DAL option chain Delta Air Lines, Inc.
Cboe delayed options data · as of 12:36 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% (67.78–80.62) · ATM IV 36.2% · P/C open interest 0.35
| 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 | |
| 23.60 | 26.95 | 16 | 87.5% | 0.99 | 0.0017 | -0.001 | 50 | 0 | 2.01 | 20 | 47 | 109.8% | -0.01 | 0.0017 | -0.004 | |
| 18.90 | 21.95 | 21 | 75.1% | 0.99 | 0.0035 | -0.004 | 55 | 0 | 0.0800 | 83 | 423 | 47.1% | -0.02 | 0.0035 | -0.006 | |
| 14.55 | 16.30 | 8 | 57.4% | 0.96 | 0.0083 | -0.010 | 60 | 0.1100 | 0.1600 | 36 | 190 | 42.9% | -0.04 | 0.0083 | -0.012 | |
| 10.00 | 11.55 | 10 | 48.3% | 0.90 | 0.0202 | -0.023 | 65 | 0.4300 | 0.4800 | 368 | 1,624 | 39.9% | -0.10 | 0.0204 | -0.024 | |
| 9.20 | 9.60 | 36.8% | 0.88 | 0.0236 | -0.026 | 66 | 0.4900 | 0.6000 | 37 | 36 | 38.8% | -0.13 | 0.0238 | -0.028 | ||
| 8.25 | 9.85 | 45.9% | 0.85 | 0.0272 | -0.030 | 67 | 0.6100 | 0.7900 | 1 | 1 | 38.7% | -0.15 | 0.0275 | -0.031 | ||
| 7.45 | 8.65 | 2 | 1 | 42.1% | 0.82 | 0.0309 | -0.034 | 68 | 0.7900 | 0.9700 | 235 | 227 | 38.4% | -0.18 | 0.0312 | -0.035 |
| 6.70 | 8.25 | 44.5% | 0.79 | 0.0346 | -0.037 | 69 | 0.7900 | 1.38 | 29 | 28 | 38.0% | -0.22 | 0.0350 | -0.038 | ||
| 5.95 | 6.85 | 2 | 85 | 39.3% | 0.75 | 0.0382 | -0.041 | 70 | 1.30 | 1.44 | 91 | 6,459 | 38.2% | -0.25 | 0.0386 | -0.042 |
| 5.30 | 6.80 | 43.5% | 0.71 | 0.0415 | -0.044 | 71 | 1.48 | 1.78 | 20 | 15 | 37.5% | -0.29 | 0.0421 | -0.045 | ||
| 4.60 | 6.15 | 42.8% | 0.67 | 0.0446 | -0.046 | 72 | 1.70 | 2.04 | 2 | 2 | 36.0% | -0.34 | 0.0452 | -0.047 | ||
| 4.40 | 4.70 | 4 | 36.4% | 0.64 | 0.0459 | -0.047 | 72.5 | 2.09 | 2.21 | 40 | 2,167 | 37.1% | -0.36 | 0.0466 | -0.048 | |
| 3.75 | 5.10 | 38.4% | 0.62 | 0.0471 | -0.048 | 73 | 2.21 | 2.41 | 27 | 25 | 36.5% | -0.39 | 0.0478 | -0.049 | ||
| 3.50 | 3.85 | 6 | 6 | 36.0% | 0.57 | 0.0491 | -0.049 | 74 | 2.67 | 2.83 | 46 | 43 | 36.4% | -0.43 | 0.0499 | -0.050 |
| 3.00 | 3.25 | 68 | 452 | 35.5% | 0.52 | 0.0503 | -0.049 | 75 | 3.15 | 3.35 | 58 | 2,796 | 36.4% | -0.49 | 0.0512 | -0.050 |
| 2.49 | 2.78 | 404 | 350 | 35.0% | 0.47 | 0.0506 | -0.049 | 76 | 3.65 | 3.85 | 116 | 116 | 35.8% | -0.54 | 0.0517 | -0.050 |
| 2.07 | 2.31 | 119 | 111 | 34.5% | 0.42 | 0.0500 | -0.048 | 77 | 3.95 | 5.35 | 32 | 32 | 39.3% | -0.59 | 0.0513 | -0.049 |
| 1.97 | 2.10 | 254 | 680 | 34.9% | 0.40 | 0.0494 | -0.047 | 77.5 | 4.55 | 4.80 | 13 | 2,195 | 35.9% | -0.61 | 0.0508 | -0.048 |
| 1.75 | 1.92 | 19 | 18 | 34.5% | 0.37 | 0.0486 | -0.046 | 78 | 4.80 | 5.25 | 36.1% | -0.64 | 0.0501 | -0.047 | ||
