Tour v292
DAL
DELTA AIR LINES INC
$91.68 -1.15%
$91.89 (+0.23%)🌙
as of 07/06 06:01 PM
7/6 18:01

Option Volume

Detail
Current (07/06) 26,322
Calls: 13,918 (53%)
Puts: 12,404 (47%)
Prior (07/02) 48,701
Calls: 38,544 (79%)
Puts: 10,157 (21%)
Current vs Prior -45.95%
Calls: -63.89% (Calls)
Puts: +22.12% (Puts)
Prior 7-Day Total 190,043
Calls: 112,850 (59%)
Puts: 77,193 (41%)
Prior 7-Day Average 31,673
Calls: 16,121 (59%)
Puts: 11,027 (41%)
Current vs Prior 7-Day Avg -16.90%
Calls: -13.67%
Puts: +12.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $9.59M
Calls: $6.34M (66%)
Puts: $3.25M (34%)
Prior (07/02) $10.06M
Calls: $7.51M (75%)
Puts: $2.55M (25%)
Current vs Prior -4.71%
Calls: -15.60%
Puts: +27.35%
Prior 7-Day Total $55.83M
Calls: $40.36M (72%)
Puts: $15.48M (28%)
Prior 7-Day Average $9.31M
Calls: $5.77M (72%)
Puts: $2.21M (28%)
Current vs Prior 7-Day Avg +3.04%
Calls: +9.99%
Puts: +46.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.89
Prior (07/02) 0.26
Current vs Prior +238.20%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg -9.51%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/06) 383,703
Calls: 181,731 (47%)
Puts: 201,972 (53%)
Prior (07/02) 400,885
Calls: 186,467 (47%)
Puts: 214,418 (53%)
Current vs Prior -4.29%
Prior 7-Day Total 2,243,906
Calls: 1,082,135 (48%)
Puts: 1,161,771 (52%)
Prior 7-Day Average 373,984
Calls: 180,355 (48%)
Puts: 193,628 (52%)
Current vs Prior 7-Day Avg +2.60%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 7.31% | 8.46%8.46% | 13.83%
Prior 7.63% | 8.57%-- | --
Current vs Prior -4.26% | -1.25%-- | --
Prior 7-Day Avg 3.93% | 7.92%-- | --
Current vs 7-Day Avg +85.83% | +6.85%-- | --
Prior 7-Day Eod 7.63% | 8.57%-- | --
Current vs 7-Day Eod -4.26% | -1.25%-- | --
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 28.70% | 13.81%
Calls: 29.15% | 13.86%
Puts: 28.25% | 13.76%
Current vs 7-Day Avg -34.11% | -47.57%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($6.34M). Below-average activity with volume down 46% vs prior. P/C ratio rising 238% - increased hedging/bearish positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 29 of results (avg 8.5%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 101.651.75$1.705.9%4290.34800
$92.00Jul 102.732.90$2.826.0%1.2K0.49172
$90.00Jul 103.704.00$3.857.8%610.591.2K
$95.00Jul 172.172.35$2.268.0%4410.372.4K
$87.50Jul 175.756.25$6.008.3%90.68951
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Jul 173.754.00$3.886.4%3940.51111
$90.00Jul 172.853.05$2.956.8%750.42326
$97.00Jul 247.257.80$7.537.3%--0.6810
$97.50Jul 177.157.70$7.437.4%--0.7213
$95.00Jul 245.956.45$6.208.1%20.6113

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.64, cheapest $0.29)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Jul 100.260.31$0.2917.2%860.07288
$84.00Jul 100.680.75$0.729.7%1830.16151
$85.00Jul 100.841.00$0.9217.4%9630.20285

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 107 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Jul 1016.5018.55$17.5211.7%41.009
$75.00Jul 1015.5518.35$16.9516.5%11.0010
$77.00Jul 1013.8015.20$14.509.7%11.0027
$75.00Jul 1715.6017.65$16.6312.3%841.003.6K
$78.00Jul 1012.6515.35$14.0019.3%20.9688
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 1012.8514.85$13.8514.4%10.94--
$104.00Jul 1012.2513.60$12.9310.4%20.93--
$103.00Jul 1010.7013.50$12.1023.1%50.91--
$101.00Jul 109.5510.95$10.2513.7%50.86--
$100.00Jul 108.7010.35$9.5217.3%10.84--

