Delta AIR Lines, Inc. options tape
Read from CBOE's delayed chain on 23 September 2026, with Delta AIR Lines, Inc. at $83.88: open interest within 90 days was 234,789 call and 69,543 put contracts, a put/call ratio of 0.3; the day's volume was 37,933 calls and 10,438 puts (0.28). The most call open interest sits at the $87.50 strike (56,252 contracts) and the most put open interest at $72.50 (7,547). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 3.2% of spot. For 16 October 2026, implied volatility was 47.3% at the put 5% below spot and 49.3% at the call 5% above, -1.9 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $87.50 | 56,252 |
| Puts | $72.50 | 7,547 |
The strike with the most open interest on each side, across expiries within 90 days.
Strikes where the day's volume was at least twice the open interest
| Contract | Volume | Open interest before | Premium traded |
|---|---|---|---|
| 16 October 2026 call at $87.00 | 1,681 | 7 | $490,852 |
| 25 September 2026 call at $87.00 | 10,049 | 157 | $391,911 |
| 16 October 2026 call at $84.00 | 373 | 9 | $157,592 |
| 16 October 2026 call at $83.00 | 306 | 10 | $147,645 |
| 30 October 2026 call at $84.00 | 268 | 118 | $146,060 |
| 9 October 2026 put at $84.00 | 394 | 41 | $140,855 |
| 2 October 2026 put at $86.00 | 397 | 5 | $139,744 |
| 2 October 2026 call at $86.00 | 828 | 151 | $122,958 |
Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.
Open interest built since 22 September 2026
| Contract | Open interest now | Change |
|---|---|---|
| 25 September 2026 call at $86.00 | 5,272 | +5,108 |
| 16 October 2026 call at $90.00 | 3,528 | +1,047 |
| 25 September 2026 call at $85.00 | 1,100 | +690 |
| 30 October 2026 call at $86.00 | 676 | +584 |
| 9 October 2026 call at $85.00 | 772 | +483 |
| 30 October 2026 call at $80.00 | 478 | +355 |
| 2 October 2026 call at $85.00 | 780 | +346 |
| 16 October 2026 call at $80.00 | 3,738 | +319 |
Contracts whose open interest rose by 250 or more against the previous day's snapshot.
Source
CBOE delayed quotes for DAL, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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