Tour v290
DAL
DELTA AIR LINES INC
$92.75 -0.33%
$92.54 (-0.23%)🌙
as of 07/02 06:01 PM
7/2 18:01

Option Volume

Detail
Current (07/02) 48,701
Calls: 38,544 (79%)
Puts: 10,157 (21%)
Prior (07/01) 15,811
Calls: 5,870 (37%)
Puts: 9,941 (63%)
Current vs Prior +208.02%
Calls: +556.63% (Calls)
Puts: +2.17% (Puts)
Prior 7-Day Total 183,202
Calls: 98,545 (54%)
Puts: 84,657 (46%)
Prior 7-Day Average 26,171
Calls: 14,077 (54%)
Puts: 12,093 (46%)
Current vs Prior 7-Day Avg +86.08%
Calls: +173.79%
Puts: -16.02%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $10.06M
Calls: $7.51M (75%)
Puts: $2.55M (25%)
Prior (07/01) $5.39M
Calls: $3.04M (56%)
Puts: $2.35M (44%)
Current vs Prior +86.81%
Calls: +147.34%
Puts: +8.55%
Prior 7-Day Total $63.64M
Calls: $46.04M (72%)
Puts: $17.60M (28%)
Prior 7-Day Average $9.09M
Calls: $6.58M (72%)
Puts: $2.51M (28%)
Current vs Prior 7-Day Avg +10.68%
Calls: +14.22%
Puts: +1.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.26
Prior (07/01) 1.69
Current vs Prior -84.44%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -74.21%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 400,885
Calls: 186,467 (47%)
Puts: 214,418 (53%)
Prior (07/01) 394,956
Calls: 184,343 (47%)
Puts: 210,613 (53%)
Current vs Prior +1.50%
Prior 7-Day Total 2,575,892
Calls: 1,082,135 (48%)
Puts: 1,161,771 (52%)
Prior 7-Day Average 367,984
Calls: 180,355 (48%)
Puts: 193,628 (52%)
Current vs Prior 7-Day Avg +8.94%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 0.91% | 7.63%8.57% | 14.12%
Prior 2.15% | 7.63%-- | --
Current vs Prior +255.17% | +12.35%-- | --
Prior 7-Day Avg 3.32% | 7.21%-- | --
Current vs 7-Day Avg +129.79% | +18.87%-- | --
Prior 7-Day Eod 2.15% | 7.63%-- | --
Current vs 7-Day Eod +255.17% | +12.35%-- | --
Sentiment BEARISH--

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 28.70% | 13.81%
Calls: 32.87% | 15.43%
Puts: 28.45% | 14.81%
Current vs 7-Day Avg -34.11% | -47.57%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($7.51M). Elevated premium activity with dollar volume up 87% vs prior. Unusually high activity with volume up 208% vs prior - elevated interest. Volume explosion - 86% above 7-day average (48,701 vs avg 26,171).

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

📈 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 24 of results (avg 7.0%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Jul 102.943.10$3.025.3%1620.49356
$93.00Jul 173.653.85$3.755.3%820.50137
$92.00Jul 244.554.85$4.706.4%130.5447
$95.00Jul 172.752.94$2.856.7%3340.422.3K
$92.00Jul 314.955.35$5.157.8%30.556
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Jul 246.106.40$6.254.8%--0.5943
$95.00Jul 175.055.30$5.184.8%1690.58201
$94.00Jul 244.955.20$5.084.9%10.542
$95.00Jul 245.505.80$5.655.3%--0.5813
$95.00Jul 104.554.85$4.706.4%310.6063

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.72, cheapest $0.61)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 100.560.66$0.6116.4%8540.1532
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Jul 170.630.75$0.6917.4%1110.1329
$83.00Jul 170.780.95$0.8719.5%180.1561

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 114 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 216.2518.00$17.1310.2%101.0064
$76.00Jul 215.5517.25$16.4010.4%11.0097
$78.00Jul 213.8515.00$14.438.0%241.0060
$79.00Jul 212.3514.00$13.1812.5%51.0043
$82.00Jul 28.9511.20$10.0722.3%21.0040
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 22.053.20$2.6343.7%880.9863
$94.00Jul 20.801.54$1.1763.2%1.4K0.98225
$97.00Jul 24.055.40$4.7228.6%10.912
$93.00Jul 20.130.62$0.38128.9%1550.83264
$96.00Jul 22.204.45$3.3367.6%200.802

