DAL
Delta Air Lines, Inc.Close $85.70EOD onlyThis page reflects DAL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 45.00 | 43.72 | 40.35 | 42.85 | 0.00 | 2 | 6 | 425.6% | 0.969 | 0.0021 | -0.392 | 0.005 | 0.003 |
| 50.00 | 38.63 | 35.25 | 37.45 | 0.00 | 2 | 7 | 339.5% | 0.972 | 0.0025 | -0.291 | 0.005 | 0.004 |
| 55.00 | 31.59 | 30.25 | 32.55 | -1.97 | 5 | 4 | 293.9% | 0.964 | 0.0035 | -0.307 | 0.006 | 0.004 |
| 60.00 | 28.77 | 25.30 | 27.25 | 0.00 | 6 | 41 | 234.8% | 0.963 | 0.0045 | -0.254 | 0.006 | 0.005 |
| 70.00 | 16.64 | 15.25 | 17.85 | -2.21 | 6 | 102 | 168.5% | 0.920 | 0.0114 | -0.332 | 0.012 | 0.005 |
| 72.50 | 13.75 | 13.05 | 14.45 | -2.07 | 1 | 126 | 128.9% | 0.932 | 0.0131 | -0.226 | 0.010 | 0.005 |
| 73.00 | 13.59 | 11.80 | 14.85 | -1.80 | 3 | 3 | 129.7% | 0.923 | 0.0143 | -0.250 | 0.011 | 0.005 |
| 74.00 | 12.43 | 10.45 | 13.85 | -2.21 | 6 | 5 | 110.6% | 0.935 | 0.0147 | -0.189 | 0.010 | 0.006 |
| 75.00 | 11.50 | 9.85 | 12.30 | -2.22 | 2 | 97 | 98.0% | 0.939 | 0.0158 | -0.161 | 0.009 | 0.006 |
| 77.00 | 9.48 | 7.90 | 10.00 | -2.35 | 3 | 4 | 74.8% | 0.947 | 0.0186 | -0.113 | 0.008 | 0.006 |
| 77.50 | 9.00 | 8.00 | 9.85 | -2.41 | 3 | 63 | 98.1% | 0.881 | 0.0261 | -0.261 | 0.015 | 0.005 |
| 78.00 | 8.57 | 6.50 | 9.85 | -2.27 | 7 | 2 | 81.4% | 0.906 | 0.0265 | -0.185 | 0.013 | 0.006 |
| 79.00 | 9.90 | 6.35 | 8.25 | 0.00 | 2 | 11 | 79.8% | 0.878 | 0.0326 | -0.217 | 0.016 | 0.006 |
| 80.00 | 6.53 | 5.55 | 6.40 | -1.47 | 4 | 191 | 55.3% | 0.920 | 0.0346 | -0.115 | 0.012 | 0.006 |
| 81.00 | 7.81 | 4.35 | 6.50 | 0.00 | 2 | 19 | 68.1% | 0.829 | 0.0480 | -0.232 | 0.020 | 0.005 |
| 82.00 | 7.03 | 3.05 | 5.15 | 0.00 | 2 | 34 | 83.9% | 0.733 | 0.0504 | -0.364 | 0.026 | 0.005 |
| 82.50 | 5.75 | 3.15 | 4.60 | 0.00 | 7 | 123 | 52.7% | 0.796 | 0.0692 | -0.201 | 0.022 | 0.005 |
| 83.00 | 5.04 | 2.66 | 3.95 | 0.00 | 22 | 73 | 66.9% | 0.713 | 0.0654 | -0.302 | 0.026 | 0.005 |
| 84.00 | 2.60 | 1.75 | 3.10 | -2.35 | 14 | 200 | 60.5% | 0.655 | 0.0784 | -0.295 | 0.029 | 0.004 |
| 85.00 | 2.06 | 1.33 | 2.03 | -1.53 | 19 | 822 | 46.5% | 0.589 | 0.1077 | -0.240 | 0.030 | 0.004 |
| 86.00 | 1.12 | 0.62 | 1.47 | -1.24 | 57 | 191 | 45.1% | 0.477 | 0.1137 | -0.237 | 0.031 | 0.003 |
