NEW Tour v246
DAL
DELTA AIR LINES INC
$93.66 +0.53%
$93.56 (-0.11%)🌙
as of 06/30 06:01 PM
6/30 18:01

Option Volume

Detail
Current (06/30) 14,274
Calls: 7,006 (49%)
Puts: 7,268 (51%)
Prior (06/29) 17,477
Calls: 7,146 (41%)
Puts: 10,331 (59%)
Current vs Prior -18.33%
Calls: -1.96% (Calls)
Puts: -29.65% (Puts)
Prior 7-Day Total 215,485
Calls: 131,022 (61%)
Puts: 84,463 (39%)
Prior 7-Day Average 30,783
Calls: 18,717 (61%)
Puts: 12,066 (39%)
Current vs Prior 7-Day Avg -53.63%
Calls: -62.57%
Puts: -39.77%
Sentiment BEARISH

Dollar Volume

Detail
Current (06/30) $6.69M
Calls: $4.99M (75%)
Puts: $1.70M (25%)
Prior (06/29) $5.40M
Calls: $3.52M (65%)
Puts: $1.89M (35%)
Current vs Prior +23.81%
Calls: +41.99%
Puts: -10.09%
Prior 7-Day Total $71.40M
Calls: $54.86M (77%)
Puts: $16.54M (23%)
Prior 7-Day Average $10.20M
Calls: $7.84M (77%)
Puts: $2.36M (23%)
Current vs Prior 7-Day Avg -34.44%
Calls: -36.31%
Puts: -28.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 1.04
Prior (06/29) 1.45
Current vs Prior -28.24%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg +32.06%
Sentiment BEARISH

Open Interest

Detail
Current (06/30) 390,251
Calls: 183,192 (47%)
Puts: 207,059 (53%)
Prior (06/29) 383,073
Calls: 180,729 (47%)
Puts: 202,344 (53%)
Current vs Prior +1.87%
Prior 7-Day Total 2,695,718
Calls: 1,295,484 (48%)
Puts: 1,400,234 (52%)
Prior 7-Day Average 385,102
Calls: 185,069 (48%)
Puts: 200,033 (52%)
Current vs Prior 7-Day Avg +1.34%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 7.99% | 9.27%7.99% | 9.27%9.27% | 14.39%
Prior 3.67% | 9.11%-- | ---- | --
Current vs Prior -17.68% | -12.36%-- | ---- | --
Prior 7-Day Avg 3.98% | 6.86%-- | ---- | --
Current vs 7-Day Avg -23.99% | +16.50%-- | ---- | --
Prior 7-Day Eod 3.67% | 9.11%-- | ---- | --
Current vs 7-Day Eod -17.68% | -12.36%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 18.91% | 7.24%
Calls: 10.56% | 6.01%
Puts: 27.27% | 8.47%
Prior 18.91% | 7.24%
Calls: 10.56% | 6.01%
Puts: 27.27% | 8.47%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 31.11% | 16.30%
Calls: 33.90% | 15.62%
Puts: 28.32% | 16.97%
Current vs 7-Day Avg -39.22% | -55.57%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($4.99M). Slightly bearish P/C ratio of 1.04. P/C ratio dropping 28% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 18 of results (avg 7.9%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Jul 102.312.45$2.385.9%140.41123
$80.00Jul 1713.6514.60$14.136.7%120.922.3K
$90.00Jul 176.006.45$6.237.2%2800.662.7K
$75.00Jul 218.5019.95$19.237.5%81.0069
$93.00Jul 244.705.10$4.908.2%50.5330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Jul 174.054.30$4.186.0%2390.4930
$95.00Jul 174.554.85$4.706.4%490.53200
$95.00Jul 245.005.35$5.186.8%70.5312
$100.00Jul 177.658.20$7.936.9%--0.7025
$93.00Jul 173.553.85$3.708.1%480.4546

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.06, cheapest $0.06)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Jul 20.050.06$0.0616.7%370.041.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 103 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 218.5019.95$19.237.5%81.0069
$76.00Jul 217.2519.00$18.139.7%--1.0096
$78.00Jul 215.4517.25$16.3511.0%20.9859
$85.00Jul 28.109.00$8.5510.5%120.98640
$87.00Jul 26.357.50$6.9316.6%130.98146
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Jul 24.205.70$4.9530.3%10.921
$108.00Jul 1013.1514.95$14.0512.8%10.91--
$107.00Jul 1012.3014.05$13.1813.3%10.90--
$98.00Jul 23.004.80$3.9046.2%10.89--
$100.00Jul 177.658.20$7.936.9%--0.7025

