Tour v528
DAL
DELTA AIR LINES INC
$84.03 -1.08%
$84.01 (-0.02%)🌙
as of 09/29 02:41 AM
◀ 9/28 02:41 ▶

Option Volume

Detail
ℹ
Current (09/29) 33,846
Calls: 28,032 (83%)
Puts: 5,814 (17%)
Prior (09/25) 63,997
Calls: 55,796 (87%)
Puts: 8,201 (13%)
Current vs Prior -47.11%
Calls: -49.76% (Calls)
Puts: -29.11% (Puts)
Prior 7-Day Total 255,273
Calls: 200,626 (79%)
Puts: 54,647 (21%)
Prior 7-Day Average 36,467
Calls: 28,660 (79%)
Puts: 7,806 (21%)
Current vs Prior 7-Day Avg -7.19%
Calls: -2.19%
Puts: -25.53%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $6.76M
Calls: $5.73M (85%)
Puts: $1.04M (15%)
Prior (09/25) $14.14M
Calls: $12.38M (88%)
Puts: $1.76M (12%)
Current vs Prior -52.16%
Calls: -53.76%
Puts: -40.88%
Prior 7-Day Total $54.60M
Calls: $42.26M (77%)
Puts: $12.34M (23%)
Prior 7-Day Average $7.80M
Calls: $6.04M (77%)
Puts: $1.76M (23%)
Current vs Prior 7-Day Avg -13.28%
Calls: -5.15%
Puts: -41.12%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.21
Prior (09/25) 0.15
Current vs Prior +41.11%
Prior 7-Day Average 0.31
Current vs Prior 7-Day Avg -32.16%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 313,359
Calls: 261,861 (84%)
Puts: 51,498 (16%)
Prior (09/25) 503,648
Calls: 330,787 (66%)
Puts: 172,861 (34%)
Current vs Prior -37.78%
Prior 7-Day Total 3,751,896
Calls: 2,327,261 (62%)
Puts: 1,424,635 (38%)
Prior 7-Day Average 535,985
Calls: 332,465 (62%)
Puts: 203,519 (38%)
Current vs Prior 7-Day Avg -41.54%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 4.57% | 8.66%9.71% | 14.38%
Prior 4.98% | 8.83%9.85% | 14.32%
Current vs Prior -8.24% | -1.88%-1.45% | +0.42%
Prior 7-Day Avg 3.75% | 6.27%5.84% | 12.80%
Current vs 7-Day Avg +21.71% | +38.09%+66.18% | +12.31%
Prior 7-Day Eod 4.98% | 8.83%9.85% | 14.32%
Current vs 7-Day Eod -8.24% | -1.88%-1.45% | +0.42%
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

Strong bullish conviction with 85% of dollar volume in calls ($5.73M) vs puts ($1.04M). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 47% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (28,032 calls vs 5,814 puts).

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 24 of results (avg 8.2%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 163.203.35$3.284.6%1.9K0.478.4K
$80.00Oct 166.006.30$6.154.9%510.682.2K
$80.00Oct 236.256.60$6.435.4%210.6872
$83.00Oct 93.804.05$3.936.4%880.55134
$85.00Oct 21.201.28$1.246.5%1.6K0.422.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 164.154.50$4.338.1%100.53--
$85.00Oct 234.454.85$4.658.6%80.51--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.70, cheapest $0.42)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Oct 20.390.45$0.4214.3%3.3K0.196.5K
$87.00Oct 20.580.66$0.6212.9%3.5K0.256.8K
$86.00Oct 20.790.95$0.8718.4%1410.331.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Oct 20.700.83$0.7617.1%1020.30110
$77.00Oct 90.760.90$0.8316.9%360.18160

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 64 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Oct 214.8516.65$15.7511.4%11.00--
$70.00Oct 213.1514.90$14.0312.5%41.00--
$71.00Oct 211.9013.90$12.9015.5%41.00--
$74.00Oct 28.0510.50$9.2826.4%21.001
$75.00Oct 28.809.60$9.208.7%31.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 210.2512.35$11.3018.6%20.98--
$91.00Oct 26.058.00$7.0327.7%30.94--
$92.00Oct 27.1510.05$8.6033.7%70.935
$90.00Oct 24.708.10$6.4053.1%30.92--
$89.00Oct 24.906.25$5.5824.2%10.881

