Delta Air Lines, Inc.
(DAL)
New York Stock Exchange - Industrials - Airlines, Airports & Air Services
Total Open Interest
Report Date: 2025-04-12
Total Volume
Report Date: 2025-04-12
Earnings
Next Earnings:
2025-07-10
Dividends
Next Dividend:
-
Key Fundamentals
Volume
13,685
Vol 5D
24,076
Vol 20D
15,786
Vol 60D
11,699
52 High
$69.98
52 Low
$34.74
$ Target
$70.60
Mkt Cap
25.4B
Beta
1.23
Profit %
5.91%
Divd %
1.35%
P/E
7.19
Fwd P/E
-
PEG
8.10
RoA
4.73%
RoE
25.79%
RoOM
9.61%
Rev/S
96.17%
P/S
0.43
P/B
1.70
Bk Value
$23.99
EPS
$0.37
EPS Est.
$0.64
EPS Next
$2.66
EV/R
0.64
EV/EB
5.29
F/SO
99.58%
IVol Rank
68
1D
3.86%
5D
9.74%
10D
-6.75%
1M
-6.92%
3M
-38.79%
6M
-19.38%
1Y
-
Open Interest by Expiration
Report Date: 2025-04-12
30D RVOL & IVOL
Report Date: 2025-04-12
Balance Sheet
Report Date:
2025-03-31
Income
Report Date:
2025-03-31
Options Market
Report Date: 2025-04-12
Upcoming OpEx: 2025-04-17
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
Expiration Date | Type | Strike | Open Interest |
---|---|---|---|
2025-04-17 | CALL | 50.0 | 22,762.0 |
2025-04-17 | CALL | 52.5 | 16,625.0 |
2025-04-17 | CALL | 65.0 | 16,184.0 |
2025-04-17 | CALL | 75.0 | 15,886.0 |
2025-04-17 | CALL | 60.0 | 15,414.0 |
2025-04-17 | CALL | 72.5 | 9,148.0 |
2025-04-17 | CALL | 70.0 | 8,965.0 |
2025-04-17 | CALL | 57.5 | 7,730.0 |
2025-04-17 | CALL | 45.0 | 7,248.0 |
2025-04-17 | PUT | 40.0 | 6,695.0 |
2025-04-17 | PUT | 45.0 | 6,122.0 |
2025-04-17 | PUT | 39.0 | 5,761.0 |
2025-04-17 | PUT | 35.5 | 5,350.0 |
2025-04-17 | PUT | 34.5 | 5,191.0 |
2025-04-17 | CALL | 77.5 | 3,742.0 |
2025-04-17 | CALL | 37.5 | 3,294.0 |
2025-04-17 | CALL | 90.0 | 3,162.0 |
2025-04-17 | CALL | 38.0 | 3,097.0 |
2025-04-17 | CALL | 40.0 | 2,969.0 |
2025-04-17 | CALL | 62.5 | 2,952.0 |
Largest OI
Expiration Date | Type | Strike | Open Interest |
---|---|---|---|
2025-04-17 | CALL | 50.0 | 22,762.0 |
2025-05-16 | CALL | 46.0 | 20,863.0 |
2025-04-17 | CALL | 52.5 | 16,625.0 |
2025-05-16 | CALL | 50.0 | 16,266.0 |
2025-04-17 | CALL | 65.0 | 16,184.0 |
2025-04-17 | CALL | 75.0 | 15,886.0 |
2025-04-17 | CALL | 60.0 | 15,414.0 |
2025-06-20 | CALL | 45.0 | 12,464.0 |
2025-06-20 | CALL | 50.0 | 12,284.0 |
2025-05-16 | CALL | 60.0 | 10,742.0 |
2025-09-19 | PUT | 30.0 | 10,661.0 |
2025-06-20 | CALL | 60.0 | 10,582.0 |
2025-06-20 | CALL | 55.0 | 9,675.0 |
2026-01-16 | CALL | 55.0 | 9,263.0 |
2025-04-17 | CALL | 72.5 | 9,148.0 |
2025-04-17 | CALL | 70.0 | 8,965.0 |
2025-12-19 | PUT | 28.0 | 8,920.0 |
2026-01-16 | PUT | 45.0 | 8,506.0 |
2025-06-20 | CALL | 57.5 | 8,493.0 |
2026-01-16 | CALL | 60.0 | 7,905.0 |
Options Table
Probability and Expected Value by Expiration Date
Expiration | Strike | Type | Open Interest | Gamma | P/L | P/L % | Probability | EV |
---|---|---|---|---|---|---|---|---|
2025-04-17 | 30.00 | PUT | 702 | 0.08 | $184.00 | 1673.0% | 0.0% | $0.05 |
2025-04-17 | 31.00 | PUT | 191 | 0.03 | $178.00 | 1047.0% | 0.0% | $0.14 |
2025-04-17 | 32.00 | PUT | 2,025 | 0.54 | $178.00 | 1047.0% | 0.0% | $0.41 |
