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Delta Air Lines Inc DAL

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-16T00:14:42.307Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:53:13.778251612Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T00:14:40.990171+00:00

Share price$77.98
1D+2.1%
AH$75.43$76.16$76.90$77.63$78.365:30 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$0.58$3.38$6.17$8.97$11.77$64.95$71.17$77.38$83.60$89.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAL spot · $77.98DAL PRICE$0.88$1.17$1.50$1.86$2.26$2.68$3.20$3.71$4.33$4.98$5.77$6.69$7.33$1.01$1.34$1.70$2.10$2.52$2.98$3.55$4.13$4.90$5.73$6.69$7.71$10.96
PutsCheap0.80×
CallsCheap0.89×
SkewNeutral+0.25 pp
Implied moveBearish±$6.75
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.1433.7%11.6%71.8134.6%9.2%
25Δ84.5633.6%9.9%73.1634.5%7.9%
30Δ83.2733.7%8.7%74.3834.2%6.8%
35Δ82.0533.9%7.6%75.5434.0%5.8%
40Δ80.9334.1%6.7%76.6233.7%5.0%
45Δ79.8134.3%5.8%77.6933.4%4.2%
50Δ78.7534.6%5.1%78.7433.6%3.6%
55Δ77.6834.9%4.4%79.7833.7%3.0%
60Δ76.5835.0%3.8%80.9534.1%2.5%
65Δ75.4735.1%3.2%82.1434.6%2.0%
70Δ74.2635.4%2.6%83.4534.8%1.6%
75Δ72.9835.9%2.2%84.8134.8%1.1%
80Δ71.9834.0%1.7%88.2141.7%0.9%

20Δ

Calls
Pseudo strike
86.14
IV
33.7%
B/E move
11.6%
Puts
Pseudo strike
71.81
IV
34.6%
B/E move
9.2%

25Δ

Calls
Pseudo strike
84.56
IV
33.6%
B/E move
9.9%
Puts
Pseudo strike
73.16
IV
34.5%
B/E move
7.9%

30Δ

Calls
Pseudo strike
83.27
IV
33.7%
B/E move
8.7%
Puts
Pseudo strike
74.38
IV
34.2%
B/E move
6.8%

35Δ

Calls
Pseudo strike
82.05
IV
33.9%
B/E move
7.6%
Puts
Pseudo strike
75.54
IV
34.0%
B/E move
5.8%

40Δ

Calls
Pseudo strike
80.93
IV
34.1%
B/E move
6.7%
Puts
Pseudo strike
76.62
IV
33.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
79.81
IV
34.3%
B/E move
5.8%
Puts
Pseudo strike
77.69
IV
33.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
78.75
IV
34.6%
B/E move
5.1%
Puts
Pseudo strike
78.74
IV
33.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
77.68
IV
34.9%
B/E move
4.4%
Puts
Pseudo strike
79.78
IV
33.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
76.58
IV
35.0%
B/E move
3.8%
Puts
Pseudo strike
80.95
IV
34.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
75.47
IV
35.1%
B/E move
3.2%
Puts
Pseudo strike
82.14
IV
34.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
74.26
IV
35.4%
B/E move
2.6%
Puts
Pseudo strike
83.45
IV
34.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
72.98
IV
35.9%
B/E move
2.2%
Puts
Pseudo strike
84.81
IV
34.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
71.98
IV
34.0%
B/E move
1.7%
Puts
Pseudo strike
88.21
IV
41.7%
B/E move
0.9%