| 1.41 | 1.61 | 78 | 76 | 34.3% | 0.33 | 0.0465 | -0.043 | 79 | 4.75 | 5.85 | 30.7% | -0.68 | 0.0481 | -0.044 | ||
| 1.23 | 1.32 | 463 | 2,067 | 34.7% | 0.28 | 0.0438 | -0.041 | 80 | 6.15 | 6.65 | 15 | 1,852 | 35.4% | -0.73 | 0.0456 | -0.042 |
| 0.9100 | 1.24 | 15 | 15 | 35.1% | 0.24 | 0.0407 | -0.037 | 81 | 5.90 | 7.45 | 27.1% | -0.77 | 0.0426 | -0.038 | ||
| 0.6100 | 1.10 | 28 | 23 | 34.8% | 0.21 | 0.0372 | -0.034 | 82 | 6.75 | 8.25 | 25.6% | -0.81 | 0.0394 | -0.035 | ||
| 0.6800 | 0.7800 | 445 | 11.7K | 34.1% | 0.19 | 0.0354 | -0.032 | 82.5 | 7.85 | 8.65 | 8 | 941 | 32.6% | -0.83 | 0.0377 | -0.033 |
| 0.5900 | 0.9200 | 1 | 1 | 35.9% | 0.17 | 0.0336 | -0.030 | 83 | 8.20 | 9.25 | 1 | 1 | 33.3% | -0.84 | 0.0359 | -0.031 |
| 0.2800 | 0.7400 | 21 | 19 | 33.9% | 0.15 | 0.0299 | -0.027 | 84 | 8.85 | 10.00 | 1 | 1 | 27.5% | -0.88 | 0.0324 | -0.028 |
| 0.4200 | 0.5000 | 655 | 13.1K | 34.1% | 0.12 | 0.0262 | -0.023 | 85 | 9.90 | 11.05 | 1 | 547 | 31.6% | -0.90 | 0.0289 | -0.025 |
| 0.3000 | 0.3800 | 1 | 1 | 34.5% | 0.10 | 0.0228 | -0.020 | 86 | 10.30 | 11.95 | 1 | 1 | -0.93 | 0.0257 | -0.022 | |
| 0.2100 | 0.2800 | 33.8% | 0.08 | 0.0197 | -0.018 | 87 | 11.25 | 12.80 | 1 | 1 | -0.95 | 0.0221 | -0.019 | |||
| 0.1500 | 0.2900 | 23 | 1,164 | 34.0% | 0.07 | 0.0183 | -0.016 | 87.5 | 12.00 | 13.35 | 1 | 100 | -0.96 | 0.0215 | -0.018 | |
| 0.1600 | 0.3800 | 9 | 9 | 36.6% | 0.07 | 0.0169 | -0.015 | 88 | 12.45 | 13.95 | 1 | 1 | -0.96 | 0.0206 | -0.017 | |
| 0.0500 | 0.1900 | 32.7% | 0.06 | 0.0145 | -0.013 | 89 | 13.65 | 14.80 | 1 | 1 | -0.98 | 0.0178 | -0.013 | |||
| 0.0300 | 0.1500 | 129 | 16.5K | 32.6% | 0.05 | 0.0125 | -0.012 | 90 | 14.45 | 17.00 | 3 | 532 | 49.5% | -0.99 | 0.0130 | -0.013 |
| 0 | 0.2600 | 23 | 1,182 | 39.0% | 0.03 | 0.0087 | -0.009 | 92.5 | 16.05 | 19.95 | 47.4% | -1.00 | 0.0040 | -0.010 | ||
| 0.0500 | 0.0700 | 13 | 8,821 | 38.0% | 0.02 | 0.0062 | -0.007 | 95 | 19.10 | 21.60 | -1.00 | 0.0000 | -0.010 | |||
| 0.0100 | 0.1500 | 11 | 609 | 43.2% | 0.02 | 0.0046 | -0.005 | 97.5 | 21.60 | 24.85 | 64.2% | -1.00 | 0.0000 | -0.010 | ||
| 0.0300 | 0.0400 | 62 | 750 | 41.7% | 0.01 | 0.0034 | -0.004 | 100 | 23.30 | 27.35 | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.0500 | 173 | 46.8% | 0.01 | 0.0020 | -0.003 | 105 | 28.35 | 32.35 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.2000 | 172 | 61.1% | 0.00 | 0.0013 | -0.002 | 110 | 33.40 | 37.40 | 68.0% | -1.00 | 0.0000 | -0.010 | |||
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