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 ±8.7% (68.78–81.81) · ATM IV 39.0% · P/C open interest 1.01
| 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 | |
| 23.70 | 27.60 | 68.9% | 0.99 | 0.0019 | -0.006 | 50 | 0 | 1.54 | 1 | 111.0% | -0.01 | 0.0019 | -0.006 | |||
| 18.75 | 22.80 | 64.5% | 0.98 | 0.0037 | -0.009 | 55 | 0 | 0.1000 | 8 | 53.1% | -0.02 | 0.0038 | -0.009 | |||
| 14.75 | 17.60 | 64.6% | 0.96 | 0.0081 | -0.015 | 60 | 0 | 2.19 | 8 | 79.1% | -0.04 | 0.0081 | -0.015 | |||
| 10.70 | 13.35 | 45.9% | 0.92 | 0.0156 | -0.023 | 64 | 0.0300 | 1.47 | 55.5% | -0.08 | 0.0157 | -0.023 | ||||
| 10.40 | 12.40 | 52.1% | 0.91 | 0.0183 | -0.026 | 65 | 0.2000 | 0.5400 | 27 | 17 | 42.1% | -0.09 | 0.0184 | -0.026 | ||
| 9.60 | 11.50 | 51.5% | 0.89 | 0.0214 | -0.030 | 66 | 0.1000 | 0.7300 | 2 | 40.2% | -0.11 | 0.0215 | -0.030 | |||
| 8.75 | 10.60 | 50.0% | 0.87 | 0.0247 | -0.033 | 67 | 0.4100 | 0.9000 | 2 | 1 | 42.5% | -0.13 | 0.0249 | -0.034 | ||
| 7.75 | 9.75 | 47.3% | 0.84 | 0.0283 | -0.037 | 68 | 0.5700 | 1.05 | 2 | 42.0% | -0.16 | 0.0286 | -0.037 | |||
| 7.15 | 8.90 | 47.8% | 0.81 | 0.0320 | -0.041 | 69 | 0.6200 | 1.07 | 16 | 38.8% | -0.19 | 0.0323 | -0.041 | |||
| 6.40 | 7.95 | 1 | 45.8% | 0.78 | 0.0357 | -0.045 | 70 | 0.8300 | 1.39 | 85 | 135 | 39.4% | -0.23 | 0.0361 | -0.045 | |
| 5.65 | 6.45 | 2 | 39.5% | 0.74 | 0.0393 | -0.048 | 71 | 1.21 | 1.77 | 20 | 40.9% | -0.27 | 0.0397 | -0.049 | ||
| 5.05 | 5.80 | 8 | 40.2% | 0.70 | 0.0426 | -0.051 | 72 | 1.56 | 1.80 | 2 | 60 | 39.0% | -0.31 | 0.0431 | -0.052 | |
| 4.40 | 5.10 | 21 | 39.6% | 0.65 | 0.0455 | -0.054 | 73 | 1.88 | 2.33 | 138 | 60 | 38.4% | -0.35 | 0.0460 | -0.054 | |
| 3.80 | 4.70 | 40.6% | 0.60 | 0.0478 | -0.056 | 74 | 2.27 | 2.60 | 123 | 33 | 38.2% | -0.40 | 0.0484 | -0.056 | ||
| 3.40 | 3.95 | 5 | 7 | 40.0% | 0.56 | 0.0494 | -0.057 | 75 | 2.70 | 2.98 | 10 | 152 | 37.9% | -0.45 | 0.0501 | -0.057 |
| 2.73 | 3.30 | 65 | 37.9% | 0.51 | 0.0502 | -0.057 | 76 | 3.15 | 3.50 | 8 | 31 | 37.5% | -0.50 | 0.0511 | -0.058 | |
| 2.36 | 2.81 | 9 | 40 | 38.0% | 0.46 | 0.0503 | -0.056 | 77 | 3.60 | 4.10 | 3 | 23 | 37.0% | -0.55 | 0.0513 | -0.057 |
| 1.84 | 2.46 | 16 | 61 | 37.5% | 0.41 | 0.0495 | -0.054 | 78 | 4.10 | 4.70 | 12 | 70 | 36.2% | -0.60 | 0.0506 | -0.055 |
| 1.50 | 1.97 | 7 | 102 | 36.5% | 0.36 | 0.0480 | -0.052 | 79 | 4.90 | 5.40 | 107 | 37.2% | -0.65 | 0.0492 | -0.053 | |