| 87.00 | 0.68 | 0.48 | 0.72 | -1.16 | 97 | 424 | 35.1% | 0.328 | 0.1326 | -0.167 | 0.028 | 0.002 |
| 87.50 | 0.72 | 0.36 | 0.70 | -0.73 | 109 | 537 | 39.4% | 0.290 | 0.1119 | -0.177 | 0.027 | 0.002 |
| 88.00 | 0.42 | 0.25 | 0.57 | -1.07 | 99 | 1,121 | 39.6% | 0.239 | 0.1008 | -0.161 | 0.024 | 0.002 |
| 89.00 | 0.28 | 0.08 | 0.33 | -0.47 | 58 | 117 | 38.5% | 0.146 | 0.0764 | -0.115 | 0.018 | 0.001 |
| 90.00 | 0.11 | 0.07 | 0.13 | -0.33 | 225 | 3,213 | 34.6% | 0.062 | 0.0457 | -0.056 | 0.010 | 0.000 |
| 91.00 | 0.05 | 0.03 | 0.06 | -0.29 | 23 | 277 | 34.0% | 0.027 | 0.0239 | -0.028 | 0.005 | 0.000 |
| 92.00 | 0.02 | 0.02 | 0.10 | -0.18 | 163 | 649 | 43.2% | 0.037 | 0.0242 | -0.046 | 0.006 | 0.000 |
| 92.50 | 0.02 | 0.01 | 0.10 | -0.12 | 84 | 1,682 | 45.7% | 0.035 | 0.0217 | -0.046 | 0.006 | 0.000 |
| 93.00 | 0.04 | 0.00 | 0.08 | -0.06 | 6,545 | 6,918 | 46.1% | 0.027 | 0.0174 | -0.037 | 0.005 | 0.000 |
| 94.00 | 0.01 | 0.01 | 0.10 | -0.09 | 27 | 361 | 53.1% | 0.030 | 0.0163 | -0.046 | 0.005 | 0.000 |
| 95.00 | 0.01 | 0.00 | 0.02 | -0.02 | 6,611 | 7,943 | 44.5% | 0.006 | 0.0048 | -0.010 | 0.001 | 0.000 |
| 96.00 | 0.01 | 0.00 | 0.26 | 0.00 | 1 | 278 | 65.8% | 0.031 | 0.0137 | -0.060 | 0.005 | 0.000 |
| 97.00 | 0.01 | 0.00 | 0.14 | -0.01 | 2 | 198 | 62.9% | 0.016 | 0.0083 | -0.033 | 0.003 | 0.000 |
| 97.50 | 0.12 | 0.00 | 0.01 | 0.04 | 1 | 575 | 50.0% | 0.002 | 0.0020 | -0.005 | 0.001 | 0.000 |
| 98.00 | 0.39 | 0.00 | 0.43 | 0.38 | 4 | 80 | 83.4% | 0.042 | 0.0138 | -0.097 | 0.007 | 0.000 |
| 99.00 | 0.01 | 0.00 | 0.23 | 0.00 | 35 | 70 | 77.7% | 0.022 | 0.0088 | -0.054 | 0.004 | 0.000 |
| 100.00 | 0.01 | 0.00 | 0.03 | -0.01 | 4 | 1,998 | 60.9% | 0.003 | 0.0019 | -0.007 | 0.001 | 0.000 |
| 101.00 | 0.01 | - | 0.75 | 0.00 | 0 | 155 | 132.7% | 0.096 | 0.0166 | -0.295 | 0.013 | 0.001 |
| 102.00 | 0.05 | 0.00 | 0.55 | 0.00 | 0 | 210 | 107.4% | 0.041 | 0.0106 | -0.123 | 0.007 | 0.000 |
| 103.00 | 0.01 | - | 0.08 | 0.00 | 0 | 158 | 89.1% | 0.013 | 0.0048 | -0.038 | 0.003 | 0.000 |
| 105.00 | 0.01 | 0.00 | 0.02 | 0.00 | 2 | 2,686 | 73.4% | 0.001 | 0.0007 | -0.004 | 0.000 | 0.000 |
| 110.00 | 0.01 | 0.00 | 0.02 | 0.00 | 4 | 104 | 89.1% | 0.001 | 0.0006 | -0.004 | 0.000 | 0.000 |
