Delta Air Lines Inc. (DAL) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Delta Air Lines Inc.

NYSE: DAL · Real-Time Price · USD
57.26
0.18 (0.32%)
At close: Oct 03, 2025, 3:59 PM
57.45
0.33%
After-hours: Oct 03, 2025, 07:57 PM EDT

Delta Air Lines Greeks

Delta, Gamma, Theta, and Vega Greek Charts for DAL options.

Delta Table

Strike Price Delta Gamma Theta Vega
30.00 0.9941 0.0010 -0.0234 0.0014
35.00 0.9962 0.0009 -0.0134 0.0009
40.00 0.9951 0.0016 -0.0136 0.0012
45.00 0.9688 0.0078 -0.0495 0.0057
45.50 0.9698 0.0080 -0.0462 0.0056
46.00 0.9779 0.0070 -0.0332 0.0043
46.50 0.9677 0.0091 -0.0456 0.0059
47.00 0.9737 0.0085 -0.0361 0.0050
47.50 0.9598 0.0113 -0.0519 0.0071
48.00 0.9444 0.0140 -0.0691 0.0092
48.50 0.9544 0.0134 -0.0536 0.0078
49.00 0.9471 0.0152 -0.0593 0.0088
49.50 0.9386 0.0173 -0.0656 0.0099
50.00 0.9309 0.0193 -0.0703 0.0109
51.00 0.9064 0.0244 -0.0867 0.0137
52.00 0.8763 0.0299 -0.1043 0.0167
53.00 0.8381 0.0357 -0.1249 0.0200
54.00 0.7936 0.0411 -0.1458 0.0233
55.00 0.7456 0.0460 -0.1638 0.0262
56.00 0.6930 0.0499 -0.1805 0.0287
57.00 0.4648 0.1651 -0.2376 0.0515
58.00 0.2301 0.1774 -0.2864 0.0622
59.00 0.0463 0.1684 -0.3177 0.0651
60.00 -0.1069 0.1541 -0.3325 0.0644
61.00 -0.2315 0.1361 -0.3478 0.0617
62.00 -0.3348 0.1189 -0.3524 0.0581
63.00 -0.4266 0.1041 -0.3419 0.0537
64.00 -0.4884 0.0883 -0.3525 0.0498
65.00 -0.5578 0.0773 -0.328 0.0456
66.00 -0.6142 0.0676 -0.3075 0.0416
67.00 -0.6255 0.0571 -0.3419 0.0399
68.00 -0.6399 0.0494 -0.3649 0.0381
69.00 -0.6412 0.0420 -0.4086 0.0369
70.00 -0.6679 0.0378 -0.397 0.0349
71.00 -0.6664 0.0439 -0.387 0.0387
72.00 -0.6408 0.0381 -0.4765 0.0389
73.00 -0.6091 0.0390 -0.5404 0.0428
74.00 -0.6794 0.0356 -0.4456 0.0373
75.00 -0.6999 0.0305 -0.4473 0.0341
80.00 -0.796 0.0176 -0.3581 0.0239
85.00 -0.7624 0.0148 -0.5078 0.0260