American Airlines Group Inc. (AAL) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

American Airlines Group I...

NASDAQ: AAL · Real-Time Price · USD
11.31
-0.08 (-0.70%)
At close: Sep 26, 2025, 3:59 PM
11.33
0.18%
After-hours: Sep 26, 2025, 07:59 PM EDT

American Airlines Greeks

Delta, Gamma, Theta, and Vega Greek Charts for AAL options.

Delta Table

Strike Price Delta Gamma Theta Vega
3.00 0.9900 0.0034 -0.0171 0.0005
4.00 0.9745 0.0077 -0.0372 0.0010
5.00 0.9498 0.0135 -0.0645 0.0019
6.00 0.9141 0.0218 -0.0973 0.0029
6.50 0.8949 0.0256 -0.1127 0.0034
7.00 0.8659 0.0339 -0.1336 0.0041
7.50 0.8273 0.0507 -0.1413 0.0053
8.00 0.8237 0.0616 -0.1193 0.0054
8.50 0.8450 0.0751 -0.0807 0.0050
9.00 0.7976 0.0865 -0.1037 0.0059
9.50 0.9334 0.0725 -0.0223 0.0025
10.00 0.9812 0.0326 -0.0057 0.0008
10.50 0.9773 0.0471 -0.0055 0.0009
11.00 0.9534 0.0966 -0.0081 0.0017
11.50 0.9282 0.1791 -0.0086 0.0024
12.00 0.7759 0.5249 -0.0166 0.0056
12.50 0.0830 1.2560 -0.0369 0.0138
13.00 -0.4333 0.9131 -0.0359 0.0117
13.50 -0.6644 0.5146 -0.0337 0.0085
14.00 -0.7978 0.3066 -0.0263 0.0059
14.50 -0.7855 0.2265 -0.0381 0.0059
15.00 -0.8387 0.1755 -0.0325 0.0049
15.50 -0.9257 0.0804 -0.016 0.0024
16.00 -0.9803 0.0332 -0.0032 0.0008
16.50 -0.8647 0.1072 -0.0403 0.0043
17.00 -0.6433 0.0863 -0.1577 0.0071
17.50 -0.8867 0.0857 -0.0393 0.0038
18.00 -0.5946 0.1067 -0.1941 0.0089
19.00 -0.6748 0.0671 -0.1762 0.0067
20.00 -0.5001 0.0990 -0.2874 0.0108
21.00 -0.6874 0.0614 -0.1951 0.0068
22.00 -0.5471 0.0854 -0.2965 0.0102
22.50 -0.712 0.0476 -0.1974 0.0062
23.00 -0.7109 0.0492 -0.2028 0.0063
25.00 -0.5862 0.0726 -0.3133 0.0098