DAL
$50.41
Delta Air Lines
($.26)
(.51%)

Option Analysis for Delta Air Lines

-
Options
1.6%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, January 19, 2018
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-0.7%
$32.05
64.0
64.0
$18.00
133.0
20.0
$0.02
64.3%
-2.1%
$29.34
30.0
11.0
$20.00
183.0
2.0
$0.02
60.4%
-1.3%
$26.75
71.0
71.0
$23.00
630.0
10.0
$0.01
54.4%
-2.1%
$25.35
10.0
11.0
$24.00
203.0
50.0
$0.01
52.4%
-1.6%
$24.60
6.0
206.0
$25.00
1,194.0
3.0
$0.03
50.5%
-1.6%
$23.60
5.0
19.0
$26.00
55.0
19.0
$0.06
48.5%
-1.5%
$22.65
6.0
6.0
$27.00
270.0
10.0
$0.07
46.6%
-1.5%
$21.65
8.0
8.0
$28.00
19.0
1.0
$0.05
44.6%
-1.4%
$20.70
8.0
8.0
$29.00
167.0
52.0
$0.14
42.7%
0.4%
$20.60
85.0
504.0
$30.00
3,000.0
10.0
$0.03
40.5%
2.2%
$19.50
20.0
22.0
$32.00
80.0
1.0
$0.06
36.6%
-3.2%
$15.79
1.0
2.0
$33.00
196.0
43.0
$0.06
34.7%
0.5%
$16.65
11.0
11.0
$34.00
258.0
50.0
$0.07
32.7%
0.4%
$15.60
20.0
133.0
$35.00
13,195.0
20.0
$0.08
30.7%
-0.6%
$14.10
42.0
62.0
$36.00
326.0
20.0
$0.07
28.7%
0.8%
$13.80
12.0
13.0
$37.00
836.0
1.0
$0.16
26.9%
0.3%
$12.55
1.0
387.0
$38.00
9,121.0
10.0
$0.14
24.9%
-4.4%
$9.20
20.0
33.0
$39.00
1,487.0
10.0
$0.13
22.9%
0.7%
$10.75
2.0
9,623.0
$40.00
9,674.0
6.0
$0.17
21.0%
-0.3%
$9.25
10.0
66.0
$41.00
863.0
99.0
$0.20
19.1%
-0.3%
$8.25
15.0
153.0
$42.00
1,432.0
3.0
$0.25
17.2%
0.4%
$7.60
2.0
3,262.0
$43.00
5,539.0
4.0
$0.40
15.5%
-2.2%
$5.30
46.0
172.0
$44.00
927.0
3.0
$0.46
13.6%
1.4%
$6.10
20.0
6,314.0
$45.00
9,665.0
18.0
$0.51
11.7%
2.5%
$5.67
10.0
274.0
$46.00
2,092.0
20.0
$0.70
10.1%
1.8%
$4.30
14.0
5,486.0
$47.00
5,403.0
9.0
$0.88
8.5%
2.8%
$3.80
48.0
1,397.0
$48.00
7,968.0
28.0
$1.09
6.9%
3.6%
$3.21
7.0
1,402.0
$49.00
1,364.0
98.0
$1.45
5.7%
4.3%
$2.59
171.0
9,377.0
$50.00
5,733.0
109.0
$1.84
4.5%
7.0%
$1.45
1,191.0
10,198.0
$52.50
1,817.0
504.0
$3.10
2.0%
10.4%
$0.64
576.0
25,120.0
$55.00
808.0
2.0
$5.20
1.2%
14.6%
$0.28
81.0
12,617.0
$57.50
650.0
9.0
$7.43
0.7%
19.3%
$0.13
26.0
36,892.0
$60.00
502.0
5.0
$9.78
0.4%
29.0%
$0.04
1.0
1,764.0
$65.00
11.0
10.0
$12.90
-3.4%
38.9%
$0.01
1.0
938.0
$70.00
89.0
2.0
$16.80
-5.5%
48.9%
$0.05
2.0
755.0
$75.00
21.0
8.0
$24.65
0.1%
Option Activity Ahead of Earnings