2025-04-17 | 33.00 | PUT | 735 | 0.28 | $127.00 | 187.0% | 1.0% | $1.02 |
2025-04-17 | 33.50 | PUT | 118 | 0.05 | $173.00 | 786.0% | 1.0% | $1.86 |
2025-04-17 | 34.00 | PUT | 273 | 0.14 | $171.00 | 713.0% | 2.0% | $3.21 |
2025-04-17 | 34.50 | PUT | 5,191 | 3.00 | $165.00 | 550.0% | 3.0% | $5.21 |
2025-04-17 | 35.00 | PUT | 1,909 | 1.24 | $164.00 | 529.0% | 4.0% | $6.62 |
2025-04-17 | 35.50 | PUT | 5,350 | 3.93 | $159.00 | 442.0% | 6.0% | $10.23 |
2025-04-17 | 36.00 | PUT | 812 | 0.67 | $154.00 | 376.0% | 10.0% | $15.24 |
2025-04-17 | 36.50 | PUT | 489 | 0.46 | $149.00 | 324.0% | 12.0% | $18.05 |
2025-04-17 | 37.00 | PUT | 1,025 | 1.04 | $121.00 | 164.0% | 18.0% | $21.42 |
2025-04-17 | 37.50 | PUT | 265 | 0.30 | $112.00 | 135.0% | 25.0% | $28.02 |
2025-04-17 | 38.00 | PUT | 1,122 | 1.36 | $95.00 | 95.0% | 29.0% | $27.90 |
2025-04-17 | 38.50 | PUT | 751 | 1.01 | $95.00 | 95.0% | 40.0% | $37.56 |
2025-04-17 | 39.00 | PUT | 5,761 | 8.66 | $77.00 | 65.0% | 52.0% | $39.71 |
2025-04-17 | 39.50 | PUT | 63 | 0.10 | $63.00 | 48.0% | 58.0% | $36.69 |
2025-04-17 | 40.00 | PUT | 6,695 | 12.20 | $63.00 | 48.0% | 73.0% | $45.76 |
2025-04-17 | 40.50 | PUT | 18 | 0.03 | $-9.00 | -4.0% | 88.0% | $-7.93 |
2025-04-17 | 41.00 | CALL | 1,161 | 2.20 | $22.00 | 13.0% | 96.0% | $21.12 |
2025-04-17 | 41.50 | CALL | 186 | 0.34 | $37.00 | 24.0% | 80.0% | $29.70 |
2025-04-17 | 42.00 | CALL | 1,164 | 2.27 | $64.00 | 51.0% | 65.0% | $41.77 |
2025-04-17 | 42.50 | CALL | 949 | 1.86 | $95.00 | 100.0% | 58.0% | $55.32 |
2025-04-17 | 43.00 | CALL | 2,113 | 3.87 | $115.00 | 153.0% | 45.0% | $52.12 |
2025-04-17 | 43.50 | CALL | 2,125 | 3.71 | $129.00 | 211.0% | 34.0% | $44.13 |
2025-04-17 | 44.00 | CALL | 651 | 1.02 | $141.00 | 288.0% | 29.0% | $41.41 |
2025-04-17 | 44.50 | CALL | 1,435 | 2.01 | $152.00 | 400.0% | 21.0% | $32.12 |
2025-04-17 | 45.00 | CALL | 7,248 | 8.97 | $162.00 | 579.0% | 15.0% | $23.82 |
2025-04-17 | 45.50 | CALL | 175 | 0.19 | $147.00 | 342.0% | 12.0% | $17.81 |
2025-04-17 | 46.00 | CALL | 1,310 | 1.14 | $171.00 | 900.0% | 8.0% | $13.70 |
2025-04-17 | 46.50 | CALL | 708 | 0.56 | $176.00 | 1257.0% | 5.0% | $9.01 |
2025-04-17 | 47.00 | CALL | 347 | 0.23 | $175.00 | 1167.0% | 4.0% | $7.06 |
2025-04-17 | 47.50 | CALL | 266 | 0.14 | $179.00 | 1627.0% | 2.0% | $4.38 |
2025-04-17 | 48.00 | CALL | 288 | 0.13 | $178.00 | 1483.0% | 1.0% | $2.54 |
2025-04-17 | 48.50 | CALL | 2,129 | 0.76 | $145.00 | 322.0% | 1.0% | $1.56 |
2025-04-17 | 49.00 | CALL | 237 | 0.07 | $145.00 | 322.0% | 1.0% | $0.86 |
2025-04-17 | 49.50 | CALL | 1,006 | 0.23 | $62.00 | 48.0% | 0.0% | $0.20 |
2025-04-17 | 50.00 | CALL | 22,762 | 4.01 | $185.00 | 3700.0% | 0.0% | $0.30 |
2025-04-17 | 51.00 | CALL | 503 | 0.05 | $165.00 | 660.0% | 0.0% | $0.09 |
2025-04-17 | 52.00 | CALL | 173 | 0.01 | $173.00 | 1018.0% | 0.0% | $0.03 |
2025-04-17 | 52.50 | CALL | 16,625 | 0.73 | $187.00 | 6233.0% | 0.0% | $0.01 |
Call/Put Open Interest and Volatility Skew
Vega