Symbol:    
American Airlines Group Inc 
Options Root:  Open Help    AAL  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days70.72%103.91%102.02%267.34% - 25-Mar15.75% - 01-Oct
20 days120.10%173.74%87.47%211.67% - 01-Apr24.54% - 24-Dec
30 days153.27%152.07%99.79%185.86% - 16-Apr25.89% - 11-Dec
  IMPLIED VOLATILITY Open Help
IV Index call Open Help107.54%129.21%96.78%285.97% - 19-Mar28.55% - 01-Nov
IV Index put Open Help107.54%129.50%96.77%285.81% - 19-Mar28.39% - 26-Nov
IV Index mean Open Help107.54%129.35%96.77%285.89% - 19-Mar28.59% - 26-Nov
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days50.31%51.28%50.16%84.47% - 27-Feb24.35% - 15-Nov
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
90.29%75.52% 1.2600-0.36
(-22.22)
1.260Jul 10, 2020 11.580.265-0.06
(-19.70)
0.2650-24.63%91.18%
87.65%64.79% 0.9150-0.37
(-28.52)
0.915Jul 10, 2020 12.080.425-0.06
(-12.37)
0.4250-35.35%89.14%
86.04%52.55% 0.6350-0.35
(-35.20)
0.635Jul 10, 2020 12.580.655-0.04
(-5.76)
0.6550-47.37%88.81%
86.31%40.41% 0.4300-0.31
(-41.50)
0.430Jul 10, 2020 13.080.945-0.00
(-0.00)
0.9450-59.26%88.46%
96.06%70.05% 1.5150-0.33
(-17.89)
1.515Jul 17, 2020 11.5150.540-0.05
(-7.69)
0.5400-30.26%98.93%
93.84%62.17% 1.2000-0.35
(-22.58)
1.200Jul 17, 2020 12.0150.715-0.06
(-7.74)
0.7150-37.89%95.44%
93.08%53.77% 0.9400-0.32
(-25.69)
0.940Jul 17, 2020 12.5150.960-0.02
(-2.54)
0.9600-46.15%95.15%
91.66%45.31% 0.7150-0.32
(-30.92)
0.715Jul 17, 2020 13.0151.2450.00
(0.40)
1.2450-54.31%94.71%
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