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Implied Movement: Weekly Straddle Tracking History   
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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


 
Tracking Statistics Available: 29
Earnings Date IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
Post Earnings: At Market Close
Pre-ER Close Position Straddle @Trade Price Open High Low Close Max Move I/O Price Straddle @Trade Price Return
Jan. 14, 2021 BO $40.45 @$40.00 $1.73
($40.45)
12.71% 12.71% 4.28% 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)
9.66% 9.66% 6.83% 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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