Delta Air Lines Inc. (DAL) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Delta Air Lines Inc.

NYSE: DAL · Real-Time Price · USD
61.19
0.64 (1.06%)
At close: Sep 05, 2025, 3:59 PM
61.18
-0.02%
After-hours: Sep 05, 2025, 07:56 PM EDT

DAL Option Overview

Overview for all option chains of DAL. As of September 06, 2025, DAL options have an IV of 51.55% and an IV rank of 46.31%. The volume is 27,199 contracts, which is 78.8% of average daily volume of 34,516 contracts. The volume put-call ratio is 0.75, indicating a neutral sentiment in the market.

Implied Volatility

Implied Volatility (30d)
51.55%
IV Rank
46.31%
Historical Volatility
40.21%
IV Low
35.97% on Sep 23, 2024
IV High
69.62% on Sep 03, 2025

Open Interest (OI)

Today's Open Interest
992,416
Put-Call Ratio
0.76
Put Open Interest
427,585
Call Open Interest
564,831
Open Interest Avg (30-day)
875,300
Today vs Open Interest Avg (30-day)
113.38%

Option Volume

Today's Volume
27,199
Put-Call Ratio
0.75
Put Volume
11,660
Call Volume
15,539
Volume Avg (30-day)
34,516
Today vs Volume Avg (30-day)
78.8%

Option Chain Statistics

This table provides a comprehensive overview of all DAL options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 12, 2025 9,632 4,483 0.47 41,803 12,879 0.31 71.73% 58
Sep 19, 2025 3,246 3,256 1 183,182 150,124 0.82 56.12% 52.5
Sep 26, 2025 275 49 0.18 1,683 1,427 0.85 46.98% 58
Oct 03, 2025 44 175 3.98 830 922 1.11 46.33% 60
Oct 10, 2025 32 44 1.38 457 284 0.62 45.15% 62
Oct 17, 2025 808 1,700 2.1 50,001 14,005 0.28 47.23% 60
Oct 24, 2025 13 10 0.77 3 7 2.33 45.31% 59
Nov 21, 2025 139 857 6.17 414 1,513 3.65 47.06% 60
Dec 19, 2025 304 374 1.23 122,383 78,113 0.64 52.97% 52.5
Jan 16, 2026 375 523 1.39 85,870 88,921 1.04 48.08% 50
Feb 20, 2026 104 4 0.04 3,755 2,459 0.65 42% 60
Mar 20, 2026 277 31 0.11 18,785 23,274 1.24 42.48% 50
Jun 18, 2026 22 2 0.09 16,067 14,732 0.92 41.73% 52.5
Sep 18, 2026 123 20 0.16 2,244 4,784 2.13 40.86% 55
Dec 18, 2026 21 108 5.14 14,632 12,407 0.85 39.91% 47
Jan 15, 2027 124 24 0.19 22,722 21,734 0.96 40.31% 50