DAL
$51.23
Delta Air Lines
$.40
.79%

Option Analysis for Delta Air Lines

-
Options
2.1%
Average
-
Liquidity
Strategies:
Long Calls
Covered Calls
Long Puts
Short Strangle
Options expiring on Friday, June 16, 2017
Calls
Puts
Priced Move
Price
Volume
Open Interest
Strike
Open Interest
Volume
Price
Priced Move
-17.5%
$18.24
5.0
5.0
$24.00
50.0
3.0
$0.09
53.3%
0.7%
$21.60
2.0
20.0
$30.00
348.0
10.0
$0.04
41.5%
-13.1%
$12.50
5.0
5.0
$32.00
349.0
6.0
$0.23
38.0%
-0.6%
$15.90
2.0
3.0
$35.00
372.0
4.0
$0.12
31.9%
-14.8%
$6.66
5.0
35.0
$37.00
223.0
3.0
$0.24
28.2%
0.5%
$13.50
6.0
84.0
$38.00
166.0
2.0
$0.44
26.7%
0.4%
$12.43
1.0
92.0
$39.00
132.0
4.0
$0.35
24.6%
0.3%
$11.40
9.0
864.0
$40.00
1,058.0
4.0
$0.41
22.7%
-5.2%
$7.55
125.0
988.0
$41.00
903.0
30.0
$0.51
21.0%
0.5%
$9.50
22.0
117.0
$42.00
2,132.0
11.0
$0.65
19.3%
0.7%
$8.60
16.0
339.0
$43.00
1,861.0
11.0
$0.80
17.6%
0.6%
$7.52
2.0
183.0
$44.00
1,231.0
160.0
$0.98
16.0%
1.9%
$7.18
12.0
292.0
$45.00
2,271.0
32.0
$1.19
14.5%
3.4%
$6.95
13.0
377.0
$46.00
1,335.0
15.0
$1.47
13.1%
1.9%
$5.22
20.0
758.0
$47.00
1,812.0
21.0
$1.72
11.6%
3.2%
$4.87
46.0
5,574.0
$48.00
893.0
23.0
$2.04
10.3%
4.1%
$4.35
40.0
1,746.0
$49.00
690.0
44.0
$2.51
9.3%
4.8%
$3.70
43.0
3,084.0
$50.00
2,861.0
52.0
$2.87
8.0%
10.5%
$1.63
207.0
6,981.0
$55.00
464.0
14.0
$5.80
4.0%
18.2%
$0.56
34.0
800.0
$60.00
51.0
1.0
$10.66
3.7%
27.3%
$0.20
30.0
248.0
$65.00
5.0
5.0
$15.00
2.4%
Option Activity Ahead of Earnings