Most actively traded options today. High liquidity = easy entry/exit. 204 active (total vol 28.1K, top 3.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Oct 20.200.30$0.2540.0%3.6K0.123.5K
$87.00Oct 20.580.66$0.6212.9%3.5K0.256.8K
$88.00Oct 20.390.45$0.4214.3%3.3K0.196.5K
$87.50Oct 161.902.49$2.2026.8%2.2K0.3754.3K
$97.50Oct 160.230.50$0.3773.0%2.1K0.0953.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 20.280.41$0.3537.1%6250.15711
$79.00Oct 20.180.24$0.2128.6%1560.1094
$81.00Oct 20.460.58$0.5223.1%1390.22272
$78.00Oct 20.100.13$0.1225.0%1370.06153
$68.00Oct 160.090.25$0.1794.1%1340.04126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 8.2%, max 17.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 2Oct 3047.9%40.8%17.4%6431.2K
$82.00Oct 2Oct 3046.0%40.1%14.7%2571.3K
$87.00Oct 2Oct 3048.4%42.3%14.4%3.5K6.8K
$85.00Oct 2Nov 648.1%44.1%9.3%1.6K2.2K
$84.00Oct 2Nov 646.9%43.1%8.9%5041.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 2Nov 647.9%42.9%11.6%627711
$85.00Oct 2Nov 648.1%44.1%9.3%1071.6K
$84.00Oct 2Nov 646.9%43.1%8.9%6387
$86.00Oct 2Nov 647.7%45.9%3.8%34397
$82.00Oct 2Nov 646.0%44.4%3.4%103110