| 115.00 | 0.04 | 0.00 | 0.01 | 0.00 | 4 | 47 | 96.9% | 0.000 | 0.0002 | -0.002 | 0.000 | 0.000 |
| 120.00 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 116 | 115.6% | 0.001 | 0.0003 | -0.004 | 0.000 | 0.000 |
| 125.00 | 0.25 | 0.00 | 2.13 | 0.24 | 1 | 39 | 260.5% | 0.070 | 0.0066 | -0.452 | 0.010 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 45.00 | 0.01 | - | 0.02 | 0.00 | 2 | 3 | 234.4% | -0.001 | 0.0002 | -0.009 | 0.000 | -0.000 |
| 60.00 | 0.01 | 0.00 | 0.01 | 0.00 | 53 | 290 | 118.8% | -0.000 | 0.0001 | -0.002 | 0.000 | -0.000 |
| 65.00 | 0.07 | 0.00 | 0.02 | 0.05 | 52 | 684 | 99.2% | -0.001 | 0.0004 | -0.004 | 0.000 | -0.000 |
| 70.00 | 0.01 | 0.00 | 0.02 | 0.00 | 1 | 464 | 75.0% | -0.001 | 0.0007 | -0.004 | 0.000 | -0.000 |
| 72.50 | 0.04 | 0.00 | 0.08 | 0.01 | 18 | 611 | 75.8% | -0.007 | 0.0032 | -0.018 | 0.001 | -0.000 |
| 73.00 | 0.09 | 0.00 | 0.16 | 0.00 | 1 | 43 | 81.6% | -0.014 | 0.0055 | -0.037 | 0.003 | -0.000 |
| 74.00 | 0.04 | 0.00 | 0.10 | 0.00 | 1 | 13 | 70.3% | -0.010 | 0.0047 | -0.023 | 0.002 | -0.000 |
| 75.00 | 0.14 | 0.00 | 0.09 | 0.00 | 2 | 3,360 | 63.7% | -0.010 | 0.0052 | -0.021 | 0.002 | -0.000 |
| 76.00 | 0.06 | 0.00 | 0.10 | 0.00 | 4 | 14 | 59.4% | -0.012 | 0.0067 | -0.023 | 0.002 | -0.000 |
| 77.00 | 0.05 | 0.00 | 0.14 | 0.00 | 19 | 237 | 57.0% | -0.018 | 0.0099 | -0.032 | 0.003 | -0.000 |
| 77.50 | 0.13 | 0.00 | 0.20 | 0.12 | 37 | 533 | 58.0% | -0.026 | 0.0133 | -0.045 | 0.005 | -0.000 |
| 78.00 | 0.07 | 0.00 | 0.10 | -0.02 | 6 | 64 | 54.9% | -0.027 | 0.0147 | -0.044 | 0.005 | -0.000 |
| 79.00 | 0.03 | 0.00 | 0.01 | 0.00 | 99 | 149 | 33.6% | -0.003 | 0.0040 | -0.005 | 0.001 | -0.000 |
| 80.00 | 0.01 | 0.00 | 0.04 | -0.01 | 44 | 967 | 35.7% | -0.016 | 0.0142 | -0.018 | 0.003 | -0.000 |
| 81.00 | 0.05 | 0.02 | 0.08 | -0.01 | 86 | 257 | 34.8% | -0.035 | 0.0284 | -0.034 | 0.006 | -0.000 |
| 82.00 | 0.07 | 0.03 | 0.15 | 0.02 | 10 | 235 | 33.8% | -0.071 | 0.0518 | -0.059 | 0.011 | -0.001 |
| 82.50 | 0.16 | 0.07 | 0.27 | 0.03 | 66 | 1,780 | 36.5% | -0.120 | 0.0704 | -0.093 | 0.016 | -0.001 |
| 83.00 | 0.18 | 0.15 | 0.22 | 0.10 | 11 | 1,131 | 30.4% | -0.117 | 0.0834 | -0.076 | 0.015 | -0.001 |
| 84.00 | 0.40 | 0.28 | 0.50 | 0.20 | 55 | 325 | 32.6% | -0.241 | 0.1228 | -0.129 | 0.024 | -0.002 |
