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American Electric Power Company, Inc. Common Stock AEP

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Market datapartial · fetched 2026-10-23T01:39:54.498Z

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 · 2026-10-22T23:52:00.65078857Z

FundamentalsAlpha Vantage · unavailable

Share price$130.69
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$0.42$4.24$8.06$11.88$15.70$113.83$121.40$128.96$136.53$144.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AEP spot · $130.69AEP PRICE$0.83$1.09$1.35$1.71$2.09$2.47$2.85$3.23$3.77$4.44$5.10$5.77$6.43$1.15$1.46$1.90$2.33$2.77$3.29$4.11$4.92$5.74$6.99$9.20$11.62$14.59
PutsExpensive1.10×
CallsCheap0.68×
SkewBearish+8.69 pp
Implied moveBearish±$6.96
TiltBearish26.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.8519.4%6.1%123.0127.2%6.8%
25Δ136.5419.6%5.3%125.1925.5%5.3%
30Δ135.2319.7%4.5%126.4725.3%4.7%
35Δ134.2219.7%4.0%127.7425.1%4.0%
40Δ133.2719.6%3.6%129.0224.9%3.4%
45Δ132.3219.5%3.1%130.3024.9%2.8%
50Δ131.3719.4%2.7%131.5725.5%2.5%
55Δ130.4219.3%2.3%132.8526.2%2.1%
60Δ129.4519.2%1.9%134.1226.8%1.8%
65Δ128.4519.1%1.7%135.7728.3%1.5%
70Δ127.4619.0%1.4%138.2231.8%1.3%
75Δ126.4718.9%1.2%140.9235.0%1.1%
80Δ125.4718.8%0.9%144.2637.6%0.8%

20Δ

Calls
Pseudo strike
137.85
IV
19.4%
B/E move
6.1%
Puts
Pseudo strike
123.01
IV
27.2%
B/E move
6.8%

25Δ

Calls
Pseudo strike
136.54
IV
19.6%
B/E move
5.3%
Puts
Pseudo strike
125.19
IV
25.5%
B/E move
5.3%

30Δ

Calls
Pseudo strike
135.23
IV
19.7%
B/E move
4.5%
Puts
Pseudo strike
126.47
IV
25.3%
B/E move
4.7%

35Δ

Calls
Pseudo strike
134.22
IV
19.7%
B/E move
4.0%
Puts
Pseudo strike
127.74
IV
25.1%
B/E move
4.0%

40Δ

Calls
Pseudo strike
133.27
IV
19.6%
B/E move
3.6%
Puts
Pseudo strike
129.02
IV
24.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
132.32
IV
19.5%
B/E move
3.1%
Puts
Pseudo strike
130.30
IV
24.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
131.37
IV
19.4%
B/E move
2.7%
Puts
Pseudo strike
131.57
IV
25.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
130.42
IV
19.3%
B/E move
2.3%
Puts
Pseudo strike
132.85
IV
26.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
129.45
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
134.12
IV
26.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
128.45
IV
19.1%
B/E move
1.7%
Puts
Pseudo strike
135.77
IV
28.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
127.46
IV
19.0%
B/E move
1.4%
Puts
Pseudo strike
138.22
IV
31.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
126.47
IV
18.9%
B/E move
1.2%
Puts
Pseudo strike
140.92
IV
35.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
125.47
IV
18.8%
B/E move
0.9%
Puts
Pseudo strike
144.26
IV
37.6%
B/E move
0.8%

Options history

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