# DELTA AIR LINES INC. (DAL) Option Chains

> DAL option chain: calls and puts by expiration with bid, ask, last and theoretical price, volume, open interest, implied volatility and Greeks.

Data as of Nov 12, 2026 (end of day).

## DAL quote

| Field | Value |
|---|---|
| Last | 86.55 |
| Change | -4.77 |
| Open | 90.68 |
| Previous | 91.32 |
| High | 91.04 |
| Low | 86.41 |
| Bid | - |
| Ask | - |
| Volume | 6,077,288 |
| Trades | - |
| Dividend | 0.22 |
| Yield | 1.10% |
| Ex-Div | Jan 15, 2027 (estimated, not declared yet) |
| Split Date | - |
| Impl Vol | 39.5% |
| Hist Vol | 38.2% |
| Opt Volume | 267,299 |
| Open Int | 875,387 |

Calls and puts, near-the-money strikes, expirations through the end of the second month out. Stock price: 86.55.

All expirations: 2026-11-13, 2026-11-20, 2026-11-27, 2026-12-04, 2026-12-11, 2026-12-18, 2026-12-24, 2026-12-31, 2027-01-15, 2027-03-19, 2027-06-17, 2027-09-17, 2027-12-17, 2028-01-21, 2029-01-19.

**Price** is the last trade, **TPrice** the theoretical value (Black-Scholes on historical volatility), **IVol** the implied volatility. **NS** is the contract type: S standard, W weekly, Q quarterly, FR fixed return, NS non-standard (adjusted). A contract's daily price history: `/quotes/option-prices.md?optsym=<Symbol>`.

Change the view with query parameters: `expirations` (1, 2, 3, 6, 9 or -1 for all), `expiry` (YYYY-MM-DD, one expiration), `range` (ntm, otm, itm, all), `putcall` (C, P), `strike` (one strike across expirations), `date` (an earlier session, subscribers). Example: `/quotes/stock-option-chains/DAL.md?expirations=-1&range=all`.

## Expires Nov 13, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261113C00084000 | 2.40 | 3.25 | 2.92 | 0.00 | 7 | 320 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |
| 85.00 | DAL 261113C00085000 | 1.67 | 1.98 | 1.80 | 0.00 | 145 | 177 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |
| 86.00 | DAL 261113C00086000 | 1.03 | 1.29 | 1.40 | 0.00 | 11 | 221 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |
| 87.00 | DAL 261113C00087000 | 0.59 | 0.73 | 0.65 | 0.00 | 61 | 273 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |
| 88.00 | DAL 261113C00088000 | 0.28 | 0.35 | 0.30 | 0.00 | 2,986 | 677 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |
| 89.00 | DAL 261113C00089000 | 0.12 | 0.19 | 0.18 | 0.00 | 157 | 415 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261113P00084000 | 0.08 | 0.15 | 0.11 | 0.00 | 72 | 102 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |
| 85.00 | DAL 261113P00085000 | 0.22 | 0.32 | 0.26 | 0.00 | 91 | 394 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |
| 86.00 | DAL 261113P00086000 | 0.43 | 0.67 | 0.54 | 0.00 | 136 | 164 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |
| 87.00 | DAL 261113P00087000 | 0.83 | 1.24 | 1.10 | 0.00 | 448 | 404 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |
| 88.00 | DAL 261113P00088000 | 1.63 | 1.93 | 1.70 | 0.00 | 135 | 604 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |
| 89.00 | DAL 261113P00089000 | 2.25 | 2.93 | 2.48 | 0.00 | 330 | 736 | 38.21% | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | W |