Most actively traded options today. High liquidity = easy entry/exit. 250 active (total vol 41.6K, top 5.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Jul 100.961.26$1.1127.0%5.8K0.2470
$97.00Jul 20.000.27$0.14192.9%5.8K0.096.2K
$101.00Jul 100.260.81$0.54101.9%5.7K0.143
$99.00Jul 20.002.13$1.07199.1%5.5K0.245.7K
$92.00Jul 20.000.91$0.46197.8%3.2K1.003.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Jul 20.801.54$1.1763.2%1.4K0.98225
$92.00Jul 20.000.01$0.01100.0%1.2K0.04834
$86.00Jul 100.971.35$1.1632.8%2690.21404
$81.00Jul 100.001.11$0.56198.2%2050.11232
$92.00Jul 102.893.20$3.0510.2%1990.4681

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 1268.8%, max 3897.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Jul 2Jul 311674.0%47.0%3461.7%30161
$81.00Jul 2Jul 241839.0%52.0%3436.5%770
$102.00Jul 2Jul 241425.0%44.0%3138.6%113258
$77.00Jul 2Jul 311596.0%52.0%2969.2%73197
$98.00Jul 2Aug 71049.0%42.0%2397.6%26220
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$81.00Jul 2Aug 71839.0%46.0%3897.8%48457
$80.00Jul 2Aug 71674.0%46.0%3539.1%13432
$77.00Jul 2Jul 311596.0%52.0%2969.2%17407
$75.00Jul 2Aug 71003.0%47.0%2034.0%--622
$76.00Jul 2Jul 311018.0%50.0%1936.0%--280

