DAL (Delta Air Lines, Inc.)
Expected Move & Straddle Price History
The expected move for DAL is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current DAL Expected Move
30-Day Straddle
$9.68
7-Day Straddle
$6.57
Avg IV
0.5%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to DAL's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
DAL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260702 | $9.68 | $6.57 | 0.5% | 23% |
| 20260701 | $9.55 | $6.70 | 0.6% | 41% |
| 20260630 | $10.10 | $6.97 | 0.6% | 42% |
| 20260629 | $9.97 | $2.95 | 0.6% | 38% |
| 20260626 | $9.90 | $3.55 | 0.6% | 37% |
| 20260625 | $9.75 | $4.38 | 0.5% | 21% |
| 20260624 | $10.27 | $4.54 | 0.5% | 22% |
| 20260623 | $9.32 | $4.50 | 0.5% | 15% |
| 20260622 | $9.73 | $3.28 | 0.6% | 30% |
| 20260618 | $9.18 | $3.91 | 0.7% | 55% |
| 20260617 | $8.93 | $4.18 | 0.7% | 58% |
| 20260616 | $8.90 | $4.58 | 0.7% | 54% |
| 20260615 | $9.15 | $2.71 | 0.7% | 58% |
| 20260613 | $8.75 | $3.49 | 0.5% | 20% |
| 20260612 | $8.70 | $3.47 | 0.5% | 21% |
| 20260611 | $9.30 | $4.37 | 0.5% | 25% |
| 20260610 | $9.60 | $4.41 | 0.5% | 25% |
| 20260609 | $9.53 | $4.48 | 0.5% | 24% |
| 20260608 | $8.10 | $2.91 | 0.5% | 11% |
| 20260605 | $7.68 | $3.81 | 0.5% | 8% |
| 20260604 | $7.55 | $4.40 | 0.5% | 18% |
| 20260603 | $7.90 | $4.48 | 0.5% | 21% |
| 20260602 | $7.93 | $4.51 | 0.5% | 23% |
| 20260601 | $8.25 | $3.25 | 0.5% | 9% |
| 20260529 | $7.75 | $3.86 | 0.6% | 32% |
| 20260528 | $7.78 | $4.33 | 0.5% | 20% |
| 20260527 | $8.03 | $4.86 | 0.6% | 36% |
| 20260526 | $8.62 | $5.54 | 0.5% | 20% |
| 20260522 | $7.50 | $4.15 | 0.8% | 84% |
| 20260521 | $7.55 | $5.39 | 0.7% | 72% |
| 20260520 | $8.12 | $4.98 | 0.7% | 76% |
| 20260519 | $6.72 | $4.21 | 0.7% | 73% |
| 20260518 | $7.25 | $2.84 | 0.7% | 66% |
| 20260515 | $6.77 | $3.29 | 0.5% | 24% |
| 20260514 | $7.15 | $3.86 | 0.5% | 25% |
| 20260513 | $7.15 | $3.89 | 0.4% | 6% |
| 20260512 | $7.12 | $4.08 | 0.4% | 8% |
| 20260511 | $7.47 | $2.90 | 0.5% | 22% |
| 20260510 | $7.78 | $3.58 | 0.5% | 19% |
| 20260508 | $6.85 | $3.58 | 0.5% | 12% |
| 20260507 | $6.97 | $4.10 | 0.5% | 12% |
| 20260506 | $7.15 | $4.29 | 0.5% | 16% |
| 20260505 | $7.22 | $4.54 | 0.5% | 14% |
| 20260504 | $7.20 | $3.01 | 0.5% | 20% |
| 20260502 | $6.78 | $3.39 | 0.5% | 27% |
| 20260501 | $6.78 | $3.39 | 0.5% | 24% |
| 20260430 | $6.85 | $3.63 | 0.5% | 25% |
| 20260429 | $6.68 | $4.03 | 0.5% | 27% |
| 20260428 | $6.78 | $4.35 | 0.5% | 24% |
| 20260427 | $7.20 | $3.00 | 0.5% | 26% |
| 20260424 | $7.25 | $3.55 | 0.6% | 36% |
| 20260423 | $7.47 | $4.67 | 0.6% | 30% |
| 20260422 | $7.38 | $4.39 | 0.6% | 30% |
| 20260421 | $7.70 | $4.97 | 0.6% | 30% |
| 20260420 | $7.72 | $3.12 | 0.5% | 27% |
| 20260417 | $6.62 | $3.49 | 0.6% | 43% |
| 20260416 | $6.58 | $3.75 | 0.7% | 52% |
| 20260415 | $6.90 | $4.29 | 0.7% | 58% |
| 20260414 | $7.08 | $4.77 | 0.6% | 45% |
| 20260413 | $6.80 | $2.83 | 0.6% | 34% |