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American International Group Inc AIG

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
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Market dataready · fetched 2026-10-15T20:04:20.308Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:07.013977511Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:18.607656+00:00

Share price$79.12
1D+0.9%
AH$78.31$78.63$78.94$79.26$79.575:30 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$0.27$1.16$2.06$2.95$3.84$74.68$76.72$78.77$80.81$82.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $79.12OPTION PRICELive AIG spot · $79.12AIG PRICE$0.60$0.36$0.42$0.50$0.71$0.91$1.12$1.27$1.35$1.43$1.51$3.59$3.14$0.88$0.88$0.88$0.88$0.88$0.88$1.05$1.36$1.67$1.97$2.28$1.43$2.22
PutsExpensive5.54×
CallsExpensive2.13×
SkewBearish+17.12 pp
Implied moveBullish±$2.17
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.17134.8%7.1%73.26183.6%8.5%
25Δ80.8960.2%2.7%74.74152.5%6.6%
30Δ80.4255.1%2.2%75.70131.0%5.4%
35Δ79.9751.2%1.7%76.66109.5%4.2%
40Δ79.6956.6%1.6%77.6287.9%3.0%
45Δ79.4162.1%1.5%78.5766.4%1.8%
50Δ79.1467.5%1.4%79.2258.8%1.2%
55Δ78.8667.7%1.3%79.6362.4%1.1%
60Δ78.5962.5%1.0%80.0466.0%0.9%
65Δ78.3257.4%0.8%80.4469.7%0.8%
70Δ78.0452.2%0.5%80.8573.3%0.7%
75Δ76.23109.2%0.9%80.3438.2%0.3%
80Δ76.5088.9%0.7%81.1548.6%0.2%

20Δ

Calls
Pseudo strike
84.17
IV
134.8%
B/E move
7.1%
Puts
Pseudo strike
73.26
IV
183.6%
B/E move
8.5%

25Δ

Calls
Pseudo strike
80.89
IV
60.2%
B/E move
2.7%
Puts
Pseudo strike
74.74
IV
152.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
80.42
IV
55.1%
B/E move
2.2%
Puts
Pseudo strike
75.70
IV
131.0%
B/E move
5.4%

35Δ

Calls
Pseudo strike
79.97
IV
51.2%
B/E move
1.7%
Puts
Pseudo strike
76.66
IV
109.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
79.69
IV
56.6%
B/E move
1.6%
Puts
Pseudo strike
77.62
IV
87.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
79.41
IV
62.1%
B/E move
1.5%
Puts
Pseudo strike
78.57
IV
66.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
79.14
IV
67.5%
B/E move
1.4%
Puts
Pseudo strike
79.22
IV
58.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
78.86
IV
67.7%
B/E move
1.3%
Puts
Pseudo strike
79.63
IV
62.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
78.59
IV
62.5%
B/E move
1.0%
Puts
Pseudo strike
80.04
IV
66.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
78.32
IV
57.4%
B/E move
0.8%
Puts
Pseudo strike
80.44
IV
69.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
78.04
IV
52.2%
B/E move
0.5%
Puts
Pseudo strike
80.85
IV
73.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
76.23
IV
109.2%
B/E move
0.9%
Puts
Pseudo strike
80.34
IV
38.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
76.50
IV
88.9%
B/E move
0.7%
Puts
Pseudo strike
81.15
IV
48.6%
B/E move
0.2%