American Express Company (AXP)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 06:34 UTC · Figures derived from the full chain (1,666 contracts, 17 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (31 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 ±6.8% (range 295.23–338.53) by Nov 20, 2026. ATM straddle: 21.65 @ strike 317.5 · ATM IV: 28.8%.
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) |
|---|---|---|---|
| 285.20 | -10% | 88.8% | 11.2% |
| 301.04 | -5% | 71.6% | 28.4% |
| 316.88 | -0% | 48.3% | 51.7% |
| 332.73 | +5% | 26.6% | 73.4% |
| 348.57 | +10% | 11.9% | 88.1% |
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. |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | ±4.5% | 53.4% | 13.6K |
| Oct 30, 2026 | 10 | ±5.3% | 38.4% | 3,869 |
| Nov 06, 2026 | 17 | ±6.0% | 33.5% | 1,729 |
| Nov 13, 2026 | 24 | ±6.3% | 30.2% | 545 |
| Nov 20, 2026 | 31 | ±6.8% | 28.8% | 18.6K |
| Nov 27, 2026 | 38 | ±7.4% | 28.3% | 682 |
| Dec 18, 2026 | 59 | ±8.8% | 27.0% | 23.1K |
| Jan 15, 2027 | 87 | ±10.4% | 26.2% | 95.2K |
| Feb 19, 2027 | 122 | ±12.6% | 27.0% | 5,242 |
| Mar 19, 2027 | 150 | ±14.0% | 27.1% | 9,419 |
| Apr 16, 2027 | 178 | ±15.3% | 27.4% | 1,846 |
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): 310 P · 3,388330 C · 3,270300 P · 2,857280 P · 2,706332.5 C · 2,608
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 121 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 62.8% of the time.
Past earnings reactions
Avg |reaction| 4.3% · median 3.6% (20 reports). Two-session close-to-close window; definition
About American Express Company
Operating globally, American Express Company and its affiliated entities deliver a comprehensive suite of charge and credit payment card solutions, alongside a variety of travel-related offerings. Its business structure is organized into three primary divisions: the Global Consumer Services Group, Global Commercial Services, and Global Merchant and Network Services. Among its core offerings are diverse payment and financing instruments, robust network infrastructure services, tools for managing accounts payable expenses, and comprehensive travel and lifestyle support. Furthermore, it facilitates merchant services such as acquisition, transaction processing, settlement, and point-of-sale marketing, providing vital information and assistance to businesses. The company also specializes in fraud mitigation and developing and managing customer loyalty initiatives. These products and services are made available to a broad clientele, encompassing individual consumers, small and mid-sized enterprises, and large corporate entities. Distribution channels include digital platforms (mobile and online applications), collaborations with third-party vendors and partners, direct communication meth
Financial Services · Financial - Credit Services · NYSE · Profile: Financial Modeling Prep
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