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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: 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: 88 Days
Current 7 Day Implied Movement: 4.72%       Theoretical Expires in 7 days


 
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Sample Chart


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Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 28

 
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
Jan. 14, 2021 BO $40.45 5.78% N/A 1.87% $41.21 $41.47 N/A N/A 5.41% 9.13% N/A
Oct. 13, 2020 BO $32.64 7.31% 4.38% -2.26% $31.90 $31.77 N/A N/A -3.55% 11.52% N/A
July 14, 2020 BO $26.82 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 22, 2020 BO $23.10
Jan. 14, 2020 BO $59.49
Oct. 10, 2019 BO $53.92
July 11, 2019 BO $59.47
April 10, 2019 BO $56.95
Jan. 15, 2019 BO $47.75
Oct. 11, 2018 BO $49.71

 
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