Most actively traded options today. High liquidity = easy entry/exit. 230 active (total vol 18.1K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Jul 171.431.66$1.5514.8%1.6K0.28116
$93.00Jul 102.312.54$2.429.5%1.2K0.44430
$92.00Jul 102.732.90$2.826.0%1.2K0.49172
$110.00Jul 170.100.20$0.1566.7%6800.041.6K
$95.00Jul 172.172.35$2.268.0%4410.372.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Jul 171.721.98$1.8514.1%1.4K0.30764
$85.00Jul 100.841.00$0.9217.4%9630.20285
$86.00Jul 101.091.24$1.1712.8%7970.23667
$75.00Jul 170.090.16$0.1353.8%4400.034.8K
$92.00Jul 173.754.00$3.886.4%3940.51111

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 82.5%, max 115.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Jul 10Aug 1485.8%40.6%111.5%40175
$91.00Jul 10Aug 781.4%39.3%107.4%222343
$87.00Jul 10Aug 1485.2%41.5%105.1%3245
$83.00Jul 10Aug 790.8%45.1%101.5%393
$106.00Jul 10Aug 792.7%46.1%101.3%3442
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$75.00Jul 10Aug 7101.2%47.0%115.1%162364
$85.00Jul 10Aug 1485.8%40.6%111.5%973285
$74.00Jul 10Jul 31107.9%51.9%107.6%4967
$80.00Jul 10Aug 790.7%45.3%100.3%90357
$79.00Jul 10Aug 796.0%48.2%99.3%84194