## Expires Nov 20, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261120C00084000 | 3.45 | 3.90 | 3.71 | 3.44 | 108 | 272 | 41.12% | 0.7112 | -0.1278 | 0.0439 | 0.0650 | 0.0127 | S |
| 85.00 | DAL 261120C00085000 | 2.76 | 3.30 | 2.97 | 2.77 | 93 | 12,488 | 39.31% | 0.6466 | -0.1310 | 0.0477 | 0.0739 | 0.0116 | S |
| 86.00 | DAL 261120C00086000 | 2.21 | 2.58 | 2.41 | 2.18 | 66 | 110 | 39.80% | 0.5688 | -0.1375 | 0.0504 | 0.0772 | 0.0103 | S |
| 87.00 | DAL 261120C00087000 | 1.86 | 2.03 | 1.90 | 1.67 | 100 | 296 | 39.71% | 0.4907 | -0.1374 | 0.0512 | 0.0785 | 0.0089 | S |
| 87.50 | DAL 261120C00087500 | 1.59 | 1.72 | 1.64 | 1.45 | 206 | 1,881 | 38.99% | 0.4506 | -0.1333 | 0.0508 | 0.0793 | 0.0082 | S |
| 88.00 | DAL 261120C00088000 | 1.23 | 1.67 | 1.55 | 1.25 | 22 | 1,109 | 41.27% | 0.4179 | -0.1381 | 0.0501 | 0.0739 | 0.0076 | S |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261120P00084000 | 0.93 | 1.11 | 1.00 | 0.77 | 623 | 130 | 41.31% | -0.2916 | -0.1077 | 0.0440 | 0.0650 | -0.0052 | S |
| 85.00 | DAL 261120P00085000 | 1.21 | 1.44 | 1.35 | 1.10 | 1,298 | 2,770 | 41.35% | -0.3616 | -0.1169 | 0.0480 | 0.0710 | -0.0064 | S |
| 86.00 | DAL 261120P00086000 | 1.53 | 1.86 | 1.77 | 1.50 | 249 | 369 | 41.33% | -0.4356 | -0.1218 | 0.0504 | 0.0748 | -0.0076 | S |
| 87.00 | DAL 261120P00087000 | 1.84 | 2.30 | 2.12 | 2.00 | 37 | 43 | 38.45% | -0.5139 | -0.1129 | 0.0510 | 0.0817 | -0.0088 | S |
| 87.50 | DAL 261120P00087500 | 2.18 | 2.70 | 2.13 | 2.28 | 189 | 441 | 39.28% | -0.5527 | -0.1138 | 0.0506 | 0.0795 | -0.0094 | S |
| 88.00 | DAL 261120P00088000 | 2.47 | 3.00 | 2.71 | 2.58 | 45 | 146 | 38.74% | -0.5932 | -0.1092 | 0.0496 | 0.0794 | -0.0099 | S |

## Expires Nov 27, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261127C00084000 | 3.60 | 4.55 | 8.13 | 4.33 | 0 | 25 | 34.87% | 0.6939 | -0.0842 | 0.0618 | 0.0575 | 0.0230 | W |
| 85.00 | DAL 261127C00085000 | 3.30 | 4.05 | 3.69 | 3.70 | 10 | 88 | 38.64% | 0.6230 | -0.0972 | 0.0668 | 0.0562 | 0.0206 | W |
| 86.00 | DAL 261127C00086000 | 2.68 | 3.20 | 3.57 | 3.12 | 9 | 61 | 35.91% | 0.5676 | -0.0929 | 0.0691 | 0.0625 | 0.0190 | W |
| 87.00 | DAL 261127C00087000 | 2.11 | 2.67 | 2.50 | 2.61 | 53 | 84 | 36.85% | 0.5051 | -0.0952 | 0.0701 | 0.0618 | 0.0169 | W |
| 88.00 | DAL 261127C00088000 | 1.68 | 2.25 | 2.20 | 2.15 | 9 | 136 | 38.91% | 0.4488 | -0.0982 | 0.0695 | 0.0580 | 0.0151 | W |
| 89.00 | DAL 261127C00089000 | 1.30 | 1.80 | 1.70 | 1.75 | 54 | 170 | 37.26% | 0.3868 | -0.0905 | 0.0672 | 0.0586 | 0.0131 | W |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261127P00084000 | 1.24 | 1.67 | 1.42 | 1.31 | 53 | 93 | 37.46% | -0.3198 | -0.0729 | 0.0627 | 0.0547 | -0.0105 | W |
| 85.00 | DAL 261127P00085000 | 1.44 | 2.02 | 1.80 | 1.66 | 18 | 48 | 37.52% | -0.3779 | -0.0771 | 0.0666 | 0.0581 | -0.0124 | W |
| 86.00 | DAL 261127P00086000 | 1.81 | 2.44 | 2.15 | 2.08 | 30 | 14 | 36.27% | -0.4369 | -0.0763 | 0.0690 | 0.0625 | -0.0141 | W |
| 87.00 | DAL 261127P00087000 | 2.21 | 2.90 | 2.55 | 2.56 | 55 | 176 | 34.90% | -0.5013 | -0.0732 | 0.0699 | 0.0661 | -0.0159 | W |
| 88.00 | DAL 261127P00088000 | 2.80 | 3.60 | 3.25 | 3.10 | 9 | 160 | 36.92% | -0.5611 | -0.0761 | 0.0690 | 0.0620 | -0.0176 | W |
| 89.00 | DAL 261127P00089000 | 3.40 | 4.30 | 3.82 | 3.70 | 26 | 29 | 36.19% | -0.6240 | -0.0705 | 0.0664 | 0.0613 | -0.0190 | W |

