Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: OS Estimate: Jan. 13, 2027 BO
OS Projected Window: Jan. 11, 2027 to Jan. 16, 2027
EVR: 3.1
Avg Daily Volume: 7,371,575    Market Cap: 54.0B
Sector: Industrials    Short Interest: 3.89
Live Interactive Chart
Days to Next Earnings: 91 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 3.3 $82.14 @$82.00 $5.20
($82.14)
6.34% -3.62% I 0.03% I $82.17 $3.32
( $82.17 )
-36.15%
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US