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American Airlines Group AAL

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-21T16:59:47.252Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:59:45.810962558Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:46.786741+00:00

Share price$12.61
1D+3.6%
$12.11$12.27$12.43$12.59$12.755:30 AM6:30 AM9:00 AM1:00 PMAAL
Sold putSold call

American Airlines Group options

Live interpolated AAL call and put midpoint premiums by absolute delta.American Airlines Group$0.00$1.57$3.14$4.71$6.27$10.32$11.22$12.12$13.02$13.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAL spot · $12.61AAL PRICE$0.10$0.14$0.17$0.21$0.26$0.31$0.36$0.42$0.50$0.59$0.67$0.76$0.95$0.34$0.15$0.20$0.24$0.28$0.33$0.40$0.47$0.54$0.89$5.82$4.78$3.76
PutsExpensive3.75×
CallsExpensive1.12×
SkewBearish+101.45 pp
Implied moveBearish±$0.77
TiltBearish54.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.4395.0%7.3%10.38347.0%20.4%
25Δ13.2996.1%6.4%12.01104.7%6.0%
30Δ13.1597.2%5.6%12.14103.3%5.3%
35Δ13.0198.4%4.8%12.27101.9%4.6%
40Δ12.8998.8%4.3%12.40100.5%3.9%
45Δ12.7799.2%3.7%12.5399.5%3.3%
50Δ12.6599.6%3.2%12.6599.8%2.9%
55Δ12.53100.0%2.7%12.77100.1%2.5%
60Δ12.40101.2%2.3%12.89100.4%2.1%
65Δ12.27102.6%1.9%13.24133.3%2.1%
70Δ12.13104.1%1.6%17.57580.0%6.8%
75Δ12.00105.5%1.2%16.85446.3%4.3%
80Δ11.78110.7%1.0%16.07310.6%2.4%

20Δ

Calls
Pseudo strike
13.43
IV
95.0%
B/E move
7.3%
Puts
Pseudo strike
10.38
IV
347.0%
B/E move
20.4%

25Δ

Calls
Pseudo strike
13.29
IV
96.1%
B/E move
6.4%
Puts
Pseudo strike
12.01
IV
104.7%
B/E move
6.0%

30Δ

Calls
Pseudo strike
13.15
IV
97.2%
B/E move
5.6%
Puts
Pseudo strike
12.14
IV
103.3%
B/E move
5.3%

35Δ

Calls
Pseudo strike
13.01
IV
98.4%
B/E move
4.8%
Puts
Pseudo strike
12.27
IV
101.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
12.89
IV
98.8%
B/E move
4.3%
Puts
Pseudo strike
12.40
IV
100.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
12.77
IV
99.2%
B/E move
3.7%
Puts
Pseudo strike
12.53
IV
99.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
12.65
IV
99.6%
B/E move
3.2%
Puts
Pseudo strike
12.65
IV
99.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
12.53
IV
100.0%
B/E move
2.7%
Puts
Pseudo strike
12.77
IV
100.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
12.40
IV
101.2%
B/E move
2.3%
Puts
Pseudo strike
12.89
IV
100.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
12.27
IV
102.6%
B/E move
1.9%
Puts
Pseudo strike
13.24
IV
133.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
12.13
IV
104.1%
B/E move
1.6%
Puts
Pseudo strike
17.57
IV
580.0%
B/E move
6.8%

75Δ

Calls
Pseudo strike
12.00
IV
105.5%
B/E move
1.2%
Puts
Pseudo strike
16.85
IV
446.3%
B/E move
4.3%

80Δ

Calls
Pseudo strike
11.78
IV
110.7%
B/E move
1.0%
Puts
Pseudo strike
16.07
IV
310.6%
B/E move
2.4%

Options history

AAL35.7556.1276.482026-07-23: 73.67%2026-07-24: 50.15%2026-07-27: 54.43%2026-07-28: 52.36%2026-07-29: 55.22%2026-07-30: 66.75%2026-07-31: 46.96%2026-08-03: 49.42%2026-08-04: 58.38%2026-08-05: 51.95%2026-08-06: 52.63%2026-08-07: 43.87%2026-08-10: 46.98%2026-08-11: 43.70%2026-08-12: 44.68%2026-08-13: 52.11%2026-08-14: 39.61%2026-08-17: 43.32%2026-08-18: 41.12%2026-08-19: 49.72%2026-08-20: 45.61%2026-08-21: 40.91%2026-08-24: 43.78%2026-08-25: 44.07%2026-08-26: 42.99%2026-08-28: 40.35%2026-08-31: 43.08%2026-09-01: 43.34%2026-09-02: 45.93%2026-09-03: 49.20%2026-09-04: 38.56%2026-09-08: 43.90%2026-09-09: 44.58%2026-09-11: 43.81%2026-09-14: 48.93%2026-09-15: 51.30%2026-09-16: 51.86%2026-09-18: 43.72%2026-09-21: 52.50%2026-09-22: 72.41%2026-09-23: 46.18%2026-09-25: 49.10%2026-09-28: 58.18%2026-09-29: 56.17%2026-09-30: 51.82%2026-10-02: 48.53%2026-10-05: 51.16%2026-10-06: 52.07%2026-10-07: 53.18%2026-10-08: 58.04%2026-10-09: 43.43%2026-10-12: 44.84%2026-10-13: 48.88%2026-10-14: 51.75%2026-10-16: 53.65%2026-10-19: 63.61%2026-10-20: 65.53%Jul 23Oct 20
Table
DateIV
73.67%
50.15%
54.43%
52.36%
55.22%
66.75%
46.96%
49.42%
58.38%
51.95%
52.63%
43.87%
46.98%
43.70%
44.68%
52.11%
39.61%
43.32%
41.12%
49.72%
45.61%
40.91%
43.78%
44.07%
42.99%
40.35%
43.08%
43.34%
45.93%
49.20%
38.56%
43.90%
44.58%
43.81%
48.93%
51.30%
51.86%
43.72%
52.50%
72.41%
46.18%
49.10%
58.18%
56.17%
51.82%
48.53%
51.16%
52.07%
53.18%
58.04%
43.43%
44.84%
48.88%
51.75%
53.65%
63.61%
65.53%