DAL option chain Delta Air Lines, Inc.
Cboe delayed options data · as of 09:35 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 ±6.5% (70.42–80.16) · ATM IV 41.1% · P/C open interest 0.77
| 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 | |
| 23.85 | 27.30 | 101.4% | 0.99 | 0.0017 | -0.010 | 50 | 0 | 2.13 | 550 | 170.8% | -0.01 | 0.0017 | -0.010 | |||
| 19.45 | 22.30 | 106.6% | 0.99 | 0.0030 | -0.012 | 55 | 0 | 2.13 | 139.6% | -0.01 | 0.0030 | -0.012 | ||||
| 14.95 | 17.30 | 93.6% | 0.98 | 0.0058 | -0.015 | 60 | 0 | 0.1400 | 3 | 59.5% | -0.02 | 0.0058 | -0.015 | |||
| 11.05 | 13.00 | 69.4% | 0.96 | 0.0113 | -0.020 | 64 | 0 | 2.00 | 85.8% | -0.04 | 0.0114 | -0.020 | ||||
| 10.05 | 12.05 | 2 | 65.4% | 0.95 | 0.0139 | -0.022 | 65 | 0.0300 | 0.2200 | 17 | 158 | 46.0% | -0.05 | 0.0140 | -0.022 | |
| 9.05 | 10.85 | 56.8% | 0.94 | 0.0172 | -0.026 | 66 | 0.0500 | 0.2000 | 5 | 6 | 42.2% | -0.06 | 0.0174 | -0.026 | ||
| 8.15 | 10.05 | 1 | 57.1% | 0.93 | 0.0216 | -0.031 | 67 | 0.1300 | 0.2800 | 6 | 6 | 42.8% | -0.07 | 0.0218 | -0.031 | |
| 7.25 | 9.15 | 1 | 6 | 55.1% | 0.90 | 0.0271 | -0.037 | 68 | 0.1200 | 0.3800 | 25 | 29 | 40.7% | -0.10 | 0.0273 | -0.037 |
| 6.25 | 8.25 | 1 | 51.2% | 0.88 | 0.0335 | -0.044 | 69 | 0.2600 | 0.5100 | 44 | 33 | 41.2% | -0.13 | 0.0338 | -0.045 | |
| 5.90 | 6.40 | 17 | 1 | 43.3% | 0.84 | 0.0405 | -0.053 | 70 | 0.3900 | 0.6400 | 421 | 292 | 40.3% | -0.16 | 0.0408 | -0.053 |
| 4.85 | 6.00 | 44.5% | 0.79 | 0.0475 | -0.062 | 71 | 0.6100 | 0.8000 | 416 | 504 | 40.0% | -0.21 | 0.0479 | -0.062 | ||
| 4.10 | 5.00 | 16 | 41.3% | 0.74 | 0.0541 | -0.070 | 72 | 0.7800 | 1.22 | 207 | 454 | 40.8% | -0.26 | 0.0546 | -0.070 | |
| 3.50 | 4.20 | 3 | 40.9% | 0.68 | 0.0598 | -0.077 | 73 | 1.15 | 1.56 | 19 | 296 | 41.4% | -0.32 | 0.0603 | -0.077 | |
| 3.05 | 3.70 | 43.4% | 0.62 | 0.0641 | -0.082 | 74 | 1.42 | 1.89 | 113 | 90 | 39.9% | -0.39 | 0.0648 | -0.083 | ||
| 2.51 | 2.94 | 41 | 17 | 41.6% | 0.55 | 0.0669 | -0.084 | 75 | 1.92 | 2.36 | 30 | 171 | 40.5% | -0.45 | 0.0675 | -0.085 |
| 2.05 | 2.45 | 12 | 18 | 41.8% | 0.48 | 0.0676 | -0.085 | 76 | 2.23 | 2.66 | 161 | 222 | 36.9% | -0.52 | 0.0684 | -0.086 |
| 1.58 | 1.89 | 27 | 85 | 40.2% | 0.42 | 0.0664 | -0.083 | 77 | 3.00 | 3.25 | 40 | 90 | 38.5% | -0.59 | 0.0672 | -0.084 |
| 1.24 | 1.64 | 16 | 38 | 41.3% | 0.36 | 0.0633 | -0.079 | 78 | 3.45 | 3.95 | 19 | 64 | 37.1% | -0.65 | 0.0642 | -0.080 |
