Tour v528
DAL
DELTA AIR LINES INC
$82.76 +1.24%
$82.71 (-0.06%)🌙
as of 09/24 06:01 PM
◀ 9/24 18:01 ▶

Option Volume

Detail
ℹ
Current (09/24) 27,559
Calls: 22,102 (80%)
Puts: 5,457 (20%)
Prior (09/21) 45,233
Calls: 35,542 (79%)
Puts: 9,691 (21%)
Current vs Prior -39.07%
Calls: -37.81% (Calls)
Puts: -43.69% (Puts)
Prior 7-Day Total 311,493
Calls: 254,664 (82%)
Puts: 56,829 (18%)
Prior 7-Day Average 44,499
Calls: 36,380 (82%)
Puts: 8,118 (18%)
Current vs Prior 7-Day Avg -38.07%
Calls: -39.25%
Puts: -32.78%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $6.77M
Calls: $4.77M (70%)
Puts: $2.01M (30%)
Prior (09/21) $11.51M
Calls: $10.11M (88%)
Puts: $1.39M (12%)
Current vs Prior -41.14%
Calls: -52.88%
Puts: +44.00%
Prior 7-Day Total $51.44M
Calls: $39.86M (77%)
Puts: $11.58M (23%)
Prior 7-Day Average $7.35M
Calls: $5.69M (77%)
Puts: $1.65M (23%)
Current vs Prior 7-Day Avg -7.85%
Calls: -16.31%
Puts: +21.24%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.25
Prior (09/21) 0.27
Current vs Prior -9.45%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg -25.59%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 500,370
Calls: 330,155 (66%)
Puts: 170,215 (34%)
Prior (09/21) 466,742
Calls: 303,547 (65%)
Puts: 163,195 (35%)
Current vs Prior +7.20%
Prior 7-Day Total 3,646,613
Calls: 2,118,377 (58%)
Puts: 1,528,236 (42%)
Prior 7-Day Average 520,944
Calls: 302,625 (58%)
Puts: 218,319 (42%)
Current vs Prior 7-Day Avg -3.95%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 2.39% | 5.27%9.38% | 14.84%
Prior 4.06% | 5.98%9.98% | 13.07%
Current vs Prior -41.08% | -11.84%-6.01% | +13.56%
Prior 7-Day Avg 4.05% | 5.98%4.44% | 11.95%
Current vs 7-Day Avg -40.91% | -11.89%+111.02% | +24.16%
Prior 7-Day Eod 4.06% | 5.98%9.98% | 13.07%
Current vs 7-Day Eod -41.08% | -11.84%-6.01% | +13.56%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
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 46.80% | 9.96%
Calls: 43.59% | 10.91%
Puts: 50.00% | 9.01%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($4.77M). Extreme bullish P/C ratio of 0.25 - heavy call buying (22,102 calls vs 5,457 puts). Call-heavy open interest (330,155 calls vs 170,215 puts) suggests bullish 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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 14 of results (avg 6.7%, best 1.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 165.405.50$5.451.8%1.1K0.653.2K
$79.00Oct 236.356.80$6.576.8%10.6767
$81.00Oct 235.155.55$5.357.5%--0.5914
$83.00Oct 163.704.00$3.857.8%700.53165
$85.00Oct 162.903.15$3.038.3%3220.4511.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Oct 163.653.75$3.702.7%1010.461.0K
$80.00Oct 162.512.66$2.595.8%210.362.5K
$82.00Oct 163.353.55$3.455.8%2940.44228
$84.00Oct 305.005.30$5.155.8%--0.5116
$88.00Oct 237.057.55$7.306.8%10.6625

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.97, cheapest $0.97)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Oct 160.891.05$0.9716.5%170.19590
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 108 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Sep 2511.5013.50$12.5016.0%31.0011
$71.00Sep 2510.6012.75$11.6818.4%31.004
$75.00Sep 257.458.30$7.8810.8%11.0021
$68.00Sep 2513.5515.90$14.7316.0%--0.9919
$70.00Oct 211.6514.20$12.9319.7%--0.9951
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Sep 252.394.35$3.3758.2%241.0011
$87.00Sep 252.904.95$3.9352.2%221.0019
$90.00Sep 256.058.95$7.5038.7%191.0032
$90.00Oct 26.858.95$7.9026.6%300.96101
$85.00Sep 251.763.00$2.3852.1%50.9383

