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American Airlines Group Inc. Common Stock AAL

i

Market datapartial · fetched 2026-11-04T08:59:10.661Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:59:48.908151709Z

FundamentalsAlpha Vantage · unavailable

Share price$12.84
1D-3.7%
AH$12.74$12.90$13.06$13.22$13.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAL
Sold putSold callAH

American Airlines Group Inc. Common Stock options

Live interpolated AAL call and put midpoint premiums by absolute delta.American Airlines Group Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAAL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.99%
Daily close
AAL33.9%70.1%106.2%2026-08-06: 50.65%2026-08-07: 43.46%2026-08-10: 45.65%2026-08-11: 44.12%2026-08-12: 44.71%2026-08-13: 49.52%2026-08-14: 38.87%2026-08-17: 43.44%2026-08-18: 41.02%2026-08-19: 40.89%2026-08-20: 44.12%2026-08-21: 40.90%2026-08-24: 44.33%2026-08-25: 43.57%2026-08-26: 42.50%2026-08-27: 101.25%2026-08-28: 40.40%2026-08-31: 42.81%2026-09-01: 42.89%2026-09-02: 52.06%2026-09-04: 51.97%2026-09-08: 44.09%2026-09-09: 44.39%2026-09-11: 43.68%2026-09-14: 48.67%2026-09-15: 51.42%2026-09-16: 50.97%2026-09-17: 46.44%2026-09-18: 43.44%2026-09-21: 52.46%2026-09-22: 52.35%2026-09-23: 46.09%2026-09-25: 49.03%2026-09-28: 58.06%2026-09-29: 56.24%2026-09-30: 51.59%2026-10-02: 48.61%2026-10-05: 50.77%2026-10-06: 51.82%2026-10-07: 53.55%2026-10-08: 58.16%2026-10-09: 43.31%2026-10-12: 54.55%2026-10-13: 49.27%2026-10-14: 51.62%2026-10-16: 53.81%2026-10-19: 63.24%2026-10-20: 65.25%2026-10-21: 65.52%2026-10-22: 78.01%2026-10-23: 46.77%2026-10-26: 47.52%2026-10-27: 45.83%2026-10-28: 48.32%2026-10-30: 47.99%Aug 6Sep 17Oct 30
55 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
50.65%
43.46%
45.65%
44.12%
44.71%
49.52%
38.87%
43.44%
41.02%
40.89%
44.12%
40.90%
44.33%
43.57%
42.50%
101.25%
40.40%
42.81%
42.89%
52.06%
51.97%
44.09%
44.39%
43.68%
48.67%
51.42%
50.97%
46.44%
43.44%
52.46%
52.35%
46.09%
49.03%
58.06%
56.24%
51.59%
48.61%
50.77%
51.82%
53.55%
58.16%
43.31%
54.55%
49.27%
51.62%
53.81%
63.24%
65.25%
65.52%
78.01%
46.77%
47.52%
45.83%
48.32%
47.99%