How to prove that the only subgroup of the symmetric group $S_n$ of index 2 is $A_n$?
Why isn't there other possibility?
Thanks :)

As mentioned by yoyo: if $H\subset S_n$ is of index 2 then it is normal and $S_n/H$ is isomorphic to $C_2=\{1,-1\}$. We thus have a surjective homomorphism $f:S_n\to C_2$ with kernel $H$. All transpositions in $S_n$ are conjugate, hence $f(t)\in C_2$ is the same element for every transposition $t\in S_n$ (this uses the fact that $C_2$ is commutative). $S_n$ is generated by transpositions, therefore $C_2$ is generated by $f(t)$ (for any transposition $t\in S_n$), therefore $f(t)=-1$, therefore ker $f=A_n$.