Tour v344
DAL
DELTA AIR LINES INC
$86.70 +0.86%
$86.56 (-0.16%)🌙
as of 07/16 06:01 PM
7/16 18:01

Option Volume

Detail
Current (07/16) 16,617
Calls: 8,813 (53%)
Puts: 7,804 (47%)
Prior (07/15) 39,340
Calls: 33,729 (86%)
Puts: 5,611 (14%)
Current vs Prior -57.76%
Calls: -73.87% (Calls)
Puts: +39.08% (Puts)
Prior 7-Day Total 285,061
Calls: 170,375 (60%)
Puts: 114,686 (40%)
Prior 7-Day Average 40,723
Calls: 24,339 (60%)
Puts: 16,383 (40%)
Current vs Prior 7-Day Avg -59.20%
Calls: -63.79%
Puts: -52.37%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $4.57M
Calls: $2.36M (52%)
Puts: $2.21M (48%)
Prior (07/15) $4.28M
Calls: $3.40M (79%)
Puts: $885.8K (21%)
Current vs Prior +6.81%
Calls: -30.37%
Puts: +149.32%
Prior 7-Day Total $61.37M
Calls: $41.01M (67%)
Puts: $20.36M (33%)
Prior 7-Day Average $8.77M
Calls: $5.86M (67%)
Puts: $2.91M (33%)
Current vs Prior 7-Day Avg -47.84%
Calls: -59.64%
Puts: -24.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.89
Prior (07/15) 0.17
Current vs Prior +432.30%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +17.29%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16) 439,093
Calls: 212,203 (48%)
Puts: 226,890 (52%)
Prior (07/15) 422,879
Calls: 197,480 (47%)
Puts: 225,399 (53%)
Current vs Prior +3.83%
Prior 7-Day Total 2,934,035
Calls: 1,394,151 (48%)
Puts: 1,539,884 (52%)
Prior 7-Day Average 419,147
Calls: 199,164 (48%)
Puts: 219,983 (52%)
Current vs Prior 7-Day Avg +4.76%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.39% | 5.21%2.39% | 10.93%
Prior 3.73% | 5.57%3.73% | 11.07%
Current vs Prior -36.06% | -6.44%-36.07% | -1.27%
Prior 7-Day Avg 5.06% | 6.82%5.69% | 12.40%
Current vs 7-Day Avg -52.78% | -23.61%-58.03% | -11.85%
Prior 7-Day Eod 3.73% | 5.57%3.73% | 11.07%
Current vs 7-Day Eod -36.06% | -6.44%-36.07% | -1.27%
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 34.85% | 8.79%
Calls: 29.43% | 8.81%
Puts: 40.26% | 8.78%
Current vs 7-Day Avg +34.30% | +13.26%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Below-average activity with volume down 58% vs prior. P/C ratio rising 432% - 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 42 of results (avg 6.5%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 215.105.25$5.182.9%270.59682
$87.50Aug 213.753.90$3.833.9%290.49400
$86.00Aug 73.553.70$3.634.1%30.56303
$85.00Aug 144.654.85$4.754.2%30.6056
$90.00Aug 212.722.84$2.784.3%760.403.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 219.209.45$9.322.7%--0.76507
$87.50Aug 214.204.40$4.304.7%1020.511.9K
$85.00Aug 213.053.20$3.134.8%480.41472
$89.00Aug 144.654.90$4.785.2%10.571
$88.00Aug 73.653.85$3.755.3%330.54306

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.73, cheapest $0.56)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 210.510.61$0.5617.9%630.121.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 70.830.96$0.9014.4%20.19146

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 109 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 1715.2517.15$16.2011.7%11.00602
$72.00Jul 1713.2015.00$14.1012.8%121.002
$72.50Jul 1713.3514.55$13.958.6%121.001.3K
$73.00Jul 1712.6514.55$13.6014.0%411.0015
$74.00Jul 1711.4013.65$12.5318.0%191.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Jul 175.507.45$6.4830.1%3460.99210
$95.00Jul 177.309.25$8.2823.6%1090.9970
$96.00Jul 178.9510.35$9.6514.5%10.99--
$92.00Jul 175.106.70$5.9027.1%6170.98410
$93.00Jul 175.308.40$6.8545.3%2770.98174