## Expires Dec 4, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261204C00084000 | 4.05 | 5.25 | 5.30 | 5.24 | 1 | 9 | 36.49% | 0.6604 | -0.0720 | 0.0779 | 0.0473 | 0.0316 | W |
| 85.00 | DAL 261204C00085000 | 3.50 | 4.55 | 6.01 | 4.61 | 3 | 213 | 36.18% | 0.6114 | -0.0739 | 0.0815 | 0.0499 | 0.0295 | W |
| 86.00 | DAL 261204C00086000 | 3.50 | 3.80 | 3.72 | 4.03 | 47 | 23 | 39.09% | 0.5584 | -0.0808 | 0.0839 | 0.0476 | 0.0269 | W |
| 87.00 | DAL 261204C00087000 | 3.00 | 3.40 | 3.25 | 3.49 | 3 | 88 | 39.38% | 0.5107 | -0.0816 | 0.0848 | 0.0477 | 0.0247 | W |
| 88.00 | DAL 261204C00088000 | 2.35 | 2.90 | 3.70 | 3.01 | 13 | 118 | 37.28% | 0.4594 | -0.0767 | 0.0844 | 0.0501 | 0.0224 | W |
| 89.00 | DAL 261204C00089000 | 1.99 | 2.47 | 5.09 | 2.57 | 0 | 7 | 37.31% | 0.4109 | -0.0748 | 0.0827 | 0.0491 | 0.0201 | W |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261204P00084000 | 1.86 | 2.23 | 1.99 | 1.62 | 11 | 25 | 38.26% | -0.3469 | -0.0643 | 0.0784 | 0.0456 | -0.0171 | W |
| 85.00 | DAL 261204P00085000 | 2.21 | 2.55 | 2.37 | 1.97 | 23 | 55 | 37.95% | -0.3942 | -0.0661 | 0.0817 | 0.0480 | -0.0194 | W |
| 86.00 | DAL 261204P00086000 | 2.63 | 3.05 | 2.65 | 2.38 | 2 | 2 | 35.87% | -0.4423 | -0.0635 | 0.0838 | 0.0522 | -0.0215 | W |
| 87.00 | DAL 261204P00087000 | 3.10 | 3.70 | 2.24 | 2.83 | 30 | 35 | 38.79% | -0.4925 | -0.0693 | 0.0847 | 0.0488 | -0.0240 | W |
| 89.00 | DAL 261204P00089000 | 4.15 | 4.65 | 4.18 | 3.89 | 2 | 24 | 34.25% | -0.6044 | -0.0573 | 0.0816 | 0.0539 | -0.0280 | W |