| 1.38 | 1.60 | 40 | 61 | 37.2% | 0.31 | 0.0458 | -0.049 | 80 | 5.60 | 6.05 | 11 | 36.8% | -0.70 | 0.0472 | -0.050 | |
| 0.9200 | 1.49 | 9 | 24 | 36.8% | 0.27 | 0.0430 | -0.045 | 81 | 5.80 | 7.00 | 45 | 34.1% | -0.74 | 0.0445 | -0.047 | |
| 0.9000 | 1.06 | 25 | 68 | 36.7% | 0.23 | 0.0397 | -0.041 | 82 | 5.85 | 8.50 | 145 | 33.5% | -0.78 | 0.0414 | -0.043 | |
| 0.7000 | 1.07 | 71 | 38.2% | 0.20 | 0.0361 | -0.037 | 83 | 6.35 | 8.65 | 6 | 53 | -0.82 | 0.0380 | -0.039 | ||
| 0.5400 | 0.7000 | 1 | 185 | 36.3% | 0.16 | 0.0324 | -0.033 | 84 | 7.20 | 10.20 | 35 | 27.4% | -0.85 | 0.0343 | -0.035 | |
| 0.3800 | 0.7500 | 6 | 135 | 37.8% | 0.14 | 0.0287 | -0.029 | 85 | 8.10 | 10.95 | 1 | 5 | -0.88 | 0.0307 | -0.032 | |
| 0.2800 | 0.5700 | 28 | 53 | 37.1% | 0.12 | 0.0252 | -0.026 | 86 | 9.65 | 12.00 | 16 | 36.3% | -0.90 | 0.0272 | -0.028 | |
| 0.0700 | 1.17 | 51 | 44.0% | 0.10 | 0.0221 | -0.023 | 87 | 10.35 | 12.80 | 47 | -0.92 | 0.0239 | -0.025 | |||
| 0.0500 | 1.01 | 1 | 15 | 44.4% | 0.08 | 0.0193 | -0.021 | 88 | 11.30 | 13.90 | -0.94 | 0.0208 | -0.023 | |||
| 0.0500 | 0.7400 | 9 | 43.2% | 0.07 | 0.0169 | -0.019 | 89 | 12.10 | 15.55 | 43.0% | -0.95 | 0.0180 | -0.021 | |||
| 0.0200 | 0.5200 | 52 | 41.4% | 0.06 | 0.0148 | -0.017 | 90 | 13.40 | 15.75 | 10 | 1 | -0.96 | 0.0155 | -0.018 | ||
| 0.0100 | 0.7500 | 13 | 47.0% | 0.05 | 0.0131 | -0.016 | 91 | 13.80 | 17.55 | 40.3% | -0.97 | 0.0132 | -0.016 | |||
| 0 | 0.4700 | 8 | 44.0% | 0.05 | 0.0116 | -0.014 | 92 | 14.50 | 18.55 | -0.97 | 0.0113 | -0.014 | ||||
| 0 | 2.18 | 7 | 68.0% | 0.04 | 0.0103 | -0.013 | 93 | 15.50 | 19.55 | -0.98 | 0.0096 | -0.013 | ||||
| 0 | 0.5000 | 6 | 48.4% | 0.04 | 0.0092 | -0.012 | 94 | 16.50 | 20.55 | -0.98 | 0.0081 | -0.011 | ||||
| 0 | 2.16 | 5 | 72.3% | 0.03 | 0.0082 | -0.011 | 95 | 17.50 | 21.55 | -0.99 | 0.0069 | -0.009 | ||||
| 0 | 2.15 | 4 | 74.4% | 0.03 | 0.0074 | -0.011 | 96 | 18.50 | 22.55 | -0.99 | 0.0058 | -0.008 | ||||
| 0 | 0.7500 | 13 | 63.8% | 0.02 | 0.0050 | -0.008 | 100 | 22.50 | 26.55 | -0.99 | 0.0030 | -0.004 | ||||
| 0 | 0.2000 | 1 | 57.3% | 0.01 | 0.0032 | -0.006 | 105 | 27.50 | 31.55 | -1.00 | 0.0013 | -0.002 | ||||
| 0 | 1.75 | 96.2% | 0.01 | 0.0022 | -0.005 | 110 | 32.50 | 36.55 | -1.00 | 0.0006 | -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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs