AMERICAN INTERNATIONAL GROUP, INC. (AIG) Options Risk Score
Real-time risk analysis for AIG options traders — updated every 30 minutes.
Data last updated: 2026-10-21
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Is it risky to sell options on AMERICAN INTERNATIONAL GROUP, INC. (AIG) right now?
Over a 4-week expiry window, AMERICAN INTERNATIONAL GROUP, INC. (AIG) scores 68 out of 100 for options catalyst risk (MEDIUM). That score is driven by an upcoming earnings report, 10 active legal filings and 1 recent SEC event falling inside the 4-week window. A mid-range score (45–69) means AIG is neither clear nor obviously dangerous over this window — check which specific date is driving it before choosing a strike. The number reflects event exposure only.
AIG shows an IV Rank of 81 — implied volatility is near the top of its own one-year range, so AIG options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 37%. IV Rank is the most useful figure for deciding whether to sell or buy premium on AIG.
AIG reports on 2026-11-03. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.
AMERICAN INTERNATIONAL GROUP, INC. (AIG) current implied volatility and IV Rank
AMERICAN INTERNATIONAL GROUP, INC. (AIG) currently has an IV Rank of 81 with implied volatility around 37%, alongside a TickerRisk options-risk score of 68/100. That's high — options are expensive relative to the past year, which favours premium-selling strategies such as credit spreads, iron condors and covered calls, provided no binary catalyst is working against you.
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AMERICAN INTERNATIONAL GROUP, INC. (AIG) next earnings date — 2026-11-03
The next AIG report lands on 2026-11-03 — about 13 days away — inside the window a typical monthly option would span. AIG's IV Rank is currently 81. That matters more than any other single date on the calendar: the stock can gap overnight on the print, and any premium you collect now is partly payment for carrying that gap. Sellers who want the volatility crush without the gap generally choose an expiry that ends before the report.
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