Most actively traded options today. High liquidity = easy entry/exit. 212 active (total vol 13.4K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 170.030.05$0.0450.0%9040.053.6K
$87.00Jul 170.250.85$0.55109.1%5480.41475
$91.00Jul 240.440.60$0.5230.8%4890.206.1K
$87.50Jul 170.290.52$0.4156.1%3490.323.6K
$84.00Jul 243.503.85$3.689.5%2470.7129
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Jul 240.400.62$0.5143.1%1.1K0.17126
$92.00Jul 175.106.70$5.9027.1%6170.98410
$94.00Jul 176.309.10$7.7036.4%6150.98439
$92.50Jul 175.507.45$6.4830.1%3460.99210
$84.00Jul 170.040.14$0.09111.1%3390.101.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 70 strikes (avg 97.8%, max 378.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$103.00Jul 17Aug 7236.6%49.4%378.5%--53
$72.50Jul 17Aug 21195.3%43.6%347.6%131.3K
$102.00Jul 17Jul 24228.8%55.2%314.4%74160
$70.00Jul 17Aug 21152.2%43.1%252.8%3707
$75.00Jul 17Aug 21138.0%41.3%233.8%993.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.50Jul 17Aug 21195.3%43.6%347.6%341.7K
$70.00Jul 17Aug 28152.2%48.6%213.4%1004.7K
$75.00Jul 17Aug 28138.0%44.4%210.7%185.1K
$73.00Jul 17Jul 31134.8%44.7%201.7%9134
$74.00Jul 17Jul 31149.0%49.9%198.7%2119

