Delta Air Lines

DAL

48.82

+0.23

+0.5%

Stock Price
Open: 48.67
Prev. Close: 48.59
Low/Hi: 48.48 - 48.97
52-Week: 32.60 - 52.76
Volumes
Equity: 3,484,987
90-Day Avg: 8,341,938
Option: 8,514
90-Day Avg: 32,454
Volatility
Today: 8.2
20-Day: 23.9
52-Week: 28.1
30-Day IV: 23.4 +0.0
IV Rank: 0.08 (Subdued)
Fundamental
Dividend: 11-Aug $0.203 (Est.)
Div. Yield: 1.7%
Earnings: 14-Jul (Est.)
P/E Ratio: 8.95
Market Cap: 35.8 B
Stock Type: Common | Sector: Services | Industry: Major Airlines

DAL Stock Posts


Large Increase in Open Interest
DAL 48.87+0.28 (+0.6%)Delta Air Lines
The open interest (OI) on the 21-Jul-17 55.00 strike increased by 15,060 call contracts and was unchanged for puts. The total OI for the expiration was increased by 33,037. View Open Interest
Call Spread Trades 14,000 Times
DAL 48.38-0.11 (-0.2%)Delta Air Lines
DAL $5 Call spread on the 50 - 55 strikes traded 14,000 times in the 21-Jul-17 expiration. The spread traded for $1.17 at 11:16:53 AM with the market at 1.12 - 1.14. The spread premium was $1,638,000. The stock price was 48.39 at the time of the trade.
Go To Key Trades
Stock Price at Expiration Outcome Payout (per contract) Payout %
51.17 Breakeven 0 0.0%
55 and Above Maximum Gain 3.83 327.4%
50 and Below Maximum Loss -1.17 -100.0%


Long 1 Call: 50 Strike @ $1.45Short 1 Call: 55 Strike @ $0.28Debit: $1.17

A block trade of 2,500 18-Jan-19 43 Puts changed hands at 11:49 AM for $5.10 per contract, with the market at $5.10 - $5.45. The underlying stock price was 47.83.
Risk Reversal Trades 5,054 Times
DAL 47.87+0.13 (+0.3%)Delta Air Lines
DAL Option Risk Reversal on 16-Jun-17 45 Put and 50 Call traded 5,054 times for $0.21 at 11:32:04 AM . The total premium was $106,134. The stock price was 47.93 at the time of the trade.
Go To Key Trades



Long 1 Call: 50 Strike @ $0.71Short 1 Put: 45 Strike @ $0.50Debit: $0.21

DAL 49.71+1.19 (+2.5%)Delta Air Lines
  • ATM straddle for 12-May-17 expiration returned a positive 57.8% from the previous business day
  • The upside wing (25 delta calls) gained 385.2%
  • Downside put (25 delta puts) lost -77.4%
  • The company has the following event: Annual Meeting on Jun 30, 2017.
  • The option volume for 12-May-17 expiration is 2,948
  • News: Delta Air Lines Hosts May Analyst Meeting on May 11, 2017
Risk Reversal Trades 5,143 Times
DAL 48.71+0.40 (+0.8%)Delta Air Lines
DAL Option Risk Reversal on 16-Jun-17 45 Put and 50 Call traded 5,143 times for $0.51 at 03:31:12 PM . The total premium was $262,293. The stock price was 48.66 at the time of the trade.
Go To Key Trades



Long 1 Call: 50 Strike @ $1.02Short 1 Put: 45 Strike @ $0.51Debit: $0.51