Delta Air Lines (DAL) Options — Max Pain, Gamma Exposure (GEX) & Key Levels

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Expiration: Strikes:
Updated at 10/12/2026, 17:17:50
SPOT
$80.17
FORWARD
$85.00
DTE
4d
STM IV
47.3%
DNS SM
0.04%
IMPLIED MOVE
±9.04% ($7.68)
P/C OI
0.09
CALL OI
137,978
PUT OI
12,656
CALL VOL
1,733
PUT VOL
672
NET GEX
30.2M
TIMESTAMP
05:22:07 PM
Option Insights
Automated analysis based on options positioning, flow, and volatility structure.
Bullish
+70
−100 · Bearish0 · NeutralBullish · +100
KEY PRICE LEVELS
GAMMA
Positive Gamma Environment
Dealers are long gamma — they buy dips and sell rips, dampening moves. Expect mean-reversion and range-bound trading.
DEALER FLOW
Low Put/Call OI Ratio (0.09)
Call open interest dominates, indicating bullish positioning. Market makers may be short calls, creating upside fuel.
KEY LEVELS
Max Pain @ $80.0
Spot is 5.8% above Max Pain. Gravitational pull may increase as expiry approaches.
KEY LEVELS
Support $80.0 / Resistance $87.5
Put Wall at $80.0 acts as support. Call Wall at $87.5 acts as resistance. Net gamma concentration creates dealer hedging flows at these levels.
VOL STATUS
Expected Move (Straddle-mid): ±9.04% ($7.68)
ATM straddle-mid implies a ±9.04% move by expiry. Range: $77.25 — $92.60
Key Levels
OI concentration panel. Key price levels from dealer gamma positioning.
PUT WALL (SUPPORT)
$80
OI: 2.5K
CALL WALL (RESISTANCE)
$87.5
OI: 54.4K
MAX PAIN
$80
Expiry magnet
GAMMA FLIP
$65.75
Positive δ
SPOT
$80.17
FORWARD
$85.00
MIN IV PRICE
$74
Cumulative Gamma Exposure
Running sum of net GEX across strikes.
Cum. Call GEXCum. Put GEX
Dealer Gamma Exposure (GEX)
▲ Positive: 30.2M | Put Wall: $80 (2.5K) | Call Wall: $87.5 (54.4K)
Positive GEXNegative GEX
Greeks Exposure
Net gamma exposure by strike. Positive = dealers short gamma (mean-reversion).
PositiveNegativeNet
Volume Profile
Call and put trading volume by strike.
Call VolumePut Volume
Option Prices After-hrs $80.17 (-5.60%)
Hatched tomorrow-open change — tinted = gain, hollow = decay. · IV crash −10%
Call MidPut MidGainDecay
Profit Probability
Chance a long call (up) / put (down) finishes past breakeven by expiry.
Call POPPut POP
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