Tour v309
DAL
DELTA AIR LINES INC
$87.39 -1.81%
$87.10 (-0.33%)🌙
as of 07/10 06:00 PM
7/10 18:00

Option Volume

Detail
Current (07/10) 60,715
Calls: 29,239 (48%)
Puts: 31,476 (52%)
Prior (07/09) 61,990
Calls: 33,970 (55%)
Puts: 28,020 (45%)
Current vs Prior -2.06%
Calls: -13.93% (Calls)
Puts: +12.33% (Puts)
Prior 7-Day Total 246,513
Calls: 150,937 (61%)
Puts: 95,576 (39%)
Prior 7-Day Average 35,216
Calls: 21,562 (61%)
Puts: 13,653 (39%)
Current vs Prior 7-Day Avg +72.41%
Calls: +35.60%
Puts: +130.53%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10) $9.92M
Calls: $5.69M (57%)
Puts: $4.23M (43%)
Prior (07/09) $11.77M
Calls: $7.82M (66%)
Puts: $3.95M (34%)
Current vs Prior -15.71%
Calls: -27.19%
Puts: +7.00%
Prior 7-Day Total $68.11M
Calls: $47.33M (69%)
Puts: $20.78M (31%)
Prior 7-Day Average $9.73M
Calls: $6.76M (69%)
Puts: $2.97M (31%)
Current vs Prior 7-Day Avg +1.98%
Calls: -15.76%
Puts: +42.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 1.08
Prior (07/09) 0.82
Current vs Prior +30.51%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +24.87%
Sentiment BEARISH

Open Interest

Detail
Current (07/10) 455,428
Calls: 221,462 (49%)
Puts: 233,966 (51%)
Prior (07/09) 426,129
Calls: 206,224 (48%)
Puts: 219,905 (52%)
Current vs Prior +6.88%
Prior 7-Day Total 2,795,914
Calls: 1,320,667 (47%)
Puts: 1,475,247 (53%)
Prior 7-Day Average 399,416
Calls: 188,666 (47%)
Puts: 210,749 (53%)
Current vs Prior 7-Day Avg +14.02%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.59% | 4.73%4.73% | 11.94%
Prior 4.73% | 6.84%6.84% | 13.12%
Current vs Prior -0.09% | +0.17%-30.94% | -9.06%
Prior 7-Day Avg 5.51% | 7.94%7.85% | 13.64%
Current vs 7-Day Avg -14.30% | -13.65%-39.76% | -12.50%
Prior 7-Day Eod 4.73% | 6.84%-- | --
Current vs 7-Day Eod -0.09% | +0.17%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 46.80% | 9.96%
Calls: 43.59% | 10.91%
Puts: 50.00% | 9.01%
Prior 18.91% | 7.24%
Calls: 10.56% | 6.01%
Puts: 27.27% | 8.47%
Current vs Prior +147.49% | +37.57%
Prior 7-Day Avg 18.91% | 7.24%
Calls: 10.56% | 6.01%
Puts: 27.27% | 8.47%
Current vs 7-Day Avg +147.49% | +37.57%
Liquidity Expensive
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.08. P/C ratio rising 31% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 12 of results (avg 7.3%, best 4.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 219.109.70$9.406.4%840.78159
$82.50Aug 217.407.90$7.656.5%320.7038
$90.00Aug 213.403.65$3.537.1%3.4K0.44834
$100.00Aug 210.921.01$0.979.3%8620.17502
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 215.655.90$5.784.3%890.56235
$87.50Aug 214.304.50$4.404.5%2.7K0.47969
$95.00Aug 218.809.35$9.076.1%1130.71438
$85.00Aug 213.153.35$3.256.2%1160.39437
$87.00Aug 73.253.55$3.408.8%120.464

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.86, cheapest $0.65)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Jul 170.600.70$0.6515.4%8380.245.8K
$100.00Aug 210.921.01$0.979.3%8620.17502
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 170.881.06$0.9718.6%1.3K0.301.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 136 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 1016.3019.10$17.7015.8%91.004
$71.00Jul 1015.3017.75$16.5214.8%581.003
$73.00Jul 1013.4015.75$14.5816.1%171.004
$74.00Jul 1011.8514.25$13.0518.4%191.003
$75.00Jul 1011.4013.75$12.5818.7%81.009
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1711.4014.45$12.9323.6%--1.0035
$102.00Jul 1013.7515.75$14.7513.6%10.99--
$103.00Jul 1013.6516.70$15.1820.1%10.992
$104.00Jul 1014.7517.75$16.2518.5%40.991
$97.00Jul 108.3510.95$9.6526.9%150.9933

