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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: OS Estimate: July 10, 2024 BO
OS Projected Window: July 8, 2024 to July 13, 2024
EVR: 1.9
Avg Daily Volume: 11,732,347    Market Cap: 26.07B
Sector: Services    Short Interest: 3.2
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 10, 2024 BO 2.0 $47.32 @$47.50 $3.06
($47.32)
6.44% 4.05% I -2.28% I $46.24 $2.28
( $46.24 )
-25.49%
Jan. 12, 2024 BO 1.8 $42.26 @$42.50 $2.14
($42.26)
5.04% -9.18% O -8.96% O $38.47 $4.06
( $38.47 )
89.72%
Oct. 12, 2023 BO 1.9 $35.98 @$36.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 13, 2023 BO 2.0 $47.95 @$48.00
April 13, 2023 BO 2.0 $33.74 @$33.50
Jan. 13, 2023 BO 1.9 $39.60 @$39.50
Oct. 13, 2022 BO 1.9 $29.21 @$29.00
July 13, 2022 BO 1.7 $31.09 @$31.00
April 13, 2022 BO 1.6 $38.62 @$39.00
Jan. 13, 2022 BO 1.6 $40.61 @$41.00

 
 
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