NEW Tour v251
DAL
DELTA AIR LINES INC
$93.06 -0.64%
$92.99 (-0.08%)🌙
as of 07/01 06:01 PM
7/1 18:01

Option Volume

Detail
Current (07/01) 15,811
Calls: 5,870 (37%)
Puts: 9,941 (63%)
Prior (06/30) 14,274
Calls: 7,006 (49%)
Puts: 7,268 (51%)
Current vs Prior +10.77%
Calls: -16.21% (Calls)
Puts: +36.78% (Puts)
Prior 7-Day Total 186,267
Calls: 102,939 (55%)
Puts: 83,328 (45%)
Prior 7-Day Average 26,609
Calls: 14,705 (55%)
Puts: 11,904 (45%)
Current vs Prior 7-Day Avg -40.58%
Calls: -60.08%
Puts: -16.49%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/01) $5.39M
Calls: $3.04M (56%)
Puts: $2.35M (44%)
Prior (06/30) $6.69M
Calls: $4.99M (75%)
Puts: $1.70M (25%)
Current vs Prior -19.45%
Calls: -39.15%
Puts: +38.54%
Prior 7-Day Total $64.63M
Calls: $47.72M (74%)
Puts: $16.91M (26%)
Prior 7-Day Average $9.23M
Calls: $6.82M (74%)
Puts: $2.42M (26%)
Current vs Prior 7-Day Avg -41.66%
Calls: -55.44%
Puts: -2.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 1.69
Prior (06/30) 1.04
Current vs Prior +63.25%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg +88.27%
Sentiment BEARISH

Open Interest

Detail
Current (07/01) 394,956
Calls: 184,343 (47%)
Puts: 210,613 (53%)
Prior (06/30) 390,251
Calls: 183,192 (47%)
Puts: 207,059 (53%)
Current vs Prior +1.21%
Prior 7-Day Total 2,538,531
Calls: 1,231,314 (49%)
Puts: 1,307,217 (51%)
Prior 7-Day Average 362,647
Calls: 175,902 (49%)
Puts: 186,745 (51%)
Current vs Prior 7-Day Avg +8.91%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 7.63% | 8.92%7.63% | 8.92%8.92% | 13.63%
Prior 3.02% | 7.99%-- | ---- | --
Current vs Prior -28.87% | -4.47%-- | ---- | --
Prior 7-Day Avg 3.65% | 7.01%-- | ---- | --
Current vs 7-Day Avg -41.07% | +8.78%-- | ---- | --
Prior 7-Day Eod 3.02% | 7.99%-- | ---- | --
Current vs 7-Day Eod -28.87% | -4.47%-- | ---- | --
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 31.39% | 15.28%
Calls: 33.04% | 14.25%
Puts: 29.75% | 16.30%
Current vs 7-Day Avg -39.76% | -52.61%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 1.69 - heavy put buying. P/C ratio rising 63% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 20 of results (avg 7.3%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 172.903.00$2.953.4%1160.432.3K
$91.00Jul 174.805.05$4.935.1%--0.6066
$93.00Jul 173.804.00$3.905.1%700.5192
$92.00Jul 244.704.95$4.835.2%--0.5547
$90.00Jul 175.405.75$5.586.3%1300.642.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 174.805.10$4.956.1%250.57207
$94.00Jul 174.254.55$4.406.8%660.52250
$93.00Jul 103.253.50$3.387.4%360.4975
$93.00Jul 173.804.10$3.957.6%740.4866
$94.00Jul 244.605.05$4.829.3%10.513

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.85, cheapest $0.79)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 240.841.00$0.9217.4%--0.16235
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 100.730.85$0.7915.2%180.16189

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 99 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Jul 1015.6519.20$17.4320.4%11.001
$77.00Jul 1015.4017.45$16.4312.5%--1.0027
$75.00Jul 1717.5020.10$18.8013.8%11.003.6K
$75.00Jul 216.8020.20$18.5018.4%21.0065
$76.00Jul 215.3519.20$17.2722.3%91.0096
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Jul 21.653.25$2.4565.3%10.901
$97.00Jul 22.075.00$3.5482.8%10.891
$95.00Jul 21.202.39$1.8066.1%110.8364
$100.00Jul 177.658.80$8.2314.0%10.7425
$94.00Jul 21.011.44$1.2335.0%2820.70173

