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Delta Air Lines, Inc. DAL

i

Market dataready · fetched 2026-11-07T02:15:17.512Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:18:36.615040813Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:05:55.584898+00:00

Share price$87.26
1D+2.2%
AH$85.13$85.85$86.57$87.30$88.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDAL
Sold putSold callAH

Delta Air Lines, Inc. options

Live interpolated DAL call and put midpoint premiums by absolute delta.Delta Air Lines, Inc.$0.47$1.90$3.33$4.76$6.19$79.82$83.65$87.48$91.31$95.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DAL spot · $87.26DAL PRICE$0.62$0.83$1.06$1.31$1.59$1.90$2.21$2.56$2.99$3.47$4.02$5.02$5.78$0.68$0.89$1.15$1.43$1.69$2.00$2.33$2.65$2.91$4.56$5.08$5.53
Puts——
CallsCheap0.90×
Skew——
Implied moveBearish±$4.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.4747.1%6.7%82.6648.9%6.0%
25Δ91.5047.5%5.8%83.7047.6%5.1%
30Δ90.5947.4%5.0%84.5248.0%4.5%
35Δ89.7647.4%4.4%85.2948.2%3.9%
40Δ89.0148.0%3.8%86.0747.1%3.3%
45Δ88.2648.1%3.3%86.8046.9%2.8%
50Δ87.5247.7%2.8%87.5046.3%2.4%
55Δ86.7947.4%2.4%88.1845.2%2.0%
60Δ86.0548.1%2.0%88.7942.9%1.6%
65Δ85.2948.4%1.7%
70Δ84.4748.8%1.4%90.7749.9%1.2%
75Δ83.3053.2%1.2%91.5648.2%0.9%
80Δ82.2953.2%0.9%92.2545.4%0.6%

20Δ

Calls
Pseudo strike
92.47
IV
47.1%
B/E move
6.7%
Puts
Pseudo strike
82.66
IV
48.9%
B/E move
6.0%

25Δ

Calls
Pseudo strike
91.50
IV
47.5%
B/E move
5.8%
Puts
Pseudo strike
83.70
IV
47.6%
B/E move
5.1%

30Δ

Calls
Pseudo strike
90.59
IV
47.4%
B/E move
5.0%
Puts
Pseudo strike
84.52
IV
48.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
89.76
IV
47.4%
B/E move
4.4%
Puts
Pseudo strike
85.29
IV
48.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
89.01
IV
48.0%
B/E move
3.8%
Puts
Pseudo strike
86.07
IV
47.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
88.26
IV
48.1%
B/E move
3.3%
Puts
Pseudo strike
86.80
IV
46.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
87.52
IV
47.7%
B/E move
2.8%
Puts
Pseudo strike
87.50
IV
46.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
86.79
IV
47.4%
B/E move
2.4%
Puts
Pseudo strike
88.18
IV
45.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
86.05
IV
48.1%
B/E move
2.0%
Puts
Pseudo strike
88.79
IV
42.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
85.29
IV
48.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
84.47
IV
48.8%
B/E move
1.4%
Puts
Pseudo strike
90.77
IV
49.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
83.30
IV
53.2%
B/E move
1.2%
Puts
Pseudo strike
91.56
IV
48.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
82.29
IV
53.2%
B/E move
0.9%
Puts
Pseudo strike
92.25
IV
45.4%
B/E move
0.6%

Options history

IV · four-Friday blend45.06%
Daily close
DAL29.3%47.5%65.6%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%