Delta Airlines Earnings Report Approaching! How to Play Options Strategies?

OptionsAura
01-09 17:04

$Delta Air Lines(DAL)$ is set to release its Q4 earnings report on January 10. Wall Street analysts expect the company’s earnings per share (EPS) for the fourth quarter to be $1.76, reflecting a 37.5% year-over-year increase. Meanwhile, revenue is projected to grow 3% year-over-year, reaching $14.65 billion.

Building on this, Delta Airlines’ stock price has risen approximately 48.5% this year, fueled by increasing travel demand, strategic initiatives like expanding premium seating, and positive analyst expectations. Additionally, the airline’s focus on operational efficiency, improved profit margins, and robust free cash flow has further strengthened its financial position.

Analysts Maintain Optimism for Delta’s Q4 Earnings

Ahead of the company’s Q4 results, seven analysts have maintained a "Buy" rating on the stock, with four of them raising their price targets. Among them, Andrew Didora, an analyst at Bank of America Securities, has issued a "Buy" rating based on strong EPS expectations and anticipated revenue growth. He expects the company to set its 2025 EPS guidance between $7 and $8, aligning with Bank of America’s forecast of $7.34 and the market consensus of $7.37, indicating a consistent 10% annual EPS growth. Didora believes effective cost management and stable fuel prices will support these EPS forecasts.

Additionally, analysts anticipate further revenue growth for Delta Airlines, supported by favorable capacity conditions and positive industry trends. Didora predicts quarterly revenue growth exceeding 5% throughout 2025, with Q3 expected to reach its peak.

What Do Options Traders Expect?

Using options data, we can gauge the expectations of options traders regarding the stock’s performance immediately after the earnings release. The anticipated earnings-related price movement is derived by calculating the implied volatility of at-the-money straddle options closest to the earnings date. Currently, options traders expect a 5.7% price movement for the stock.

Selling a Straddle Strategy

  • Current Stock Price: $61.42

  • Options Sold:

    • Sell a $62 call option expiring on January 10, earning a premium of $151.

      Sell a $62 put option expiring on January 10, earning a premium of $211.

  • Total Income: $151 + $211 = $362

Risk Summary

  • Maximum Profit: If the stock price remains near or below $62, you will keep all the premium income. The maximum profit is $362.

  • Maximum Loss: The greatest loss occurs if the stock experiences significant price movement, either upward or downward, as losses will increase with larger deviations from the strike price.

Risk Management

Selling a straddle strategy involves high risk, especially if the stock experiences sharp price movements after the earnings release. Significant upward or downward swings in the stock price can lead to substantial losses for investors.

To manage risks effectively, investors should consider setting stop-loss levels or closely monitoring market-implied volatility expectations before the earnings release. Adjusting positions accordingly can help mitigate potential losses.

Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

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