AEE · Ameren Corp

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$108.27 -0.68 (-0.62%) At close · Aug 6

Market Cap

$29.88B

276.84M

Options Chain

15-min delayed Underlying $108.27 · at close Aug 6, 2026 Options Calculator

Positioning

Aug 21, 2026 · 14 days to expiry · 46 contracts

Put / call OI

0.10

Call-heavy positioning

Open interest

870

contracts outstanding

Volume

143

traded today

Max pain

$100.00

$8.27 below spot

ATM implied vol

20.7%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

135

140

145

150

155

160

165

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 14d Sep 18 42d Dec 18 133d Mar 19 224d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	—	—	—	0
Call · $55 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	145.5%	0.985	—		—	—	—	—	0
Call · $60 In the money Last — Breakeven — Implied vol 145.5% Delta 0.985 ≈98% ITM Gamma 0.001 Theta -0.039 Vega 0.008 Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $65 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	88.3%	0.995	—		—	-0.034	128%	—	0
Call · $70 In the money Last — Breakeven — Implied vol 88.3% Delta 0.995 ≈99% ITM Gamma 0.001 Theta -0.009 Vega 0.004 Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol 128% Delta -0.034 ≈3% ITM Gamma 0.003 Theta -0.071 Vega 0.018 Open interest 0 Model this put
0	—	100.2%	0.974	—		—	-0.039	110.7%	—	0
Call · $75 In the money Last — Breakeven — Implied vol 100.2% Delta 0.974 ≈97% ITM Gamma 0.003 Theta -0.044 Vega 0.018 Open interest 0 Model this call Put · $75 Last — Breakeven — Implied vol 110.7% Delta -0.039 ≈4% ITM Gamma 0.003 Theta -0.069 Vega 0.018 Open interest 0 Model this put
0	—	70.7%	0.986	—		—	-0.045	94.5%	—	0
Call · $80 In the money Last — Breakeven — Implied vol 70.7% Delta 0.986 ≈99% ITM Gamma 0.002 Theta -0.018 Vega 0.01 Open interest 0 Model this call Put · $80 Last — Breakeven — Implied vol 94.5% Delta -0.045 ≈5% ITM Gamma 0.005 Theta -0.066 Vega 0.019 Open interest 0 Model this put
0	—	57.4%	0.984	—		—	-0.054	79.4%	—	0
Call · $85 In the money Last — Breakeven — Implied vol 57.4% Delta 0.984 ≈98% ITM Gamma 0.003 Theta -0.016 Vega 0.01 Open interest 0 Model this call Put · $85 Last — Breakeven — Implied vol 79.4% Delta -0.054 ≈5% ITM Gamma 0.006 Theta -0.064 Vega 0.02 Open interest 0 Model this put
0	—	62.2%	0.94	—		—	-0.065	64%	—	0
Call · $90 In the money Last — Breakeven — Implied vol 62.2% Delta 0.94 ≈94% ITM Gamma 0.009 Theta -0.055 Vega 0.02 Open interest 0 Model this call Put · $90 Last — Breakeven — Implied vol 64% Delta -0.065 ≈7% ITM Gamma 0.009 Theta -0.06 Vega 0.035 Open interest 0 Model this put
0	—	43.7%	0.939	—		$0.25	-0.088	49.9%	1	12
Call · $95 In the money Last — Breakeven — Implied vol 43.7% Delta 0.939 ≈94% ITM Gamma 0.013 Theta -0.04 Vega 0.021 Open interest 0 Model this call Put · $95 Last $0.25 Breakeven $94.75 Implied vol 49.9% Delta -0.088 ≈9% ITM Gamma 0.015 Theta -0.059 Vega 0.036 Open interest 12 Model this put
72	20	26.1%	0.94	$9.30		$0.34	-0.197	49.4%	5	7
Call · $100 In the money Last $9.30 Breakeven $109.30 Implied vol 26.1% Delta 0.94 ≈94% ITM Gamma 0.021 Theta -0.025 Vega 0.021 Open interest 72 Model this call Put · $100 Last $0.34 Breakeven $99.66 Implied vol 49.4% Delta -0.197 ≈20% ITM Gamma 0.026 Theta -0.101 Vega 0.055 Open interest 7 Model this put
54	53	23.6%	0.75	$4.80		$0.80	-0.308	32.7%	2	41
Call · $105 In the money Last $4.80 Breakeven $109.80 Implied vol 23.6% Delta 0.75 ≈75% ITM Gamma 0.062 Theta -0.057 Vega 0.074 Open interest 54 Model this call Put · $105 Last $0.80 Breakeven $104.20 Implied vol 32.7% Delta -0.308 ≈31% ITM Gamma 0.05 Theta -0.084 Vega 0.074 Open interest 41 Model this put