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 148 found (best R:R 15.67, avg 2.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$110.00Jul 31$0.30$4.70$0.3015.67$105.30
$105.00$110.00Jul 17$0.42$4.58$0.4210.90$105.42
$92.00$94.00Aug 14$0.20$1.80$0.209.00$92.20
$105.00$110.00Jul 24$0.60$4.40$0.607.33$105.60
$100.00$105.00Jul 17$0.61$4.39$0.617.20$100.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$87.00$86.00Jul 10$0.11$0.89$0.118.09$86.89
$88.00$87.00Jul 31$0.11$0.89$0.118.09$87.89
$76.00$75.00Jul 10$0.13$0.87$0.136.69$75.87
$78.00$77.00Jul 10$0.13$0.87$0.136.69$77.87
$81.00$80.00Jul 17$0.13$0.87$0.136.69$80.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 185 found (best R:R 9.00, avg 1.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$82.00$84.00Jul 24$1.80$1.80$0.209.00$83.80
$78.00$79.00Jul 10$0.88$0.88$0.127.33$78.88
$88.00$89.00Jul 17$0.88$0.88$0.127.33$88.88
$78.00$79.00Aug 7$0.88$0.88$0.127.33$78.88
$85.00$87.00Aug 7$1.73$1.73$0.276.41$86.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$97.50$95.00Jul 17$2.14$2.14$0.365.94$95.36
$87.00$86.00Jul 31$0.83$0.83$0.174.88$86.17
$94.00$93.00Jul 2$0.79$0.79$0.213.76$93.21
$99.00$97.00Jul 2$1.51$1.51$0.493.08$97.49
$100.00$97.50Jul 17$1.78$1.78$0.722.47$98.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $1.22, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Jul 2Jul 10$0.071674.0%68.0%
$76.00Jul 2Jul 10$0.081018.0%87.0%
$78.00Jul 2Jul 10$0.15832.0%77.0%
$110.00Jul 2Jul 10$0.19816.0%70.0%
$98.00Jul 2Jul 10$0.261049.0%61.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 2Jul 10$0.171003.0%82.0%
$79.00Jul 2Jul 10$0.23935.0%70.0%
$78.00Jul 2Jul 10$0.29832.0%77.0%
$76.00Jul 2Jul 10$0.301018.0%87.0%
$82.00Jul 2Jul 10$0.50610.0%68.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 112 found (cheapest 0.45% of stock, avg 10.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Jul 2$0.04$0.38$0.42$92.58$93.420.45%
$92.00Jul 2$0.46$0.01$0.47$91.53$92.470.51%
$94.00Jul 2$0.01$1.17$1.18$92.82$95.181.27%
$91.00Jul 2$1.32$0.05$1.37$89.63$92.371.48%
$90.00Jul 2$2.43$0.01$2.44$87.56$92.442.63%
$95.00Jul 2$0.01$2.63$2.64$92.36$97.642.85%
$96.00Jul 2$0.40$3.33$3.73$92.27$99.734.02%
$89.00Jul 2$3.60$0.18$3.78$85.22$92.784.08%
$88.00Jul 2$4.57$0.01$4.58$83.42$92.584.94%
$97.00Jul 2$0.14$4.72$4.86$92.14$101.865.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 0.10% of stock, avg 5.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.00$91.00Jul 2$0.04$0.05$0.09$90.91$93.09
$93.00$89.00Jul 2$0.04$0.18$0.22$88.78$93.22
$96.00$91.00Jul 2$0.40$0.05$0.45$90.55$96.45
$93.00$87.00Jul 2$0.04$0.50$0.54$86.46$93.54
$96.00$89.00Jul 2$0.40$0.18$0.58$88.42$96.58
$93.00$80.00Jul 2$0.04$0.66$0.70$79.30$93.70
$96.00$87.00Jul 2$0.40$0.50$0.90$86.10$96.90
$96.00$80.00Jul 2$0.40$0.66$1.06$78.94$97.06
$93.00$81.00Jul 2$0.04$1.07$1.11$79.89$94.11
$98.00$91.00Jul 2$1.07$0.05$1.12$89.88$99.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 103 found (best R:R 17.18, avg credit $1.19)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
75/7678/80Jul 17$1.89$0.1117.18$74.11$79.89
80/8185/87Aug 7$1.86$0.1413.29$79.14$86.86
75/7879/82Aug 7$2.77$0.2312.04$75.23$81.77
76/7788/90Jul 31$1.84$0.1611.50$75.16$89.84
81/8288/90Jul 31$1.84$0.1611.50$80.16$89.84
75/7680/81Jul 10$0.90$0.109.00$75.10$80.90
77/7880/81Jul 10$0.90$0.109.00$77.10$80.90
78/7988/90Jul 31$1.80$0.209.00$77.20$89.80
80/8188/90Jul 31$1.80$0.209.00$79.20$89.80
78/7987/88Jul 24$0.89$0.118.09$78.11$87.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 103 found (best R:R 27.57, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$80.00$82.00$84.00Jul 31$0.07$1.9327.57
$100.00$105.00$110.00Jul 17$0.19$4.8125.32
$89.00$90.00$91.00Jul 2$0.06$0.9415.67
$88.00$89.00$90.00Jul 17$0.06$0.9415.67
$77.00$78.00$79.00Jul 2$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$88.00$89.00$90.00Jul 17$0.05$0.9519.00
$90.00$91.00$92.00Jul 10$0.06$0.9415.67
$79.00$80.00$81.00Jul 31$0.06$0.9415.67
$78.00$79.00$80.00Jul 10$0.08$0.9211.50
$89.00$90.00$91.00Jul 10$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-0.01, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$110.001:2Jul 2-$0.01$4.99
$100.00$105.001:2Jul 17-$0.07$4.93
$100.00$105.001:2Jul 31-$0.11$4.89
$105.00$110.001:2Jul 31-$0.43$4.57
$94.00$99.001:2Aug 14-$1.72$3.28
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$94.001:2Aug 7-$1.75$4.25
$92.00$88.001:2Aug 7-$1.52$2.48
$87.00$85.001:2Aug 7-$1.02$0.98
$76.00$75.001:2Jul 17-$0.08$0.92
$92.00$91.001:2Jul 2-$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 4.74%, avg 1.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$94.00Aug 14$4.400.511.4%4.74%6.09%2--
$93.00Jul 31$3.850.520.3%4.15%4.42%3827
$94.00Aug 7$3.700.481.4%3.99%5.34%1215
$93.00Jul 17$3.650.500.3%3.94%4.20%82137
$93.00Jul 24$3.600.500.3%3.88%4.15%131
$93.00Aug 7$3.500.520.3%3.77%4.04%311
$94.00Jul 31$3.450.481.4%3.72%5.07%220
$93.00Jul 10$2.940.490.3%3.17%3.44%162356
$94.00Jul 24$2.870.461.4%3.09%4.44%6712
$95.00Aug 7$2.870.452.4%3.09%5.52%368

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 38,544
Total Puts 10,157
Put/Call Ratio 0.26
Net Difference 28,387

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 98,545
Total Puts 84,657
Average Put/Call Ratio 1.02
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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