Tour v297
DAL
DELTA AIR LINES INC
$88.63 -3.33%
$88.50 (-0.15%)🌙
as of 07/07 06:01 PM
7/7 18:01

Option Volume

Detail
Current (07/07) 19,872
Calls: 10,611 (53%)
Puts: 9,261 (47%)
Prior (07/06) 26,322
Calls: 13,918 (53%)
Puts: 12,404 (47%)
Current vs Prior -24.50%
Calls: -23.76% (Calls)
Puts: -25.34% (Puts)
Prior 7-Day Total 216,365
Calls: 126,768 (59%)
Puts: 89,597 (41%)
Prior 7-Day Average 30,909
Calls: 18,109 (59%)
Puts: 12,799 (41%)
Current vs Prior 7-Day Avg -35.71%
Calls: -41.41%
Puts: -27.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $6.24M
Calls: $3.96M (63%)
Puts: $2.28M (37%)
Prior (07/06) $9.59M
Calls: $6.34M (66%)
Puts: $3.25M (34%)
Current vs Prior -34.96%
Calls: -37.57%
Puts: -29.85%
Prior 7-Day Total $65.42M
Calls: $46.70M (71%)
Puts: $18.72M (29%)
Prior 7-Day Average $9.35M
Calls: $6.67M (71%)
Puts: $2.67M (29%)
Current vs Prior 7-Day Avg -33.27%
Calls: -40.66%
Puts: -14.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.87
Prior (07/06) 0.89
Current vs Prior -2.07%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg -10.16%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/07) 396,086
Calls: 187,520 (47%)
Puts: 208,566 (53%)
Prior (07/06) 383,703
Calls: 181,731 (47%)
Puts: 201,972 (53%)
Current vs Prior +3.23%
Prior 7-Day Total 2,627,609
Calls: 1,263,866 (48%)
Puts: 1,363,743 (52%)
Prior 7-Day Average 375,372
Calls: 180,552 (48%)
Puts: 194,820 (52%)
Current vs Prior 7-Day Avg +5.52%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 6.76% | 8.16%8.16% | 13.77%
Prior 7.31% | 8.46%8.46% | 13.83%
Current vs Prior -7.52% | -3.62%-3.62% | -0.47%
Prior 7-Day Avg 4.41% | 8.00%8.46% | 13.83%
Current vs 7-Day Avg +53.09% | +1.98%-3.62% | -0.47%
Prior 7-Day Eod 7.31% | 8.46%-- | --
Current vs 7-Day Eod -7.52% | -3.62%-- | --
Sentiment BULLISHBULLISH

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 27.30% | 12.87%
Calls: 26.49% | 12.74%
Puts: 28.11% | 13.00%
Current vs 7-Day Avg -30.73% | -43.75%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($3.96M).

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 19 of results (avg 7.0%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 214.805.05$4.935.1%420.49202
$92.50Aug 213.754.00$3.886.4%7590.42156
$95.00Aug 212.933.15$3.047.2%730.35398
$82.50Aug 218.659.30$8.987.2%--0.7038
$88.00Jul 173.553.85$3.708.1%200.55256
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 212.022.10$2.063.9%1940.24241
$87.50Aug 214.704.90$4.804.2%740.44973
$92.50Aug 217.457.80$7.634.6%280.58973
$82.50Aug 212.742.87$2.814.6%650.301.8K
$77.50Aug 211.461.55$1.516.0%220.1884

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.76, cheapest $0.75)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 100.690.80$0.7514.7%3290.20903
$97.50Jul 170.700.85$0.7719.5%2400.171.6K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 115 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Jul 1016.4518.85$17.6513.6%51.0033
$72.00Jul 1015.1018.10$16.6018.1%21.006
$73.00Jul 1014.0016.90$15.4518.8%31.006
$72.50Jul 1715.3517.50$16.4313.1%--0.941.4K
$77.00Jul 1010.4513.10$11.7722.5%60.9426
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 1011.8514.55$13.2020.5%10.96--
$100.00Jul 1010.4012.60$11.5019.1%10.931
$103.00Jul 1012.8515.50$14.1818.7%10.925
$98.00Jul 108.5010.80$9.6523.8%10.8913
$105.00Jul 1014.7017.60$16.1518.0%10.881

