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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: OS Estimate: Oct. 9, 2025 BO
OS Projected Window: Oct. 6, 2025 to Oct. 11, 2025
EVR: 3.4
Avg Daily Volume: 7,305,156    Market Cap: 39.9B
Sector: Services    Short Interest: 3.03
Live Interactive Chart
Days to Next Earnings: 24 Days
Implied Move Weekly: 9.77%       Expires on: Oct. 10, 2025
Implied Move Monthly: 11.40%       Expires on: Oct. 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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, 2025 BO None $0.00 @$57.50 $6.66
($58.42)
11.4% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 10, 2025 BO 3.0 $50.70 @$51.00 $4.32
($50.70)
8.47% 14.04% O 11.99% O $56.78 $6.08
( $56.78 )
40.74%
April 9, 2025 BO 2.3 $35.88 @$36.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 13, 2023 BO 2.0 $47.95 @$48.00

 
 
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