Most actively traded options today. High liquidity = easy entry/exit. 226 active (total vol 23.2K, top 6.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Sep 250.280.39$0.3432.4%6.2K0.3010.2K
$90.00Oct 161.361.60$1.4816.2%2.6K0.274.6K
$83.00Oct 303.456.00$4.7254.0%1.4K0.53300
$83.00Sep 250.600.88$0.7437.8%1.2K0.51866
$80.00Oct 165.405.50$5.451.8%1.1K0.653.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Sep 250.050.08$0.0742.9%4500.07430
$82.00Oct 163.353.55$3.455.8%2940.44228
$76.00Oct 161.071.35$1.2123.1%1310.2146
$80.00Oct 20.710.99$0.8532.9%1050.27600
$82.50Oct 163.653.75$3.702.7%1010.461.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 7.8%, max 16.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$82.00Sep 25Nov 649.0%45.7%7.3%9147.8K
$83.00Sep 25Oct 3043.1%42.7%0.9%2.6K1.2K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$89.00Oct 9Oct 3051.8%44.3%16.9%233
$82.00Sep 25Oct 3049.0%43.1%13.7%54647
$91.00Oct 16Oct 3047.0%43.9%7.1%146
$83.00Sep 25Oct 3043.1%42.7%0.9%140445

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 155 found (best R:R 2.33, avg 3.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$80.00$81.00Oct 9$0.11$0.89$0.1166%8.09$80.11
$79.00$80.00Oct 23$0.27$0.73$0.2766%2.70$79.27
$79.00$80.00Oct 2$0.40$0.60$0.4080%1.50$79.40
$75.00$76.00Oct 16$0.50$0.50$0.5082%1.00$75.50
$76.00$77.00Oct 23$0.45$0.55$0.4577%1.22$76.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$88.00$87.00Oct 2$0.30$0.70$0.3086%2.33$87.70
$87.00$86.00Sep 25$0.56$0.44$0.56100%0.79$86.44
$88.00$87.00Oct 9$0.32$0.68$0.3270%2.12$87.68
$87.00$86.00Oct 23$0.25$0.75$0.2562%3.00$86.75
$90.00$89.00Oct 30$0.40$0.60$0.4070%1.50$89.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 110 found (best R:R 1.04, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$96.00$97.00Oct 2$0.51$0.51$0.4988%1.04$96.51
$94.00$95.00Sep 25$0.50$0.50$0.5086%1.00$94.50
$86.00$88.00Oct 30$1.23$1.23$0.7756%1.60$87.23
$86.00$87.00Oct 23$0.67$0.67$0.3357%2.03$86.67
$98.00$99.00Sep 25$0.33$0.33$0.6788%0.49$98.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$80.00$79.00Oct 30$0.77$0.77$0.2362%3.35$79.23
$78.00$77.00Oct 23$0.64$0.64$0.3670%1.78$77.36
$72.00$71.00Sep 25$0.26$0.26$0.7493%0.35$71.74
$80.00$79.00Oct 23$0.59$0.59$0.4162%1.44$79.41
$68.00$67.00Oct 23$0.29$0.29$0.7191%0.41$67.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.18, cheapest $1.14)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Sep 25Oct 2$1.2849.0%41.6%
$83.00Sep 25Oct 2$1.2043.1%37.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Sep 25Oct 2$1.1449.0%41.6%
$83.00Sep 25Oct 2$1.1043.1%37.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 88 found (cheapest 1.78% of stock, avg 9.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$83.00Sep 25$0.74$0.73$1.47$81.53$84.471.78%
$82.00Sep 25$1.25$0.41$1.66$80.34$83.662.01%
$84.00Sep 25$0.34$1.44$1.78$82.22$85.782.15%
$81.00Sep 25$2.17$0.15$2.32$78.68$83.322.80%
$85.00Sep 25$0.16$2.38$2.54$82.46$87.543.07%
$80.00Sep 25$3.24$0.07$3.31$76.69$83.314.00%
$86.00Sep 25$0.07$3.37$3.44$82.56$89.444.16%
$83.00Oct 2$1.94$1.83$3.77$79.23$86.774.56%
$84.00Oct 2$1.60$2.26$3.86$80.14$87.864.66%
$87.00Sep 25$0.03$3.93$3.96$83.04$90.964.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.37% of stock, avg 5.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$85.00$81.00Sep 25$0.16$0.15$0.31$80.69$85.31
$85.00$78.00Sep 25$0.16$0.13$0.29$77.71$85.29
$85.00$74.00Sep 25$0.16$0.27$0.43$73.57$85.43
$84.00$81.00Sep 25$0.34$0.15$0.49$80.51$84.49
$84.00$78.00Sep 25$0.34$0.13$0.47$77.53$84.47
$97.00$78.00Sep 25$0.50$0.13$0.63$77.37$97.63
$85.00$82.00Sep 25$0.16$0.41$0.57$81.43$85.57
$97.00$81.00Sep 25$0.50$0.15$0.65$80.35$97.65
$94.00$81.00Sep 25$0.57$0.15$0.72$80.28$94.72
$94.00$78.00Sep 25$0.57$0.13$0.70$77.30$94.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 225 found (best R:R 3.17, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
71/7294/95Sep 25$0.76$0.2480%3.17$71.24$94.76
73/7494/95Sep 25$0.72$0.2878%2.57$73.28$94.72
77/7896/97Oct 2$0.77$0.2372%3.35$77.23$96.77
68/6994/95Sep 25$0.61$0.3983%1.56$68.39$94.61
73/7496/97Oct 2$0.61$0.3982%1.56$73.39$96.61
75/7694/95Sep 25$0.62$0.3880%1.63$75.38$94.62
71/7298/99Sep 25$0.59$0.4181%1.44$71.41$98.59
77/7894/95Sep 25$0.60$0.4079%1.50$77.40$94.60
77/7894/95Oct 23$0.85$0.1552%5.67$77.15$94.85
79/8096/97Oct 2$0.75$0.2561%3.00$79.25$96.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$82.00$83.00$84.00Sep 25$0.11$0.8940%8.09
$92.50$95.00$97.50Oct 16$0.07$2.4310%34.71
$84.00$85.00$86.00Sep 25$0.09$0.9122%10.11
$83.00$84.00$85.00Sep 25$0.22$0.7835%3.55
$85.00$86.00$87.00Oct 2$0.08$0.9213%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$81.00$82.00$83.00Sep 25$0.06$0.9436%15.67
$84.00$85.00$86.00Sep 25$0.05$0.9525%19.00
$83.00$84.00$85.00Sep 25$0.23$0.7742%3.35
$80.00$82.00$84.00Oct 23$0.16$1.8414%11.50
$84.00$85.00$86.00Oct 9$0.06$0.949%15.67

