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American International Group Inc AIG

FINANCIAL SERVICES · INSURANCE - DIVERSIFIED
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Market dataready · fetched 2026-10-16T00:18:31.821Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002942454Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:31.187248+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$0.51$2.58$4.66$6.73$8.81$70.71$74.99$79.27$83.55$87.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIG spot · $79.12AIG PRICE$0.73$0.99$1.30$1.60$1.86$2.12$2.46$2.93$3.41$4.04$4.92$6.03$8.21$0.87$1.10$1.35$1.60$1.94$2.32$2.70$3.17$3.70$4.22$5.34$6.75$7.96
PutsExpensive1.14×
CallsExpensive1.11×
SkewBullish-1.23 pp
Implied moveBearish±$5.16
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.7727.3%9.3%73.5630.2%8.1%
25Δ84.5427.5%8.1%75.0928.3%6.5%
30Δ83.5528.1%7.2%76.1427.2%5.5%
35Δ82.5728.7%6.4%77.1826.1%4.5%
40Δ81.5927.6%5.5%78.0625.7%3.8%
45Δ80.6026.4%4.6%78.8725.7%3.2%
50Δ79.6825.8%3.8%79.6925.7%2.7%
55Δ78.8426.2%3.4%80.5225.7%2.2%
60Δ78.0126.6%2.9%81.3725.6%1.8%
65Δ77.0627.5%2.5%82.2125.6%1.4%
70Δ75.9329.1%2.2%83.5527.6%1.2%
75Δ74.6031.6%1.9%85.1230.4%0.9%
80Δ72.3138.0%1.8%86.5930.6%0.6%

20Δ

Calls
Pseudo strike
85.77
IV
27.3%
B/E move
9.3%
Puts
Pseudo strike
73.56
IV
30.2%
B/E move
8.1%

25Δ

Calls
Pseudo strike
84.54
IV
27.5%
B/E move
8.1%
Puts
Pseudo strike
75.09
IV
28.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
83.55
IV
28.1%
B/E move
7.2%
Puts
Pseudo strike
76.14
IV
27.2%
B/E move
5.5%

35Δ

Calls
Pseudo strike
82.57
IV
28.7%
B/E move
6.4%
Puts
Pseudo strike
77.18
IV
26.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
81.59
IV
27.6%
B/E move
5.5%
Puts
Pseudo strike
78.06
IV
25.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
80.60
IV
26.4%
B/E move
4.6%
Puts
Pseudo strike
78.87
IV
25.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
79.68
IV
25.8%
B/E move
3.8%
Puts
Pseudo strike
79.69
IV
25.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
78.84
IV
26.2%
B/E move
3.4%
Puts
Pseudo strike
80.52
IV
25.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
78.01
IV
26.6%
B/E move
2.9%
Puts
Pseudo strike
81.37
IV
25.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
77.06
IV
27.5%
B/E move
2.5%
Puts
Pseudo strike
82.21
IV
25.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
75.93
IV
29.1%
B/E move
2.2%
Puts
Pseudo strike
83.55
IV
27.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
74.60
IV
31.6%
B/E move
1.9%
Puts
Pseudo strike
85.12
IV
30.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
72.31
IV
38.0%
B/E move
1.8%
Puts
Pseudo strike
86.59
IV
30.6%
B/E move
0.6%