Most actively traded options today. High liquidity = easy entry/exit. 284 active (total vol 55.3K, top 4.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 213.403.65$3.537.1%3.4K0.44834
$88.00Jul 100.000.08$0.04200.0%3.2K0.13521
$90.00Jul 100.000.01$0.01100.0%1.5K0.011.6K
$90.00Jul 170.811.10$0.9630.2%1.5K0.313.0K
$100.00Jul 170.020.06$0.04100.0%1.3K0.023.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 100.000.01$0.01100.0%4.3K0.012.2K
$87.50Aug 214.304.50$4.404.5%2.7K0.47969
$84.00Jul 170.650.80$0.7320.5%2.5K0.24178
$86.00Jul 100.000.01$0.01100.0%2.3K0.021.9K
$87.00Jul 100.000.10$0.05200.0%1.7K0.25762

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 73 strikes (avg 879.6%, max 3281.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 10Jul 312010.2%59.4%3281.9%5922
$70.00Jul 10Aug 211047.4%42.1%2387.5%10106
$75.00Jul 10Aug 21743.9%40.5%1735.4%1372
$100.00Jul 10Aug 21669.8%38.4%1646.2%1.2K1.6K
$102.00Jul 10Jul 31755.8%46.7%1519.6%62946
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 10Jul 312010.2%59.4%3281.9%6312
$70.00Jul 10Aug 211047.4%42.1%2387.5%65948
$75.00Jul 10Aug 21743.9%40.5%1735.4%2383.2K
$74.00Jul 10Jul 31993.2%55.6%1687.3%54176
$100.00Jul 10Aug 21669.8%38.4%1646.2%11215