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 $-0.36, 84 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$82.00$88.001:2Nov 6-$0.51$5.49
$70.00$75.001:2Oct 2-$3.27$1.73
$88.00$93.001:2Nov 6-$0.35$4.65
$81.00$82.001:2Sep 25-$0.33$0.67
$70.00$75.001:2Oct 9-$4.26$0.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$87.001:2Sep 25-$0.36$2.64
$85.00$84.001:2Sep 25-$0.50$0.50
$83.00$82.001:2Sep 25-$0.09$0.91
$70.00$67.001:2Oct 16-$0.05$2.95
$69.00$67.001:2Oct 2-$0.02$1.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 3.81%, avg 1.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$86.00Oct 30$3.150.443.9%3.81%7.72%3675
$84.00Oct 30$3.800.491.5%4.59%6.09%45236
$85.00Oct 30$3.250.472.7%3.93%6.63%--25
$83.00Oct 23$4.150.520.3%5.01%5.30%--52
$85.00Oct 23$3.250.452.7%3.93%6.63%2850
$84.00Oct 23$3.650.481.5%4.41%5.91%4281
$89.00Oct 30$2.140.337.5%2.59%10.13%165
$86.00Oct 23$2.800.433.9%3.38%7.30%117
$88.00Oct 30$2.300.366.3%2.78%9.11%--23
$87.00Oct 23$2.460.385.1%2.97%8.10%157

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 22,102
Total Puts 5,457
Put/Call Ratio 0.25
Net Difference 16,645

Prior's Put/Call Breakdown

Total Calls 35,542
Total Puts 9,691
Put/Call Ratio 0.27
Net Difference 25,851

Prior 7-Day Put/Call Summary

Total Calls 254,664
Total Puts 56,829
Average Put/Call Ratio 0.33
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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