| 0.9400 | 1.34 | 57 | 22 | 41.4% | 0.30 | 0.0588 | -0.073 | 79 | 4.25 | 4.65 | 49 | 47 | 37.7% | -0.71 | 0.0598 | -0.074 |
| 0.6700 | 0.9700 | 16 | 537 | 39.9% | 0.24 | 0.0533 | -0.066 | 80 | 5.00 | 5.95 | 70 | 182 | 43.3% | -0.76 | 0.0543 | -0.067 |
| 0.5100 | 0.8000 | 32 | 99 | 40.7% | 0.20 | 0.0472 | -0.057 | 81 | 5.65 | 6.55 | 1 | 23 | 39.2% | -0.81 | 0.0482 | -0.059 |
| 0.4100 | 0.5700 | 18 | 192 | 40.6% | 0.15 | 0.0406 | -0.049 | 82 | 6.00 | 7.40 | 83 | 29.3% | -0.86 | 0.0418 | -0.050 | |
| 0.2900 | 0.4100 | 227 | 633 | 40.1% | 0.12 | 0.0341 | -0.040 | 83 | 6.65 | 8.05 | 7 | 123 | -0.89 | 0.0352 | -0.041 | |
| 0.2000 | 0.3000 | 5 | 411 | 39.9% | 0.09 | 0.0279 | -0.032 | 84 | 7.40 | 9.90 | 24 | 31.5% | -0.92 | 0.0288 | -0.034 | |
| 0.1500 | 0.2300 | 65 | 192 | 40.5% | 0.07 | 0.0225 | -0.026 | 85 | 8.35 | 10.80 | 4 | 93 | -0.95 | 0.0230 | -0.027 | |
| 0.1000 | 0.1600 | 23 | 543 | 40.1% | 0.05 | 0.0181 | -0.021 | 86 | 9.30 | 11.75 | 51 | -0.96 | 0.0181 | -0.021 | ||
| 0 | 0.3000 | 5 | 33 | 44.2% | 0.04 | 0.0146 | -0.018 | 87 | 9.65 | 12.65 | 60 | -0.97 | 0.0141 | -0.017 | ||
| 0 | 0.2300 | 8 | 66 | 44.6% | 0.03 | 0.0119 | -0.015 | 88 | 10.80 | 13.75 | 1 | 69 | -0.98 | 0.0110 | -0.014 | |
| 0 | 0.1100 | 2 | 139 | 41.7% | 0.03 | 0.0098 | -0.013 | 89 | 12.25 | 14.65 | 1 | -0.98 | 0.0085 | -0.011 | ||
| 0 | 0.0700 | 7 | 245 | 41.2% | 0.02 | 0.0081 | -0.011 | 90 | 13.25 | 15.50 | 1 | -0.99 | 0.0067 | -0.009 | ||
| 0 | 0.0500 | 4 | 1,205 | 41.5% | 0.02 | 0.0068 | -0.010 | 91 | 13.80 | 16.80 | -0.99 | 0.0053 | -0.007 | |||
| 0 | 0.7400 | 40 | 69.4% | 0.02 | 0.0057 | -0.009 | 92 | 14.55 | 17.70 | -0.99 | 0.0042 | -0.006 | ||||
| 0.0100 | 0.0300 | 8 | 84 | 44.4% | 0.01 | 0.0049 | -0.008 | 93 | 15.80 | 18.75 | -0.99 | 0.0033 | -0.004 | |||
| 0 | 0.7500 | 18 | 75.2% | 0.01 | 0.0042 | -0.007 | 94 | 16.70 | 19.75 | -1.00 | 0.0027 | -0.004 | ||||
| 0 | 0.3200 | 155 | 65.6% | 0.01 | 0.0036 | -0.006 | 95 | 17.55 | 20.70 | -1.00 | 0.0022 | -0.003 | ||||
| 0 | 1.96 | 6 | 102.9% | 0.01 | 0.0032 | -0.006 | 96 | 18.75 | 21.15 | -1.00 | 0.0018 | -0.003 | ||||
| 0 | 0.7500 | 31 | 90.8% | 0.01 | 0.0019 | -0.004 | 100 | 22.70 | 25.15 | -1.00 | 0.0008 | -0.001 | ||||
| 0 | 2.13 | 20 | 130.9% | 0.00 | 0.0011 | -0.003 | 105 | 27.65 | 30.90 | -1.00 | 0.0003 | -0.001 | ||||
| 0 | 2.01 | 141.3% | 0.00 | 0.0007 | -0.002 | 110 | 32.75 | 35.95 | -1.00 | 0.0001 | -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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs