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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines, Inc. (DAL) - NYSE Next Earnings Date: OS Estimate: April 14, 2021 BO
OS Projected Window: April 4, 2021 to April 17, 2021
EVR: 1.6
Avg Daily Volume: 15,449,708    Market Cap: 17.62B
Sector: Services    Short Interest: 4.27
Live Interactive Chart
Days to Next Earnings: 87 Days
Current 7 Day Implied Movement: 4.72%       Theoretical Expires in 7 days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Jan. 14, 2021 BO $40.45 @$40.00 $1.73
($40.45)
4.33% 5.41% O $41.47 $1.62
( $41.47 )
-6.36%
Oct. 13, 2020 BO $32.64 @$33.00 $2.23
($32.64)
6.76% -3.55% I $31.77 $1.60
( $31.77 )
-28.25%
July 14, 2020 BO $26.82 @$27.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 10, 2019 BO $56.95 @$57.00
Jan. 15, 2019 BO $47.75 @$47.50
Oct. 11, 2018 BO $49.71 @$49.50

 
 
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