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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: Estimated on April 8, 2026
OS Projected Window: April 13, 2026 to April 18, 2026
EVR: 3.4
Avg Daily Volume: 8,070,437    Market Cap: 45.1B
Sector: Services    Short Interest: 2.44
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
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 $4.98
($57.12)
8.74% 9.01% O 4.28% I $59.57 $3.68
( $59.57 )
-26.1%
July 10, 2025 BO 3.0 $50.70 @$51.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 12, 2023 BO 1.9 $35.98 @$36.00

 
 
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