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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines, Inc. (DAL) - NYSE Next Earnings Date: OS Estimate: July 9, 2020 BO
OS Projected Window: July 9, 2020 to July 14, 2020
EVR: 1.5
Avg Daily Volume: 54,091,487    Market Cap: 14.39B
Sector: Services    Short Interest: 5.27
Live Interactive Chart
Days to Next Earnings: 37 Days
Current 7 Day Implied Movement: 8.69%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
Earnings Date 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 Close Price Straddle @Trade Price Return
April 22, 2020 BO $23.10 @$23.00 $4.75
($23.10)
20.65% -6.36% I $22.47 $4.29
( $22.47 )
-9.68%
Jan. 14, 2020 BO $59.49 @$59.50 $2.12
($59.49)
3.56% 4.63% O $61.45 $2.17
( $61.45 )
2.36%
Oct. 10, 2019 BO $53.92 @$54.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 11, 2019 BO $59.47 @$59.50
April 10, 2019 BO $56.95 @$57.00
Jan. 15, 2019 BO $47.75 @$47.50
Oct. 11, 2018 BO $49.71 @$49.50
July 12, 2018 BO $49.84 @$50.00
April 12, 2018 BO $51.47 @$51.00
Jan. 11, 2018 BO $55.86 @$56.00

 
 
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