Tour v308
DAL
DELTA AIR LINES INC
$89.00 +2.21%
$88.98 (-0.02%)🌙
as of 07/09 06:00 PM
7/9 18:00

Option Volume

Detail
Current (07/09) 61,990
Calls: 33,970 (55%)
Puts: 28,020 (45%)
Prior (07/08) 59,543
Calls: 41,018 (69%)
Puts: 18,525 (31%)
Current vs Prior +4.11%
Calls: -17.18% (Calls)
Puts: +51.26% (Puts)
Prior 7-Day Total 202,000
Calls: 124,113 (61%)
Puts: 77,887 (39%)
Prior 7-Day Average 28,857
Calls: 17,730 (61%)
Puts: 11,126 (39%)
Current vs Prior 7-Day Avg +114.82%
Calls: +91.59%
Puts: +151.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $11.77M
Calls: $7.82M (66%)
Puts: $3.95M (34%)
Prior (07/08) $18.37M
Calls: $13.66M (74%)
Puts: $4.71M (26%)
Current vs Prior -35.92%
Calls: -42.75%
Puts: -16.13%
Prior 7-Day Total $61.74M
Calls: $43.02M (70%)
Puts: $18.72M (30%)
Prior 7-Day Average $8.82M
Calls: $6.15M (70%)
Puts: $2.67M (30%)
Current vs Prior 7-Day Avg +33.49%
Calls: +27.27%
Puts: +47.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.82
Prior (07/08) 0.45
Current vs Prior +82.64%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -13.25%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/09) 426,129
Calls: 206,224 (48%)
Puts: 219,905 (52%)
Prior (07/08) 403,904
Calls: 191,190 (47%)
Puts: 212,714 (53%)
Current vs Prior +5.50%
Prior 7-Day Total 2,752,858
Calls: 1,295,172 (47%)
Puts: 1,457,686 (53%)
Prior 7-Day Average 393,265
Calls: 185,024 (47%)
Puts: 208,240 (53%)
Current vs Prior 7-Day Avg +8.36%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.73% | 6.84%6.84% | 13.12%
Prior 7.00% | 7.92%7.92% | 13.84%
Current vs Prior -32.42% | -13.56%-13.56% | -5.17%
Prior 7-Day Avg 5.36% | 8.26%8.18% | 13.81%
Current vs 7-Day Avg -11.80% | -17.18%-16.34% | -4.98%
Prior 7-Day Eod 7.00% | 7.92%-- | --
Current vs 7-Day Eod -32.42% | -13.56%-- | --
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 18.91% | 7.24%
Calls: 10.56% | 6.01%
Puts: 27.27% | 8.47%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($7.82M). Volume explosion - 115% above 7-day average (61,990 vs avg 28,857). P/C ratio rising 83% - 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 11 of results (avg 7.9%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 101.681.72$1.702.4%1.2K0.441.3K
$90.00Aug 214.855.10$4.975.0%7170.50272
$90.00Jul 243.203.50$3.359.0%270.4788
$86.00Aug 76.056.65$6.359.4%20.626
$85.00Aug 217.408.15$7.789.6%2310.65461
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 215.405.80$5.607.1%630.50198
$89.00Jul 172.963.20$3.087.8%7950.491.4K
$87.50Aug 214.204.55$4.388.0%3580.42887
$95.00Aug 218.259.05$8.659.2%280.64425
$87.00Jul 172.102.31$2.219.5%880.392.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.08, cheapest $0.08)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Jul 100.070.08$0.0812.5%2.2K0.045.8K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 124 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.50Jul 1714.4518.25$16.3523.2%--1.001.3K
$75.00Jul 1011.6515.90$13.7830.8%40.995
$74.00Jul 1012.6516.90$14.7728.8%60.991
$77.00Jul 109.8513.95$11.9034.5%40.9826
$73.00Jul 1013.9517.90$15.9324.8%20.982
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 109.4513.10$11.2732.4%151.0011
$101.00Jul 1010.1514.40$12.2834.6%11.002
$105.00Jul 1014.1518.40$16.2726.1%31.002
$98.00Jul 107.2511.50$9.3845.3%100.9314
$97.00Jul 106.3510.50$8.4349.2%--0.9233

