DAL option chain Delta Air Lines, Inc.
Cboe delayed options data · as of 12:35 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.3% (68.88–82.92) · ATM IV 37.6% · P/C open interest 0.34
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 23.75 | 27.70 | 16 | 65.5% | 0.99 | 0.0016 | -0.004 | 50 | 0 | 2.13 | 64 | 108.5% | -0.01 | 0.0017 | -0.004 | ||
| 19.65 | 22.10 | 21 | 60.8% | 0.98 | 0.0036 | -0.007 | 55 | 0 | 0.3900 | 431 | 59.4% | -0.02 | 0.0036 | -0.007 | ||
| 15.30 | 17.20 | 2 | 8 | 58.6% | 0.96 | 0.0083 | -0.013 | 60 | 0.0700 | 0.2000 | 16 | 169 | 42.5% | -0.04 | 0.0084 | -0.013 |
| 10.70 | 12.55 | 2 | 10 | 50.1% | 0.90 | 0.0187 | -0.024 | 65 | 0.4600 | 0.5500 | 27 | 1,346 | 41.3% | -0.10 | 0.0188 | -0.025 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 66 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 67 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 68 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 69 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.70 | 8.35 | 86 | 45.0% | 0.76 | 0.0339 | -0.041 | 70 | 1.32 | 1.44 | 3,358 | 6,424 | 39.2% | -0.24 | 0.0342 | -0.041 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 71 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 72 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.00 | 6.10 | 4 | 40.7% | 0.67 | 0.0406 | -0.047 | 72.5 | 2.03 | 2.29 | 391 | 2,158 | 38.7% | -0.34 | 0.0412 | -0.047 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 73 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 74 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.80 | 4.00 | 53 | 426 | 37.9% | 0.56 | 0.0450 | -0.050 | 75 | 3.00 | 3.25 | 838 | 2,781 | 37.3% | -0.45 | 0.0458 | -0.050 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 76 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 77 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.55 | 2.77 | 306 | 674 | 36.7% | 0.44 | 0.0459 | -0.049 | 77.5 | 4.30 | 4.55 | 68 | 2,203 | 36.4% | -0.56 | 0.0470 | -0.050 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 78 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 79 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.67 | 1.81 | 122 | 1,791 | 36.0% | 0.34 | 0.0430 | -0.044 | 80 | 5.85 | 6.20 | 195 | 1,862 | 35.8% | -0.68 | 0.0444 | -0.045 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 81 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 82 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.04 | 1.18 | 195 | 11.7K | 35.8% | 0.24 | 0.0371 | -0.037 | 82.5 | 7.65 | 8.15 | 15 | 941 | 35.3% | -0.78 | 0.0389 | -0.038 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5800 | 0.7100 | 1,333 | 13.1K | 35.1% | 0.16 | 0.0295 | -0.028 | 85 | 9.85 | 10.20 | 227 | 546 | 35.4% | -0.86 | 0.0318 | -0.031 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2900 | 0.5300 | 61 | 1,163 | 35.9% | 0.10 | 0.0219 | -0.021 | 87.5 | 11.05 | 12.95 | 99 | -0.92 | 0.0241 | -0.023 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2200 | 0.3500 | 63 | 16.6K | 37.4% | 0.07 | 0.0158 | -0.016 | 90 | 12.85 | 15.80 | 532 | -0.96 | 0.0167 | -0.017 | ||
| 0.1100 | 0.4200 | 5 | 1,195 | 41.1% | 0.05 | 0.0113 | -0.012 | 92.5 | 15.05 | 17.80 | 35 | -0.98 | 0.0102 | -0.011 | ||
| 0.0900 | 0.1200 | 47 | 8,820 | 38.2% | 0.03 | 0.0082 | -0.009 | 95 | 18.25 | 20.80 | -0.99 | 0.0056 | -0.006 | |||
| 0.0100 | 0.1300 | 1 | 605 | 39.2% | 0.02 | 0.0061 | -0.007 | 97.5 | 20.05 | 24.05 | -1.00 | 0.0028 | -0.002 | |||
| 0.0300 | 0.0900 | 48 | 745 | 41.5% | 0.02 | 0.0046 | -0.006 | 100 | 22.55 | 26.50 | -1.00 | 0.0014 | -0.001 | |||
| 0 | 0.1300 | 6 | 173 | 48.1% | 0.01 | 0.0027 | -0.004 | 105 | 27.55 | 31.55 | -1.00 | 0.0003 | -0.000 | |||
| 0 | 0.0700 | 172 | 49.8% | 0.01 | 0.0017 | -0.003 | 110 | 32.55 | 36.55 | -1.00 | 0.0000 | 0.000 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs