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Delta Air Lines Inc DAL

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-15T20:32:56.111Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:18.470871236Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:32:55.572561+00:00

Share price$77.90
1D+1.8%
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$1.87$3.74$5.61$7.48$75.07$76.51$77.95$79.39$80.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $77.90OPTION PRICELive DAL spot · $77.90DAL PRICE$0.76$0.31$0.32$0.40$0.48$0.56$0.67$0.82$0.97$1.17$1.37$1.57$1.77$0.17$0.22$0.28$0.33$0.40$0.48$0.55$0.67$0.81$0.95$1.10$1.24$6.94
PutsCheap0.79×
CallsExpensive1.15×
SkewBullish-14.50 pp
Implied moveBullish±$1.22
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.71216.8%13.6%76.6136.5%1.9%
25Δ80.0661.5%3.2%76.9236.0%1.5%
30Δ78.8140.2%1.6%77.1635.1%1.3%
35Δ78.5940.3%1.4%77.3734.2%1.1%
40Δ78.3640.4%1.2%77.5733.6%0.9%
45Δ78.1440.5%1.0%77.7533.5%0.8%
50Δ77.9241.2%0.9%77.9233.4%0.7%
55Δ77.7043.0%0.8%78.1133.7%0.6%
60Δ77.4744.8%0.7%78.3134.2%0.5%
65Δ77.1946.5%0.6%78.5234.8%0.4%
70Δ76.9248.3%0.5%78.7335.3%0.3%
75Δ76.6450.1%0.4%78.9335.9%0.3%
80Δ76.3751.8%0.3%84.20160.7%0.8%

20Δ

Calls
Pseudo strike
87.71
IV
216.8%
B/E move
13.6%
Puts
Pseudo strike
76.61
IV
36.5%
B/E move
1.9%

25Δ

Calls
Pseudo strike
80.06
IV
61.5%
B/E move
3.2%
Puts
Pseudo strike
76.92
IV
36.0%
B/E move
1.5%

30Δ

Calls
Pseudo strike
78.81
IV
40.2%
B/E move
1.6%
Puts
Pseudo strike
77.16
IV
35.1%
B/E move
1.3%

35Δ

Calls
Pseudo strike
78.59
IV
40.3%
B/E move
1.4%
Puts
Pseudo strike
77.37
IV
34.2%
B/E move
1.1%

40Δ

Calls
Pseudo strike
78.36
IV
40.4%
B/E move
1.2%
Puts
Pseudo strike
77.57
IV
33.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
78.14
IV
40.5%
B/E move
1.0%
Puts
Pseudo strike
77.75
IV
33.5%
B/E move
0.8%

50Δ

Calls
Pseudo strike
77.92
IV
41.2%
B/E move
0.9%
Puts
Pseudo strike
77.92
IV
33.4%
B/E move
0.7%

55Δ

Calls
Pseudo strike
77.70
IV
43.0%
B/E move
0.8%
Puts
Pseudo strike
78.11
IV
33.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
77.47
IV
44.8%
B/E move
0.7%
Puts
Pseudo strike
78.31
IV
34.2%
B/E move
0.5%

65Δ

Calls
Pseudo strike
77.19
IV
46.5%
B/E move
0.6%
Puts
Pseudo strike
78.52
IV
34.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
76.92
IV
48.3%
B/E move
0.5%
Puts
Pseudo strike
78.73
IV
35.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
76.64
IV
50.1%
B/E move
0.4%
Puts
Pseudo strike
78.93
IV
35.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
76.37
IV
51.8%
B/E move
0.3%
Puts
Pseudo strike
84.20
IV
160.7%
B/E move
0.8%