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 ±10.3% (67.56–83.02) · ATM IV 37.8% · P/C open interest 4.19
| 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 | |
| 23.90 | 27.95 | 70.1% | 0.99 | 0.0020 | -0.005 | 50 | 0 | 2.07 | 98.6% | -0.01 | 0.0021 | -0.005 | ||||
| 19.00 | 23.05 | 59.5% | 0.98 | 0.0042 | -0.008 | 55 | 0 | 1.61 | 75.1% | -0.02 | 0.0043 | -0.008 | ||||
| 14.85 | 17.85 | 54.5% | 0.95 | 0.0092 | -0.013 | 60 | 0 | 2.34 | 66.5% | -0.05 | 0.0092 | -0.014 | ||||
| 11.10 | 13.70 | 43.5% | 0.90 | 0.0166 | -0.021 | 64 | 0.1700 | 0.7400 | 39.5% | -0.10 | 0.0168 | -0.022 | ||||
| 10.45 | 12.75 | 9 | 44.3% | 0.88 | 0.0190 | -0.024 | 65 | 0.3500 | 0.7200 | 2 | 130 | 38.5% | -0.12 | 0.0192 | -0.024 | |
| 9.85 | 11.90 | 45.6% | 0.86 | 0.0215 | -0.027 | 66 | 0.5600 | 0.9700 | 40.0% | -0.14 | 0.0218 | -0.027 | ||||
| 9.05 | 11.05 | 44.9% | 0.84 | 0.0242 | -0.029 | 67 | 0.6800 | 1.04 | 1 | 38.6% | -0.16 | 0.0245 | -0.030 | |||
| 8.25 | 10.15 | 43.6% | 0.81 | 0.0269 | -0.032 | 68 | 0.7400 | 1.27 | 3 | 37.7% | -0.19 | 0.0272 | -0.032 | |||
| 7.40 | 9.45 | 43.0% | 0.78 | 0.0296 | -0.035 | 69 | 0.9900 | 1.58 | 3 | 38.3% | -0.22 | 0.0300 | -0.035 | |||
| 6.30 | 8.60 | 1 | 1 | 39.6% | 0.75 | 0.0322 | -0.037 | 70 | 1.27 | 1.76 | 2 | 55 | 37.8% | -0.25 | 0.0326 | -0.038 |
| 6.30 | 7.90 | 43.3% | 0.72 | 0.0347 | -0.039 | 71 | 1.67 | 1.99 | 6 | 37.9% | -0.29 | 0.0352 | -0.040 | |||
| 5.50 | 6.70 | 39.3% | 0.68 | 0.0370 | -0.041 | 72 | 1.91 | 2.40 | 2 | 111 | 37.6% | -0.32 | 0.0375 | -0.042 | ||
| 4.95 | 5.50 | 36.4% | 0.64 | 0.0390 | -0.043 | 73 | 2.23 | 2.86 | 30 | 100 | 37.6% | -0.36 | 0.0396 | -0.043 | ||
| 4.35 | 5.50 | 39.2% | 0.60 | 0.0406 | -0.044 | 74 | 2.63 | 3.15 | 19 | 36.7% | -0.40 | 0.0413 | -0.044 | |||
| 3.90 | 4.40 | 36.7% | 0.56 | 0.0418 | -0.044 | 75 | 3.15 | 4.00 | 2 | 36 | 38.9% | -0.45 | 0.0427 | -0.045 | ||
| 3.35 | 3.90 | 3 | 36.3% | 0.52 | 0.0426 | -0.044 | 76 | 3.60 | 4.10 | 3 | 4 | 36.5% | -0.49 | 0.0436 | -0.045 | |
| 2.93 | 3.35 | 1 | 9 | 35.9% | 0.48 | 0.0429 | -0.044 | 77 | 4.20 | 4.90 | 2 | 4 | 37.9% | -0.53 | 0.0439 | -0.045 |
| 2.49 | 3.05 | 2 | 36.3% | 0.43 | 0.0426 | -0.043 | 78 | 4.50 | 5.10 | 2 | 100 | 34.4% | -0.58 | 0.0438 | -0.044 | |
