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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: Oct. 9, 2026 BO
EVR: 3.3
Avg Daily Volume: 6,169,382    Market Cap: 52.4B
Sector: Industrials    Short Interest: 3.84
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Weekly: 8.60%       Expires on: Oct. 9, 2026
Implied Move Monthly: 9.01%       Expires on: Oct. 16, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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
Oct. 9, 2026 BO None $0.00 @$83.00 $7.46
($82.76)
9.01% -None% -None% $0.00 $0.00
( N/A )
None%
July 10, 2026 BO 3.6 $89.00 @$89.00 $6.05
($89.00)
6.8% -4.1% I -1.8% I $87.39 $4.09
( $87.39 )
-32.4%
April 8, 2026 BO 3.4 $65.62 @$66.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 13, 2026 BO 3.5 $71.03 @$70.00
Oct. 9, 2025 BO 3.4 $57.12 @$57.00
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

 
 
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