## Expires Dec 11, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261211C00084000 | 5.15 | 5.65 | 9.44 | 6.21 | 0 | 9 | 39.68% | 0.6397 | -0.0690 | 0.0914 | 0.0387 | 0.0397 | W |
| 85.00 | DAL 261211C00085000 | 4.55 | 5.05 | 5.00 | 5.58 | 2 | 20 | 41.52% | 0.5970 | -0.0738 | 0.0945 | 0.0382 | 0.0371 | W |
| 86.00 | DAL 261211C00086000 | 4.00 | 4.45 | 5.30 | 4.98 | 0 | 26 | 38.97% | 0.5587 | -0.0705 | 0.0963 | 0.0415 | 0.0351 | W |
| 87.00 | DAL 261211C00087000 | 3.25 | 3.95 | 6.45 | 4.43 | 0 | 2 | 37.61% | 0.5159 | -0.0684 | 0.0973 | 0.0435 | 0.0326 | W |
| 88.00 | DAL 261211C00088000 | 3.00 | 3.40 | 6.35 | 3.92 | 0 | 3 | 38.13% | 0.4739 | -0.0688 | 0.0972 | 0.0428 | 0.0300 | W |
| 89.00 | DAL 261211C00089000 | 2.43 | 2.98 | 6.14 | 3.45 | 0 | 25 | 37.23% | 0.4296 | -0.0660 | 0.0959 | 0.0433 | 0.0274 | W |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261211P00084000 | 2.23 | 2.60 | 1.11 | 1.77 | 0 | 4 | 38.24% | -0.3589 | -0.0563 | 0.0911 | 0.0403 | -0.0234 | W |
| 85.00 | DAL 261211P00085000 | 2.69 | 3.20 | 2.00 | 2.11 | 1 | 3 | 39.40% | -0.4026 | -0.0599 | 0.0943 | 0.0405 | -0.0263 | W |
| 86.00 | DAL 261211P00086000 | 2.97 | 3.50 | 2.35 | 2.49 | 1 | 8 | 37.58% | -0.4434 | -0.0578 | 0.0962 | 0.0434 | -0.0286 | W |
| 87.00 | DAL 261211P00087000 | 3.50 | 4.20 | 3.70 | 2.91 | 4 | 7 | 37.16% | -0.4875 | -0.0573 | 0.0971 | 0.0444 | -0.0312 | W |
| 88.00 | DAL 261211P00088000 | 4.00 | 4.50 | 3.15 | 3.38 | 1 | 7 | 37.17% | -0.5315 | -0.0567 | 0.0969 | 0.0444 | -0.0337 | W |
| 89.00 | DAL 261211P00089000 | 4.55 | 5.20 | 2.88 | 3.89 | 0 | 10 | 37.51% | -0.5736 | -0.0560 | 0.0955 | 0.0435 | -0.0360 | W |

## Expires Dec 18, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 80.00 | DAL 261218C00080000 | 8.30 | 8.90 | 8.57 | 10.21 | 63 | 2,980 | 40.73% | 0.7634 | -0.0551 | 0.0840 | 0.0279 | 0.0567 | S |
| 82.50 | DAL 261218C00082500 | 6.55 | 7.00 | 6.65 | 8.33 | 9 | 1,669 | 38.36% | 0.6907 | -0.0581 | 0.0959 | 0.0339 | 0.0524 | S |
| 85.00 | DAL 261218C00085000 | 5.10 | 5.30 | 5.35 | 6.64 | 139 | 5,065 | 38.76% | 0.5981 | -0.0628 | 0.1053 | 0.0368 | 0.0459 | S |
| 87.50 | DAL 261218C00087500 | 3.85 | 4.00 | 3.90 | 5.18 | 361 | 61,245 | 38.31% | 0.5035 | -0.0629 | 0.1085 | 0.0383 | 0.0391 | S |
| 90.00 | DAL 261218C00090000 | 2.74 | 2.87 | 2.80 | 3.94 | 322 | 3,138 | 37.54% | 0.4081 | -0.0593 | 0.1056 | 0.0381 | 0.0321 | S |
| 92.50 | DAL 261218C00092500 | 1.87 | 2.01 | 1.93 | 2.93 | 206 | 887 | 36.80% | 0.3167 | -0.0528 | 0.0968 | 0.0356 | 0.0251 | S |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 80.00 | DAL 261218P00080000 | 1.49 | 1.68 | 1.57 | 0.86 | 169 | 2,558 | 39.74% | -0.2338 | -0.0435 | 0.0833 | 0.0285 | -0.0191 | S |
| 82.50 | DAL 261218P00082500 | 2.25 | 2.48 | 2.21 | 1.39 | 359 | 1,372 | 39.79% | -0.3162 | -0.0501 | 0.0967 | 0.0330 | -0.0258 | S |
| 85.00 | DAL 261218P00085000 | 3.15 | 3.50 | 3.27 | 2.11 | 614 | 1,090 | 38.74% | -0.4047 | -0.0524 | 0.1052 | 0.0371 | -0.0327 | S |
| 87.50 | DAL 261218P00087500 | 4.35 | 4.50 | 4.44 | 3.06 | 645 | 514 | 38.03% | -0.5006 | -0.0521 | 0.1083 | 0.0391 | -0.0397 | S |
| 90.00 | DAL 261218P00090000 | 5.75 | 6.00 | 5.67 | 4.24 | 761 | 907 | 37.59% | -0.5970 | -0.0489 | 0.1049 | 0.0387 | -0.0460 | S |
| 92.50 | DAL 261218P00092500 | 7.15 | 7.80 | 7.45 | 5.64 | 30 | 458 | 36.21% | -0.6943 | -0.0412 | 0.0948 | 0.0371 | -0.0506 | S |

