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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: Estimated on July 9, 2026
OS Projected Window: July 13, 2026 to July 18, 2026
EVR: 3.6
Avg Daily Volume: 7,232,526    Market Cap: 52.2B
Sector: Services    Short Interest: 3.9
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Weekly: 10.45%       Expires on: July 10, 2026
Implied Move Monthly: 11.50%       Expires on: July 17, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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
July 9, 2026 BO None $0.00 @$82.50 $9.55
($83.06)
11.5% -None% -None% $0.00 $0.00
( N/A )
None%
April 8, 2026 BO 3.4 $65.62 @$66.00 $5.70
($65.62)
8.64% 13.06% O 3.74% I $68.08 $4.70
( $68.08 )
-17.54%
Jan. 13, 2026 BO 3.5 $71.03 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 10, 2024 BO 2.0 $47.32 @$47.50

 
 
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