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 ±7.6% (69.58–81.00) · ATM IV 39.4% · P/C open interest 0.79
| 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 | |
| 24.00 | 27.65 | 101.6% | 0.98 | 0.0026 | -0.013 | 50 | 0 | 2.14 | 210 | 139.8% | -0.02 | 0.0026 | -0.013 | |||
| 18.70 | 22.70 | 71.4% | 0.98 | 0.0044 | -0.016 | 55 | 0 | 2.14 | 114.3% | -0.02 | 0.0044 | -0.016 | ||||
| 14.90 | 17.45 | 76.0% | 0.96 | 0.0081 | -0.019 | 60 | 0 | 1.51 | 11 | 81.2% | -0.04 | 0.0082 | -0.020 | |||
| 10.85 | 13.15 | 53.7% | 0.93 | 0.0150 | -0.027 | 64 | 0.0300 | 1.20 | 60.1% | -0.07 | 0.0151 | -0.027 | ||||
| 10.20 | 12.20 | 55.9% | 0.92 | 0.0176 | -0.029 | 65 | 0.0200 | 1.26 | 2 | 26 | 56.7% | -0.08 | 0.0178 | -0.030 | ||
| 9.20 | 10.95 | 48.2% | 0.90 | 0.0208 | -0.033 | 66 | 0.0200 | 1.35 | 53.7% | -0.10 | 0.0210 | -0.033 | ||||
| 7.70 | 10.35 | 42.8% | 0.88 | 0.0245 | -0.037 | 67 | 0.0300 | 1.26 | 48.6% | -0.12 | 0.0247 | -0.037 | ||||
| 7.60 | 9.45 | 50.8% | 0.86 | 0.0286 | -0.041 | 68 | 0.3500 | 0.8200 | 7 | 43.0% | -0.14 | 0.0289 | -0.041 | |||
| 6.80 | 8.65 | 50.3% | 0.83 | 0.0332 | -0.046 | 69 | 0.2700 | 1.17 | 1 | 42 | 41.9% | -0.17 | 0.0335 | -0.046 | ||
| 6.05 | 7.85 | 49.6% | 0.80 | 0.0378 | -0.050 | 70 | 0.6500 | 1.09 | 8 | 73 | 40.6% | -0.21 | 0.0382 | -0.051 | ||
| 5.05 | 7.10 | 46.7% | 0.76 | 0.0425 | -0.055 | 71 | 0.8200 | 1.22 | 854 | 6 | 38.8% | -0.25 | 0.0429 | -0.056 | ||
| 3.95 | 5.70 | 1 | 37.4% | 0.71 | 0.0468 | -0.059 | 72 | 1.27 | 1.49 | 1,371 | 66 | 39.9% | -0.29 | 0.0474 | -0.060 | |
| 4.00 | 4.80 | 4 | 41.0% | 0.66 | 0.0506 | -0.063 | 73 | 1.60 | 1.82 | 17 | 18 | 39.6% | -0.34 | 0.0512 | -0.064 | |
| 3.40 | 4.15 | 1 | 40.5% | 0.61 | 0.0535 | -0.066 | 74 | 1.96 | 2.21 | 22 | 22 | 39.2% | -0.40 | 0.0542 | -0.067 | |
| 2.94 | 3.45 | 2 | 3 | 39.9% | 0.55 | 0.0554 | -0.067 | 75 | 2.40 | 2.64 | 32 | 118 | 38.9% | -0.45 | 0.0562 | -0.068 |
| 2.55 | 3.25 | 2 | 3 | 42.6% | 0.50 | 0.0563 | -0.068 | 76 | 2.88 | 3.15 | 36 | 175 | 38.6% | -0.51 | 0.0571 | -0.069 |
| 1.97 | 2.86 | 1 | 11 | 41.9% | 0.44 | 0.0560 | -0.067 | 77 | 3.25 | 4.75 | 9 | 20 | 44.4% | -0.56 | 0.0569 | -0.068 |
| 1.56 | 2.18 | 39.6% | 0.39 | 0.0546 | -0.064 | 78 | 4.05 | 4.30 | 52 | 38 | 38.0% | -0.62 | 0.0556 | -0.065 | ||
| 1.38 | 1.56 | 3 | 5 | 38.5% | 0.34 | 0.0522 | -0.061 | 79 | 4.60 | 5.00 | 2 | 59 | 37.2% | -0.67 | 0.0533 | -0.062 |