## Expires Dec 24, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 85.00 | DAL 261224C00085000 | 4.85 | 6.35 | 9.30 | 7.65 | 0 | 1 | 38.90% | 0.5983 | -0.0592 | 0.1138 | 0.0339 | 0.0531 | W |
| 86.00 | DAL 261224C00086000 | 4.80 | 5.20 | 8.49 | 7.02 | 0 | 2 | 38.26% | 0.5638 | -0.0589 | 0.1158 | 0.0351 | 0.0504 | W |
| 87.00 | DAL 261224C00087000 | 4.25 | 4.70 | 8.06 | 6.43 | 0 | 1 | 37.97% | 0.5282 | -0.0587 | 0.1170 | 0.0357 | 0.0475 | W |
| 89.00 | DAL 261224C00089000 | 3.35 | 3.75 | 4.58 | 5.33 | 1 | 2 | 37.57% | 0.4569 | -0.0572 | 0.1166 | 0.0360 | 0.0414 | W |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 84.00 | DAL 261224P00084000 | 2.70 | 3.25 | 3.01 | 1.75 | 6 | 2 | 37.72% | -0.3686 | -0.0456 | 0.1106 | 0.0343 | -0.0346 | W |
| 85.00 | DAL 261224P00085000 | 3.30 | 3.95 | 2.16 | 2.04 | 1 | 3 | 39.32% | -0.4060 | -0.0487 | 0.1137 | 0.0339 | -0.0381 | W |
| 86.00 | DAL 261224P00086000 | 3.75 | 4.40 | 3.45 | 2.37 | 1 | 3 | 39.11% | -0.4407 | -0.0490 | 0.1157 | 0.0347 | -0.0412 | W |
| 87.00 | DAL 261224P00087000 | 3.10 | 5.60 | 3.15 | 2.72 | 0 | 2 | 26.83% | -0.4856 | -0.0323 | 0.1166 | 0.0518 | -0.0421 | W |
| 88.00 | DAL 261224P00088000 | 4.70 | 5.25 | 3.57 | 3.11 | 1 | 0 | 37.81% | -0.5127 | -0.0471 | 0.1168 | 0.0365 | -0.0469 | W |
| 89.00 | DAL 261224P00089000 | 5.25 | 5.70 | 4.52 | 3.53 | 4 | 0 | 37.14% | -0.5503 | -0.0454 | 0.1159 | 0.0371 | -0.0496 | W |

## Expires Dec 31, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 90.00 | DAL 261231C00090000 | 3.20 | 4.75 | 4.50 | 6.01 | 1 | 0 | 41.68% | 0.4808 | -0.0690 | 0.1279 | 0.0305 | 0.0498 | Q |
| 95.00 | DAL 261231C00095000 | 1.02 | 2.93 | 3.05 | 3.79 | 2 | 0 | 34.73% | 0.3022 | -0.0487 | 0.1114 | 0.0319 | 0.0325 | Q |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 89.00 | DAL 261231P00089000 | 5.25 | 6.15 | 6.40 | 3.21 | 1 | 0 | 39.64% | -0.5215 | -0.0383 | 0.1254 | 0.0342 | -0.0487 | Q |

