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Delta Air Lines DAL 89.24 5.96 7.16%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
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

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-69.0
69.0
View values by strike
DAL · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 210 -968
23.00 48.2 -1.43 K
25.00 454 -7.57 K
28.00 251 -3.62 K
30.00 4.49 K -9.72 K
33.00 451 -481
35.00 1.96 K -22.7 K
38.00 2.15 K -19.4 K
40.00 12.4 K -57.9 K
43.00 2.82 K -20 K
45.00 14.3 K -64.3 K
47.00 6.36 K -15.6 K
50.00 40.5 K -130 K
52.50 28.3 K -29 K
55.00 43 K -135 K
57.50 22.5 K -68.9 K
60.00 136 K -344 K
62.50 55.8 K -209 K
64.00 22.2 -5.36 K
65.00 146 K -369 K
66.00 319 -1.69 K
67.00 307 -4.38 K
67.50 111 K -244 K
68.00 411 -10.2 K
69.00 958 -18.1 K
70.00 280 K -706 K
71.00 775 -59.3 K
72.00 370 -105 K
72.50 226 K -1.17 M
73.00 -0.0199 -37.3 K
74.00 0 -38.3 K
75.00 1.24 M -1.71 M
76.00 45.4 K -86.5 K
77.00 9.36 K -57 K
77.50 292 K -1.14 M
78.00 82.8 K -111 K
79.00 114 K -116 K
80.00 1.69 M -1.83 M
81.00 126 K -150 K
82.00 226 K -91.3 K
82.50 2.35 M -819 K
83.00 1.88 M -136 K
84.00 2.64 M -71.4 K
85.00 8.75 M -1.41 M
86.00 1.67 M -26.4 K
87.00 3.35 M -37.7 K
87.50 28.6 M -248 K
88.00 571 K -1.26 K
89.00 155 K -986
90.00 9.53 M -635 K
91.00 155 K -37.5 K
92.00 70.6 K -3.46 K
92.50 1.06 M -161 K
93.00 94.3 K 0
94.00 12.1 K 0
95.00 31.6 M -288 K
96.00 5.52 K 0
97.50 422 K -53.9 K
100.00 1.9 M -150 K
105.00 549 K -4.74 K
110.00 434 K -2.66 K
115.00 245 K -1.33 K
120.00 183 K -95.5
125.00 65.9 K -175
130.00 21.6 K 0
135.00 38.5 K 0
140.00 67.7 K 0