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Implied Movement: Weekly Straddle Tracking History   
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Delta Air Lines (DAL) - NYSE Next Earnings Date: OS Estimate: Jan. 13, 2022 BO
OS Projected Window: Jan. 11, 2022 to Jan. 16, 2022
EVR: 1.6
Avg Daily Volume: 11,502,322    Market Cap: 27.64B
Sector: Services    Short Interest: 3.88
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Tracking Statistics Available: 32
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
Oct. 13, 2021 BO $43.54 @$44.00 $1.56
($43.54)
6.34% 6.34% 3.58% 3.55% -6.08% O $41.03 $2.99
($41.03)
91.67%
July 14, 2021 BO $41.33 @$41.00 $1.67
($41.33)
6.38% 6.38% 4.04% 4.07% -2.92% I $40.68 $0.94
($40.68)
-43.71%
April 15, 2021 BO $48.17 @$48.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 14, 2021 BO $40.45 @$40.00
Oct. 13, 2020 BO $32.64 @$33.00
July 14, 2020 BO $26.82 @$27.00
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


 
 
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