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American Airlines Group AAL

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-21T17:47:57.011Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:47:55.439133921Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:56.603589+00:00

Share price$12.57
1D+3.1%
$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$1.76$3.51$5.27$7.02$10.38$11.24$12.09$12.95$13.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AAL spot · $12.57AAL PRICE$0.10$0.13$0.16$0.20$0.25$0.30$0.35$0.40$0.47$0.55$0.62$0.70$0.83$0.12$0.15$0.20$0.25$0.30$0.35$0.41$0.48$0.55$0.62$6.27$3.83$6.51
PutsExpensive3.60×
CallsExpensive1.05×
SkewBearish+100.03 pp
Implied moveBearish±$0.76
TiltBearish59.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.3893.5%7.2%11.78106.4%7.3%
25Δ13.2394.1%6.3%11.96105.0%6.1%
30Δ13.0994.7%5.4%12.10104.6%5.3%
35Δ12.9595.2%4.7%12.23104.4%4.7%
40Δ12.8495.6%4.1%12.36104.3%4.0%
45Δ12.7295.9%3.6%12.49104.1%3.4%
50Δ12.6196.3%3.1%12.61103.6%3.0%
55Δ12.4996.6%2.6%12.73103.0%2.5%
60Δ12.3796.3%2.2%12.86102.5%2.1%
65Δ12.2596.0%1.8%12.98101.9%1.7%
70Δ12.1395.7%1.5%17.94619.5%7.1%
75Δ12.0295.4%1.1%15.93379.7%3.7%
80Δ11.8496.5%0.9%18.63503.4%3.6%

20Δ

Calls
Pseudo strike
13.38
IV
93.5%
B/E move
7.2%
Puts
Pseudo strike
11.78
IV
106.4%
B/E move
7.3%

25Δ

Calls
Pseudo strike
13.23
IV
94.1%
B/E move
6.3%
Puts
Pseudo strike
11.96
IV
105.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
13.09
IV
94.7%
B/E move
5.4%
Puts
Pseudo strike
12.10
IV
104.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
12.95
IV
95.2%
B/E move
4.7%
Puts
Pseudo strike
12.23
IV
104.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
12.84
IV
95.6%
B/E move
4.1%
Puts
Pseudo strike
12.36
IV
104.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
12.72
IV
95.9%
B/E move
3.6%
Puts
Pseudo strike
12.49
IV
104.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
12.61
IV
96.3%
B/E move
3.1%
Puts
Pseudo strike
12.61
IV
103.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
12.49
IV
96.6%
B/E move
2.6%
Puts
Pseudo strike
12.73
IV
103.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
12.37
IV
96.3%
B/E move
2.2%
Puts
Pseudo strike
12.86
IV
102.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
12.25
IV
96.0%
B/E move
1.8%
Puts
Pseudo strike
12.98
IV
101.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
12.13
IV
95.7%
B/E move
1.5%
Puts
Pseudo strike
17.94
IV
619.5%
B/E move
7.1%

75Δ

Calls
Pseudo strike
12.02
IV
95.4%
B/E move
1.1%
Puts
Pseudo strike
15.93
IV
379.7%
B/E move
3.7%

80Δ

Calls
Pseudo strike
11.84
IV
96.5%
B/E move
0.9%
Puts
Pseudo strike
18.63
IV
503.4%
B/E move
3.6%

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%