Tour v528
DAL
DELTA AIR LINES INC
$84.87 +1.00%
$84.80 (-0.08%)🌙
as of 09/29 06:01 PM
◀ 9/29 18:01 ▶

Option Volume

Detail
ℹ
Current (09/29) 9,503
Calls: 5,939 (62%)
Puts: 3,564 (38%)
Prior (09/28) 33,846
Calls: 28,032 (83%)
Puts: 5,814 (17%)
Current vs Prior -71.92%
Calls: -78.81% (Calls)
Puts: -38.70% (Puts)
Prior 7-Day Total 268,520
Calls: 214,022 (80%)
Puts: 54,498 (20%)
Prior 7-Day Average 38,360
Calls: 30,574 (80%)
Puts: 7,785 (20%)
Current vs Prior 7-Day Avg -75.23%
Calls: -80.58%
Puts: -54.22%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $3.15M
Calls: $2.71M (86%)
Puts: $436.2K (14%)
Prior (09/28) $6.76M
Calls: $5.73M (85%)
Puts: $1.04M (15%)
Current vs Prior -53.44%
Calls: -52.61%
Puts: -57.99%
Prior 7-Day Total $56.04M
Calls: $44.45M (79%)
Puts: $11.59M (21%)
Prior 7-Day Average $8.01M
Calls: $6.35M (79%)
Puts: $1.66M (21%)
Current vs Prior 7-Day Avg -60.66%
Calls: -57.27%
Puts: -73.65%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.60
Prior (09/28) 0.21
Current vs Prior +189.34%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +116.53%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 496,400
Calls: 322,774 (65%)
Puts: 173,626 (35%)
Prior (09/28) 313,359
Calls: 261,861 (84%)
Puts: 51,498 (16%)
Current vs Prior +58.41%
Prior 7-Day Total 3,507,133
Calls: 2,258,633 (64%)
Puts: 1,248,500 (36%)
Prior 7-Day Average 501,019
Calls: 322,661 (64%)
Puts: 178,357 (36%)
Current vs Prior 7-Day Avg -0.92%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.97% | 8.11%8.97% | 14.12%
Prior 4.57% | 8.66%9.71% | 14.38%
Current vs Prior -13.11% | -6.43%-7.66% | -1.81%
Prior 7-Day Avg 3.78% | 6.63%6.60% | 13.13%
Current vs 7-Day Avg +5.02% | +22.24%+35.77% | +7.52%
Prior 7-Day Eod 4.57% | 8.66%9.71% | 14.38%
Current vs 7-Day Eod -13.11% | -6.43%-7.66% | -1.81%
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 86% of dollar volume in calls ($2.71M) vs puts ($436.2K). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 72% vs prior. Bullish P/C ratio of 0.60.

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 15 of results (avg 7.9%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 64.654.85$4.754.2%1800.5221
$80.00Oct 166.356.70$6.535.4%1710.722.1K
$88.00Oct 91.851.99$1.927.3%1000.37249
$69.00Oct 215.0016.15$15.587.4%40.941
$70.00Oct 214.0515.15$14.607.5%61.0052
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Oct 94.154.40$4.285.8%40.59145
$89.00Oct 306.507.10$6.808.8%--0.6225
$87.00Oct 164.705.15$4.939.1%10.5860
$90.00Oct 307.107.80$7.459.4%--0.6750
$86.00Oct 234.454.90$4.689.6%--0.5228

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 87 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Oct 214.0515.15$14.607.5%61.0052
$74.00Oct 29.7511.15$10.4513.4%41.002
$75.00Oct 28.6510.35$9.5017.9%41.0021
$76.00Oct 27.709.15$8.4317.2%21.0062
$77.00Oct 27.208.40$7.8015.4%221.00101
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Oct 212.8015.45$14.1318.8%10.99--
$98.00Oct 212.8015.15$13.9816.8%10.99--
$90.00Oct 23.507.30$5.4070.4%400.93101
$89.00Oct 23.455.70$4.5849.1%10.881
$95.00Oct 1610.3512.00$11.1814.8%--0.8416