Most actively traded options today. High liquidity = easy entry/exit. 231 active (total vol 9.5K, top 725)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 102.633.20$2.9219.5%3980.46532
$90.00Jul 176.006.45$6.237.2%2800.662.7K
$96.00Jul 20.340.54$0.4445.5%2700.24437
$97.00Jul 20.080.36$0.22127.3%2580.146.2K
$95.00Jul 20.560.79$0.6833.8%1910.34520
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Jul 20.340.55$0.4546.7%7250.26281
$82.00Aug 70.661.72$1.1989.1%4500.161
$94.00Jul 174.054.30$4.186.0%2390.4930
$89.00Jul 20.060.11$0.0955.6%2310.06541
$86.00Jul 100.741.15$0.9543.2%2260.18128

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 63.6%, max 161.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$79.00Jul 2Jul 31119.6%48.6%146.1%257
$81.00Jul 2Jul 24122.5%54.2%126.0%870
$77.00Jul 2Jul 10144.2%65.8%119.0%11140
$110.00Jul 2Jul 31109.5%50.2%118.2%337
$80.00Jul 2Jul 31107.9%49.9%116.2%1162
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$77.00Jul 2Jul 24144.2%55.2%161.1%121335
$81.00Jul 2Aug 7122.5%50.2%144.0%2453
$75.00Jul 2Jul 31117.3%50.2%133.8%51592
$82.00Jul 2Aug 798.2%44.2%122.1%575137
$80.00Jul 2Aug 7107.9%49.8%116.5%80359