Most actively traded options today. High liquidity = easy entry/exit. 258 active (total vol 15.6K, top 759)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Aug 213.754.00$3.886.4%7590.42156
$102.00Jul 100.100.15$0.1338.5%6890.04614
$90.00Jul 172.622.87$2.759.1%6270.452.5K
$90.00Jul 102.022.27$2.1511.6%3940.431.1K
$80.00Jul 178.959.85$9.409.6%3490.842.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Jul 170.100.45$0.28125.0%7440.064.8K
$85.00Jul 101.351.69$1.5222.4%6320.30995
$80.00Jul 170.511.08$0.8071.2%4080.152.5K
$88.00Aug 73.205.15$4.1846.7%3860.4610
$86.00Jul 101.701.95$1.8313.7%3760.351.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 71 strikes (avg 93.3%, max 257.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 10Aug 21154.3%43.1%257.8%481.7K
$103.00Jul 10Aug 14115.3%45.7%152.6%82113
$88.00Jul 10Aug 1494.8%42.7%122.3%34239
$85.00Jul 10Aug 2196.0%43.8%119.1%19594
$87.00Jul 10Aug 793.1%42.6%118.7%41272
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 10Aug 21154.3%43.1%257.8%113
$74.00Jul 10Jul 31162.0%56.4%187.2%4766
$75.00Jul 10Aug 21100.2%43.3%131.6%1761.4K
$88.00Jul 10Aug 1494.8%42.7%122.3%49337
$82.00Jul 10Aug 1495.4%43.1%121.3%85108

