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

American Airlines Group I...

NASDAQ: AAL · Real-Time Price · USD
11.58
0.15 (1.31%)
At close: Oct 03, 2025, 3:59 PM
11.57
-0.09%
After-hours: Oct 03, 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 0.9921 0.0025 -0.0138 0.0004
4.00 0.9923 0.0032 -0.0104 0.0004
5.00 0.9944 0.0032 -0.0061 0.0003
6.00 0.9775 0.0104 -0.0202 0.0009
6.50 0.9848 0.0093 -0.012 0.0007
7.00 0.9884 0.0088 -0.0081 0.0005
7.50 0.9811 0.0139 -0.0117 0.0008
8.00 0.9612 0.0242 -0.0216 0.0015
8.50 0.9836 0.0170 -0.0079 0.0007
9.00 0.9433 0.0402 -0.0239 0.0020
9.50 0.9785 0.0288 -0.0076 0.0009
10.00 0.9747 0.0393 -0.0073 0.0010
10.50 0.9358 0.0820 -0.0148 0.0022
11.00 0.8589 0.1368 -0.0272 0.0039
11.50 0.7464 0.1723 -0.0433 0.0056
12.00 0.6354 0.1741 -0.0587 0.0065
12.50 0.2347 3.6189 -0.075 0.0131
13.00 -0.3812 0.6794 -0.0903 0.0106
13.50 -0.4736 0.3101 -0.113 0.0090
14.00 -0.5311 0.1982 -0.1196 0.0081
14.50 -0.5671 0.1588 -0.1238 0.0078
15.00 -0.5227 0.1289 -0.1725 0.0082
15.50 -0.5416 0.1023 -0.1833 0.0077
16.00 -0.6278 0.1046 -0.1415 0.0073
16.50 -0.5231 0.0771 -0.2325 0.0077
17.00 -0.6396 0.0858 -0.1601 0.0071
17.50 -0.5601 0.0693 -0.2307 0.0075
18.00 -0.5598 0.0645 -0.2433 0.0074
19.00 -0.5864 0.0597 -0.2436 0.0073
20.00 -0.6158 0.0564 -0.2385 0.0072
21.00 -0.6429 0.0536 -0.2325 0.0069
22.00 -0.6681 0.0511 -0.226 0.0067
22.50 -0.6799 0.0498 -0.2226 0.0066
25.00 -0.7326 0.0444 -0.2042 0.0060