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 2.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$110.00Jul 17$0.30$4.70$0.3015.67$105.30
$105.00$110.00Jul 31$0.34$4.66$0.3413.71$105.34
$106.00$110.00Aug 7$0.36$3.64$0.3610.11$106.36
$109.00$110.00Jul 10$0.11$0.89$0.118.09$109.11
$100.00$105.00Jul 17$0.56$4.44$0.567.93$100.56
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$91.00$88.00Aug 7$0.34$2.66$0.347.82$90.66
$81.00$80.00Jul 31$0.12$0.88$0.127.33$80.88
$77.00$76.00Jul 31$0.13$0.87$0.136.69$76.87
$85.00$82.00Aug 14$0.41$2.59$0.416.32$84.59
$82.00$81.00Jul 24$0.14$0.86$0.146.14$81.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 181 found (best R:R 14.38, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$78.00$80.00Jul 17$1.85$1.85$0.1512.33$79.85
$82.00$84.00Jul 24$1.79$1.79$0.218.52$83.79
$87.00$88.00Jul 31$0.85$0.85$0.155.67$87.85
$82.00$83.00Jul 31$0.82$0.82$0.184.56$82.82
$80.00$83.00Aug 7$2.45$2.45$0.554.45$82.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$98.00Jul 10$1.87$1.87$0.1314.38$98.13
$103.00$101.00Jul 10$1.85$1.85$0.1512.33$101.15
$100.00$97.50Jul 17$2.25$2.25$0.259.00$97.75
$92.00$91.00Jul 31$0.90$0.90$0.109.00$91.10
$90.00$89.00Jul 31$0.88$0.88$0.127.33$89.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $0.53, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Jul 10Jul 17$0.0890.7%63.0%
$110.00Jul 10Jul 17$0.0886.8%59.8%
$105.00Jul 10Jul 17$0.2881.2%60.9%
$82.00Jul 10Jul 17$0.3088.3%63.0%
$87.00Jul 10Jul 17$0.3085.2%58.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$78.00Jul 10Jul 17$0.0795.0%61.0%
$76.00Jul 10Jul 17$0.0993.7%63.8%
$74.00Jul 10Jul 17$0.12107.9%74.8%
$79.00Jul 10Jul 17$0.1496.0%63.6%
$100.00Jul 10Jul 17$0.1681.9%59.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 99 found (cheapest 6.75% of stock, avg 11.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$91.00Jul 10$3.30$2.89$6.19$84.81$97.196.75%
$92.00Jul 10$2.82$3.40$6.22$85.78$98.226.78%
$90.00Jul 10$3.85$2.46$6.31$83.69$96.316.88%
$93.00Jul 10$2.42$3.90$6.32$86.68$99.326.89%
$89.00Jul 10$4.50$2.01$6.51$82.49$95.517.10%
$94.00Jul 10$2.00$4.55$6.55$87.45$100.557.14%
$88.00Jul 10$5.18$1.72$6.90$81.10$94.907.53%
$95.00Jul 10$1.70$5.23$6.93$88.07$101.937.56%
$87.00Jul 10$5.73$1.43$7.16$79.84$94.167.81%
$92.00Jul 17$3.35$3.88$7.23$84.77$99.237.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.10% of stock, avg 6.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$96.00$87.00Jul 10$1.41$1.43$2.84$84.16$98.84
$95.00$87.00Jul 10$1.70$1.43$3.13$83.87$98.13
$96.00$88.00Jul 10$1.41$1.72$3.13$84.87$99.13
$95.00$88.00Jul 10$1.70$1.72$3.42$84.58$98.42
$96.00$89.00Jul 10$1.41$2.01$3.42$85.58$99.42
$94.00$87.00Jul 10$2.00$1.43$3.43$83.57$97.43
$95.00$89.00Jul 10$1.70$2.01$3.71$85.29$98.71
$94.00$88.00Jul 10$2.00$1.72$3.72$84.28$97.72
$102.00$82.00Aug 14$1.82$1.96$3.78$78.22$105.78
$93.00$87.00Jul 10$2.42$1.43$3.85$83.15$96.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 111 found (best R:R 16.65, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
85/8892/95Aug 14$2.83$0.1716.65$85.17$94.83
76/7782/84Jul 17$1.37$0.1310.54$75.63$83.87
75/7687/88Jul 24$0.90$0.109.00$75.10$87.90
81/8287/88Jul 24$0.89$0.118.09$81.11$87.89
76/7780/81Jul 17$0.88$0.127.33$76.12$80.88
78/7982/84Jul 17$1.32$0.187.33$77.68$83.82
80/8182/84Jul 17$1.32$0.187.33$79.68$83.82
81/8282/84Jul 17$1.32$0.187.33$80.68$83.82
82/8388/89Jul 24$0.87$0.136.69$82.13$88.87
84/8590/91Jul 31$0.86$0.146.14$84.14$90.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 18.23, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$105.00$110.00Jul 17$0.26$4.7418.23
$82.00$83.00$84.00Jul 10$0.06$0.9415.67
$99.00$100.00$101.00Jul 10$0.06$0.9415.67
$95.00$97.50$100.00Jul 17$0.17$2.3313.71
$81.00$82.00$83.00Jul 10$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$79.00$80.00$81.00Jul 10$0.06$0.9415.67
$79.00$80.00$81.00Jul 17$0.06$0.9415.67
$75.00$76.00$77.00Jul 10$0.07$0.9313.29
$85.00$86.00$87.00Jul 17$0.07$0.9313.29
$90.00$91.00$92.00Jul 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. 80 found (best net $-0.07, 76 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$110.001:2Jul 31-$0.07$4.93
$105.00$110.001:2Jul 24-$0.36$4.64
$106.00$110.001:2Aug 7-$0.18$3.82
$102.00$105.001:2Jul 24-$0.08$2.92
$102.00$105.001:2Jul 31-$0.08$2.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$88.00$85.001:2Aug 14-$0.61$2.39
$88.00$85.001:2Aug 7-$0.71$2.29
$85.00$82.001:2Aug 14-$1.55$1.45
$84.00$82.001:2Aug 7-$1.07$0.93
$76.00$75.001:2Jul 17-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 4.91%, avg 1.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$92.00Aug 14$4.500.490.3%4.91%5.26%511
$92.00Aug 7$4.300.500.3%4.69%5.04%5724
$92.00Jul 31$4.000.500.3%4.36%4.71%196
$93.00Aug 7$3.900.471.4%4.25%5.69%413
$92.00Jul 24$3.550.500.3%3.87%4.22%856
$94.00Aug 7$3.450.442.5%3.76%6.29%220
$95.00Aug 14$3.400.413.6%3.71%7.33%56--
$95.00Aug 7$3.300.413.6%3.60%7.22%1119
$92.00Jul 17$3.100.490.3%3.38%3.73%178160
$94.00Jul 31$3.100.442.5%3.38%5.91%118

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 13,918
Total Puts 12,404
Put/Call Ratio 0.89
Net Difference 1,514

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 112,850
Total Puts 77,193
Average Put/Call Ratio 0.98
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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