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 128 found (best R:R 20.43, avg 3.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$110.00Jul 31$0.38$4.62$0.3812.16$105.38
$107.00$110.00Jul 10$0.23$2.77$0.2312.04$107.23
$105.00$110.00Jul 24$0.40$4.60$0.4011.50$105.40
$105.00$110.00Jul 17$0.46$4.54$0.469.87$105.46
$100.00$102.00Jul 31$0.24$1.76$0.247.33$100.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$79.00$76.00Jul 31$0.14$2.86$0.1420.43$78.86
$77.00$76.00Jul 2$0.10$0.90$0.109.00$76.90
$91.00$90.00Jul 2$0.10$0.90$0.109.00$90.90
$84.00$83.00Jul 31$0.10$0.90$0.109.00$83.90
$81.00$80.00Jul 2$0.11$0.89$0.118.09$80.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 162 found (best R:R 8.09, avg 1.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$78.00$80.00Jul 24$1.78$1.78$0.228.09$79.78
$82.00$84.00Jul 31$1.77$1.77$0.237.70$83.77
$82.00$84.00Jul 24$1.73$1.73$0.276.41$83.73
$76.00$77.00Jul 2$0.86$0.86$0.146.14$76.86
$94.00$95.00Aug 7$0.86$0.86$0.146.14$94.86
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$108.00$107.00Jul 10$0.87$0.87$0.136.69$107.13
$87.00$86.00Jul 31$0.87$0.87$0.136.69$86.13
$107.00$97.00Jul 10$7.78$7.78$2.223.50$99.22
$89.00$88.00Jul 31$0.76$0.76$0.243.17$88.24
$98.00$95.00Jul 2$2.11$2.11$0.892.37$95.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.18, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 2Jul 10$0.14109.5%59.5%
$75.00Jul 2Jul 17$0.17117.3%61.1%
$81.00Jul 2Jul 10$0.18122.5%64.0%
$83.00Jul 2Jul 10$0.2787.2%64.1%
$105.00Jul 2Jul 10$0.4379.0%56.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$76.00Jul 2Jul 10$0.09111.0%66.4%
$81.00Jul 2Jul 10$0.19122.5%64.0%
$79.00Jul 2Jul 10$0.20119.6%68.0%
$78.00Jul 2Jul 10$0.27120.8%74.5%
$82.00Jul 2Jul 10$0.3698.2%63.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 99 found (cheapest 2.46% of stock, avg 11.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Jul 2$1.52$0.78$2.30$90.70$95.302.46%
$94.00Jul 2$1.02$1.31$2.33$91.67$96.332.49%
$95.00Jul 2$0.68$1.79$2.47$92.53$97.472.64%
$92.00Jul 2$2.35$0.45$2.80$89.20$94.802.99%
$91.00Jul 2$3.02$0.26$3.28$87.72$94.283.50%
$98.00Jul 2$0.18$3.90$4.08$93.92$102.084.36%
$90.00Jul 2$4.22$0.16$4.38$85.62$94.384.68%
$99.00Jul 2$0.13$4.95$5.08$93.92$104.085.42%
$89.00Jul 2$5.20$0.09$5.29$83.71$94.295.65%
$88.00Jul 2$5.88$0.06$5.94$82.06$93.946.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.29% of stock, avg 5.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$98.00$89.00Jul 2$0.18$0.09$0.27$88.73$98.27
$97.00$89.00Jul 2$0.22$0.09$0.31$88.69$97.31
$98.00$90.00Jul 2$0.18$0.16$0.34$89.66$98.34
$97.00$90.00Jul 2$0.22$0.16$0.38$89.62$97.38
$98.00$91.00Jul 2$0.18$0.26$0.44$90.56$98.44
$97.00$91.00Jul 2$0.22$0.26$0.48$90.52$97.48
$96.00$89.00Jul 2$0.44$0.09$0.53$88.47$96.53
$96.00$90.00Jul 2$0.44$0.16$0.60$89.40$96.60
$98.00$92.00Jul 2$0.18$0.45$0.63$91.37$98.63
$97.00$92.00Jul 2$0.22$0.45$0.67$91.33$97.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 20.05, avg credit $1.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
80/8286/90Jul 31$3.81$0.1920.05$78.19$89.81
85/8687/91Aug 7$3.81$0.1920.05$82.19$90.81
76/7778/80Jul 24$1.89$0.1117.18$75.11$79.89
88/8991/93Jul 31$1.88$0.1215.67$87.12$92.88
76/7782/84Jul 24$1.84$0.1611.50$75.16$83.84
75/7680/82Jul 31$1.83$0.1710.76$74.17$81.83
79/8084/86Jul 31$1.81$0.199.53$78.19$85.81
82/8386/87Jul 10$0.90$0.109.00$82.10$86.90
75/7684/86Jul 31$1.80$0.209.00$74.20$85.80
90/9297/98Aug 7$1.80$0.209.00$90.20$98.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 87 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$78.00$79.00$80.00Jul 2$0.05$0.9519.00
$86.00$87.00$88.00Jul 24$0.05$0.9519.00
$80.00$81.00$82.00Jul 17$0.06$0.9415.67
$86.00$87.00$88.00Jul 2$0.07$0.9313.29
$99.00$100.00$101.00Jul 2$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$86.00$87.00$88.00Jul 2$0.05$0.9519.00
$85.00$86.00$87.00Jul 10$0.05$0.9519.00
$95.00$96.00$97.00Jul 10$0.05$0.9519.00
$90.00$91.00$92.00Jul 10$0.06$0.9415.67
$81.00$82.00$83.00Jul 2$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-2.85, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$78.00$87.001:2Aug 7-$2.85$6.15
$105.00$110.001:2Jul 2-$0.09$4.91
$105.00$110.001:2Jul 24-$0.35$4.65
$105.00$110.001:2Jul 31-$0.62$4.38
$102.00$105.001:2Jul 2-$0.03$2.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Jul 17-$1.47$3.53
$79.00$76.001:2Jul 31-$0.41$2.59
$88.00$87.001:2Jul 2$0.00$1.00
$91.00$90.001:2Jul 2-$0.06$0.94
$87.00$86.001:2Jul 2-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 5.23%, avg 2.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$94.00Aug 7$4.900.520.4%5.23%5.59%2--
$94.00Jul 31$4.550.520.4%4.86%5.22%168
$95.00Aug 7$4.500.491.4%4.80%6.24%91
$95.00Jul 31$4.050.481.4%4.32%5.75%3683
$96.00Aug 7$3.950.462.5%4.22%6.72%5016
$94.00Jul 17$3.750.510.4%4.00%4.37%7666
$97.00Aug 7$3.650.443.6%3.90%7.46%2020
$95.00Jul 24$3.550.471.4%3.79%5.22%64113
$94.00Jul 24$3.400.490.4%3.63%3.99%195
$95.00Jul 17$3.350.471.4%3.58%5.01%1692.4K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 7,006
Total Puts 7,268
Put/Call Ratio 1.04
Net Difference -262

Prior's Put/Call Breakdown

Total Calls 7,146
Total Puts 10,331
Put/Call Ratio 1.45
Net Difference -3,185

Prior 7-Day Put/Call Summary

Total Calls 131,022
Total Puts 84,463
Average Put/Call Ratio 0.79
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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