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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: OS Estimate: July 9, 2025 BO
OS Projected Window: July 7, 2025 to July 12, 2025
EVR: 3.0
Avg Daily Volume: 14,166,697    Market Cap: 24.1B
Sector: Services    Short Interest: 3.26
Live Interactive Chart
Days to Next Earnings: 76 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
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 9, 2025 BO 2.3 $35.88 @$36.00 $4.77
($35.88)
13.25% 25.39% O 23.38% O $44.27 $8.79
( $44.27 )
84.28%
Jan. 10, 2025 BO 2.0 $61.42 @$61.00 $4.52
($61.42)
7.41% 12.32% O 9.0% O $66.95 $6.18
( $66.95 )
36.73%
Oct. 10, 2024 BO 2.1 $50.98 @$51.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 11, 2024 BO 1.9 $46.86 @$47.00
April 10, 2024 BO 2.0 $47.32 @$47.50
Jan. 12, 2024 BO 1.8 $42.26 @$42.50
Oct. 12, 2023 BO 1.9 $35.98 @$36.00
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

 
 
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