DAL
$52.92
Delta Air Lines
$.11
.21%

Option Analysis for Delta Air Lines

-
Options
1.9%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, July 14, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-4.5%
$4.55
12.0
12.0
$46.00
22.0
2.0
$0.33
13.7%
-4.0%
$4.30
24.0
24.0
$46.50
10.0
10.0
$0.35
12.8%
-3.9%
$3.85
36.0
36.0
$47.00
11.0
11.0
$0.41
12.0%
-3.6%
$3.50
36.0
36.0
$47.50
7.0
4.0
$0.47
11.1%
-0.8%
$4.50
10.0
57.0
$48.00
100.0
30.0
$0.23
9.7%
-0.9%
$3.92
8.0
20.0
$48.50
14.0
2.0
$0.49
9.3%
-0.9%
$3.42
3.0
27.0
$49.00
25.0
9.0
$0.23
7.8%
-0.7%
$3.06
20.0
20.0
$49.50
19.0
3.0
$0.33
7.1%
-0.2%
$2.84
10.0
42.0
$50.00
40.0
55.0
$0.33
6.1%
1.1%
$3.01
4.0
37.0
$50.50
3.0
3.0
$0.48
5.5%
1.5%
$2.71
1.0
94.0
$51.00
19.0
50.0
$0.53
4.6%
0.9%
$1.90
10.0
152.0
$51.50
29.0
16.0
$0.89
4.4%
1.6%
$1.77
5.0
805.0
$52.00
60.0
1.0
$1.13
3.9%
2.0%
$1.47
8.0
603.0
$52.50
40.0
71.0
$1.72
4.0%
2.6%
$1.31
28.0
218.0
$53.00
15.0
5.0
$1.32
2.3%
2.7%
$0.86
10.0
34.0
$53.50
10.0
10.0
$2.65
3.9%
3.4%
$0.74
20.0
103.0
$54.00
10.0
10.0
$2.98
3.6%
5.7%
$0.42
1.0
129.0
$55.50
1.0
1.0
$3.74
2.2%
Option Activity Ahead of Earnings