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 138 found (best R:R 26.78, avg 3.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$98.00$100.00Aug 7$0.12$1.88$0.1215.67$98.12
$92.00$95.00Aug 28$0.28$2.72$0.289.71$92.28
$94.00$95.00Jul 24$0.11$0.89$0.118.09$94.11
$94.00$95.00Aug 7$0.11$0.89$0.118.09$94.11
$95.00$97.00Aug 14$0.22$1.78$0.228.09$95.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$70.00Aug 14$0.18$4.82$0.1826.78$74.82
$75.00$72.50Aug 21$0.20$2.30$0.2011.50$74.80
$72.50$70.00Aug 21$0.23$2.27$0.239.87$72.27
$77.00$76.00Jul 24$0.10$0.90$0.109.00$76.90
$78.00$77.00Aug 7$0.10$0.90$0.109.00$77.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 170 found (best R:R 24.93, avg 1.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$78.00$80.00Jul 17$1.87$1.87$0.1314.38$79.87
$70.00$72.50Aug 21$2.32$2.32$0.1812.89$72.32
$75.00$78.00Jul 31$2.78$2.78$0.2212.64$77.78
$73.00$75.00Jul 31$1.80$1.80$0.209.00$74.80
$86.00$87.00Jul 31$0.86$0.86$0.146.14$86.86
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$93.00Aug 7$6.73$6.73$0.2724.93$93.27
$97.50$95.00Aug 21$2.36$2.36$0.1416.86$95.14
$94.00$93.00Jul 17$0.85$0.85$0.155.67$93.15
$92.00$90.00Aug 14$1.65$1.65$0.354.71$90.35
$92.00$91.00Jul 31$0.80$0.80$0.204.00$91.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 60 found (avg debit $0.72, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$96.00Jul 17Jul 24$0.0789.6%39.5%
$100.00Jul 17Jul 24$0.07105.6%51.3%
$95.00Jul 17Jul 24$0.1277.5%39.5%
$79.00Jul 31Aug 7$0.1343.8%41.6%
$99.00Jul 17Jul 24$0.1499.1%54.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$76.00Jul 17Jul 24$0.0997.6%50.7%
$72.00Jul 17Jul 24$0.11133.7%70.4%
$92.00Jul 17Jul 24$0.1354.0%38.8%
$74.00Jul 17Jul 24$0.15149.0%67.2%
$78.00Jul 17Jul 24$0.16100.2%49.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 1.76% of stock, avg 9.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$87.00Jul 17$0.55$0.98$1.53$85.47$88.531.76%
$86.00Jul 17$1.09$0.48$1.57$84.43$87.571.81%
$88.00Jul 17$0.27$1.61$1.88$86.12$89.882.17%
$87.50Jul 17$0.41$1.48$1.89$85.61$89.392.18%
$85.00Jul 17$1.86$0.21$2.07$82.93$87.072.39%
$89.00Jul 17$0.09$2.61$2.70$86.30$91.703.11%
$84.00Jul 17$2.71$0.09$2.80$81.20$86.803.23%
$83.00Jul 17$3.80$0.05$3.85$79.15$86.854.44%
$87.00Jul 24$1.88$2.12$4.00$83.00$91.004.61%
$86.00Jul 24$2.40$1.69$4.09$81.91$90.094.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.16% of stock, avg 3.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$89.00$83.00Jul 17$0.09$0.05$0.14$82.86$89.14
$89.00$82.50Jul 17$0.09$0.06$0.15$82.35$89.15
$89.00$84.00Jul 17$0.09$0.09$0.18$83.82$89.18
$89.00$85.00Jul 17$0.09$0.21$0.30$84.70$89.30
$88.00$83.00Jul 17$0.27$0.05$0.32$82.68$88.32
$88.00$82.50Jul 17$0.27$0.06$0.33$82.17$88.33
$88.00$84.00Jul 17$0.27$0.09$0.36$83.64$88.36
$102.00$83.00Jul 17$0.38$0.05$0.43$82.57$102.43
$102.00$82.50Jul 17$0.38$0.06$0.44$82.06$102.44
$87.50$83.00Jul 17$0.41$0.05$0.46$82.54$87.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 197 found (best R:R 15.67, avg credit $1.12)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
80/8182/84Jul 31$1.88$0.1215.67$79.12$83.88
78/7982/84Jul 31$1.83$0.1710.76$77.17$83.83
73/7482/84Jul 31$1.81$0.199.53$72.19$83.81
88/9092/95Aug 21$2.21$0.297.62$87.79$94.71
72/7384/85Jul 24$0.88$0.127.33$72.12$84.88
82/8385/86Jul 24$0.87$0.136.69$82.13$85.87
81/8286/87Aug 7$0.87$0.136.69$81.13$86.87
84/8586/87Jul 24$0.86$0.146.14$84.14$86.86
75/7684/85Aug 7$0.86$0.146.14$75.14$84.86
82/8385/86Aug 7$0.86$0.146.14$82.14$85.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 86 found (best R:R 21.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$97.50$100.00Aug 21$0.11$2.3921.73
$88.00$89.00$90.00Jul 31$0.05$0.9519.00
$87.00$88.00$89.00Jul 24$0.06$0.9415.67
$95.00$96.00$97.00Jul 24$0.06$0.9415.67
$99.00$100.00$101.00Jul 24$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$72.50$75.00$77.50Aug 21$0.13$2.3718.23
$88.00$89.00$90.00Jul 24$0.06$0.9415.67
$75.00$77.50$80.00Aug 21$0.15$2.3515.67
$86.00$88.00$90.00Aug 7$0.13$1.8714.38
$80.00$81.00$82.00Jul 24$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. 118 found (best net $-0.42, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$77.001:2Jul 24-$1.93$5.07
$100.00$103.001:2Aug 7-$0.53$2.47
$97.50$100.001:2Aug 21-$0.24$2.26
$95.00$97.501:2Aug 21-$0.45$2.05
$98.00$100.001:2Aug 7-$0.17$1.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$93.001:2Aug 7-$0.42$6.58
$75.00$70.001:2Aug 28-$0.10$4.90
$90.00$84.001:2Aug 28-$1.28$4.72
$75.00$70.001:2Aug 14-$0.29$4.71
$73.00$70.001:2Jul 31-$0.02$2.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 4.67%, avg 1.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$87.00Aug 28$4.050.510.3%4.67%5.02%1120
$87.50Aug 21$3.750.490.9%4.33%5.25%29400
$88.00Aug 28$3.700.481.5%4.27%5.77%251
$87.00Aug 14$3.300.510.3%3.81%4.15%2142
$87.00Aug 7$3.000.510.3%3.46%3.81%136
$90.00Aug 28$2.870.413.8%3.31%7.12%313
$88.00Aug 14$2.840.471.5%3.28%4.78%--16
$90.00Aug 21$2.720.403.8%3.14%6.94%763.3K
$89.00Aug 14$2.650.422.6%3.06%5.71%--158
$88.00Aug 7$2.570.461.5%2.96%4.46%236

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 8,813
Total Puts 7,804
Put/Call Ratio 0.89
Net Difference 1,009

Prior's Put/Call Breakdown

Total Calls 33,729
Total Puts 5,611
Put/Call Ratio 0.17
Net Difference 28,118

Prior 7-Day Put/Call Summary

Total Calls 170,375
Total Puts 114,686
Average Put/Call Ratio 0.76
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All