Volatility Strike Skew — DAL
Data as of
Volume-weighted call and put implied volatility per strike for the chosen expiration, with option volume bars.
DATA IS DELAYED — showing Oct 22, 2026. Subscribe to get the latest end-of-day data.
* Ex-dividend date estimated from past dividends; the company has not declared it yet.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
On Oct 22, 2026, DAL options across all expirations averaged 39.5% implied volatility for calls and 40.9% for puts (volume-weighted): puts trade 1.4 points above calls, the usual downside skew.
| Strike | Volume | Call IVol | Put IVol |
|---|---|---|---|
| All | 23,722 | 39.5% | 40.9% |
| 60.00 | 94 | 43.2% | 47.4% |
| 62.50 | 15 | 42.8% | 44.1% |
| 64.00 | 10 | 37.6% | 49.1% |
| 65.00 | 674 | 42.2% | 45.3% |
| 66.00 | 11 | 37.6% | 52.5% |
| 67.00 | 23 | 37.6% | 45.6% |
| 67.50 | 23 | - | 42.2% |
| 68.00 | 83 | 37.6% | 48.3% |
| 69.00 | 65 | 37.6% | 49.0% |
| 70.00 | 163 | 41.5% | 44.2% |
| 71.00 | 82 | 37.6% | 45.3% |
| 72.00 | 147 | 37.6% | 43.3% |
| 72.50 | 1,610 | 42.1% | 40.4% |
| 73.00 | 196 | - | 39.0% |
| 74.00 | 205 | 45.3% | 39.5% |
| 75.00 | 1,059 | 39.6% | 41.2% |
| 76.00 | 138 | 41.4% | 42.1% |
| 77.00 | 284 | 37.1% | 39.7% |
| 77.50 | 478 | 40.7% | 40.9% |
| 78.00 | 1,251 | 38.4% | 38.3% |
| 79.00 | 1,928 | 38.1% | 38.5% |
| 80.00 | 8,246 | 38.3% | 38.8% |
| 81.00 | 363 | 39.6% | 40.2% |
| 82.00 | 350 | 39.2% | 40.2% |
| 82.50 | 329 | 40.8% | 46.9% |
| 83.00 | 2,899 | 43.2% | 37.6% |
| 84.00 | 58 | 40.1% | 36.5% |
| 85.00 | 627 | 39.9% | 41.8% |
| 86.00 | 35 | 39.8% | - |
| 87.00 | 260 | 43.0% | - |
| 87.50 | 613 | 39.4% | 47.3% |
| 88.00 | 69 | 41.4% | - |
| 89.00 | 24 | 41.1% | - |
| 90.00 | 414 | 39.0% | - |
| 91.00 | 16 | 43.3% | - |
| 92.50 | 290 | 39.1% | - |
| 93.00 | 1 | 55.7% | - |
| 94.00 | 14 | 52.1% | 37.6% |
| 95.00 | 528 | 38.1% | 37.6% |
| 96.00 | 16 | - | 37.6% |
| 97.50 | 31 | 38.8% | 30.9% |