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 17.18, avg 2.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$103.00Aug 14$0.20$2.80$0.2014.00$100.20
$98.00$99.00Jul 24$0.11$0.89$0.118.09$98.11
$95.00$96.00Jul 31$0.13$0.87$0.136.69$95.13
$98.00$100.00Aug 7$0.29$1.71$0.295.90$98.29
$94.00$95.00Jul 24$0.15$0.85$0.155.67$94.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.00$70.00Jul 17$0.11$1.89$0.1117.18$71.89
$75.00$70.00Aug 14$0.36$4.64$0.3612.89$74.64
$75.00$72.50Aug 21$0.22$2.28$0.2210.36$74.78
$72.50$70.00Aug 21$0.23$2.27$0.239.87$72.27
$79.00$75.00Aug 14$0.40$3.60$0.409.00$78.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 179 found (best R:R 44.45, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$70.00$75.00Jul 24$4.89$4.89$0.1144.45$74.89
$75.00$78.00Jul 31$2.78$2.78$0.2212.64$77.78
$70.00$75.00Aug 21$4.63$4.63$0.3712.51$74.63
$73.00$75.00Jul 17$1.80$1.80$0.209.00$74.80
$81.00$82.00Jul 17$0.90$0.90$0.109.00$81.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$97.50Aug 21$2.31$2.31$0.1912.16$97.69
$100.00$93.00Aug 7$6.30$6.30$0.709.00$93.70
$100.00$99.00Jul 10$0.88$0.88$0.127.33$99.12
$99.00$98.00Jul 10$0.87$0.87$0.136.69$98.13
$94.00$93.00Jul 17$0.85$0.85$0.155.67$93.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 67 found (avg debit $0.74, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$83.00Jul 10Jul 17$0.07275.6%42.3%
$99.00Jul 10Jul 17$0.07625.8%48.3%
$103.00Jul 10Jul 17$0.12797.8%66.2%
$96.00Jul 10Jul 17$0.13488.5%43.4%
$102.00Jul 10Jul 17$0.13755.8%64.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$77.00Jul 10Jul 17$0.07625.8%51.0%
$78.00Jul 10Jul 17$0.07567.2%46.2%
$92.00Jul 10Jul 17$0.10291.0%39.7%
$79.00Jul 10Jul 17$0.11508.9%45.9%
$71.00Jul 10Jul 24$0.14985.6%60.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 131 found (cheapest 0.78% of stock, avg 10.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$87.00Jul 10$0.63$0.05$0.68$86.32$87.680.78%
$88.00Jul 10$0.04$0.76$0.80$87.20$88.800.92%
$89.00Jul 10$0.01$1.46$1.47$87.53$90.471.68%
$86.00Jul 10$1.61$0.01$1.62$84.38$87.621.85%
$85.00Jul 10$2.43$0.01$2.44$82.56$87.442.79%
$90.00Jul 10$0.01$2.56$2.57$87.43$92.572.94%
$84.00Jul 10$3.53$0.02$3.55$80.45$87.554.06%
$91.00Jul 10$0.01$3.60$3.61$87.39$94.614.13%
$88.00Jul 17$1.66$2.19$3.85$84.15$91.854.41%
$87.50Jul 17$1.95$1.93$3.88$83.62$91.384.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 152 found (cheapest 0.10% of stock, avg 4.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$88.00$87.00Jul 10$0.04$0.05$0.09$86.91$88.09
$88.00$72.00Jul 10$0.04$0.59$0.63$71.37$88.63
$92.00$84.00Jul 17$0.47$0.73$1.20$82.80$93.20
$91.00$84.00Jul 17$0.65$0.73$1.38$82.62$92.38
$92.00$85.00Jul 17$0.47$0.97$1.44$83.56$93.44
$91.00$85.00Jul 17$0.65$0.97$1.62$83.38$92.62
$90.00$84.00Jul 17$0.96$0.73$1.69$82.31$91.69
$92.00$86.00Jul 17$0.47$1.33$1.80$84.20$93.80
$90.00$85.00Jul 17$0.96$0.97$1.93$83.07$91.93
$91.00$86.00Jul 17$0.65$1.33$1.98$84.02$92.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 184 found (best R:R 13.71, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
70/7275/78Aug 21$2.33$0.1713.71$70.17$77.33
70/7278/80Aug 21$2.33$0.1713.71$70.17$79.83
72/7578/80Aug 21$2.32$0.1812.89$72.68$79.82
75/7680/83Aug 7$2.75$0.2511.00$73.25$82.75
75/7683/84Aug 7$0.90$0.109.00$75.10$83.90
80/8186/87Aug 7$0.90$0.109.00$80.10$86.90
84/8587/88Aug 7$0.89$0.118.09$84.11$87.89
79/8082/83Aug 14$0.89$0.118.09$79.11$82.89
82/8588/90Aug 21$2.21$0.297.62$82.79$89.71
71/7278/80Jul 24$1.76$0.247.33$70.24$79.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$80.00$82.50$85.00Aug 21$0.13$2.3718.23
$88.00$89.00$90.00Jul 17$0.06$0.9415.67
$88.00$89.00$90.00Jul 24$0.06$0.9415.67
$88.00$89.00$90.00Jul 31$0.06$0.9415.67
$92.50$95.00$97.50Aug 21$0.16$2.3414.62
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$92.50$95.00Aug 21$0.05$2.4549.00
$75.00$77.50$80.00Aug 21$0.12$2.3819.83
$72.50$75.00$77.50Aug 21$0.14$2.3616.86
$83.00$84.00$85.00Aug 7$0.06$0.9415.67
$88.00$89.00$90.00Jul 17$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $-0.40, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$97.50$100.001:2Aug 21-$0.58$1.92
$100.00$103.001:2Aug 14-$1.09$1.91
$95.00$97.501:2Aug 21-$0.80$1.70
$97.00$99.001:2Aug 14-$0.43$1.57
$98.00$100.001:2Aug 7-$0.44$1.56
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$93.001:2Aug 7-$0.40$6.60
$75.00$70.001:2Aug 14-$0.02$4.98
$84.00$80.001:2Aug 14-$0.03$3.97
$79.00$75.001:2Aug 14-$0.34$3.66
$72.50$70.001:2Aug 21-$0.05$2.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 5.21%, avg 1.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$87.50Aug 21$4.550.530.1%5.21%5.33%329137
$88.00Aug 14$3.650.510.7%4.18%4.87%2823
$90.00Aug 21$3.400.443.0%3.89%6.88%3.4K834
$88.00Aug 7$3.200.500.7%3.66%4.36%214
$89.00Aug 14$3.100.471.8%3.55%5.39%511
$90.00Aug 14$3.000.433.0%3.43%6.42%620
$88.00Jul 31$2.740.490.7%3.14%3.83%4196
$89.00Aug 7$2.660.461.8%3.04%4.89%1223
$92.50Aug 21$2.460.365.8%2.81%8.66%6511.4K
$90.00Aug 7$2.450.423.0%2.80%5.79%4138

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 29,239
Total Puts 31,476
Put/Call Ratio 1.08
Net Difference -2,237

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 150,937
Total Puts 95,576
Average Put/Call Ratio 0.86
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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