This page reflects AEE options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
AEE Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
70.00
40.49
0.00
0.00
0.00
2
0
0.0%
1.000
0.0000
-0.008
0.000
0.055
75.00
33.80
35.90
40.20
0.00
27
1
153.5%
0.860
0.0047
-0.187
0.068
0.044
80.00
30.78
31.10
35.20
0.00
44
5
136.4%
0.841
0.0058
-0.182
0.074
0.046
85.00
27.32
0.00
0.00
0.00
5
0
0.0%
1.000
0.0000
-0.010
0.000
0.067
95.00
14.80
13.00
15.50
0.00
1
9
55.8%
0.831
0.0148
-0.083
0.077
0.059
100.00
10.55
8.30
10.70
0.00
1
20
44.0%
0.777
0.0221
-0.078
0.092
0.058
105.00
5.50
4.50
5.50
2.00
50
77
27.3%
0.703
0.0414
-0.058
0.106
0.056
110.00
3.40
1.50
2.35
1.60
1
268
23.7%
0.462
0.0548
-0.055
0.122
0.038
115.00
0.60
0.00
0.65
-0.15
175
420
21.2%
0.196
0.0425
-0.033
0.085
0.016
120.00
0.10
0.00
1.95
0.00
1
86
45.8%
0.249
0.0226
-0.080
0.097
0.020
125.00
0.40
0.00
2.15
0.00
10
23
57.9%
0.225
0.0169
-0.094
0.092
0.018
130.00
0.35
0.00
2.15
0.00
2
17
53.3%
0.137
0.0134
-0.063
0.067
0.011
135.00
0.18
0.00
2.15
0.00
2
6
60.7%
0.123
0.0109
-0.067
0.062
0.010
155.00
0.36
0.00
2.15
0.00
1
1
86.1%
0.092
0.0063
-0.076
0.051
0.007
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
55.00
0.19
0.00
4.80
0.00
1
4
198.1%
-0.066
0.0021
-0.133
0.039
-0.007
60.00
0.05
0.00
2.15
0.00
1
4
143.1%
-0.046
0.0022
-0.072
0.030
-0.005
65.00
0.40
0.00
2.45
0.00
1
3
131.1%
-0.056
0.0028
-0.078
0.035
-0.006
70.00
0.35
0.00
1.15
0.00
1
11
96.7%
-0.039
0.0028
-0.042
0.026
-0.004
75.00
0.50
0.00
0.75
0.00
1
12
76.8%
-0.033
0.0031
-0.029
0.023
-0.003
80.00
0.45
0.00
0.00
0.00
1
0
25.0%
-0.000
0.0000
-0.000
0.000
0.000
85.00
0.50
0.00
0.00
0.00
1
0
25.0%
-0.000
0.0001
-0.000
0.000
-0.000
90.00
0.55
0.00
0.00
0.00
1
0
12.5%
0.000
0.0000
0.000
0.000
0.000
95.00
0.47
0.05
0.35
0.00
3
36
33.4%
-0.065
0.0124
-0.021
0.039
-0.006
100.00
0.47
0.35
0.75
-0.16
1
25
29.4%
-0.139
0.0245
-0.033
0.068
-0.012
105.00
1.17
0.95
1.55
-0.95
7
40
24.9%
-0.283
0.0443
-0.041
0.104
-0.026
110.00
2.20
2.85
3.50
0.00
1
2
22.4%
-0.542
0.0579
-0.040
0.122
-0.049
115.00
3.40
5.60
8.20
0.00
1
1
33.9%
-0.694
0.0338
-0.053
0.107
-0.066
155.00
43.35
44.60
48.90
0.00
1
1
71.3%
-0.950
0.0047
-0.021
0.031
-0.119
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.