| 85.00 | 0.68 | 0.68 | 0.81 | 0.28 | 59 | 2,254 | 31.6% | -0.377 | 0.1548 | -0.152 | 0.030 | -0.003 |
| 86.00 | 1.06 | 1.08 | 1.31 | 0.41 | 64 | 342 | 32.2% | -0.537 | 0.1589 | -0.160 | 0.031 | -0.004 |
| 87.00 | 1.68 | 1.14 | 2.07 | 0.90 | 34 | 1,071 | 36.6% | -0.665 | 0.1282 | -0.166 | 0.028 | -0.005 |
| 87.50 | 1.97 | 1.32 | 2.40 | 0.87 | 75 | 3,515 | 36.1% | -0.728 | 0.1182 | -0.148 | 0.026 | -0.005 |
| 88.00 | 2.32 | 1.62 | 2.89 | 1.06 | 20 | 402 | 40.3% | -0.757 | 0.1000 | -0.155 | 0.024 | -0.006 |
| 89.00 | 3.15 | 2.39 | 3.60 | 1.15 | 16 | 183 | 37.2% | -0.863 | 0.0760 | -0.097 | 0.017 | -0.006 |
| 90.00 | 3.94 | 3.55 | 4.55 | 1.56 | 41 | 655 | 41.6% | -0.898 | 0.0551 | -0.086 | 0.014 | -0.007 |
| 91.00 | 5.01 | 3.70 | 5.90 | 1.70 | 12 | 391 | 64.1% | -0.841 | 0.0487 | -0.192 | 0.019 | -0.006 |
| 92.00 | 6.10 | 4.70 | 7.25 | 2.99 | 25 | 611 | 84.9% | -0.810 | 0.0411 | -0.289 | 0.021 | -0.006 |
| 92.50 | 6.45 | 5.05 | 7.90 | 2.33 | 3 | 917 | 94.1% | -0.802 | 0.0381 | -0.330 | 0.022 | -0.006 |
| 93.00 | 6.90 | 5.70 | 8.65 | 3.62 | 14 | 72 | 106.7% | -0.786 | 0.0351 | -0.394 | 0.023 | -0.006 |
| 94.00 | 7.90 | 7.70 | 8.70 | 3.00 | 8 | 232 | 74.2% | -0.909 | 0.0284 | -0.147 | 0.013 | -0.007 |
| 95.00 | 8.99 | 7.25 | 10.60 | 1.29 | 9 | 471 | 119.5% | -0.814 | 0.0288 | -0.405 | 0.021 | -0.007 |
| 96.00 | 9.98 | 9.75 | 10.50 | 5.13 | 2 | 0 | 72.3% | -0.955 | 0.0169 | -0.078 | 0.007 | -0.008 |
| 97.00 | 11.00 | 9.45 | 12.55 | 2.47 | 4 | 0 | 131.2% | -0.836 | 0.0242 | -0.410 | 0.019 | -0.007 |
| 97.50 | 8.99 | 11.25 | 12.10 | 0.00 | 1 | 2 | 87.4% | -0.943 | 0.0168 | -0.118 | 0.009 | -0.008 |
| 100.00 | 13.43 | 12.20 | 14.60 | 1.43 | 3 | 0 | 99.9% | -0.951 | 0.0131 | -0.120 | 0.008 | -0.008 |
| 105.00 | 18.47 | 18.00 | 19.60 | -0.58 | 1 | 1 | 123.0% | -0.961 | 0.0088 | -0.123 | 0.007 | -0.008 |
| 115.00 | 23.65 | 27.50 | 29.55 | 0.00 | 2 | 0 | 158.4% | -0.976 | 0.0046 | -0.103 | 0.004 | -0.009 |
| 120.00 | 28.35 | 32.55 | 34.55 | 0.00 | 2 | 0 | 176.2% | -0.979 | 0.0037 | -0.103 | 0.004 | -0.010 |
| 125.00 | 33.10 | 37.45 | 39.55 | 0.00 | 2 | 0 | 193.0% | -0.981 | 0.0031 | -0.103 | 0.004 | -0.010 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.