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Delta Air Lines Inc DAL

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-15T20:02:36.264Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:40.264503128Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:02:35.139565+00:00

Share price$77.62
1D+1.4%
AH$75.43$76.14$76.85$77.56$78.275:30 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$0.00$1.81$3.63$5.44$7.26$74.84$76.32$77.79$79.27$80.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $77.62OPTION PRICELive DAL spot · $77.62DAL PRICE$0.65$0.28$0.37$0.47$0.56$0.68$0.85$1.04$1.27$1.46$1.63$1.81$2.66$0.15$0.19$0.23$0.28$0.32$0.37$0.42$0.48$0.53$0.59$2.60$4.67$6.73
PutsCheap0.81×
CallsExpensive1.29×
SkewBullish-19.04 pp
Implied moveBullish±$1.27
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.86182.5%11.5%76.4732.0%1.7%
25Δ78.9245.7%2.0%76.7331.0%1.4%
30Δ78.6746.4%1.8%77.0030.1%1.1%
35Δ78.4147.2%1.6%77.1728.8%0.9%
40Δ78.1548.0%1.4%77.3327.6%0.8%
45Δ77.9049.6%1.2%77.5026.3%0.6%
50Δ77.6552.6%1.1%77.6325.5%0.5%
55Δ77.3755.7%1.0%77.7524.7%0.4%
60Δ77.0559.1%0.9%77.8723.9%0.4%
65Δ76.7658.2%0.8%78.0023.1%0.3%
70Δ76.4656.5%0.6%79.9460.8%0.4%
75Δ76.1754.8%0.5%81.9299.6%0.5%
80Δ75.2363.0%0.3%83.91138.3%0.6%

20Δ

Calls
Pseudo strike
85.86
IV
182.5%
B/E move
11.5%
Puts
Pseudo strike
76.47
IV
32.0%
B/E move
1.7%

25Δ

Calls
Pseudo strike
78.92
IV
45.7%
B/E move
2.0%
Puts
Pseudo strike
76.73
IV
31.0%
B/E move
1.4%

30Δ

Calls
Pseudo strike
78.67
IV
46.4%
B/E move
1.8%
Puts
Pseudo strike
77.00
IV
30.1%
B/E move
1.1%

35Δ

Calls
Pseudo strike
78.41
IV
47.2%
B/E move
1.6%
Puts
Pseudo strike
77.17
IV
28.8%
B/E move
0.9%

40Δ

Calls
Pseudo strike
78.15
IV
48.0%
B/E move
1.4%
Puts
Pseudo strike
77.33
IV
27.6%
B/E move
0.8%

45Δ

Calls
Pseudo strike
77.90
IV
49.6%
B/E move
1.2%
Puts
Pseudo strike
77.50
IV
26.3%
B/E move
0.6%

50Δ

Calls
Pseudo strike
77.65
IV
52.6%
B/E move
1.1%
Puts
Pseudo strike
77.63
IV
25.5%
B/E move
0.5%

55Δ

Calls
Pseudo strike
77.37
IV
55.7%
B/E move
1.0%
Puts
Pseudo strike
77.75
IV
24.7%
B/E move
0.4%

60Δ

Calls
Pseudo strike
77.05
IV
59.1%
B/E move
0.9%
Puts
Pseudo strike
77.87
IV
23.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
76.76
IV
58.2%
B/E move
0.8%
Puts
Pseudo strike
78.00
IV
23.1%
B/E move
0.3%

70Δ

Calls
Pseudo strike
76.46
IV
56.5%
B/E move
0.6%
Puts
Pseudo strike
79.94
IV
60.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
76.17
IV
54.8%
B/E move
0.5%
Puts
Pseudo strike
81.92
IV
99.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
75.23
IV
63.0%
B/E move
0.3%
Puts
Pseudo strike
83.91
IV
138.3%
B/E move
0.6%