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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: OS Estimate: Jan. 13, 2022 BO
OS Projected Window: Jan. 10, 2022 to Jan. 15, 2022
EVR: 1.6
Avg Daily Volume: 13,096,158    Market Cap: 23.19B
Sector: Services    Short Interest: 3.46
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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
Oct. 13, 2021 BO $43.54 @$44.00 $1.56
($43.54)
3.55% -6.08% O $41.03 $2.99
( $41.03 )
91.67%
July 14, 2021 BO $41.33 @$41.00 $1.67
($41.33)
4.07% -2.92% I $40.68 $0.94
( $40.68 )
-43.71%
April 15, 2021 BO $48.17 @$48.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 14, 2021 BO $40.45 @$40.00
Oct. 13, 2020 BO $32.64 @$33.00
July 14, 2020 BO $26.82 @$27.00
April 22, 2020 BO $23.10 @$23.00
Jan. 14, 2020 BO $59.49 @$59.50
Oct. 10, 2019 BO $53.92 @$54.00
July 11, 2019 BO $59.47 @$59.50

 
 
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