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American Electric Power Company, Inc. Common Stock AEP

i

Market datapartial · fetched 2026-11-05T22:18:18.534Z

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 · 2026-11-05T22:14:36.124748832Z

FundamentalsAlpha Vantage · unavailable

Share price$125.36
1D-3.9%
AH$126$127$129$130$1325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAEP
Sold putSold callAH

American Electric Power Company, Inc. Common Stock options

Live interpolated AEP call and put midpoint premiums by absolute delta.American Electric Power Company, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.13$0.19$0.50$0.81$1.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEAEP 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 blend20.67%
Daily close
AEP18.5%20.4%22.4%2026-08-07: 21.76%2026-08-10: 21.28%2026-08-11: 21.20%2026-08-13: 20.52%2026-08-14: 19.70%2026-08-21: 20.13%2026-08-24: 20.61%2026-08-25: 20.15%2026-08-26: 19.64%2026-08-27: 20.14%2026-08-28: 19.86%2026-08-31: 19.89%2026-09-01: 19.51%2026-09-02: 19.21%2026-09-03: 18.77%2026-09-08: 20.31%2026-09-09: 20.86%2026-09-10: 20.00%2026-09-11: 21.29%2026-09-18: 20.20%2026-09-21: 19.86%2026-09-22: 20.46%2026-09-23: 20.40%2026-09-24: 20.74%2026-09-25: 19.65%2026-09-28: 20.83%2026-09-29: 20.75%2026-09-30: 21.74%2026-10-01: 20.99%2026-10-02: 20.47%2026-10-05: 21.13%2026-10-06: 21.08%2026-10-16: 20.63%2026-10-19: 21.07%2026-10-20: 20.64%2026-10-21: 20.87%2026-10-22: 20.70%2026-10-23: 21.60%2026-10-26: 20.84%2026-10-27: 22.11%2026-10-28: 20.32%2026-10-29: 19.04%2026-10-30: 20.67%Aug 7Sep 22Oct 30
43 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
21.76%
21.28%
21.20%
20.52%
19.70%
20.13%
20.61%
20.15%
19.64%
20.14%
19.86%
19.89%
19.51%
19.21%
18.77%
20.31%
20.86%
20.00%
21.29%
20.20%
19.86%
20.46%
20.40%
20.74%
19.65%
20.83%
20.75%
21.74%
20.99%
20.47%
21.13%
21.08%
20.63%
21.07%
20.64%
20.87%
20.70%
21.60%
20.84%
22.11%
20.32%
19.04%
20.67%