DAL · Expected Move
Delta Air Lines, Inc.
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).
DAL straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current DAL Expected Move
30-Day Straddle
$8.65
7-Day Straddle
$5.48
30-Day ATM IV
45.8%
IV Rank
61%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $8.65 | $5.48 | 45.8% | 61% |
| 20261001 | $8.03 | $5.94 | 42.7% | 47% |
| 20260930 | $8.38 | $5.90 | 43.8% | 52% |
| 20260929 | $8.88 | $6.36 | 45.0% | 57% |
| 20260928 | $8.32 | $3.29 | 43.1% | 49% |
| 20260925 | $8.85 | $3.79 | 45.7% | 61% |
| 20260924 | $8.68 | $3.77 | 46.5% | 64% |
| 20260923 | $8.25 | $3.95 | 44.1% | 54% |
| 20260922 | $9.35 | $4.47 | 47.7% | 70% |
| 20260921 | $8.60 | $2.83 | 45.1% | 58% |
| 20260918 | $7.88 | $3.17 | 44.0% | 53% |
| 20260917 | $7.67 | $3.38 | 42.2% | 45% |
| 20260916 | $8.15 | $4.28 | 45.7% | 61% |
| 20260915 | $8.35 | $4.42 | 45.0% | 57% |
| 20260914 | $8.12 | $3.15 | 43.4% | 50% |
| 20260911 | $6.78 | $3.27 | 39.3% | 32% |
| 20260910 | $7.30 | $3.55 | 41.4% | 41% |
| 20260909 | $7.45 | $3.50 | 40.9% | 39% |
| 20260908 | $7.61 | $3.90 | 40.8% | 38% |
| 20260904 | $6.12 | $2.48 | 36.5% | 19% |
| 20260903 | $5.91 | $2.70 | 34.4% | 10% |
| 20260902 | $5.98 | $2.96 | 33.5% | 6% |
| 20260901 | $6.45 | $4.08 | 37.2% | 22% |
| 20260831 | $6.27 | $2.27 | 34.2% | 9% |
| 20260828 | $6.17 | $2.65 | 35.3% | 14% |
| 20260827 | $6.58 | $3.15 | 35.7% | 16% |
| 20260826 | $7.20 | $3.70 | 38.2% | 27% |
| 20260825 | $6.94 | $3.81 | 35.0% | 13% |
| 20260824 | $6.87 | $2.59 | 35.4% | 14% |
| 20260821 | $6.43 | $2.87 | 35.5% | 15% |
| 20260820 | $6.39 | $3.31 | 33.9% | 8% |
| 20260819 | $6.50 | $3.42 | 33.6% | 6% |
| 20260818 | $6.70 | $3.69 | 33.2% | 5% |
| 20260817 | $7.03 | $2.68 | 33.8% | 7% |
| 20260814 | $6.33 | $3.01 | 32.2% | 0% |
| 20260813 | $7.53 | $3.60 | 35.6% | 1% |
| 20260812 | $7.35 | $3.80 | 35.8% | 2% |
| 20260811 | $7.86 | $3.95 | 36.7% | 7% |
| 20260810 | $7.40 | $2.77 | 35.9% | 2% |
| 20260807 | — | — | 35.4% | 0% |
| 20260806 | $7.61 | $4.26 | 36.2% | 0% |
| 20260805 | $8.20 | $4.30 | 38.4% | 7% |
| 20260804 | $8.61 | $4.94 | 40.2% | 13% |
| 20260803 | $9.43 | $3.25 | 42.0% | 20% |
| 20260731 | $7.06 | $3.84 | 37.0% | 2% |
| 20260730 | $7.53 | $4.60 | 38.0% | 5% |
| 20260729 | $7.72 | $4.81 | 39.1% | 9% |
| 20260728 | $7.46 | $5.01 | 36.6% | 0% |
| 20260727 | $8.55 | $3.23 | 41.8% | 18% |
| 20260724 | $6.97 | $3.82 | 37.8% | 3% |
| 20260723 | $7.20 | $3.83 | 39.0% | 7% |
| 20260722 | $7.15 | $4.11 | 37.4% | 1% |
| 20260721 | $7.35 | $4.26 | 37.5% | 1% |
| 20260720 | $7.53 | $3.13 | 37.4% | 1% |
| 20260716 | $7.35 | $4.17 | 37.5% | 2% |
| 20260715 | $7.43 | $4.32 | 37.9% | 3% |
| 20260714 | $7.34 | $4.49 | 37.1% | 0% |
| 20260713 | $7.85 | $3.35 | 38.6% | 0% |
| 20260710 | $7.53 | $3.88 | 39.4% | 0% |
| 20260709 | $9.02 | $6.05 | 46.4% | 22% |
More on DAL
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.