Most actively traded options today. High liquidity = easy entry/exit. 216 active (total vol 8.4K, top 676)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Jul 20.570.98$0.7753.2%6760.52220
$95.00Jul 20.060.31$0.19131.6%1750.17567
$82.50Jul 1710.9011.85$11.388.3%1450.87705
$90.00Jul 104.855.20$5.037.0%1400.65483
$90.00Jul 175.405.75$5.586.3%1300.642.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 101.792.32$2.0525.9%5780.3595
$89.00Jul 20.020.30$0.16175.0%3130.10554
$94.00Jul 21.011.44$1.2335.0%2820.70173
$90.00Jul 20.030.11$0.07114.3%2180.075.9K
$81.00Jul 100.210.36$0.2853.6%1870.0749

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 123.9%, max 334.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$79.00Jul 2Jul 31198.4%52.1%280.8%457
$80.00Jul 2Jul 31180.5%48.1%274.9%1162
$77.00Jul 2Jul 10230.5%66.4%247.4%92140
$82.00Jul 2Jul 31156.2%46.8%233.9%9769
$78.00Jul 2Jul 31149.3%51.7%188.9%371
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$77.00Jul 2Jul 31230.5%53.1%334.5%39427
$79.00Jul 2Jul 31198.4%52.1%280.8%8199
$80.00Jul 2Aug 7180.5%51.2%252.7%33427
$75.00Jul 2Aug 7153.5%49.6%209.5%20602
$81.00Jul 2Jul 31148.6%48.8%204.4%6454

