← Back to Stock / ETF implied volatility screenerDAL - Delta Air Lines
DAL - Delta Air Lines
Implied Volatility Analysis
Implied Volatility:
48.1%
48.1%
Put/Call-Ratio:
0.57
0.57
Delta Air Lines has an Implied Volatility (IV) of 48.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DAL is 48 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for DAL is 0.24 standard deviations away from its 1 year mean.
| Market Cap | $24.91B |
|---|---|
| Next Earnings Date | 4/12/2023 (23d) |
| Implied Volatility (IV) 30d | 48.09 |
| Implied Volatility Rank (IVR) 1y | 47.58 |
| Implied Volatility Percentile (IVP) 1y | 60.32 |
| Historical Volatility (HV) 30d | 35.33 |
| IV / HV | 1.36 |
| Open Interest | 670.60K |
| Option Volume | 39.18K |
| Put/Call Ratio (Volume) | 0.57 |
Data was calculated after the 3/17/2023 closing.
Sign up for our upcoming FREE newsletter!
- Concrete option trades for the upcoming day
- Portfolios with backtested profitable option strategies
- It's free. Contains just value. Unsubscribe any time.