· wheel strategy
Delta Air Lines, Inc. (DAL) · wheel strategy $84.24
Day +0.1% · RSI 55 · Live · 15-min delayed · as of 10:55 AM ET
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IV rank · 1 year39
Year lowYear high
Implied vol 45%.
Sellers are paid the gap between implied and realized volatility. Cboe research puts the long-run S&P 500 gap near 4 points.
Fair valueNo fair value yet
No fair value yet for this stock. Add your own mark in Rules → Fair values, or wait for the engine's valuation run.
- Quality gates✓ Pass
- Under fair value–
- Market cap$55B
Next earningsOct 9Next ex-dividendOct 15
Closest put · nothing clears the default rules today
DAL 75P · Nov 20
46 days · Δ0.20 · $1.54 mid · 16.6% annualized · 80% probability of profit
Score40
Market expects ±7.6% on earnings Oct 9; your strike is 11.0% away.(from the Oct 16 straddle)
IV rank3911.8 pts
Return5614.1 pts
Liquidity202.9 pts
Safety294.3 pts
Timing487.3 pts
Strike on the chart
Checklist
Value ?SizeRed dayOversoldSupport
ValueRequired rule, metRed daySignal on todaySupportAlmostOversoldNot today
- Under fair value (required rule)
- Position under limit (required rule)0.0% of account · required to stay under 5% ✓
- Big red day+0.1% today · lit at -2.0% or lower –
- OversoldRSI 55 · lit at 30 or under –
- Near support10% above support $75.99 · lit within 3% –
Live · 15-min delayed. Default rules, not yours.
Rule-based setup from your own filters in Wheelhouse Trader. Not a recommendation.
Score it with your own rules.
Score it with your own rules