Tour v334
DAL
DELTA AIR LINES INC
$85.51 -0.79%
$85.50 (-0.01%)🌙
as of 07/14 06:04 PM
7/14 18:04

Option Volume

Detail
Current (07/14) 14,790
Calls: 9,183 (62%)
Puts: 5,607 (38%)
Prior (07/13) 28,811
Calls: 12,625 (44%)
Puts: 16,186 (56%)
Current vs Prior -48.67%
Calls: -27.26% (Calls)
Puts: -65.36% (Puts)
Prior 7-Day Total 305,954
Calls: 179,925 (59%)
Puts: 126,029 (41%)
Prior 7-Day Average 43,707
Calls: 25,703 (59%)
Puts: 18,004 (41%)
Current vs Prior 7-Day Avg -66.16%
Calls: -64.27%
Puts: -68.86%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $3.87M
Calls: $2.90M (75%)
Puts: $977.2K (25%)
Prior (07/13) $6.91M
Calls: $3.58M (52%)
Puts: $3.33M (48%)
Current vs Prior -43.99%
Calls: -19.19%
Puts: -70.67%
Prior 7-Day Total $72.87M
Calls: $48.57M (67%)
Puts: $24.30M (33%)
Prior 7-Day Average $10.41M
Calls: $6.94M (67%)
Puts: $3.47M (33%)
Current vs Prior 7-Day Avg -62.80%
Calls: -58.27%
Puts: -71.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.61
Prior (07/13) 1.28
Current vs Prior -52.37%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -24.52%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 420,342
Calls: 196,171 (47%)
Puts: 224,171 (53%)
Prior (07/13) 409,267
Calls: 194,104 (47%)
Puts: 215,163 (53%)
Current vs Prior +2.71%
Prior 7-Day Total 2,875,402
Calls: 1,368,698 (48%)
Puts: 1,506,704 (52%)
Prior 7-Day Average 410,771
Calls: 195,528 (48%)
Puts: 215,243 (52%)
Current vs Prior 7-Day Avg +2.33%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.94% | 6.12%3.94% | 11.32%
Prior 4.50% | 6.31%4.50% | 11.78%
Current vs Prior -12.45% | -3.10%-12.45% | -3.87%
Prior 7-Day Avg 6.09% | 7.59%6.77% | 13.04%
Current vs 7-Day Avg -35.33% | -19.40%-41.77% | -13.22%
Prior 7-Day Eod 4.50% | 6.31%4.50% | 11.78%
Current vs 7-Day Eod -12.45% | -3.10%-12.45% | -3.87%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 46.80% | 9.96%
Calls: 43.59% | 10.91%
Puts: 50.00% | 9.01%
Prior 46.80% | 9.96%
Calls: 43.59% | 10.91%
Puts: 50.00% | 9.01%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 26.88% | 8.02%
Calls: 20.00% | 7.41%
Puts: 33.76% | 8.62%
Current vs 7-Day Avg +74.12% | +24.23%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($2.90M). Below-average activity with volume down 49% vs prior. Bullish P/C ratio of 0.61. P/C ratio dropping 52% - sentiment shifting bullish.

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 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 39 of results (avg 7.0%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 214.554.65$4.602.2%1.1K0.54472
$90.00Aug 212.402.50$2.454.1%2110.363.2K
$87.50Aug 213.303.45$3.384.4%720.45351
$92.50Aug 211.661.75$1.715.3%230.281.6K
$85.00Aug 73.603.80$3.705.4%190.5471
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2114.5015.20$14.854.7%10.88195
$87.50Aug 214.955.20$5.084.9%2340.551.8K
$85.00Aug 213.653.85$3.755.3%380.46469
$92.00Aug 147.508.00$7.756.5%300.7331
$82.50Aug 212.632.81$2.726.6%500.361.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.79, cheapest $0.53)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.500.55$0.539.4%640.111.3K
$95.00Aug 70.550.67$0.6119.7%110.15177
$90.00Jul 240.650.77$0.7116.9%580.22191
$93.00Aug 70.820.94$0.8813.6%10.2024
$89.00Jul 240.861.00$0.9315.1%480.2762
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$81.00Jul 240.660.79$0.7317.8%620.22131
$80.00Jul 310.880.99$0.9411.7%230.21302
$82.00Jul 240.891.04$0.9715.5%450.27119

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 106 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 1714.7516.25$15.509.7%21.00641
$72.50Jul 1712.5513.40$12.986.5%51.001.3K
$73.00Jul 1711.7512.85$12.308.9%--1.0015
$74.00Jul 179.7512.95$11.3528.2%21.004
$75.00Jul 179.7510.90$10.3311.1%301.003.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 1715.9017.65$16.7710.4%10.99--
$100.00Jul 1712.7015.65$14.1820.8%10.99--
$97.50Jul 1711.3513.75$12.5519.1%10.991
$95.00Jul 178.8010.35$9.5716.2%10.98248
$101.00Jul 1714.0016.35$15.1815.5%20.98--

