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American Airlines Group Inc AAL 13.6 0.64 4.94%

AAL Gamma Exposure (GEX)

AAL (American Airlines Group Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.487
Put Call Ratio (OI)
1.53
Put Call Ratio (Vol)
0.287
IV Rank
29.3
IV Percentile
37.6
Max Pain
13

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-21.5
21.5
View values by strike
AAL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 25.4 -15.3
2.00 28.5 -4.56 K
3.00 405 -6.31 K
4.00 542 -7.97 K
5.00 8.03 K -303 K
6.00 690 -461
7.00 522 -1.86 K
8.00 7.87 K -350 K
8.50 72.6 0
9.00 540 -81.8 K
9.50 2.75 -172
10.00 227 K -1.92 M
10.50 390 -12.4 K
11.00 26.4 K -664 K
11.50 1.05 K -33.8 K
12.00 400 K -2.6 M
12.50 11.3 K -991 K
13.00 908 K -1.68 M
13.50 759 K -253 K
14.00 5.78 M -906 K
14.50 349 K -21.3 K
15.00 2.55 M -1.49 M
15.50 45.7 K -1.62 K
16.00 346 K -93.8 K
16.50 3.73 K -406
17.00 1.05 M -204 K
17.50 10.9 K -57.2
18.00 97.7 K -19 K
18.50 719 -48.9
19.00 139 K -15.1 K
19.50 519 -19.2
20.00 779 K -249 K
20.50 19 -9.53
21.00 13.4 K -17.5
22.00 150 K -648
23.00 4.5 K -7.63
24.00 199 0
25.00 161 K -14.5 K
26.00 17.6 0
27.00 62.3 K -32.1
29.00 30.5 0
30.00 89.5 K -7.83
32.00 5.61 K 0
35.00 70 K 0