040 | -0.006 | ||||
| 33.50 | 38.50 | 29.8% | 0.91 | 0.0050 | -0.003 | 90 | 0.1000 | 3.50 | 28.0% | -0.10 | 0.0051 | -0.007 | ||||
| 29.50 | 34.00 | 28.5% | 0.88 | 0.0063 | -0.005 | 95 | 0.6500 | 3.70 | 26.0% | -0.13 | 0.0064 | -0.008 | ||||
| 25.00 | 30.00 | 2 | 4 | 26.7% | 0.84 | 0.0078 | -0.007 | 100 | 0.5000 | 4.10 | 22.9% | -0.16 | 0.0080 | -0.010 | ||
| 21.50 | 26.00 | 26.0% | 0.80 | 0.0094 | -0.008 | 105 | 1.15 | 5.30 | 4 | 22.3% | -0.21 | 0.0096 | -0.011 | |||
| 17.50 | 22.50 | 24.7% | 0.75 | 0.0111 | -0.010 | 110 | 2.50 | 7.00 | 2 | 22.6% | -0.26 | 0.0114 | -0.012 | |||
| 14.00 | 19.00 | 2 | 23.5% | 0.69 | 0.0128 | -0.011 | 115 | 3.90 | 8.50 | 21.8% | -0.32 | 0.0130 | -0.013 | |||
| 11.20 | 15.90 | 1 | 22.9% | 0.62 | 0.0142 | -0.012 | 120 | 6.10 | 10.40 | 3 | 21.6% | -0.39 | 0.0145 | -0.013 | ||
| 8.60 | 12.80 | 15 | 21.9% | 0.55 | 0.0150 | -0.013 | 125 | 8.50 | 12.80 | 21.5% | -0.47 | 0.0155 | -0.013 | |||
| 6.50 | 10.40 | 21.4% | 0.47 | 0.0154 | -0.013 | 130 | 11.10 | 14.90 | 20.4% | -0.54 | 0.0160 | -0.013 | ||||
| 4.50 | 8.50 | 3 | 20.9% | 0.40 | 0.0151 | -0.012 | 135 | 13.50 | 18.50 | 20.0% | -0.62 | 0.0160 | -0.012 | |||
| 3.00 | 7.50 | 2 | 21.3% | 0.34 | 0.0144 | -0.011 | 140 | 17.00 | 22.00 | 19.8% | -0.69 | 0.0156 | -0.011 | |||
| 1.50 | 6.00 | 5 | 20.4% | 0.27 | 0.0133 | -0.011 | 145 | 21.00 | 25.50 | 19.4% | -0.76 | 0.0147 | -0.009 | |||
| 0.5000 | 4.20 | 19.0% | 0.22 | 0.0119 | -0.009 | 150 | 25.00 | 30.00 | 19.6% | -0.82 | 0.0133 | -0.008 | ||||
| 0.3000 | 3.70 | 1 | 19.9% | 0.18 | 0.0104 | -0.009 | 155 | 29.50 | 34.00 | 18.7% | -0.87 | 0.0115 | -0.006 | |||
| 0 | 3.50 | 20.9% | 0.15 | 0.0090 | -0.008 | 160 | 34.00 | 39.00 | 19.1% | -0.90 | 0.0107 | -0.004 | ||||
| 0 | 3.30 | 22.2% | 0.13 | 0.0078 | -0.007 | 165 | 39.00 | 44.00 | 21.1% | -0.94 | 0.0134 | -0.005 | ||||
| 0 | 3.20 | 23.6% | 0.11 | 0.0068 | -0.006 | 170 | 44.00 | 49.00 | 23.0% | -0.97 | 0.0103 | -0.013 | ||||
| 0 | 3.10 | 24.9% | 0.09 | 0.0059 | -0.006 | 175 | 49.00 | 54.00 | 24.9% | -0.99 | 0.0026 | -0.014 | ||||
| 0 | 3.10 | 26.4% | 0.08 | 0.0052 | -0.005 | 180 | 54.00 | 59.00 | 26.7% | -1.00 | 0.0000 | -0.014 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs