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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Delta Air Lines (DAL) - NYSE Next Earnings Date: Estimated on Jan. 10, 2025
OS Projected Window: Jan. 13, 2025 to Jan. 18, 2025
EVR: 2.0
Avg Daily Volume: 8,727,429    Market Cap: 28.58B
Sector: Services    Short Interest: 5.35
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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
Oct. 10, 2024 BO 2.1 $50.98 @$51.00 $3.83
($50.98)
7.51% -3.31% I -1.35% I $50.29 $2.12
( $50.29 )
-44.65%
July 11, 2024 BO 1.9 $46.86 @$47.00 $3.80
($46.86)
8.09% -10.0% O -3.99% I $44.99 $2.38
( $44.99 )
-37.37%
April 10, 2024 BO 2.0 $47.32 @$47.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 13, 2022 BO 1.9 $29.21 @$29.00
July 13, 2022 BO 1.7 $31.09 @$31.00

 
 
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