| 1.10 | 1.27 | 10 | 133 | 38.4% | 0.29 | 0.0490 | -0.056 | 80 | 4.30 | 6.80 | 1 | 111 | 37.5% | -0.72 | 0.0502 | -0.058 |
| 0.8500 | 1.03 | 21 | 48 | 38.2% | 0.24 | 0.0451 | -0.051 | 81 | 5.45 | 7.50 | 57 | 40.1% | -0.77 | 0.0465 | -0.052 | |
| 0.6400 | 1.02 | 3 | 67 | 39.9% | 0.20 | 0.0407 | -0.045 | 82 | 5.75 | 8.30 | 24 | 34.8% | -0.81 | 0.0423 | -0.047 | |
| 0.5000 | 0.6600 | 29 | 83 | 38.1% | 0.16 | 0.0360 | -0.039 | 83 | 7.45 | 9.25 | 31 | 8 | 45.0% | -0.85 | 0.0377 | -0.041 |
| 0.3400 | 0.4800 | 7 | 56 | 37.0% | 0.13 | 0.0313 | -0.033 | 84 | 7.45 | 10.05 | 66 | 33.0% | -0.89 | 0.0330 | -0.035 | |
| 0.2100 | 0.4200 | 22 | 676 | 37.1% | 0.10 | 0.0267 | -0.028 | 85 | 8.45 | 10.95 | 1 | 24 | 33.4% | -0.91 | 0.0284 | -0.030 |
| 0.1800 | 0.2800 | 8 | 33 | 36.8% | 0.08 | 0.0227 | -0.024 | 86 | 9.40 | 11.90 | 27 | 32.7% | -0.93 | 0.0240 | -0.026 | |
| 0.1300 | 0.2400 | 2 | 27 | 37.5% | 0.07 | 0.0192 | -0.021 | 87 | 10.25 | 12.85 | 1 | -0.95 | 0.0200 | -0.022 | ||
| 0.0100 | 0.4400 | 15 | 41.5% | 0.06 | 0.0163 | -0.018 | 88 | 10.75 | 13.85 | 1 | -0.96 | 0.0166 | -0.019 | |||
| 0.1000 | 0.2500 | 4 | 15 | 41.6% | 0.05 | 0.0139 | -0.016 | 89 | 11.80 | 14.75 | 1 | -0.97 | 0.0137 | -0.016 | ||
| 0.0500 | 0.1800 | 6 | 75 | 40.5% | 0.04 | 0.0120 | -0.015 | 90 | 12.60 | 16.55 | -0.98 | 0.0114 | -0.014 | |||
| 0 | 0.3400 | 1 | 31 | 45.7% | 0.04 | 0.0104 | -0.013 | 91 | 13.50 | 17.55 | -0.98 | 0.0094 | -0.012 | |||
| 0 | 1.48 | 23 | 67.5% | 0.03 | 0.0091 | -0.012 | 92 | 14.50 | 18.55 | -0.98 | 0.0078 | -0.010 | ||||
| 0 | 1.67 | 147 | 72.6% | 0.03 | 0.0080 | -0.011 | 93 | 15.50 | 19.55 | -0.99 | 0.0066 | -0.009 | ||||
| 0 | 2.16 | 15 | 81.1% | 0.02 | 0.0071 | -0.010 | 94 | 16.50 | 20.55 | -0.99 | 0.0055 | -0.008 | ||||
| 0 | 1.20 | 31 | 71.0% | 0.02 | 0.0063 | -0.010 | 95 | 18.00 | 21.55 | 60.2% | -0.99 | 0.0046 | -0.006 | |||
| 0 | 0.0600 | 1 | 3 | 43.0% | 0.02 | 0.0056 | -0.009 | 96 | 18.50 | 22.55 | -0.99 | 0.0039 | -0.006 | |||
| 0 | 1.72 | 3 | 90.0% | 0.01 | 0.0038 | -0.007 | 100 | 22.50 | 26.55 | -1.00 | 0.0021 | -0.003 | ||||
| 0 | 2.09 | 20 | 106.0% | 0.01 | 0.0024 | -0.006 | 105 | 27.50 | 31.55 | -1.00 | 0.0010 | -0.002 | ||||
| 0 | 1.45 | 106.3% | 0.01 | 0.0017 | -0.005 | 110 | 32.50 | 36.55 | -1.00 | 0.0005 | -0.001 | |||||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs