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American Electric Power Company, Inc. Common Stock AEP

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Market datapartial · fetched 2026-11-12T02:53:40.125Z

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: 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 · 2026-11-12T00:57:06.160726078Z

FundamentalsAlpha Vantage · unavailable

Share price$130.04
1D+1.3%
AH$127.16$127.78$128.39$129.00$129.625:30 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$0.31$1.69$3.07$4.45$5.83$116.68$123.21$129.75$136.29$142.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive AEP spot · $130.04AEP PRICE$0.45$0.60$0.74$0.88$1.02$1.16$1.30$0.69$0.97$1.25$1.53$1.81$2.08$2.54$3.26$3.99$4.71$5.43
Puts——
Calls——
Skew——
Implied moveBearish±$3.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ133.7616.9%3.2%125.4827.8%4.0%
25Δ133.1816.8%2.9%126.2927.9%3.6%
30Δ132.6016.6%2.5%127.1028.1%3.2%
35Δ132.0216.4%2.2%127.9028.2%2.8%
40Δ131.4516.3%1.9%128.7128.4%2.4%
45Δ130.8716.1%1.5%129.5228.6%2.0%
50Δ130.2915.9%1.2%130.4029.2%1.7%
55Δ131.3730.5%1.5%
60Δ132.3531.7%1.3%
65Δ133.3233.0%1.1%
70Δ134.3034.3%0.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
133.76
IV
16.9%
B/E move
3.2%
Puts
Pseudo strike
125.48
IV
27.8%
B/E move
4.0%

25Δ

Calls
Pseudo strike
133.18
IV
16.8%
B/E move
2.9%
Puts
Pseudo strike
126.29
IV
27.9%
B/E move
3.6%

30Δ

Calls
Pseudo strike
132.60
IV
16.6%
B/E move
2.5%
Puts
Pseudo strike
127.10
IV
28.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
132.02
IV
16.4%
B/E move
2.2%
Puts
Pseudo strike
127.90
IV
28.2%
B/E move
2.8%

40Δ

Calls
Pseudo strike
131.45
IV
16.3%
B/E move
1.9%
Puts
Pseudo strike
128.71
IV
28.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
130.87
IV
16.1%
B/E move
1.5%
Puts
Pseudo strike
129.52
IV
28.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
130.29
IV
15.9%
B/E move
1.2%
Puts
Pseudo strike
130.40
IV
29.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
131.37
IV
30.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
132.35
IV
31.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.32
IV
33.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
134.30
IV
34.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.67%
Daily close
AEP18.5%20.4%22.4%2026-08-13: 20.52%2026-08-14: 19.70%2026-08-21: 20.13%2026-08-24: 20.61%2026-08-25: 20.15%2026-08-26: 19.64%2026-08-27: 20.14%2026-08-28: 19.86%2026-08-31: 19.89%2026-09-01: 19.51%2026-09-02: 19.21%2026-09-03: 18.77%2026-09-08: 20.31%2026-09-09: 20.86%2026-09-10: 20.00%2026-09-11: 21.29%2026-09-18: 20.20%2026-09-21: 19.86%2026-09-22: 20.46%2026-09-23: 20.40%2026-09-24: 20.74%2026-09-25: 19.65%2026-09-28: 20.83%2026-09-29: 20.75%2026-09-30: 21.74%2026-10-01: 20.99%2026-10-02: 20.47%2026-10-05: 21.13%2026-10-06: 21.08%2026-10-16: 20.63%2026-10-19: 21.07%2026-10-20: 20.64%2026-10-21: 20.87%2026-10-22: 20.70%2026-10-23: 21.60%2026-10-26: 20.84%2026-10-27: 22.11%2026-10-28: 20.32%2026-10-29: 19.04%2026-10-30: 20.67%Aug 13Sep 23Oct 30
40 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
20.52%
19.70%
20.13%
20.61%
20.15%
19.64%
20.14%
19.86%
19.89%
19.51%
19.21%
18.77%
20.31%
20.86%
20.00%
21.29%
20.20%
19.86%
20.46%
20.40%
20.74%
19.65%
20.83%
20.75%
21.74%
20.99%
20.47%
21.13%
21.08%
20.63%
21.07%
20.64%
20.87%
20.70%
21.60%
20.84%
22.11%
20.32%
19.04%
20.67%