AAL Options History — March 2026

In March 2026, AAL traded between $10.13 and $12.54. ATM implied volatility averaged 63.8%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 8.4% (HV 20d: 55.4%). Max pain ranged from $12.00 to $14.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.27.

Notable Days

  • 2026-03-09: Highest Volume — 468,667 contracts
  • 2026-03-05: Largest IV spike — 14.6% change
  • 2026-03-30: Highest IV Rank — 56.9%
  • 2026-03-12: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.02$10.13$12.54$12.50$10.79
Max Pain$12.61$12.00$14.00$14.00$12.00
ATM IV63.8%55.2%69.3%56.0%65.8%
Expected Move18.6%17.0%22.1%17.2%18.9%
HV 20d55.4%46.5%63.2%62.8%53.2%
HV 60d50.2%47.9%53.4%48.2%53.4%
IV Rank47.6%32.7%56.9%34.0%50.9%
IV Percentile92.5%81.7%97.2%87.3%92.5%
Term Structure-0.3%-3.2%4.7%-1.0%-2.1%
VWIV64.0%59.3%71.9%62.0%67.3%
Skew 25d6.8%4.8%9.9%5.2%8.8%
Skew 10d13.3%3.2%24.8%9.4%20.6%
Call IV 25d60.7%52.9%65.0%53.6%62.6%
Put IV 25d67.5%58.6%74.9%58.8%71.4%
Bid-Ask Spread %18.178.1448.4030.7211.66
Gamma HHI0.170.100.240.110.23
Net GEX-8.5M-12.8M-5.5M-6.6M-6.8M
Net DEX318.9M141.2M468.6M141.2M239.0M
Net VEX-4.4M-4.8M-4.0M-4.0M-4.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.270.662.512.510.66
Total Volume197,944.909104,615468,667246,046199,641
Total OI2,620,414.1822,041,1813,008,2992,041,1812,639,117

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-03-02$12.50$14.0056.0%17.2%62.8%34.0%62.0%5.2%-1.0%-6.6M141.2M-4.0M2.5130.7270,039176,007702,3091,338,872
2026-03-03$12.54$14.0059.0%17.9%62.0%39.3%63.9%6.2%-1.2%-7.1M143.4M-4.2M1.5732.56138,716217,740729,5691,444,730
2026-03-04$12.46$13.5055.2%17.6%61.0%32.7%61.3%5.7%-1.0%-6.3M151.7M-4.3M2.0720.4636,38475,322788,7081,556,896
2026-03-05$11.73$14.0063.3%17.8%62.0%46.6%66.0%4.8%-2.8%-10.4M300.2M-4.3M1.1514.03141,585162,447798,4021,592,884
2026-03-06$11.18$13.0068.7%19.0%63.2%56.0%67.0%8.8%-0.3%-9.7M396.6M-4.3M1.6117.37120,421193,351867,3341,653,551
2026-03-09$11.39$13.0068.5%18.7%54.8%55.6%67.7%5.5%1.1%-8.6M340.9M-4.4M1.3048.40204,052264,615891,3641,609,713
2026-03-10$11.16$13.0068.5%18.9%54.8%55.7%66.6%7.5%-2.0%-7.2M329.1M-4.4M0.6745.17144,86896,428999,3471,650,790
2026-03-11$11.11$13.0065.1%18.5%54.6%49.7%64.9%6.6%-0.5%-6.8M334.9M-4.4M1.4013.3848,84668,6031,060,6031,672,946
2026-03-12$10.55$13.0065.9%22.1%53.7%51.2%65.0%4.8%-2.1%-10.9M464.5M-4.3M1.199.6470,31883,7201,075,5811,718,996
2026-03-13$10.32$13.0066.1%21.8%53.7%51.5%66.1%5.9%2.5%-10.1M468.6M-4.3M1.9412.1052,638102,2301,105,9451,715,179
2026-03-16$10.46$12.0065.1%18.7%54.6%49.8%63.4%6.3%4.7%-11.1M448.2M-4.3M0.779.83112,93686,4851,020,0851,706,816
2026-03-17$10.86$12.0059.3%17.1%54.3%39.8%59.3%5.7%2.9%-10.2M350.3M-4.6M0.829.34120,19998,3261,084,7281,752,954
2026-03-18$10.82$12.0059.7%17.0%54.3%40.4%60.4%7.8%2.7%-9.5M324.3M-4.5M1.1916.5054,22564,3191,136,2751,783,830
2026-03-19$10.96$12.0059.7%17.3%52.8%40.4%60.0%6.0%1.8%-9.6M321.6M-4.7M1.3116.8756,88674,4731,145,8281,823,067
2026-03-20$10.39$12.0064.1%18.2%54.1%48.0%62.5%6.0%0.3%-12.8M441.3M-4.5M0.7214.0560,76843,8471,165,1501,843,149
2026-03-23$10.86$12.0061.6%17.7%56.6%43.7%59.9%7.6%-0.8%-5.5M246.8M-4.7M0.859.55108,97092,091889,6921,586,943
2026-03-24$10.73$12.0065.7%18.0%56.0%50.8%62.3%9.2%-0.5%-6.0M273.9M-4.6M0.8312.1075,02862,103926,9291,612,584
2026-03-25$10.71$12.0065.4%18.8%55.4%50.3%62.7%8.2%-1.9%-5.8M260.9M-4.7M0.6616.5568,06445,000969,4601,638,526
2026-03-26$10.64$12.0065.2%18.7%51.1%49.9%61.5%6.9%-0.5%-7.9M294.0M-4.6M2.5015.8250,104125,367980,3751,652,946
2026-03-27$10.21$12.0067.6%19.1%47.7%54.0%67.4%7.3%-3.2%-8.2M370.2M-4.5M1.3715.4150,08868,6861,012,9561,753,385
2026-03-30$10.13$12.0069.3%19.9%46.5%56.9%71.9%9.9%-2.8%-9.3M374.3M-4.4M0.898.1489,42979,423934,0111,616,587
2026-03-31$10.79$12.0065.8%18.9%53.2%50.9%67.3%8.8%-2.1%-6.8M239.0M-4.8M0.6611.66120,51379,128973,6781,665,439