Most actively traded options today. High liquidity = easy entry/exit. 227 active (total vol 11.1K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 214.554.65$4.602.2%1.1K0.54472
$86.00Jul 170.931.28$1.1131.5%4520.43171
$97.50Aug 210.670.92$0.8031.2%4290.15973
$85.00Jul 171.391.87$1.6329.4%3780.557.0K
$87.00Jul 170.620.94$0.7841.0%3060.33447
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Jul 240.180.42$0.3080.0%5080.1060
$74.00Jul 170.000.05$0.03166.7%2770.0155
$75.00Aug 210.750.97$0.8625.6%2370.142.7K
$80.00Jul 170.110.15$0.1330.8%2340.072.4K
$87.50Aug 214.955.20$5.084.9%2340.551.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 66 strikes (avg 37.8%, max 91.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$70.00Jul 17Aug 2180.5%42.1%91.1%5744
$99.00Jul 17Aug 2873.6%38.6%90.5%163234
$100.00Jul 17Aug 2869.6%39.7%75.4%532.9K
$97.50Jul 17Aug 2162.7%37.7%66.2%4702.7K
$102.00Jul 17Jul 2471.9%44.4%61.8%26116
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$70.00Jul 17Aug 2880.5%42.2%90.6%224.7K
$100.00Jul 17Aug 2169.6%37.7%84.7%2195
$72.50Jul 17Aug 2172.7%41.6%74.5%1171.8K
$73.00Jul 17Jul 3173.6%43.9%67.6%23390
$97.50Jul 17Aug 2162.7%37.7%66.2%2156