Most actively traded options today. High liquidity = easy entry/exit. 270 active (total vol 53.4K, top 4.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Jul 101.952.30$2.1316.4%3.1K0.52278
$95.00Jul 100.350.54$0.4542.2%2.9K0.161.0K
$99.00Jul 100.070.08$0.0812.5%2.2K0.045.8K
$92.00Jul 100.951.10$1.0214.7%1.9K0.31980
$100.00Jul 100.040.08$0.0666.7%1.5K0.03664
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Jul 100.080.11$0.1030.0%4.4K0.04445
$89.00Jul 101.952.20$2.0812.0%1.9K0.49200
$83.00Jul 100.300.37$0.3420.6%1.8K0.12539
$75.00Aug 210.861.08$0.9722.7%1.3K0.131.4K
$85.00Jul 100.590.75$0.6723.9%1.3K0.211.6K

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 150.5%, max 362.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 10Jul 31377.2%81.5%362.7%618
$106.00Jul 10Jul 24222.4%62.9%253.6%9270
$105.00Jul 10Aug 21145.5%43.8%232.3%6131.9K
$75.00Jul 10Aug 21150.4%47.0%220.2%468
$103.00Jul 10Aug 7176.4%56.1%214.4%182262
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 10Jul 31377.2%81.5%362.7%16311
$73.00Jul 10Jul 31200.3%59.7%235.6%56852
$105.00Jul 10Aug 21145.5%43.8%232.3%2313
$75.00Jul 10Aug 21150.4%47.0%220.2%1.5K2.0K
$76.00Jul 10Aug 14178.2%61.3%190.9%644112

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 10.90, avg 2.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$97.50$99.00Jul 17$0.13$1.37$0.1310.54$97.63
$96.00$97.00Jul 10$0.10$0.90$0.109.00$96.10
$99.00$100.00Jul 17$0.11$0.89$0.118.09$99.11
$98.00$99.00Jul 24$0.11$0.89$0.118.09$98.11
$91.00$92.00Jul 31$0.11$0.89$0.118.09$91.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$72.50Aug 21$0.21$2.29$0.2110.90$74.79
$78.00$77.00Aug 7$0.10$0.90$0.109.00$77.90
$89.00$88.00Aug 7$0.13$0.87$0.136.69$88.87
$77.50$75.00Aug 21$0.34$2.16$0.346.35$77.16
$84.00$83.00Jul 10$0.14$0.86$0.146.14$83.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 202 found (best R:R 17.18, avg 1.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$77.50Jul 17$2.36$2.36$0.1416.86$77.36
$75.00$77.00Jul 10$1.88$1.88$0.1215.67$76.88
$72.00$75.00Jul 31$2.80$2.80$0.2014.00$74.80
$83.00$84.00Jul 17$0.90$0.90$0.109.00$83.90
$75.00$78.00Jul 31$2.70$2.70$0.309.00$77.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$98.00Jul 10$1.89$1.89$0.1117.18$98.11
$92.00$91.00Jul 17$0.90$0.90$0.109.00$91.10
$95.00$94.00Jul 24$0.90$0.90$0.109.00$94.10
$100.00$97.50Jul 17$2.18$2.18$0.326.81$97.82
$93.00$92.00Jul 24$0.85$0.85$0.155.67$92.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 70 found (avg debit $0.77, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 10Jul 17$0.06145.5%59.2%
$75.00Jul 10Jul 17$0.10150.4%74.7%
$102.00Jul 10Jul 17$0.13134.9%58.5%
$103.00Jul 10Jul 17$0.13176.4%68.7%
$106.00Jul 10Jul 24$0.17222.4%62.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$78.00Jul 10Jul 17$0.16140.4%60.1%
$76.00Jul 10Jul 17$0.18178.2%73.7%
$75.00Jul 10Jul 17$0.21150.4%74.7%
$100.00Jul 10Jul 17$0.23120.0%60.9%
$77.00Jul 10Jul 17$0.24136.3%66.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 121 found (cheapest 4.73% of stock, avg 11.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$89.00Jul 10$2.13$2.08$4.21$84.79$93.214.73%
$90.00Jul 10$1.70$2.70$4.40$85.60$94.404.94%
$88.00Jul 10$2.73$1.72$4.45$83.55$92.455.00%
$87.00Jul 10$3.19$1.34$4.53$82.47$91.535.09%
$91.00Jul 10$1.33$3.40$4.73$86.27$95.735.31%
$92.00Jul 10$1.02$3.88$4.90$87.10$96.905.51%
$86.00Jul 10$4.03$0.95$4.98$81.02$90.985.60%
$85.00Jul 10$4.63$0.67$5.30$79.70$90.305.96%
$93.00Jul 10$0.73$5.03$5.76$87.24$98.766.47%
$89.00Jul 17$3.01$3.08$6.09$82.91$95.096.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.34% of stock, avg 6.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$94.00$85.00Jul 10$0.52$0.67$1.19$83.81$95.19
$93.00$85.00Jul 10$0.73$0.67$1.40$83.60$94.40
$94.00$86.00Jul 10$0.52$0.95$1.47$84.53$95.47
$93.00$86.00Jul 10$0.73$0.95$1.68$84.32$94.68
$92.00$85.00Jul 10$1.02$0.67$1.69$83.31$93.69
$94.00$87.00Jul 10$0.52$1.34$1.86$85.14$95.86
$92.00$86.00Jul 10$1.02$0.95$1.97$84.03$93.97
$91.00$85.00Jul 10$1.33$0.67$2.00$83.00$93.00
$93.00$87.00Jul 10$0.73$1.34$2.07$84.93$95.07
$94.00$88.00Jul 10$0.52$1.72$2.24$85.76$96.24

