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DAL - Delta Air Lines
Implied Volatility Analysis

Implied Volatility:
43.0%
Put/Call-Ratio:
0.64

Delta Air Lines has an Implied Volatility (IV) of 43.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DAL is 17 and the Implied Volatility Percentile (IVP) is 23. The current Implied Volatility Index for DAL is -0.78 standard deviations away from its 1 year mean.

Market Cap$23.03B
Next Earnings Date1/12/2023 (35d)
Implied Volatility (IV) 30d
43.03
Implied Volatility Rank (IVR) 1y
16.56
Implied Volatility Percentile (IVP) 1y
22.53
Historical Volatility (HV) 30d
33.58
IV / HV
1.28
Open Interest
769.15K
Option Volume
44.03K
Put/Call Ratio (Volume)
0.64

Data was calculated after the 12/7/2022 closing.

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