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 134 found (best R:R 12.16, avg 2.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$97.00$100.00Aug 14$0.25$2.75$0.2511.00$97.25
$97.50$100.00Aug 21$0.27$2.23$0.278.26$97.77
$95.00$96.00Jul 24$0.11$0.89$0.118.09$95.11
$89.00$90.00Jul 17$0.12$0.88$0.127.33$89.12
$92.00$93.00Jul 24$0.13$0.87$0.136.69$92.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$70.00Aug 7$0.38$4.62$0.3812.16$74.62
$75.00$70.00Aug 14$0.39$4.61$0.3911.82$74.61
$72.50$70.00Aug 21$0.23$2.27$0.239.87$72.27
$82.00$81.00Jul 17$0.10$0.90$0.109.00$81.90
$80.00$79.00Jul 24$0.11$0.89$0.118.09$79.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 169 found (best R:R 24.00, avg 1.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$77.50$80.00Aug 21$2.40$2.40$0.1024.00$79.90
$70.00$75.00Aug 21$4.64$4.64$0.3612.89$74.64
$70.00$79.00Aug 7$7.99$7.99$1.017.91$77.99
$80.00$83.00Aug 7$2.52$2.52$0.485.25$82.52
$76.00$80.00Aug 14$3.35$3.35$0.655.15$79.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$92.50$90.00Aug 21$2.28$2.28$0.2210.36$90.22
$92.00$91.00Aug 7$0.88$0.88$0.127.33$91.12
$100.00$93.00Aug 7$6.13$6.13$0.877.05$93.87
$90.00$89.00Jul 17$0.87$0.87$0.136.69$89.13
$91.00$90.00Jul 24$0.87$0.87$0.136.69$90.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $0.68, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Jul 24$0.0669.6%49.6%
$97.00Jul 24Jul 31$0.0642.7%35.3%
$98.00Jul 24Jul 31$0.0750.3%40.6%
$99.00Jul 17Jul 24$0.0873.6%50.4%
$96.00Jul 17Jul 24$0.1056.1%43.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Jul 17Jul 24$0.0846.9%41.5%
$75.00Jul 17Jul 24$0.0964.4%45.0%
$76.00Jul 17Jul 24$0.0962.1%42.2%
$72.00Jul 17Jul 24$0.1170.0%57.6%
$73.00Jul 17Jul 24$0.1473.6%57.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 101 found (cheapest 3.32% of stock, avg 9.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$85.00Jul 17$1.63$1.21$2.84$82.16$87.843.32%
$86.00Jul 17$1.11$1.74$2.85$83.15$88.853.33%
$87.00Jul 17$0.78$2.28$3.06$83.94$90.063.58%
$84.00Jul 17$2.29$0.81$3.10$80.90$87.103.63%
$87.50Jul 17$0.61$2.64$3.25$84.25$90.753.80%
$83.00Jul 17$2.88$0.55$3.43$79.57$86.434.01%
$88.00Jul 17$0.45$3.04$3.49$84.51$91.494.08%
$82.50Jul 17$3.38$0.45$3.83$78.67$86.334.48%
$82.00Jul 17$4.05$0.32$4.37$77.63$86.375.11%
$86.00Jul 24$1.87$2.63$4.50$81.50$90.505.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.73% of stock, avg 4.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$89.00$82.00Jul 17$0.30$0.32$0.62$81.38$89.62
$89.00$82.50Jul 17$0.30$0.45$0.75$81.75$89.75
$88.00$82.00Jul 17$0.45$0.32$0.77$81.23$88.77
$89.00$83.00Jul 17$0.30$0.55$0.85$82.15$89.85
$88.00$82.50Jul 17$0.45$0.45$0.90$81.60$88.90
$87.50$82.00Jul 17$0.61$0.32$0.93$81.07$88.43
$88.00$83.00Jul 17$0.45$0.55$1.00$82.00$89.00
$87.50$82.50Jul 17$0.61$0.45$1.06$81.44$88.56
$87.00$82.00Jul 17$0.78$0.32$1.10$80.90$88.10
$89.00$84.00Jul 17$0.30$0.81$1.11$82.89$90.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 262 found (best R:R 24.00, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
76/7880/83Aug 7$2.88$0.1224.00$75.12$82.88
85/8788/89Aug 14$1.88$0.1215.67$85.12$89.88
79/8081/83Aug 14$1.81$0.199.53$78.19$82.81
70/7275/78Aug 21$2.26$0.249.42$70.24$77.26
80/8283/85Aug 14$1.80$0.209.00$80.20$84.80
76/7881/83Aug 14$1.79$0.218.52$76.21$82.79
82/8384/85Aug 7$0.89$0.118.09$82.11$84.89
84/8586/87Aug 28$0.89$0.118.09$84.11$86.89
82/8384/85Jul 24$0.88$0.127.33$82.12$84.88
85/8687/88Aug 7$0.88$0.127.33$85.12$87.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 34.71, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$80.00$82.00$84.00Jul 31$0.07$1.9327.57
$95.00$97.50$100.00Aug 21$0.10$2.4024.00
$84.00$85.00$86.00Jul 31$0.06$0.9415.67
$86.00$87.00$88.00Jul 31$0.06$0.9415.67
$92.50$95.00$97.50Aug 21$0.17$2.3313.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$72.50$75.00Aug 21$0.07$2.4334.71
$72.50$75.00$77.50Aug 21$0.13$2.3718.23
$90.00$91.00$92.00Jul 24$0.06$0.9415.67
$75.00$76.00$77.00Jul 24$0.07$0.9313.29
$75.00$76.00$77.00Jul 31$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. 115 found (best net $-1.70, 108 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$77.001:2Jul 24-$1.70$5.30
$97.00$100.001:2Aug 14-$0.22$2.78
$97.50$100.001:2Aug 21-$0.26$2.24
$95.00$97.501:2Aug 21-$0.43$2.07
$100.00$102.001:2Jul 17-$0.01$1.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$93.001:2Aug 7-$2.22$4.78
$84.00$80.001:2Aug 28-$0.62$3.38
$78.00$75.001:2Aug 28-$0.48$2.52
$72.50$70.001:2Aug 21-$0.10$2.40
$75.00$72.501:2Aug 21-$0.26$2.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 68 found (best yield 4.91%, avg 1.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$86.00Aug 28$4.200.510.6%4.91%5.48%5715
$87.00Aug 28$3.550.471.7%4.15%5.89%--20
$87.50Aug 21$3.300.452.3%3.86%6.19%72351
$88.00Aug 28$3.250.442.9%3.80%6.71%--51
$86.00Aug 7$3.050.490.6%3.57%4.14%29248
$86.00Aug 14$2.880.490.6%3.37%3.94%12--
$86.00Jul 31$2.620.490.6%3.06%3.64%11115
$87.00Aug 7$2.620.451.7%3.06%4.81%435
$90.00Aug 28$2.460.375.2%2.88%8.13%310
$88.00Aug 14$2.400.422.9%2.81%5.72%--16

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 9,183
Total Puts 5,607
Put/Call Ratio 0.61
Net Difference 3,576

Prior's Put/Call Breakdown

Total Calls 12,625
Total Puts 16,186
Put/Call Ratio 1.28
Net Difference -3,561

Prior 7-Day Put/Call Summary

Total Calls 179,925
Total Puts 126,029
Average Put/Call Ratio 0.81
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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