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American Electric Power Company, Inc. Common Stock AEP

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Market datapartial · fetched 2026-10-22T22:08:30.699Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-22T21:36:15.862427105Z

FundamentalsAlpha Vantage · unavailable

Share price$130.88
1D+2.4%
AH$127.88$128.76$129.64$130.52$131.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEP
Sold putSold callAH

American Electric Power Company, Inc. Common Stock options

Live interpolated AEP call and put midpoint premiums by absolute delta.American Electric Power Company, Inc. Common Stock$0.37$4.49$8.61$12.73$16.85$113.81$121.44$129.06$136.69$144.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEP spot · $130.88AEP PRICE$0.82$1.07$1.33$1.67$2.04$2.40$2.77$3.14$3.58$4.21$4.83$5.46$6.08$1.17$1.49$1.94$2.38$2.82$3.42$4.25$5.09$5.92$7.52$9.75$12.39$15.66
PutsExpensive1.15×
CallsCheap0.65×
SkewBearish+10.51 pp
Implied moveBearish±$7.02
TiltBearish30.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.9219.1%6.0%123.1327.4%6.8%
25Δ136.6419.2%5.2%125.2725.9%5.4%
30Δ135.3519.3%4.4%126.5825.7%4.8%
35Δ134.3319.2%3.9%127.8925.6%4.1%
40Δ133.4119.0%3.5%129.1925.4%3.4%
45Δ132.4918.9%3.1%130.5025.6%2.9%
50Δ131.5718.8%2.6%131.8026.3%2.5%
55Δ130.6518.6%2.2%133.1127.0%2.2%
60Δ129.7218.4%1.9%134.4127.8%1.8%
65Δ128.7918.1%1.6%136.3630.1%1.6%
70Δ127.8617.8%1.4%138.8333.7%1.4%
75Δ126.9317.5%1.2%141.7936.9%1.1%
80Δ126.0017.3%0.9%145.4340.3%0.9%

20Δ

Calls
Pseudo strike
137.92
IV
19.1%
B/E move
6.0%
Puts
Pseudo strike
123.13
IV
27.4%
B/E move
6.8%

25Δ

Calls
Pseudo strike
136.64
IV
19.2%
B/E move
5.2%
Puts
Pseudo strike
125.27
IV
25.9%
B/E move
5.4%

30Δ

Calls
Pseudo strike
135.35
IV
19.3%
B/E move
4.4%
Puts
Pseudo strike
126.58
IV
25.7%
B/E move
4.8%

35Δ

Calls
Pseudo strike
134.33
IV
19.2%
B/E move
3.9%
Puts
Pseudo strike
127.89
IV
25.6%
B/E move
4.1%

40Δ

Calls
Pseudo strike
133.41
IV
19.0%
B/E move
3.5%
Puts
Pseudo strike
129.19
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
132.49
IV
18.9%
B/E move
3.1%
Puts
Pseudo strike
130.50
IV
25.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
131.57
IV
18.8%
B/E move
2.6%
Puts
Pseudo strike
131.80
IV
26.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
130.65
IV
18.6%
B/E move
2.2%
Puts
Pseudo strike
133.11
IV
27.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
129.72
IV
18.4%
B/E move
1.9%
Puts
Pseudo strike
134.41
IV
27.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
128.79
IV
18.1%
B/E move
1.6%
Puts
Pseudo strike
136.36
IV
30.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
127.86
IV
17.8%
B/E move
1.4%
Puts
Pseudo strike
138.83
IV
33.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
126.93
IV
17.5%
B/E move
1.2%
Puts
Pseudo strike
141.79
IV
36.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
126.00
IV
17.3%
B/E move
0.9%
Puts
Pseudo strike
145.43
IV
40.3%
B/E move
0.9%

Options history

AEP20.6120.8121.012026-10-20: 20.64%2026-10-21: 20.99%Oct 20Oct 21
Table
DateIV
20.64%
20.99%