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
$6.50
7-Day Straddle
$3.42
Avg IV
0.7%
IV Rank
80%
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 |
|---|---|---|---|---|
| 20260819 | $6.50 | $3.42 | 0.7% | 80% |
| 20260818 | $6.70 | $3.69 | 0.8% | 94% |
| 20260817 | $7.03 | $2.68 | 0.8% | 100% |
| 20260814 | $6.33 | $3.01 | 0.4% | 0% |
| 20260813 | $7.53 | $3.60 | 0.4% | 2% |
| 20260812 | $7.35 | $3.80 | 0.4% | 0% |
| 20260811 | $7.86 | $3.95 | 0.4% | 1% |
| 20260810 | $7.40 | $2.77 | 0.4% | 1% |
| 20260806 | $7.61 | $4.26 | 0.5% | 24% |
| 20260805 | $8.20 | $4.30 | 0.5% | 33% |
| 20260804 | $8.61 | $4.94 | 0.5% | 28% |
| 20260803 | $9.43 | $3.25 | 0.5% | 21% |
| 20260731 | $7.06 | $3.84 | 0.4% | 11% |
| 20260730 | $7.53 | $4.60 | 0.5% | 19% |
| 20260729 | $7.72 | $4.81 | 0.5% | 20% |
| 20260728 | $7.46 | $5.01 | 0.4% | 8% |
| 20260727 | $8.55 | $3.23 | 0.4% | 12% |
| 20260724 | $6.97 | $3.82 | 0.4% | 13% |
| 20260723 | $7.20 | $3.83 | 0.4% | 0% |
| 20260722 | $7.15 | $4.11 | 0.4% | 0% |
| 20260721 | $7.35 | $4.26 | 0.4% | 4% |
| 20260720 | $7.53 | $3.13 | 0.4% | 0% |
| 20260716 | $7.35 | $4.17 | 0.5% | 10% |
| 20260715 | $7.43 | $4.32 | 0.4% | 0% |
| 20260714 | $7.34 | $4.49 | 0.4% | 0% |
| 20260713 | $7.85 | $3.35 | 0.5% | 11% |
| 20260710 | $7.53 | $3.88 | 0.5% | 9% |
| 20260709 | $9.02 | $6.05 | 0.5% | 21% |
| 20260708 | $8.46 | $6.70 | 0.5% | 21% |
| 20260707 | $9.70 | $6.75 | 0.5% | 10% |
| 20260706 | $9.98 | $6.12 | 0.5% | 11% |
| 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% |