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American Electric Power Company, Inc. Common Stock AEP

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Market datapartial · fetched 2026-11-07T07:26:25.116Z

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

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 · 2026-11-06T21:35:31.883550944Z

FundamentalsAlpha Vantage · unavailable

Share price$125.09
1D-1.2%
AH$124.27$125.04$125.82$126.59$127.365:30 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$0.38$3.64$6.89$10.15$13.41$108.59$116.62$124.64$132.66$140.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AEP spot · $125.09AEP PRICE$0.75$0.97$1.33$1.69$2.06$2.42$2.79$3.45$4.42$5.40$6.37$12.47$0.73$0.97$1.22$1.46$1.70$1.94$2.30$2.75$3.20$3.65$4.10$4.55$5.00
PutsCheap0.42×
Calls——
Skew——
Implied moveBullish±$5.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.5828.4%5.8%120.1227.0%4.6%
25Δ130.0428.2%4.7%121.0126.3%4.0%
30Δ129.1128.6%4.3%121.9125.6%3.5%
35Δ128.2029.0%3.8%122.8124.9%3.0%
40Δ127.2929.3%3.4%123.7024.2%2.5%
45Δ126.3829.7%3.0%124.6023.5%1.9%
50Δ125.4730.1%2.5%125.3923.0%1.6%
55Δ124.4031.4%2.2%126.1122.6%1.4%
60Δ123.1633.9%2.0%126.8222.3%1.2%
65Δ121.9236.3%1.8%127.5422.0%1.0%
70Δ120.6838.8%1.6%128.2521.7%0.7%
75Δ128.9721.3%0.5%
80Δ114.4760.4%1.5%129.6821.0%0.3%

20Δ

Calls
Pseudo strike
131.58
IV
28.4%
B/E move
5.8%
Puts
Pseudo strike
120.12
IV
27.0%
B/E move
4.6%

25Δ

Calls
Pseudo strike
130.04
IV
28.2%
B/E move
4.7%
Puts
Pseudo strike
121.01
IV
26.3%
B/E move
4.0%

30Δ

Calls
Pseudo strike
129.11
IV
28.6%
B/E move
4.3%
Puts
Pseudo strike
121.91
IV
25.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
128.20
IV
29.0%
B/E move
3.8%
Puts
Pseudo strike
122.81
IV
24.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
127.29
IV
29.3%
B/E move
3.4%
Puts
Pseudo strike
123.70
IV
24.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
126.38
IV
29.7%
B/E move
3.0%
Puts
Pseudo strike
124.60
IV
23.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
125.47
IV
30.1%
B/E move
2.5%
Puts
Pseudo strike
125.39
IV
23.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
124.40
IV
31.4%
B/E move
2.2%
Puts
Pseudo strike
126.11
IV
22.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
123.16
IV
33.9%
B/E move
2.0%
Puts
Pseudo strike
126.82
IV
22.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
121.92
IV
36.3%
B/E move
1.8%
Puts
Pseudo strike
127.54
IV
22.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
120.68
IV
38.8%
B/E move
1.6%
Puts
Pseudo strike
128.25
IV
21.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
128.97
IV
21.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
114.47
IV
60.4%
B/E move
1.5%
Puts
Pseudo strike
129.68
IV
21.0%
B/E move
0.3%

Options history

IV · four-Friday blend20.67%
Daily close
AEP18.5%20.4%22.4%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 10Sep 22Oct 30
42 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%