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 137 found (best R:R 21.73, avg credit $1.27)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
75/7880/82Aug 21$2.39$0.1121.73$75.11$82.39
73/7478/80Jul 24$1.90$0.1019.00$72.10$79.90
74/7580/82Jul 31$1.87$0.1314.38$73.13$81.87
78/7980/82Jul 31$1.87$0.1314.38$77.13$81.87
76/7778/80Jul 24$1.86$0.1413.29$75.14$79.86
75/7683/85Aug 7$1.86$0.1413.29$74.14$84.86
75/7680/83Aug 14$2.75$0.2511.00$73.25$82.75
72/7580/82Aug 21$2.26$0.249.42$72.74$82.26
80/8183/84Jul 24$0.90$0.109.00$80.10$83.90
82/8486/87Aug 7$1.80$0.209.00$82.20$87.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 126 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$72.00$75.00$78.00Jul 31$0.10$2.9029.00
$89.00$90.00$91.00Jul 10$0.06$0.9415.67
$90.00$91.00$92.00Jul 10$0.06$0.9415.67
$96.00$97.00$98.00Jul 10$0.06$0.9415.67
$96.00$97.50$99.00Jul 17$0.09$1.4115.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$92.50$95.00Aug 21$0.05$2.4549.00
$80.00$82.50$85.00Aug 21$0.08$2.4230.25
$95.00$97.50$100.00Aug 21$0.10$2.4024.00
$73.00$74.00$75.00Jul 10$0.05$0.9519.00
$78.00$79.00$80.00Jul 10$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 96 found (best net $-2.17, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$105.001:2Aug 21-$0.25$4.75
$102.00$105.001:2Jul 24-$0.03$2.97
$100.00$103.001:2Aug 7-$1.04$1.96
$97.50$100.001:2Aug 21-$1.12$1.38
$97.50$99.001:2Jul 17-$0.35$1.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$93.001:2Aug 7-$2.17$4.83
$95.00$90.001:2Aug 14-$2.06$2.94
$83.00$80.001:2Aug 14-$0.79$2.21
$75.00$72.501:2Aug 21-$0.55$1.95
$77.50$75.001:2Aug 21-$0.63$1.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 75 found (best yield 5.45%, avg 1.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Aug 21$4.850.501.1%5.45%6.57%717272
$89.00Aug 14$4.450.530.0%5.00%5.00%101
$89.00Aug 7$4.250.520.0%4.78%4.78%196
$90.00Aug 14$4.100.491.1%4.61%5.73%719
$89.00Jul 31$3.800.520.0%4.27%4.27%96
$90.00Aug 7$3.650.491.1%4.10%5.22%496
$90.00Jul 31$3.400.481.1%3.82%4.94%39180
$92.50Aug 21$3.300.433.9%3.71%7.64%645793
$90.00Jul 24$3.200.471.1%3.60%4.72%2788
$92.00Aug 14$2.900.443.4%3.26%6.63%--40

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 33,970
Total Puts 28,020
Put/Call Ratio 0.82
Net Difference 5,950

Prior's Put/Call Breakdown

Total Calls 41,018
Total Puts 18,525
Put/Call Ratio 0.45
Net Difference 22,493

Prior 7-Day Put/Call Summary

Total Calls 124,113
Total Puts 77,887
Average Put/Call Ratio 0.95
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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