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American Airlines Group Inc. Common Stock AAL

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Market dataready · fetched 2026-11-10T22:20:24.806Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:09:26.896575468Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:20:24.381559+00:00

Share price$14.07
1D-0.3%
AH$13.94$14.05$14.16$14.27$14.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAL
Sold putSold callAH

American Airlines Group Inc. Common Stock options

Live interpolated AAL call and put midpoint premiums by absolute delta.American Airlines Group Inc. Common Stock$0.05$0.33$0.62$0.91$1.19$13.12$13.61$14.10$14.59$15.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AAL spot · $14.07AAL PRICE$0.08$0.11$0.13$0.17$0.21$0.25$0.29$0.32$0.45$0.57$0.70$0.88$1.11$0.08$0.10$0.13$0.16$0.19$0.22$0.26$0.31$0.36$0.41$0.46$0.51
Puts——
CallsExpensive1.22×
Skew——
Implied moveBullish±$0.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.7354.6%5.3%13.5352.6%4.4%
25Δ14.6055.4%4.5%13.6251.7%3.9%
30Δ14.4856.0%3.8%13.7250.8%3.4%
35Δ14.3856.1%3.4%13.8250.0%2.9%
40Δ14.2956.2%3.0%13.9249.1%2.4%
45Δ14.1956.3%2.6%14.0148.3%2.0%
50Δ14.1056.3%2.2%14.0948.0%1.7%
55Δ14.0056.4%1.8%14.1747.7%1.5%
60Δ13.8663.7%1.7%14.2547.4%1.3%
65Δ13.7171.2%1.5%14.3347.0%1.0%
70Δ13.5778.7%1.4%14.4146.7%0.8%
75Δ13.3787.3%1.2%14.4946.4%0.6%
80Δ13.1096.9%1.0%

20Δ

Calls
Pseudo strike
14.73
IV
54.6%
B/E move
5.3%
Puts
Pseudo strike
13.53
IV
52.6%
B/E move
4.4%

25Δ

Calls
Pseudo strike
14.60
IV
55.4%
B/E move
4.5%
Puts
Pseudo strike
13.62
IV
51.7%
B/E move
3.9%

30Δ

Calls
Pseudo strike
14.48
IV
56.0%
B/E move
3.8%
Puts
Pseudo strike
13.72
IV
50.8%
B/E move
3.4%

35Δ

Calls
Pseudo strike
14.38
IV
56.1%
B/E move
3.4%
Puts
Pseudo strike
13.82
IV
50.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
14.29
IV
56.2%
B/E move
3.0%
Puts
Pseudo strike
13.92
IV
49.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
14.19
IV
56.3%
B/E move
2.6%
Puts
Pseudo strike
14.01
IV
48.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
14.10
IV
56.3%
B/E move
2.2%
Puts
Pseudo strike
14.09
IV
48.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
14.00
IV
56.4%
B/E move
1.8%
Puts
Pseudo strike
14.17
IV
47.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
13.86
IV
63.7%
B/E move
1.7%
Puts
Pseudo strike
14.25
IV
47.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
13.71
IV
71.2%
B/E move
1.5%
Puts
Pseudo strike
14.33
IV
47.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
13.57
IV
78.7%
B/E move
1.4%
Puts
Pseudo strike
14.41
IV
46.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
13.37
IV
87.3%
B/E move
1.2%
Puts
Pseudo strike
14.49
IV
46.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
13.10
IV
96.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.99%
Daily close
AAL33.9%70.1%106.2%2026-08-12: 44.71%2026-08-13: 49.52%2026-08-14: 38.87%2026-08-17: 43.44%2026-08-18: 41.02%2026-08-19: 40.89%2026-08-20: 44.12%2026-08-21: 40.90%2026-08-24: 44.33%2026-08-25: 43.57%2026-08-26: 42.50%2026-08-27: 101.25%2026-08-28: 40.40%2026-08-31: 42.81%2026-09-01: 42.89%2026-09-02: 52.06%2026-09-04: 51.97%2026-09-08: 44.09%2026-09-09: 44.39%2026-09-11: 43.68%2026-09-14: 48.67%2026-09-15: 51.42%2026-09-16: 50.97%2026-09-17: 46.44%2026-09-18: 43.44%2026-09-21: 52.46%2026-09-22: 52.35%2026-09-23: 46.09%2026-09-25: 49.03%2026-09-28: 58.06%2026-09-29: 56.24%2026-09-30: 51.59%2026-10-02: 48.61%2026-10-05: 50.77%2026-10-06: 51.82%2026-10-07: 53.55%2026-10-08: 58.16%2026-10-09: 43.31%2026-10-12: 54.55%2026-10-13: 49.27%2026-10-14: 51.62%2026-10-16: 53.81%2026-10-19: 63.24%2026-10-20: 65.25%2026-10-21: 65.52%2026-10-22: 78.01%2026-10-23: 46.77%2026-10-26: 47.52%2026-10-27: 45.83%2026-10-28: 48.32%2026-10-30: 47.99%Aug 12Sep 21Oct 30
51 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
44.71%
49.52%
38.87%
43.44%
41.02%
40.89%
44.12%
40.90%
44.33%
43.57%
42.50%
101.25%
40.40%
42.81%
42.89%
52.06%
51.97%
44.09%
44.39%
43.68%
48.67%
51.42%
50.97%
46.44%
43.44%
52.46%
52.35%
46.09%
49.03%
58.06%
56.24%
51.59%
48.61%
50.77%
51.82%
53.55%
58.16%
43.31%
54.55%
49.27%
51.62%
53.81%
63.24%
65.25%
65.52%
78.01%
46.77%
47.52%
45.83%
48.32%
47.99%