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American International Group, Inc. AIG

i

Market dataready · fetched 2026-11-07T01:37:20.894Z

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 · 2026-11-07T00:00:00.002959051Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:37:20.445749+00:00

Share price$77.75
1D-2.4%
AH$77.31$78.00$78.70$79.39$80.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIG
Sold putSold callAH

American International Group, Inc. options

Live interpolated AIG call and put midpoint premiums by absolute delta.American International Group, Inc.$0.17$1.79$3.41$5.03$6.65$71.98$75.01$78.04$81.06$84.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AIG spot · $77.75AIG PRICE$0.35$0.44$0.51$0.61$0.75$0.89$1.08$1.33$1.58$1.96$2.37$3.62$6.18$0.36$0.49$0.76$0.99$1.22$1.44$1.66
Puts——
CallsFair0.97×
Skew——
Implied moveBearish±$2.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.6329.4%4.1%75.3827.7%3.5%
25Δ79.9227.7%3.3%75.7729.3%3.2%
30Δ79.3425.4%2.7%
35Δ78.8624.1%2.2%
40Δ78.5324.4%2.0%77.2822.9%1.6%
45Δ78.1924.7%1.7%77.5925.1%1.5%
50Δ77.8425.4%1.5%77.8927.2%1.4%
55Δ77.4726.6%1.4%78.2527.8%1.2%
60Δ77.1027.8%1.2%78.6327.6%1.0%
65Δ76.6229.7%1.1%
70Δ76.1031.7%0.9%
75Δ74.8942.7%1.0%
80Δ72.4564.7%1.1%

20Δ

Calls
Pseudo strike
80.63
IV
29.4%
B/E move
4.1%
Puts
Pseudo strike
75.38
IV
27.7%
B/E move
3.5%

25Δ

Calls
Pseudo strike
79.92
IV
27.7%
B/E move
3.3%
Puts
Pseudo strike
75.77
IV
29.3%
B/E move
3.2%

30Δ

Calls
Pseudo strike
79.34
IV
25.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
78.86
IV
24.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
78.53
IV
24.4%
B/E move
2.0%
Puts
Pseudo strike
77.28
IV
22.9%
B/E move
1.6%

45Δ

Calls
Pseudo strike
78.19
IV
24.7%
B/E move
1.7%
Puts
Pseudo strike
77.59
IV
25.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
77.84
IV
25.4%
B/E move
1.5%
Puts
Pseudo strike
77.89
IV
27.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
77.47
IV
26.6%
B/E move
1.4%
Puts
Pseudo strike
78.25
IV
27.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
77.10
IV
27.8%
B/E move
1.2%
Puts
Pseudo strike
78.63
IV
27.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
76.62
IV
29.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
76.10
IV
31.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
74.89
IV
42.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
72.45
IV
64.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.62%
Daily close
AIG18.3%30.6%42.9%2026-08-10: 24.80%2026-08-11: 24.19%2026-08-12: 27.06%2026-08-13: 31.63%2026-08-14: 20.53%2026-08-17: 22.11%2026-08-18: 21.93%2026-08-19: 23.12%2026-08-21: 20.91%2026-08-24: 21.94%2026-08-25: 22.10%2026-08-26: 22.93%2026-08-27: 24.84%2026-08-28: 20.52%2026-08-31: 20.75%2026-09-01: 22.61%2026-09-02: 20.39%2026-09-03: 24.18%2026-09-04: 19.98%2026-09-08: 29.33%2026-09-09: 22.42%2026-09-10: 41.16%2026-09-11: 26.07%2026-09-14: 31.10%2026-09-15: 25.04%2026-09-16: 26.90%2026-09-17: 23.78%2026-09-18: 21.21%2026-09-21: 22.39%2026-09-22: 23.91%2026-09-23: 26.16%2026-09-24: 29.98%2026-09-25: 21.71%2026-09-28: 23.90%2026-09-29: 23.48%2026-09-30: 25.02%2026-10-01: 25.84%2026-10-02: 22.99%2026-10-05: 23.40%2026-10-06: 22.98%2026-10-07: 23.52%2026-10-08: 22.46%2026-10-09: 23.57%2026-10-12: 23.86%2026-10-13: 26.90%2026-10-14: 24.28%2026-10-15: 33.82%2026-10-16: 26.05%2026-10-19: 26.91%2026-10-20: 25.06%2026-10-21: 25.32%2026-10-22: 26.68%2026-10-23: 26.54%2026-10-26: 27.52%2026-10-27: 30.20%2026-10-28: 34.58%2026-10-29: 31.77%2026-10-30: 34.62%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
24.80%
24.19%
27.06%
31.63%
20.53%
22.11%
21.93%
23.12%
20.91%
21.94%
22.10%
22.93%
24.84%
20.52%
20.75%
22.61%
20.39%
24.18%
19.98%
29.33%
22.42%
41.16%
26.07%
31.10%
25.04%
26.90%
23.78%
21.21%
22.39%
23.91%
26.16%
29.98%
21.71%
23.90%
23.48%
25.02%
25.84%
22.99%
23.40%
22.98%
23.52%
22.46%
23.57%
23.86%
26.90%
24.28%
33.82%
26.05%
26.91%
25.06%
25.32%
26.68%
26.54%
27.52%
30.20%
34.58%
31.77%
34.62%