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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Delta Air Lines, Inc. (DAL) - NYSE Next Earnings Date: OS Estimate: July 11, 2018 BO
OS Projected Window: July 7, 2018 to July 20, 2018
EVR: 1.4
Avg Daily Volume: 7.04M    Market Cap: 37.01B
Sector: Services    Short Interest: 1.25
Live Interactive Chart
Days to Next Earnings: 47 Days
Current 7 Day Implied Movement: 2.25%       Theoretical Expires in 7 days


 
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Sample Chart


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    Most Recent DAL Strategy Testing:
    gchang    Closed a long Call position @$42.00 Expires Dec. 16, 2016    PnL: $6,599.99
       Dec. 16, 2016, 4 p.m.
    Eugene    Closed a long Call position @$38.00 Expires Aug. 12, 2016    PnL: -$252.00
       Aug. 12, 2016, 4 p.m.
    Dr.+Jorge+    Closed a long Call position @$33.00 Expires Nov. 7, 2014    PnL: $3,774.99
       Nov. 7, 2014, 4 p.m.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 17

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
April 12, 2018 BO $51.47 4.60% 2.27% 2.19% $52.60 $52.98 3.47% N/A 4.21% 3.43% 2.41%
Jan. 11, 2018 BO $55.86 3.57% 10.41% 2.21% $57.10 $58.52 2.59% 19.75% 5.97% 3.37% 2.19%
Oct. 11, 2017 BO $52.70 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 13, 2017 BO $55.48
April 12, 2017 BO $45.29
Jan. 12, 2017 BO $51.44
July 14, 2016 BO $39.56
April 14, 2016 BO $48.04
Jan. 19, 2016 BO $44.50
Oct. 14, 2015 BO $47.73

 
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