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 135 found (best R:R 26.27, avg 3.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$102.00$105.00Jul 2$0.11$2.89$0.1126.27$102.11
$105.00$110.00Jul 17$0.32$4.68$0.3214.62$105.32
$105.00$110.00Jul 31$0.38$4.62$0.3812.16$105.38
$107.00$110.00Jul 10$0.24$2.76$0.2411.50$107.24
$105.00$110.00Jul 24$0.42$4.58$0.4210.90$105.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$78.00$76.00Jul 24$0.12$1.88$0.1215.67$77.88
$84.00$83.00Jul 17$0.11$0.89$0.118.09$83.89
$81.00$80.00Jul 10$0.12$0.88$0.127.33$80.88
$77.00$76.00Jul 31$0.12$0.88$0.127.33$76.88
$82.00$81.00Jul 17$0.13$0.87$0.136.69$81.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 164 found (best R:R 12.33, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$82.00$84.00Jul 24$1.85$1.85$0.1512.33$83.85
$87.00$90.00Jul 31$2.72$2.72$0.289.71$89.72
$93.00$94.00Aug 7$0.88$0.88$0.127.33$93.88
$75.00$77.50Jul 17$2.17$2.17$0.336.58$77.17
$91.00$92.00Jul 2$0.86$0.86$0.146.14$91.86
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$97.00$95.00Jul 10$1.78$1.78$0.228.09$95.22
$88.00$87.00Aug 7$0.81$0.81$0.194.26$87.19
$92.00$89.00Aug 7$2.26$2.26$0.743.05$89.74
$93.00$92.00Jul 24$0.75$0.75$0.253.00$92.25
$96.00$95.00Jul 24$0.70$0.70$0.302.33$95.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $1.23, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 2Jul 10$0.09119.5%56.7%
$80.00Jul 2Jul 10$0.10180.5%57.2%
$76.00Jul 2Jul 10$0.16156.2%71.2%
$81.00Jul 2Jul 10$0.20148.6%61.0%
$75.00Jul 2Jul 17$0.30153.5%56.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$79.00Jul 2Jul 10$0.05198.4%66.3%
$75.00Jul 2Jul 10$0.08153.5%70.1%
$76.00Jul 2Jul 10$0.13156.2%71.2%
$78.00Jul 2Jul 10$0.20149.3%69.5%
$81.00Jul 2Jul 10$0.20148.6%61.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 93 found (cheapest 1.57% of stock, avg 11.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Jul 2$0.77$0.69$1.46$91.54$94.461.57%
$94.00Jul 2$0.33$1.23$1.56$92.44$95.561.68%
$92.00Jul 2$1.47$0.40$1.87$90.13$93.872.01%
$95.00Jul 2$0.19$1.80$1.99$93.01$96.992.14%
$91.00Jul 2$2.33$0.16$2.49$88.51$93.492.68%
$96.00Jul 2$0.11$2.45$2.56$93.44$98.562.75%
$90.00Jul 2$3.43$0.07$3.50$86.50$93.503.76%
$97.00Jul 2$0.17$3.54$3.71$93.29$100.713.99%
$89.00Jul 2$4.17$0.16$4.33$84.67$93.334.65%
$88.00Jul 2$5.23$0.02$5.25$82.75$93.255.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.16% of stock, avg 5.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$98.00$90.00Jul 2$0.08$0.07$0.15$89.85$98.15
$96.00$90.00Jul 2$0.11$0.07$0.18$89.82$96.18
$97.00$90.00Jul 2$0.17$0.07$0.24$89.76$97.24
$98.00$91.00Jul 2$0.08$0.16$0.24$90.76$98.24
$98.00$89.00Jul 2$0.08$0.16$0.24$88.76$98.24
$95.00$90.00Jul 2$0.19$0.07$0.26$89.74$95.26
$96.00$91.00Jul 2$0.11$0.16$0.27$90.73$96.27
$96.00$89.00Jul 2$0.11$0.16$0.27$88.73$96.27
$97.00$91.00Jul 2$0.17$0.16$0.33$90.67$97.33
$97.00$89.00Jul 2$0.17$0.16$0.33$88.67$97.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 114 found (best R:R 24.00, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
78/7987/90Jul 31$2.88$0.1224.00$76.12$89.88
76/7787/90Jul 31$2.84$0.1617.75$74.16$89.84
78/7880/82Jul 17$1.89$0.1117.18$76.11$81.89
89/9295/96Aug 7$2.81$0.1914.79$89.19$97.81
88/9091/93Jul 31$1.87$0.1314.38$88.13$92.87
89/9294/95Aug 7$2.80$0.2014.00$89.20$96.80
80/8182/84Jul 31$1.84$0.1611.50$79.16$83.84
81/8286/87Jul 17$0.90$0.109.00$81.10$86.90
82/8386/87Jul 17$0.90$0.109.00$82.10$86.90
78/7982/84Jul 31$1.79$0.218.52$77.21$83.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$98.00$99.00$100.00Jul 2$0.05$0.9519.00
$94.00$95.00$96.00Jul 2$0.06$0.9415.67
$90.00$91.00$92.00Jul 10$0.06$0.9415.67
$86.00$87.00$88.00Jul 2$0.08$0.9211.50
$100.00$105.00$110.00Jul 17$0.45$4.5510.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$80.00$81.00$82.00Jul 10$0.06$0.9415.67
$89.00$90.00$91.00Jul 10$0.06$0.9415.67
$90.00$91.00$92.00Jul 10$0.07$0.9313.29
$89.00$90.00$91.00Jul 17$0.07$0.9313.29
$95.00$97.50$100.00Jul 17$0.18$2.3212.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-0.01, 76 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$110.001:2Jul 2-$0.01$4.99
$105.00$110.001:2Jul 17-$0.03$4.97
$105.00$110.001:2Jul 24-$0.08$4.92
$105.00$110.001:2Jul 31-$0.32$4.68
$102.00$105.001:2Jul 31-$0.57$2.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$92.00$89.001:2Aug 7-$0.53$2.47
$78.00$76.001:2Jul 24-$0.30$1.70
$82.00$80.001:2Aug 7-$0.83$1.17
$82.00$81.001:2Jul 2$0.00$1.00
$83.00$81.001:2Jul 31-$1.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 4.89%, avg 1.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$94.00Aug 7$4.550.521.0%4.89%5.90%151
$95.00Aug 7$4.100.482.1%4.41%6.49%18
$94.00Jul 31$4.000.491.0%4.30%5.31%219
$96.00Aug 7$3.500.453.2%3.76%6.92%166
$94.00Jul 17$3.350.481.0%3.60%4.61%11595
$94.00Jul 24$3.300.481.0%3.55%4.56%39
$97.00Aug 7$3.300.434.2%3.55%7.78%229
$96.00Jul 31$3.100.423.2%3.33%6.49%14
$95.00Jul 24$3.000.442.1%3.22%5.31%6664
$95.00Jul 17$2.900.432.1%3.12%5.20%1162.3K

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 5,870
Total Puts 9,941
Put/Call Ratio 1.69
Net Difference -4,071

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 102,939
Total Puts 83,328
Average Put/Call Ratio 0.90
Ratio Trend Rising

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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