DAL
Delta Air Lines, Inc.Industrials$66.76
◆ Neutral
Mkt Cap: $43.60B|Float: 645.0M|SI: 2.6%|DTC: 1.3
Data as of market close Apr 2, 2026
IV Rank
58
IV Pctl
44%
HV 20d
4176.0%
52W Range
$34-$76
ATR(14)
$2.58
Exp. Move
±7.9%
P/C Ratio
0.63
Earnings
Apr 8
GEX Positive
DEX Long
Net Put Premium
IV Moderate
Max Pain Below
Exp. Move Wide
Low Put/Call
DAL Key Options Data
- IV Rank
- 58.2%
- Total GEX
- $0.04B
- Total DEX
- $23.0M
- Max Pain
- $62.00
- Expected Move
- ±7.9%
- Put/Call OI
- 0.63
- Net Premium
- $-9.9M
- Spot Price
- $66.76
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-10 | 8 | ±$5.30 | ±7.9% | $61.46 | $72.06 |
| 2026-04-17 | 15 | ±$6.53 | ±9.8% | $60.23 | $73.29 |
| 2026-04-24 | 22 | ±$6.85 | ±10.3% | $59.91 | $73.61 |
| 2026-05-01 | 29 | ±$8.35 | ±12.5% | $58.41 | $75.11 |
| 2026-05-08 | 36 | ±$3.81 | ±5.7% | $62.95 | $70.57 |
| 2026-05-15 | 43 | ±$9.47 | ±14.2% | $57.29 | $76.24 |
Explore DAL options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.