Delta Air Lines Inc. (DAL) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Delta Air Lines Inc.

NYSE: DAL · Real-Time Price · USD
57.19
0.45 (0.79%)
At close: Sep 26, 2025, 3:59 PM
57.21
0.03%
After-hours: Sep 26, 2025, 08:00 PM EDT

Delta Air Lines Greeks

Delta, Gamma, Theta, and Vega Greek Charts for DAL options.

Delta Table

Strike Price Delta Gamma Theta Vega
30.00 0.8766 0.0076 -0.5543 0.0198
35.00 0.8883 0.0085 -0.3993 0.0172
40.00 0.8862 0.0101 -0.3057 0.0165
42.00 0.7975 0.0196 -0.4605 0.0289
43.00 0.7536 0.0217 -0.5509 0.0333
44.00 0.7998 0.0221 -0.3989 0.0281
45.00 0.8547 0.0163 -0.2788 0.0198
46.00 0.7785 0.0269 -0.3816 0.0302
47.00 0.8099 0.0287 -0.2844 0.0269
48.00 0.7435 0.0333 -0.3808 0.0334
49.00 0.7388 0.0371 -0.3509 0.0337
50.00 0.7537 0.0411 -0.29 0.0321
51.00 0.7181 0.0487 -0.2982 0.0356
52.00 0.7778 0.0429 -0.215 0.0274
53.00 0.7684 0.0556 -0.1849 0.0290
54.00 0.6659 0.0700 -0.2661 0.0375
55.00 0.6453 0.0955 -0.2125 0.0401
56.00 0.5817 0.1309 -0.1938 0.0454
57.00 0.4354 0.1654 -0.2291 0.0541
58.00 0.2766 0.2261 -0.1966 0.0610
59.00 0.0358 0.2705 -0.1831 0.0652
60.00 -0.2555 0.2782 -0.1642 0.0612
61.00 -0.6828 0.0944 -0.0915 0.0291
62.00 -0.7741 0.0819 -0.0735 0.0246
63.00 -0.8457 0.0653 -0.056 0.0194
64.00 -0.8989 0.0486 -0.0398 0.0145
65.00 -0.9234 0.0371 -0.0334 0.0118
66.00 -0.8621 0.0612 -0.0759 0.0217
67.00 -0.8676 0.0336 -0.0912 0.0175
68.00 -0.9161 0.0264 -0.0574 0.0126
69.00 -0.8707 0.0377 -0.1035 0.0194
70.00 -0.9498 0.0175 -0.0368 0.0085
71.00 -0.8828 0.0228 -0.1142 0.0161
72.00 -0.9 0.0203 -0.1012 0.0143
73.00 -0.9936 0.0036 0.0013 0.0015
74.00 -0.9275 0.0159 -0.0782 0.0113
75.00 -0.9382 0.0191 -0.0654 0.0114
80.00 -0.907 0.0133 -0.1411 0.0136
85.00 -0.8394 0.0199 -0.2975 0.0236