American Electric Power Company, Inc. (AEP)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 15:33 UTC · Figures derived from the full chain (522 contracts, 10 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±5.3% (range 118.52–131.82) by Nov 20, 2026. ATM straddle: 6.65 @ strike 125 · ATM IV: 21.9%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 112.65 | -10% | 94.5% | 5.5% |
| 118.91 | -5% | 77.7% | 22.3% |
| 125.17 | +0% | 48.7% | 51.3% |
| 131.43 | +5% | 21.6% | 78.4% |
| 137.69 | +10% | 6.6% | 93.4% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | ±5.3% | 21.9% | 12.6K |
| Dec 18, 2026 | 60 | ±6.8% | 21.0% | 6,700 |
| Jan 15, 2027 | 88 | ±7.7% | 19.5% | 17.0K |
| Feb 19, 2027 | 123 | ±9.4% | 20.1% | 414 |
| Mar 19, 2027 | 151 | ±10.3% | 20.1% | 2,616 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 130 C · 4,268125 P · 2,370125 C · 2,330115 P · 2,024120 P · 1,422
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 15 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 46.7% of the time.
Past earnings reactions
Avg |reaction| 2.3% · median 1.6% (20 reports). Two-session close-to-close window; definition
About American Electric Power Company, Inc.
American Electric Power Company, Inc. (AEP) operates as a prominent electric utility holding company, with its core business encompassing the generation, transmission, and delivery of electricity. Serving both retail and wholesale clients across the United States, AEP organizes its extensive operations into several key segments: Vertically Integrated Utilities, Transmission and Distribution Utilities, AEP Transmission Holdco, and Generation & Marketing. The firm produces its electrical power from a diverse portfolio of energy sources, including coal, lignite, natural gas, nuclear, hydroelectric, solar, and wind power, alongside other emerging technologies. Beyond direct consumer sales, AEP also functions as a major wholesale electricity supplier, providing power to other utility companies, rural electric cooperatives, municipalities, and various other participants within the energy market. Incorporated in 1906, the company's corporate headquarters are situated in Columbus, Ohio.
Utilities · Regulated Electric · NASDAQ · Profile: Financial Modeling Prep
AEP news
All news →Did this year’s COLA beat inflation? Here’s how spending by American seniors stacks up so far in 2026.
The cost-of-living adjustment for 2027 will be 3.6%, which will give Social Security recipients an average of $75 more per month.
MarketWatch · Oct 16, 19:45 UTC ↗Related securities · Utilities
OKLO · IV 84.2%VST · IV 51.7%CEG · IV 49.0%NEE · IV 25.1%DUK · IV 18.4%SO · IV 20.4%