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 154 found (best R:R 21.73, avg 2.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$97.50$100.00Jul 17$0.19$2.31$0.1912.16$97.69
$100.00$105.00Jul 17$0.42$4.58$0.4210.90$100.42
$102.00$104.00Jul 31$0.19$1.81$0.199.53$102.19
$96.00$98.00Jul 31$0.22$1.78$0.228.09$96.22
$102.00$103.00Aug 14$0.12$0.88$0.127.33$102.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$72.50Aug 21$0.11$2.39$0.1121.73$74.89
$78.00$75.00Aug 7$0.25$2.75$0.2511.00$77.75
$82.00$80.00Jul 31$0.25$1.75$0.257.00$81.75
$81.00$80.00Jul 10$0.15$0.85$0.155.67$80.85
$83.00$82.00Jul 10$0.16$0.84$0.165.25$82.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 204 found (best R:R 18.23, avg 1.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$78.00$80.00Jul 24$1.88$1.88$0.1215.67$79.88
$80.00$82.00Jul 17$1.87$1.87$0.1314.38$81.87
$73.00$77.00Jul 10$3.68$3.68$0.3211.50$76.68
$81.00$82.00Jul 10$0.87$0.87$0.136.69$81.87
$80.00$83.00Aug 14$2.60$2.60$0.406.50$82.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$97.50$95.00Jul 17$2.37$2.37$0.1318.23$95.13
$100.00$97.50Aug 21$2.33$2.33$0.1713.71$97.67
$100.00$98.00Jul 10$1.85$1.85$0.1512.33$98.15
$105.00$100.00Aug 21$4.32$4.32$0.686.35$100.68
$102.00$100.00Jul 10$1.70$1.70$0.305.67$100.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 68 found (avg debit $0.70, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Jul 10Jul 17$0.0895.4%60.6%
$72.00Jul 10Jul 31$0.20108.3%56.9%
$80.00Jul 10Jul 17$0.3592.0%64.3%
$100.00Jul 10Jul 17$0.3690.5%62.7%
$102.00Jul 10Jul 24$0.4190.2%52.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$78.00Jul 10Jul 17$0.06100.9%57.5%
$73.00Jul 10Jul 17$0.10115.8%71.6%
$75.00Jul 10Jul 17$0.19100.2%68.0%
$77.00Jul 10Jul 17$0.2399.3%65.5%
$79.00Jul 10Jul 17$0.2692.2%60.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 111 found (cheapest 6.27% of stock, avg 11.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$89.00Jul 10$2.59$2.97$5.56$83.44$94.566.27%
$88.00Jul 10$3.02$2.71$5.73$82.27$93.736.47%
$90.00Jul 10$2.15$3.73$5.88$84.12$95.886.63%
$87.00Jul 10$3.70$2.20$5.90$81.10$92.906.66%
$86.00Jul 10$4.38$1.83$6.21$79.79$92.217.01%
$91.00Jul 10$1.78$4.43$6.21$84.79$97.217.01%
$85.00Jul 10$4.93$1.52$6.45$78.55$91.457.28%
$92.00Jul 10$1.48$5.08$6.56$85.44$98.567.40%
$89.00Jul 17$3.22$3.53$6.75$82.25$95.757.62%
$84.00Jul 10$5.75$1.13$6.88$77.12$90.887.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.65% of stock, avg 6.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.00$84.00Jul 10$1.22$1.13$2.35$81.65$95.35
$92.00$84.00Jul 10$1.48$1.13$2.61$81.39$94.61
$93.00$85.00Jul 10$1.22$1.52$2.74$82.26$95.74
$91.00$84.00Jul 10$1.78$1.13$2.91$81.09$93.91
$92.00$85.00Jul 10$1.48$1.52$3.00$82.00$95.00
$93.00$86.00Jul 10$1.22$1.83$3.05$82.95$96.05
$100.00$77.50Aug 21$1.63$1.51$3.14$74.36$103.14
$90.00$84.00Jul 10$2.15$1.13$3.28$80.72$93.28
$91.00$85.00Jul 10$1.78$1.52$3.30$81.70$94.30
$92.00$86.00Jul 10$1.48$1.83$3.31$82.69$95.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 167 found (best R:R 17.18, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
75/7678/80Jul 17$1.89$0.1117.18$74.11$79.89
77/7880/81Jul 24$0.90$0.109.00$77.10$80.90
87/8890/91Jul 31$0.90$0.109.00$87.10$90.90
80/8193/94Aug 7$0.90$0.109.00$80.10$93.90
90/9295/98Aug 21$2.23$0.278.26$90.27$97.23
85/8687/88Jul 31$0.89$0.118.09$85.11$87.89
84/8596/97Aug 7$0.89$0.118.09$84.11$96.89
75/7882/85Aug 21$2.21$0.297.62$75.29$84.71
81/8288/89Jul 24$0.88$0.127.33$81.12$88.88
88/9092/95Aug 21$2.19$0.317.06$87.81$94.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$87.50$90.00$92.50Aug 21$0.07$2.4334.71
$92.50$95.00$97.50Aug 21$0.09$2.4126.78
$95.00$97.50$100.00Aug 21$0.09$2.4126.78
$89.00$90.00$91.00Jul 10$0.07$0.9313.29
$90.00$91.00$92.00Jul 10$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$79.00$80.00$81.00Jul 10$0.05$0.9519.00
$87.50$90.00$92.50Aug 21$0.13$2.3718.23
$71.00$72.00$73.00Jul 10$0.06$0.9415.67
$85.00$86.00$87.00Jul 10$0.06$0.9415.67
$72.00$73.00$74.00Jul 24$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-0.90, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$97.00$102.001:2Aug 14-$0.16$4.84
$100.00$105.001:2Aug 21-$0.21$4.79
$102.00$105.001:2Jul 24-$0.40$2.60
$95.00$97.501:2Jul 17-$0.31$2.19
$97.50$100.001:2Jul 17-$0.39$2.11
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$93.001:2Aug 7-$0.90$6.10
$78.00$75.001:2Aug 7-$0.59$2.41
$77.50$75.001:2Aug 21-$0.25$2.25
$75.00$72.501:2Aug 21-$0.66$1.84
$80.00$77.501:2Aug 21-$0.96$1.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 80 found (best yield 5.42%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Aug 21$4.800.491.6%5.42%6.96%42202
$89.00Jul 31$4.100.510.4%4.63%5.04%25
$90.00Aug 14$4.000.481.6%4.51%6.06%415
$89.00Aug 14$3.750.510.4%4.23%4.65%1--
$92.50Aug 21$3.750.424.4%4.23%8.60%759156
$90.00Aug 7$3.650.481.6%4.12%5.66%13
$89.00Jul 24$3.400.510.4%3.84%4.25%511
$90.00Jul 24$3.200.471.6%3.61%5.16%8639
$89.00Jul 17$3.050.500.4%3.44%3.86%6253
$92.00Aug 14$3.000.433.8%3.38%7.19%538

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 10,611
Total Puts 9,261
Put/Call Ratio 0.87
Net Difference 1,350

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 126,768
Total Puts 89,597
Average Put/Call Ratio 0.97
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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