## Expires Jan 15, 2027

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 80.00 | DAL 270115C00080000 | 9.75 | 10.25 | 10.05 | 15.95 | 113 | 2,359 | 40.87% | 0.7273 | -0.0467 | 0.1211 | 0.0226 | 0.0928 | S |
| 82.50 | DAL 270115C00082500 | 8.15 | 8.80 | 8.80 | 14.05 | 28 | 2,064 | 40.83% | 0.6643 | -0.0497 | 0.1327 | 0.0247 | 0.0860 | S |
| 85.00 | DAL 270115C00085000 | 6.65 | 7.00 | 6.85 | 12.26 | 27 | 11,863 | 39.23% | 0.5996 | -0.0498 | 0.1405 | 0.0273 | 0.0790 | S |
| 87.50 | DAL 270115C00087500 | 5.35 | 5.75 | 5.52 | 10.59 | 77 | 978 | 38.59% | 0.5294 | -0.0496 | 0.1446 | 0.0285 | 0.0707 | S |
| 90.00 | DAL 270115C00090000 | 3.95 | 4.55 | 4.38 | 9.06 | 99 | 6,813 | 38.08% | 0.4584 | -0.0481 | 0.1441 | 0.0288 | 0.0619 | S |
| 92.50 | DAL 270115C00092500 | 3.30 | 3.60 | 3.40 | 7.67 | 37 | 1,401 | 37.50% | 0.3884 | -0.0453 | 0.1391 | 0.0282 | 0.0530 | S |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 80.00 | DAL 270115P00080000 | 2.29 | 2.80 | 2.67 | 0.66 | 24 | 4,202 | 40.07% | -0.2743 | -0.0346 | 0.1207 | 0.0231 | -0.0397 | S |
| 82.50 | DAL 270115P00082500 | 3.35 | 3.70 | 3.50 | 0.99 | 131 | 776 | 39.45% | -0.3377 | -0.0369 | 0.1323 | 0.0258 | -0.0486 | S |
| 85.00 | DAL 270115P00085000 | 4.45 | 4.65 | 4.55 | 1.43 | 40 | 4,777 | 39.23% | -0.4067 | -0.0384 | 0.1404 | 0.0277 | -0.0579 | S |
| 87.50 | DAL 270115P00087500 | 5.30 | 5.85 | 5.12 | 1.99 | 1 | 304 | 37.61% | -0.4793 | -0.0370 | 0.1440 | 0.0299 | -0.0667 | S |
| 90.00 | DAL 270115P00090000 | 6.80 | 7.35 | 7.10 | 2.69 | 18 | 922 | 38.25% | -0.5505 | -0.0367 | 0.1429 | 0.0295 | -0.0752 | S |
| 92.50 | DAL 270115P00092500 | 8.25 | 9.05 | 6.52 | 3.52 | 3 | 428 | 37.85% | -0.6216 | -0.0340 | 0.1371 | 0.0290 | -0.0819 | S |

## More for DAL

- [Quote](https://www.optionistics.com/quotes/stock-quotes/DAL.md)
- [Option chain](https://www.optionistics.com/quotes/stock-option-chains/DAL.md)
- [Price history](https://www.optionistics.com/quotes/stock-prices/DAL.md)
- [10 day snapshot](https://www.optionistics.com/snapshot.md?symbol=DAL)
- [Strike Pegger (max pain)](https://www.optionistics.com/quotes/strike-pegger/DAL.md)
- [Volatility skew](https://www.optionistics.com/screener/volatility-skew/DAL.md)
- [Put/call ratio](https://www.optionistics.com/screener/put-call-ratio/DAL.md)
- [Trade finder](https://www.optionistics.com/screener/stock-trade-finder/DAL.md)

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From [Optionistics](https://www.optionistics.com), options analytics since 2005. Site map for AI agents: https://www.optionistics.com/llms.txt
