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American International Group Inc AIG

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
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Market dataready · fetched 2026-10-16T21:51:17.542Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:10:00.002209376Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:51:16.689114+00:00

Share price$80.74
1D+1.7%
AH$79.29$79.70$80.12$80.53$80.955:30 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$0.19$1.90$3.61$5.32$7.03$75.76$78.08$80.41$82.73$85.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIG spot · $80.74AIG PRICE$1.07$0.56$0.47$0.64$0.87$1.09$1.27$1.33$1.38$1.53$1.85$2.17$2.33$0.81$0.38$0.48$0.58$0.71$0.87$1.02$1.25$1.56$1.87$2.65$4.97$6.54
PutsExpensive1.68×
CallsExpensive1.30×
SkewBearish+0.68 pp
Implied moveBullish±$2.29
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.7892.5%13.8%75.0965.8%8.0%
25Δ83.7535.8%4.4%79.1822.0%2.4%
30Δ82.2323.0%2.4%79.5521.7%2.1%
35Δ81.7923.2%2.1%79.9121.4%1.7%
40Δ81.5025.8%2.0%80.2321.6%1.5%
45Δ81.2028.4%1.9%80.5421.9%1.3%
50Δ80.9029.3%1.8%80.8422.2%1.1%
55Δ80.5626.6%1.4%81.1923.1%1.0%
60Δ80.2323.8%1.1%81.5924.7%0.9%
65Δ79.8722.2%0.8%81.9926.2%0.8%
70Δ79.4523.2%0.7%82.8031.8%0.7%
75Δ79.0424.1%0.6%84.9949.7%0.9%
80Δ78.7722.1%0.4%86.6656.7%0.8%

20Δ

Calls
Pseudo strike
90.78
IV
92.5%
B/E move
13.8%
Puts
Pseudo strike
75.09
IV
65.8%
B/E move
8.0%

25Δ

Calls
Pseudo strike
83.75
IV
35.8%
B/E move
4.4%
Puts
Pseudo strike
79.18
IV
22.0%
B/E move
2.4%

30Δ

Calls
Pseudo strike
82.23
IV
23.0%
B/E move
2.4%
Puts
Pseudo strike
79.55
IV
21.7%
B/E move
2.1%

35Δ

Calls
Pseudo strike
81.79
IV
23.2%
B/E move
2.1%
Puts
Pseudo strike
79.91
IV
21.4%
B/E move
1.7%

40Δ

Calls
Pseudo strike
81.50
IV
25.8%
B/E move
2.0%
Puts
Pseudo strike
80.23
IV
21.6%
B/E move
1.5%

45Δ

Calls
Pseudo strike
81.20
IV
28.4%
B/E move
1.9%
Puts
Pseudo strike
80.54
IV
21.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
80.90
IV
29.3%
B/E move
1.8%
Puts
Pseudo strike
80.84
IV
22.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
80.56
IV
26.6%
B/E move
1.4%
Puts
Pseudo strike
81.19
IV
23.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
80.23
IV
23.8%
B/E move
1.1%
Puts
Pseudo strike
81.59
IV
24.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
79.87
IV
22.2%
B/E move
0.8%
Puts
Pseudo strike
81.99
IV
26.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
79.45
IV
23.2%
B/E move
0.7%
Puts
Pseudo strike
82.80
IV
31.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
79.04
IV
24.1%
B/E move
0.6%
Puts
Pseudo strike
84.99
IV
49.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
78.77
IV
22.1%
B/E move
0.4%
Puts
Pseudo strike
86.66
IV
56.7%
B/E move
0.8%