AEP option chain American Electric Power Company, Inc.
Cboe delayed options data · as of 21:48 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 ±19.9% (99.86–149.36) · ATM IV 21.9% · P/C open interest 0.23
| 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 | |
| 58.50 | 63.00 | 4 | 41.3% | 0.98 | 0.0016 | 0.000 | 65 | 0 | 2.95 | 40.7% | -0.04 | 0.0017 | -0.004 | |||
| 53.50 | 57.50 | 1 | 33.8% | 0.97 | 0.0021 | 0.000 | 70 | 0 | 1.35 | 7 | 30.9% | -0.05 | 0.0021 | -0.005 | ||
| 49.00 | 52.50 | 9 | 31.5% | 0.95 | 0.0026 | 0.000 | 75 | 0.4500 | 3.00 | 15 | 34.7% | -0.06 | 0.0026 | -0.005 | ||
| 44.50 | 48.00 | 8 | 30.5% | 0.94 | 0.0033 | 0.000 | 80 | 0.5000 | 3.50 | 19 | 32.6% | -0.07 | 0.0032 | -0.006 | ||
| 40.00 | 43.50 | 7 | 28.8% | 0.92 | 0.0040 | -0.000 | 85 | 1.50 | 2.70 | 10 | 29.6% | -0.09 | 0.0040 | -0.006 | ||
| 36.00 | 39.70 | 30 | 29.1% | 0.89 | 0.0049 | -0.002 | 90 | 1.85 | 2.95 | 78 | 27.5% | -0.11 | 0.0049 | -0.007 | ||
| 31.50 | 36.00 | 17 | 27.9% | 0.86 | 0.0059 | -0.003 | 95 | 2.25 | 3.40 | 23 | 25.7% | -0.14 | 0.0060 | -0.008 | ||
| 27.60 | 32.00 | 128 | 26.7% | 0.83 | 0.0070 | -0.005 | 100 | 3.20 | 4.30 | 142 | 25.1% | -0.17 | 0.0072 | -0.009 | ||
| 24.00 | 27.30 | 28 | 24.7% | 0.79 | 0.0083 | -0.006 | 105 | 3.90 | 5.40 | 69 | 24.0% | -0.22 | 0.0085 | -0.009 | ||
| 20.50 | 23.80 | 99 | 23.9% | 0.74 | 0.0096 | -0.007 | 110 | 5.10 | 6.70 | 52 | 23.3% | -0.26 | 0.0099 | -0.010 | ||
| 17.10 | 20.50 | 420 | 23.0% | 0.69 | 0.0108 | -0.008 | 115 | 6.70 | 8.20 | 111 | 22.7% | -0.32 | 0.0112 | -0.011 | ||
| 15.30 | 17.10 | 298 | 23.1% | 0.64 | 0.0118 | -0.009 | 120 | 8.20 | 10.00 | 34 | 21.8% | -0.37 | 0.0123 | -0.011 | ||
| 12.60 | 14.50 | 147 | 22.6% | 0.58 | 0.0126 | -0.010 | 125 | 10.20 | 12.20 | 35 | 21.2% | -0.44 | 0.0132 | -0.011 | ||
| 10.20 | 12.10 | 706 | 22.0% | 0.52 | 0.0130 | -0.010 | 130 | 12.80 | 14.80 | 17 | 21.0% | -0.50 | 0.0138 | -0.011 | ||
| 8.10 | 10.00 | 358 | 21.5% | 0.46 | 0.0130 | -0.011 | 135 | 15.00 | 19.00 | 9 | 21.3% | -0.57 | 0.0141 | -0.010 | ||
| 7.00 | 8.30 | 425 | 21.8% | 0.40 | 0.0128 | -0.010 | 140 | 18.00 | 22.00 | 9 | 20.7% | -0.63 | 0.0142 | -0.010 | ||
| 5.30 | 6.80 | 1 | 326 | 21.3% | 0.34 | 0.0123 | -0.010 | 145 | 21.50 | 25.50 | 1 | 20.4% | -0.70 | 0.0140 | -0.009 | |
| 4.10 | 5.50 | 79 | 21.0% | 0.29 | 0.0116 | -0.009 | 150 | 25.50 | 29.50 | 102 | 20.6% | -0.76 | 0.0136 | -0.008 | ||
| 2.90 | 4.50 | 11 | 20.6% | 0.25 | 0.0107 | -0.009 | 155 | 29.50 | 33.50 | 20.1% | -0.82 | 0.0127 | -0.006 | |||
| 2.05 | 3.70 | 28 | 20.4% | 0.21 | 0.0097 | -0.008 | 160 | 33.80 | 37.70 | 7 | 19.4% | -0.86 | 0.0114 | -0.004 | ||
| 1.55 | 2.95 | 39 | 20.3% | 0.18 | 0.0087 | -0.007 | 165 | 38.00 | 42.50 | -0.91 | 0.0127 | -0.003 | ||||
| 1.15 | 2.50 | 57 | 20.4% | 0.15 | 0.0078 | -0.007 | 170 | 43.00 | 47.50 | -0.95 | 0.0135 | -0.006 | ||||
| 1.00 | 3.40 | 2 | 23.0% | 0.13 | 0.0069 | -0.006 | 175 | 48.00 | 53.00 | 23.5% | -0.98 | 0.0058 | -0.016 | |||
| 1.00 | 5.00 | 10 | 26.7% | 0.11 | 0.0062 | -0.006 | 180 | 53.00 | 58.00 | 25.2% | -1.00 | 0.0006 | -0.018 | |||
| 0 | 3.20 | 13 | 23.5% | 0.10 | 0.0055 | -0.005 | 185 | 58.00 | 63.00 | 26.8% | -1.00 | 0.0000 | -0.018 | |||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs