AEP
American Electric Power Company, Inc. - Common Stock$133.78-0.85%1d
Quote Jul 27 3:45 PM ET
EquityNASDAQUSDEarnings Jul 30
120-session history2026-02-02 – 2026-07-27
Volatility
Realized (sessions)
7
21.9%
30
20.6%
90
21.5%
GARCH (sessions)
21
19.7%
30
19.7%
45
19.7%
IV30 ATM · rank
Rank
—
IV30: 23.5%
IV rank: 21/60 daily IV30 observations
Window 2026-06-03 → 2026-07-10 (21 obs.)
Latest options snapshot is 6 trading sessions behind (2026-07-17 to 2026-07-28). Showing the latest available snapshot.
Chain uses snapshot spot $132.37 from 2026-07-17. Quote Jul 27 3:45 PM ET: $133.78. Greeks and IV−GARCH comparisons match the snapshot.
Options Chain & Vol Surface (14/14) · 2026-07-17
E
Implied volatility by strike · 35 DTE · dashed line = fitted smile
Calls
Fitted smile
Excluded (not fit)
| Strike | Mid | Delta | IV | IV − Fit | Fit IV | GARCH | IV - GARCH | Bid | Ask | Last | Spread | Ann. ROI | Theta | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $70.00 | $62.85 | 0.975 | 112.6% | — | — | 19.7% | +92.9% | $60.80 | $64.90 | $68.52 | 6.5% | — | -0.0320 | — | 2 |
| $100.00 | $32.95 | 0.947 | 58.4% | -9.1% | 67.6% | 19.7% | +38.7% | $31.00 | $34.90 | $35.08 | 11.8% | — | -0.0349 | 1 | 11 |
| $105.00 | $27.90 | 0.859 | 77.7% | +17.8% | 59.9% | 19.7% | +58.0% | $25.80 | $30.00 | $25.00 | 15.1% | — | -0.1001 | 4 | 39 |
| $110.00 | $23.70 | 0.886 | 52.8% | +0.1% | 52.8% | 19.7% | +33.1% | $22.30 | $25.10 | $30.50 | 11.8% | — | -0.0590 | 2 | 8 |
| $120.00 | $14.30 | 0.763 | 49.5% | +9.2% | 40.3% | 19.7% | +29.7% | $13.10 | $15.50 | $14.80 | 16.8% | — | -0.0896 | 3 | 13 |
| $125.00 | $9.65 | 0.700 | 40.1% | +5.0% | 35.1% | 19.7% | +20.4% | $8.50 | $10.80 | $10.08 | 23.8% | — | -0.0822 | 2 | 95 |
| $130.00 | $5.45 | 0.601 | 28.1% | -2.7% | 30.8% | 19.7% | +8.4% | $5.00 | $5.90 | $6.70 | 16.5% | — | -0.0646 | 1 | 274 |
| $135.00 | $2.60 | 0.418 | 25.0% | -2.6% | 27.6% | 19.7% | +5.3% | $2.20 | $3.00 | $3.57 | 30.8% | 20.5% | -0.0580 | 9 | 746 |
| $140.00 | $1.23 | 0.246 | 24.7% | -1.0% | 25.7% | 19.7% | +5.0% | $1.00 | $1.45 | $1.10 | 36.7% | 9.7% | -0.0461 | 27 | 2,121 |
| $145.00 | $0.57 | 0.144 | 26.5% | +1.3% | 25.2% | 19.7% | +6.8% | $0.35 | $0.80 | $0.35 | 78.3% | 4.5% | -0.0356 | 3 | 896 |
| $150.00 | $0.28 | 0.090 | 29.0% | +2.9% | 26.1% | 19.7% | +9.3% | $0.05 | $0.50 | $0.35 | 163.6% | 2.2% | -0.0278 | 5 | 744 |
| $155.00 | $0.38 | 0.097 | 37.5% | +9.3% | 28.1% | 19.7% | +17.7% | $0.05 | $0.70 | $0.15 | 173.3% | 3.0% | -0.0379 | 3 | 258 |
| $160.00 | $0.70 | 0.135 | 51.6% | — | — | 19.7% | +31.8% | $0.00 | $1.40 | $0.30 | 200.0% | 5.5% | -0.0657 | 1 | 24 |
| $165.00 | $0.15 | 0.044 | 40.1% | — | — | 19.7% | +20.4% | $0.00 | $0.30 | $0.19 | 200.0% | 1.2% | -0.0219 | 10 | 78 |