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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: Oct. 10, 2018 BO
OS Projected Window: Oct. 8, 2018 to Oct. 17, 2018
EVR: 1.3
Avg Daily Volume: 6.24M    Market Cap: 37.68B
Sector: Services    Short Interest: 2.39
Live Interactive Chart
Days to Next Earnings: 53 Days
Current 7 Day Implied Movement: 2.33%       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: 18

 
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
July 12, 2018 BO $49.84 4.63% 2.15% 2.12% $50.90 $50.73 2.62% N/A 2.88% 4.08% 3.03%
April 12, 2018 BO $51.17 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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 11, 2017 BO $52.70
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

 
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