Delta Air Lines DAL 89.24 5.96 7.16%
ATM IV
0.42
Put Call Ratio (OI)
0.433
Put Call Ratio (Vol)
0.0258
IV Rank
46.6
IV Percentile
39.6
Max pain
80
View values by strike
| Strike | Calls | Puts |
|---|---|---|
| 20.00 | 7.23 K | -183 |
| 23.00 | 2.09 K | -481 |
| 25.00 | 13.6 K | -1.65 K |
| 28.00 | 4.32 K | -955 |
| 30.00 | 57.7 K | -2.54 K |
| 33.00 | 5.57 K | -69.4 |
| 35.00 | 22.6 K | -4.92 K |
| 38.00 | 25.3 K | -2.97 K |
| 40.00 | 114 K | -12 K |
| 43.00 | 26.7 K | -2.41 K |
| 45.00 | 85.7 K | -14.7 K |
| 47.00 | 36.4 K | -2.14 K |
| 50.00 | 284 K | -29.8 K |
| 52.50 | 127 K | -4.59 K |
| 55.00 | 148 K | -22.3 K |
| 57.50 | 91.9 K | -12.6 K |
| 60.00 | 507 K | -63.5 K |
| 62.50 | 126 K | -30.5 K |
| 64.00 | 98.4 | -598 |
| 65.00 | 270 K | -68 K |
| 66.00 | 976 | -122 |
| 67.00 | 1.18 K | -402 |
| 67.50 | 195 K | -33.7 K |
| 68.00 | 859 | -635 |
| 69.00 | 2.42 K | -1.05 K |
| 70.00 | 352 K | -99.1 K |
| 71.00 | 5.57 K | -3.61 K |
| 72.00 | 1.68 K | -6.03 K |
| 72.50 | 224 K | -132 K |
| 73.00 | 15.3 K | -1.88 K |
| 74.00 | 0 | -1.84 K |
| 75.00 | 1.05 M | -257 K |
| 76.00 | 42.4 K | -3.94 K |
| 77.00 | 17.8 K | -2.88 K |
| 77.50 | 189 K | -142 K |
| 78.00 | 50.6 K | -5.63 K |
| 79.00 | 75.4 K | -6.29 K |
| 80.00 | 863 K | -258 K |
| 81.00 | 56.6 K | -7.71 K |
| 82.00 | 86.6 K | -4.31 K |
| 82.50 | 827 K | -135 K |
| 83.00 | 735 K | -7.71 K |
| 84.00 | 607 K | -3.55 K |
| 85.00 | 2.34 M | -248 K |
| 86.00 | 233 K | -1.06 K |
| 87.00 | 352 K | -2.69 K |
| 87.50 | 7.04 M | -59.2 K |
| 88.00 | 67.8 K | -80.1 |
| 89.00 | 17.3 K | -49.1 |
| 90.00 | 1.62 M | -135 K |
| 91.00 | 11.9 K | -3.15 K |
| 92.00 | 3.62 K | -519 |
| 92.50 | 213 K | -47.1 K |
| 93.00 | 3.65 K | 0 |
| 94.00 | 728 | 0 |
| 95.00 | 4.71 M | -88.3 K |
| 96.00 | 166 | 0 |
| 97.50 | 69.1 K | -24.4 K |
| 100.00 | 403 K | -63.9 K |
| 105.00 | 95.5 K | -2.62 K |
| 110.00 | 107 K | -1.71 K |
| 115.00 | 54 K | -929 |
| 120.00 | 55.2 K | -72.3 |
| 125.00 | 15.2 K | -147 |
| 130.00 | 6.52 K | 0 |
| 135.00 | 11.1 K | 0 |
| 140.00 | 22.4 K | 0 |