19907 DAL Sep09 37 calls went up in 1 block on the PHLX marked buy-write w/ 1.05 mill shares going up against them.
Shares of Delta Airlines Inc. (DAL) are down .63 to 36.53 today.? ?DAL is near the lower end of the 52 week range.
- Paper traded 19907 DAL Sep09 37 calls for .77.?
- The ADV is 38k contracts.?
- The OI is 385 contracts.
The volume went up in 1 block on the PHLX marked buy-write.? 1.05 mill shares went up against the calls so the trade is looking for some kind of delta neutral trade.? The trader could be looking for a big swing in DAL from now until expiration.
- IV 30 is trading for 32%.?
- HV10 is trading for 17%.?
- IV 30 is trading above the HV 10.
Delta Air Lines, Inc. provides scheduled air transportation for passengers and cargo throughout the United States and around the world. The Company’s operates through segments, including Airline Segment and Refinery Segment.