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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: April 9, 2025 BO
EVR: 2.3
Avg Daily Volume: 12,389,373    Market Cap: 34.4B
Sector: Services    Short Interest: 4.09
Live Interactive Chart
Days to Next Earnings: 9 Days
Implied Move Weekly: 9.50%       Expires on: April 11, 2025
Implied Move Monthly: 10.71%       Expires on: April 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 63
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 9, 2025 BO None $0.00 @$43.50 $4.67
($43.60)
10.71% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 10, 2025 BO 2.0 $61.42 @$61.00 $4.52
($61.42)
7.41% 12.32% O 9.0% O $66.95 $6.18
( $66.95 )
36.73%
Oct. 10, 2024 BO 2.1 $50.98 @$51.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 11, 2024 BO 1.9 $46.86 @$47.00
April 10, 2024 BO 2.0 $47.32 @$47.50
Jan. 12, 2024 BO 1.8 $42.26 @$42.50
Oct. 12, 2023 BO 1.9 $35.98 @$36.00
July 13, 2023 BO 2.0 $47.95 @$48.00
April 13, 2023 BO 2.0 $33.74 @$33.50
Jan. 13, 2023 BO 1.9 $39.60 @$39.50

 
 
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