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Delta Air Lines, Inc. DAL

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-11-03T19:46:09.019Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T19:45:50.876667707Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T19:46:07.767828+00:00

Share price$83.18
1D-1.9%
$82.79$83.38$83.97$84.55$85.145:30 AM6:30 AM9:00 AM1:00 PMDAL
Sold putSold call

Delta Air Lines, Inc. options

Live interpolated DAL call and put midpoint premiums by absolute delta.Delta Air Lines, Inc.$0.34$1.33$2.32$3.30$4.29$78.22$80.55$82.89$85.23$87.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DAL spot · $83.17DAL PRICE$0.45$0.60$0.77$0.94$1.16$1.38$1.62$1.89$2.20$2.57$2.99$3.49$0.48$0.64$0.80$0.98$1.19$1.40$1.65$1.92$2.23$2.55$2.95$3.37$4.01
PutsExpensive1.87×
Calls——
Skew——
Implied moveBalanced±$3.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.8454.4%5.0%79.8455.5%4.6%
25Δ86.1654.9%4.3%80.5354.8%3.9%
30Δ85.5154.7%3.7%81.1754.1%3.4%
35Δ84.9054.4%3.2%81.7453.7%2.9%
40Δ84.3654.9%2.8%82.2753.3%2.5%
45Δ83.8355.3%2.4%82.7953.1%2.2%
50Δ83.3055.3%2.1%83.2952.9%1.8%
55Δ82.7755.4%1.8%83.8052.9%1.6%
60Δ82.2455.9%1.5%84.3152.7%1.3%
65Δ81.6656.6%1.3%84.8452.5%1.1%
70Δ81.0657.6%1.0%85.4152.4%0.9%
75Δ80.3858.2%0.8%85.9952.2%0.7%
80Δ86.7653.2%0.5%

20Δ

Calls
Pseudo strike
86.84
IV
54.4%
B/E move
5.0%
Puts
Pseudo strike
79.84
IV
55.5%
B/E move
4.6%

25Δ

Calls
Pseudo strike
86.16
IV
54.9%
B/E move
4.3%
Puts
Pseudo strike
80.53
IV
54.8%
B/E move
3.9%

30Δ

Calls
Pseudo strike
85.51
IV
54.7%
B/E move
3.7%
Puts
Pseudo strike
81.17
IV
54.1%
B/E move
3.4%

35Δ

Calls
Pseudo strike
84.90
IV
54.4%
B/E move
3.2%
Puts
Pseudo strike
81.74
IV
53.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
84.36
IV
54.9%
B/E move
2.8%
Puts
Pseudo strike
82.27
IV
53.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
83.83
IV
55.3%
B/E move
2.4%
Puts
Pseudo strike
82.79
IV
53.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
83.30
IV
55.3%
B/E move
2.1%
Puts
Pseudo strike
83.29
IV
52.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
82.77
IV
55.4%
B/E move
1.8%
Puts
Pseudo strike
83.80
IV
52.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
82.24
IV
55.9%
B/E move
1.5%
Puts
Pseudo strike
84.31
IV
52.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
81.66
IV
56.6%
B/E move
1.3%
Puts
Pseudo strike
84.84
IV
52.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
81.06
IV
57.6%
B/E move
1.0%
Puts
Pseudo strike
85.41
IV
52.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
80.38
IV
58.2%
B/E move
0.8%
Puts
Pseudo strike
85.99
IV
52.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
86.76
IV
53.2%
B/E move
0.5%

Options history

IV · four-Friday blend45.06%
Daily close
DAL29.3%47.5%65.6%2026-08-05: 38.87%2026-08-06: 35.98%2026-08-07: 34.58%2026-08-10: 36.65%2026-08-11: 35.20%2026-08-12: 35.90%2026-08-13: 35.12%2026-08-14: 31.82%2026-08-17: 33.86%2026-08-18: 33.47%2026-08-19: 32.91%2026-08-20: 34.30%2026-08-21: 33.90%2026-08-24: 35.51%2026-08-25: 35.28%2026-08-26: 37.00%2026-08-27: 35.21%2026-08-28: 32.22%2026-08-31: 33.27%2026-09-01: 39.73%2026-09-02: 32.91%2026-09-03: 33.40%2026-09-04: 31.85%2026-09-08: 35.54%2026-09-09: 35.85%2026-09-10: 38.44%2026-09-11: 37.72%2026-09-14: 41.77%2026-09-15: 45.13%2026-09-16: 45.13%2026-09-17: 39.04%2026-09-18: 42.12%2026-09-21: 43.58%2026-09-22: 45.86%2026-09-23: 44.24%2026-09-24: 45.53%2026-09-25: 45.45%2026-09-28: 51.16%2026-09-29: 49.23%2026-09-30: 47.73%2026-10-01: 50.31%2026-10-02: 49.06%2026-10-05: 52.07%2026-10-06: 54.21%2026-10-07: 58.35%2026-10-08: 63.14%2026-10-09: 39.19%2026-10-12: 37.39%2026-10-13: 37.83%2026-10-14: 38.09%2026-10-15: 36.87%2026-10-16: 40.10%2026-10-19: 39.77%2026-10-20: 42.39%2026-10-21: 43.13%2026-10-22: 45.59%2026-10-23: 42.00%2026-10-26: 43.22%2026-10-27: 42.87%2026-10-28: 44.81%2026-10-29: 41.25%2026-10-30: 45.06%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
38.87%
35.98%
34.58%
36.65%
35.20%
35.90%
35.12%
31.82%
33.86%
33.47%
32.91%
34.30%
33.90%
35.51%
35.28%
37.00%
35.21%
32.22%
33.27%
39.73%
32.91%
33.40%
31.85%
35.54%
35.85%
38.44%
37.72%
41.77%
45.13%
45.13%
39.04%
42.12%
43.58%
45.86%
44.24%
45.53%
45.45%
51.16%
49.23%
47.73%
50.31%
49.06%
52.07%
54.21%
58.35%
63.14%
39.19%
37.39%
37.83%
38.09%
36.87%
40.10%
39.77%
42.39%
43.13%
45.59%
42.00%
43.22%
42.87%
44.81%
41.25%
45.06%