| 2.23 | 2.62 | 3 | 6 | 36.5% | 0.39 | 0.0419 | -0.042 | 79 | 5.35 | 6.05 | 17 | 37.0% | -0.62 | 0.0432 | -0.043 | |
| 1.89 | 2.26 | 3 | 9 | 36.2% | 0.35 | 0.0407 | -0.040 | 80 | 5.35 | 6.60 | 25 | 32.7% | -0.66 | 0.0422 | -0.042 | |
| 1.50 | 1.84 | 2 | 2 | 35.0% | 0.31 | 0.0391 | -0.038 | 81 | 6.65 | 7.40 | 34 | 36.3% | -0.70 | 0.0408 | -0.040 | |
| 1.24 | 1.70 | 10 | 3 | 35.5% | 0.28 | 0.0371 | -0.036 | 82 | 6.35 | 8.05 | 1 | 28.9% | -0.74 | 0.0390 | -0.038 | |
| 1.04 | 1.54 | 5 | 36.1% | 0.24 | 0.0348 | -0.033 | 83 | 7.10 | 8.90 | 21 | 28.3% | -0.77 | 0.0369 | -0.035 | ||
| 0.8600 | 1.34 | 2 | 5 | 36.2% | 0.21 | 0.0324 | -0.031 | 84 | 7.90 | 10.30 | 2 | 32.2% | -0.81 | 0.0346 | -0.033 | |
| 0.6300 | 1.15 | 5 | 16 | 35.6% | 0.18 | 0.0297 | -0.028 | 85 | 8.75 | 11.35 | 14 | 33.6% | -0.84 | 0.0322 | -0.030 | |
| 0.5500 | 0.8600 | 3 | 5 | 35.0% | 0.16 | 0.0271 | -0.025 | 86 | 9.65 | 12.20 | 1 | 33.4% | -0.87 | 0.0297 | -0.028 | |
| 0.4500 | 0.6800 | 18 | 15 | 34.7% | 0.14 | 0.0244 | -0.023 | 87 | 10.50 | 12.80 | 20 | 27.1% | -0.89 | 0.0271 | -0.025 | |
| 0.4000 | 0.7500 | 56 | 36.8% | 0.12 | 0.0219 | -0.021 | 88 | 11.45 | 13.70 | 1 | -0.91 | 0.0246 | -0.023 | |||
| 0.0100 | 0.7000 | 2 | 34.1% | 0.10 | 0.0195 | -0.019 | 89 | 12.35 | 14.85 | -0.93 | 0.0219 | -0.021 | ||||
| 0.0700 | 0.7000 | 9 | 36.5% | 0.09 | 0.0174 | -0.017 | 90 | 13.55 | 15.85 | 20 | 34.6% | -0.94 | 0.0192 | -0.019 | ||
| 0.0600 | 1.78 | 1 | 48.6% | 0.07 | 0.0154 | -0.015 | 91 | 13.85 | 17.05 | -0.96 | 0.0165 | -0.017 | ||||
| 0.0300 | 1.29 | 1 | 45.9% | 0.06 | 0.0137 | -0.014 | 92 | 14.60 | 18.55 | -0.97 | 0.0140 | -0.014 | ||||
| 0.0100 | 1.52 | 1 | 49.6% | 0.06 | 0.0121 | -0.012 | 93 | 15.55 | 19.55 | -0.98 | 0.0115 | -0.012 | ||||
| 0 | 0.9800 | 3 | 45.7% | 0.05 | 0.0108 | -0.011 | 94 | 16.80 | 20.30 | -0.98 | 0.0094 | -0.010 | ||||
| 0.0600 | 0.1900 | 1 | 4 | 35.8% | 0.04 | 0.0096 | -0.010 | 95 | 17.50 | 21.55 | -0.99 | 0.0075 | -0.008 | |||
| 0 | 0.9600 | 54.8% | 0.02 | 0.0055 | -0.006 | 100 | 22.50 | 26.55 | -1.00 | 0.0018 | -0.002 | |||||
| 0 | 2.16 | 75.3% | 0.01 | 0.0033 | -0.004 | 105 | 27.50 | 31.55 | -1.00 | 0.0003 | -0.000 | |||||
| 0 | 2.15 | 82.5% | 0.01 | 0.0021 | -0.003 | 110 | 32.50 | 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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs