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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: OS Estimate: July 15, 2026 BO
OS Projected Window: July 13, 2026 to July 18, 2026
EVR: 3.6
Avg Daily Volume: 12,299,329    Market Cap: 45.0B
Sector: Services    Short Interest: 3.49
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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 8, 2026 BO 3.4 $65.62 @$66.00 $5.70
($65.62)
8.64% 13.06% O 3.74% I $68.08 $4.70
( $68.08 )
-17.54%
Jan. 13, 2026 BO 3.5 $71.03 @$70.00 $7.62
($71.03)
10.89% -4.12% I -2.39% I $69.33 $6.35
( $69.33 )
-16.67%
Oct. 9, 2025 BO 3.4 $57.12 @$57.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 10, 2025 BO 3.0 $50.70 @$51.00
April 9, 2025 BO 2.3 $35.88 @$36.00
Jan. 10, 2025 BO 2.0 $61.42 @$61.00
Oct. 10, 2024 BO 2.1 $50.98 @$51.00
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

 
 
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