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 7.33, avg 3.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$78.00$79.00Oct 23$0.38$0.62$0.3876%1.63$78.38
$80.00$81.00Oct 2$0.47$0.53$0.4784%1.13$80.47
$77.00$78.00Oct 2$0.62$0.38$0.6294%0.61$77.62
$85.00$86.00Nov 6$0.21$0.79$0.2149%3.76$85.21
$77.00$80.00Oct 30$1.95$1.05$1.9577%0.54$78.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$87.00$86.00Oct 16$0.12$0.88$0.1260%7.33$86.88
$86.00$85.00Nov 6$0.15$0.85$0.1554%5.67$85.85
$85.00$84.00Oct 9$0.16$0.84$0.1654%5.25$84.84
$91.00$90.00Oct 2$0.63$0.37$0.6394%0.59$90.37
$80.00$79.00Nov 6$0.10$0.90$0.1034%9.00$79.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 90 found (best R:R 0.48, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$93.00Nov 6$0.69$0.69$0.3169%2.23$92.69
$92.00$95.00Oct 30$0.97$0.97$2.0373%0.48$92.97
$85.00$86.00Oct 30$0.78$0.78$0.2253%3.55$85.78
$86.00$90.00Nov 6$1.80$1.80$2.2054%0.82$87.80
$93.00$94.00Oct 9$0.35$0.35$0.6582%0.54$93.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$78.00$74.00Nov 6$1.30$1.30$2.7071%0.48$76.70
$81.00$80.00Oct 9$0.58$0.58$0.4265%1.38$80.42
$79.00$75.00Oct 30$1.14$1.14$2.8669%0.40$77.86
$77.00$76.00Oct 16$0.40$0.40$0.6079%0.67$76.60
$84.00$83.00Oct 16$0.68$0.68$0.3252%2.12$83.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.79, cheapest $1.66)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$83.00Oct 2Oct 9$1.7046.7%53.7%
$85.00Oct 2Oct 9$1.7148.1%62.1%
$86.00Oct 2Oct 9$1.6947.7%62.1%
$84.00Oct 2Oct 9$1.7246.9%62.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$83.00Oct 2Oct 9$1.6646.7%53.7%
$85.00Oct 2Oct 9$1.7248.1%62.1%
$86.00Oct 2Oct 9$2.0147.7%62.1%
$84.00Oct 2Oct 9$2.1046.9%62.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 3.93% of stock, avg 8.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$84.00Oct 2$1.68$1.62$3.30$80.70$87.303.93%
$83.00Oct 2$2.23$1.15$3.38$79.62$86.384.02%
$85.00Oct 2$1.24$2.16$3.40$81.60$88.404.05%
$86.00Oct 2$0.87$2.74$3.61$82.39$89.614.30%
$82.00Oct 2$2.86$0.76$3.62$78.38$85.624.31%
$81.00Oct 2$3.63$0.52$4.15$76.85$85.154.94%
$87.00Oct 2$0.62$3.65$4.27$82.73$91.275.08%
$80.00Oct 2$4.10$0.35$4.45$75.55$84.455.30%
$88.00Oct 2$0.42$4.53$4.95$83.05$92.955.89%
$79.00Oct 2$5.30$0.21$5.51$73.49$84.516.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.71% of stock, avg 5.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$89.00$80.00Oct 2$0.25$0.35$0.60$79.40$89.60
$88.00$80.00Oct 2$0.42$0.35$0.77$79.23$88.77
$89.00$81.00Oct 2$0.25$0.52$0.77$80.23$89.77
$88.00$81.00Oct 2$0.42$0.52$0.94$80.06$88.94
$87.00$80.00Oct 2$0.62$0.35$0.97$79.03$87.97
$87.00$81.00Oct 2$0.62$0.52$1.14$79.86$88.14
$89.00$82.00Oct 2$0.25$0.76$1.01$80.99$90.01
$88.00$82.00Oct 2$0.42$0.76$1.18$80.82$89.18
$87.00$82.00Oct 2$0.62$0.76$1.38$80.62$88.38
$86.00$80.00Oct 2$0.87$0.35$1.22$78.78$87.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 151 found (best R:R 6.69, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
73/7492/93Nov 6$0.87$0.1352%6.69$73.13$92.87
68/6993/94Oct 9$0.45$0.5578%0.82$68.55$93.45
74/7593/94Oct 9$0.53$0.4769%1.13$74.47$93.53
80/8194/95Oct 9$0.69$0.3152%2.23$80.31$94.69
72/7393/94Oct 9$0.46$0.5474%0.85$72.54$93.46
68/6989/90Oct 9$0.53$0.4767%1.13$68.47$89.53
74/7589/90Oct 9$0.61$0.3958%1.56$74.39$89.61
80/8188/89Oct 9$0.86$0.1432%6.14$80.14$88.86
75/7693/94Oct 9$0.51$0.4966%1.04$75.49$93.51
77/7893/94Oct 9$0.57$0.4360%1.33$77.43$93.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$84.00$85.00$86.00Oct 2$0.07$0.9318%13.29
$86.00$87.00$88.00Oct 2$0.05$0.9514%19.00
$82.00$83.00$84.00Oct 2$0.08$0.9219%11.50
$83.00$84.00$85.00Oct 2$0.11$0.8919%8.09
$95.00$97.50$100.00Oct 16$0.10$2.407%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$83.00$84.00$85.00Oct 2$0.07$0.9319%13.29
$82.00$83.00$84.00Oct 2$0.08$0.9219%11.50
$80.00$81.00$82.00Oct 2$0.07$0.9314%13.29
$84.00$85.00$86.00Oct 16$0.05$0.958%19.00
$81.00$82.00$83.00Oct 2$0.15$0.8517%5.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-0.70, 71 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$86.00$90.001:2Nov 6-$0.49$3.51
$92.00$95.001:2Oct 30-$0.02$2.98
$92.50$95.001:2Oct 16-$0.20$2.30
$95.00$97.501:2Oct 16-$0.14$2.36
$88.00$89.001:2Oct 2-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$91.00$85.001:2Oct 23-$0.70$5.30
$82.00$78.001:2Oct 23-$0.13$3.87
$79.00$75.001:2Oct 30-$0.03$3.97
$75.00$73.001:2Oct 16-$0.06$1.94
$70.00$68.001:2Oct 16-$0.04$1.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 4.58%, avg 1.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Nov 6$3.850.491.1%4.58%5.74%4413
$85.00Oct 30$3.700.471.1%4.40%5.56%1126
$85.00Oct 23$3.600.491.1%4.28%5.44%570
$87.00Oct 23$2.810.423.5%3.34%6.88%1--
$86.00Oct 23$3.150.452.3%3.75%6.09%2--
$88.00Oct 23$2.450.384.7%2.92%7.64%12158
$92.00Nov 6$1.350.319.5%1.61%11.09%71
$89.00Oct 30$2.030.345.9%2.42%8.33%564
$90.00Nov 6$1.750.337.1%2.08%9.19%5--
$93.00Nov 6$1.340.2610.7%1.59%12.27%8--

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 28,032
Total Puts 5,814
Put/Call Ratio 0.21
Net Difference 22,218

Prior's Put/Call Breakdown

Total Calls 55,796
Total Puts 8,201
Put/Call Ratio 0.15
Net Difference 47,595

Prior 7-Day Put/Call Summary

Total Calls 200,626
Total Puts 54,647
Average Put/Call Ratio 0.31
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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