Underlying $108.27
60	1	20.8%	0.363	$1.75		$2.50	-0.639	20.6%	7	12
Call · $110 Last $1.75 Breakeven $111.75 Implied vol 20.8% Delta 0.363 ≈36% ITM Gamma 0.084 Theta -0.059 Vega 0.077 Open interest 60 Model this call Put · $110 In the money Last $2.50 Breakeven $107.50 Implied vol 20.6% Delta -0.639 ≈64% ITM Gamma 0.085 Theta -0.056 Vega 0.077 Open interest 12 Model this put
271	1	21.9%	0.09	$0.19		$3.49	-0.975	16.1%	1	8
Call · $115 Last $0.19 Breakeven $115.19 Implied vol 21.9% Delta 0.09 ≈9% ITM Gamma 0.034 Theta -0.026 Vega 0.04 Open interest 271 Model this call Put · $115 In the money Last $3.49 Breakeven $111.51 Implied vol 16.1% Delta -0.975 ≈97% ITM Gamma 0.022 Theta -0.006 Vega 0.01 Open interest 8 Model this put
297	1	55.1%	0.194	$1.04		$8.01	-0.936	33.2%	50	0
Call · $120 Last $1.04 Breakeven $121.04 Implied vol 55.1% Delta 0.194 ≈19% ITM Gamma 0.023 Theta -0.112 Vega 0.061 Open interest 297 Model this call Put · $120 In the money Last $8.01 Breakeven $111.99 Implied vol 33.2% Delta -0.936 ≈94% ITM Gamma 0.018 Theta -0.028 Vega 0.023 Open interest 0 Model this put
36	1	43.6%	0.056	$0.06		—	-0.931	47.1%	—	0
Call · $125 Last $0.06 Breakeven $125.06 Implied vol 43.6% Delta 0.056 ≈6% ITM Gamma 0.012 Theta -0.036 Vega 0.024 Open interest 36 Model this call Put · $125 In the money Last — Breakeven — Implied vol 47.1% Delta -0.931 ≈93% ITM Gamma 0.013 Theta -0.043 Vega 0.024 Open interest 0 Model this put
0	—	60.9%	0.074	—		—	-0.901	67.1%	—	0
Call · $130 Last — Breakeven — Implied vol 60.9% Delta 0.074 ≈7% ITM Gamma 0.011 Theta -0.064 Vega 0.025 Open interest 0 Model this call Put · $130 In the money Last — Breakeven — Implied vol 67.1% Delta -0.901 ≈90% ITM Gamma 0.012 Theta -0.083 Vega 0.042 Open interest 0 Model this put
0	—	—	—	—		—	-0.947	65.3%	—	0
Call · $135 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $135 In the money Last — Breakeven — Implied vol 65.3% Delta -0.947 ≈95% ITM Gamma 0.008 Theta -0.048 Vega 0.025 Open interest 0 Model this put
0	—	—	—	—		—	-0.927	83.9%	—	0
Call · $140 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $140 In the money Last — Breakeven — Implied vol 83.9% Delta -0.927 ≈93% ITM Gamma 0.008 Theta -0.082 Vega 0.025 Open interest 0 Model this put
0	—	—	—	—		—	-0.932	92%	—	0
Call · $145 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $145 In the money Last — Breakeven — Implied vol 92% Delta -0.932 ≈93% ITM Gamma 0.007 Theta -0.085 Vega 0.026 Open interest 0 Model this put
0	—	—	—	—		—	-0.94	98%	—	0
Call · $150 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $150 In the money Last — Breakeven — Implied vol 98% Delta -0.94 ≈94% ITM Gamma 0.006 Theta -0.081 Vega 0.026 Open interest 0 Model this put
0	—	—	—	—		—	-0.966	94.8%	—	0
Call · $155 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $155 In the money Last — Breakeven — Implied vol 94.8% Delta -0.966 ≈97% ITM Gamma 0.004 Theta -0.049 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—		—	-0.963	105%	—	0
Call · $160 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $160 In the money Last — Breakeven — Implied vol 105% Delta -0.963 ≈96% ITM Gamma 0.004 Theta -0.058 Vega 0.013 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $165 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $165 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1002910 CUSIP 023608102 13F (30d) 449 filings 422 filers Visit website Investor relations