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 6.6K, top 644)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 163.303.75$3.5312.7%6440.508.5K
$85.00Oct 21.261.40$1.3310.5%4300.492.4K
$78.00Oct 96.908.20$7.5517.2%2000.83602
$86.00Oct 162.783.25$3.0115.6%1900.46205
$85.00Nov 64.654.85$4.754.2%1800.5221
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Oct 90.501.14$0.8278.0%2130.19333
$74.00Oct 90.220.38$0.3053.3%1620.08153
$75.00Oct 90.320.48$0.4040.0%1100.10186
$80.00Oct 20.060.17$0.1291.7%1090.07880
$75.00Oct 20.000.02$0.01200.0%1050.011.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 1.0%, max 2.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Oct 2Nov 646.8%45.5%2.9%6102.4K
$84.00Oct 2Oct 3043.9%43.1%1.9%1251.5K
$82.00Oct 2Oct 3044.9%44.8%0.3%141.3K
$88.00Oct 2Oct 3045.7%45.7%0.1%1069.2K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$84.00Oct 2Oct 3043.9%43.1%1.9%89133
$85.00Oct 2Oct 3046.8%46.5%0.7%451.7K
$82.00Oct 2Oct 3044.9%44.8%0.3%84221
$88.00Oct 2Oct 3045.7%45.7%0.1%1118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 5.67, avg 2.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$77.50$80.00Oct 16$1.10$1.40$1.1082%1.27$78.60
$82.00$83.00Oct 23$0.18$0.82$0.1863%4.56$82.18
$76.00$77.00Oct 2$0.63$0.37$0.63100%0.59$76.63
$83.00$84.00Oct 30$0.24$0.76$0.2458%3.17$83.24
$77.00$80.00Oct 30$1.97$1.03$1.9778%0.52$78.97
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$99.00$98.00Oct 2$0.15$0.85$0.1599%5.67$98.85
$87.00$86.00Oct 23$0.17$0.83$0.1756%4.88$86.83
$90.00$89.00Oct 16$0.33$0.67$0.3370%2.03$89.67
$92.50$91.00Oct 16$0.82$0.68$0.8277%0.83$91.68
$79.00$78.00Oct 30$0.16$0.84$0.1628%5.25$78.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 87 found (best R:R 1.67, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$89.00$90.00Oct 30$0.68$0.68$0.3262%2.12$89.68
$95.00$97.00Oct 2$0.28$0.28$1.7291%0.16$95.28
$91.00$95.00Oct 30$1.08$1.08$2.9269%0.37$92.08
$88.00$89.00Oct 16$0.49$0.49$0.5162%0.96$88.49
$90.00$92.00Oct 23$0.67$0.67$1.3367%0.50$90.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$82.00$80.00Oct 23$1.25$1.25$0.7563%1.67$80.75
$81.00$80.00Oct 30$0.82$0.82$0.1865%4.56$80.18
$83.00$82.00Oct 30$0.80$0.80$0.2058%4.00$82.20
$76.00$71.00Nov 6$0.97$0.97$4.0379%0.24$75.03
$72.00$71.00Oct 23$0.29$0.29$0.7190%0.41$71.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.78, cheapest $1.74)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Oct 2Oct 9$1.8046.8%57.7%
$84.00Oct 2Oct 9$1.7743.9%55.2%
$86.00Oct 2Oct 9$1.8744.4%58.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Oct 2Oct 9$1.7446.8%57.7%
$84.00Oct 2Oct 9$1.7243.9%55.2%
$86.00Oct 2Oct 9$1.7644.4%58.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 3.32% of stock, avg 8.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$85.00Oct 2$1.33$1.49$2.82$82.18$87.823.32%
$84.00Oct 2$1.88$0.96$2.84$81.16$86.843.35%
$86.00Oct 2$0.85$2.02$2.87$83.13$88.873.38%
$83.00Oct 2$2.50$0.57$3.07$79.93$86.073.62%
$87.00Oct 2$0.57$2.73$3.30$83.70$90.303.89%
$82.00Oct 2$3.16$0.38$3.54$78.46$85.544.17%
$88.00Oct 2$0.36$3.51$3.87$84.13$91.874.56%
$81.00Oct 2$4.00$0.20$4.20$76.80$85.204.95%
$89.00Oct 2$0.20$4.58$4.78$84.22$93.785.63%
$80.00Oct 2$4.95$0.12$5.07$74.93$85.075.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.38% of stock, avg 5.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$89.00$80.00Oct 2$0.20$0.12$0.32$79.68$89.32
$89.00$81.00Oct 2$0.20$0.20$0.40$80.60$89.40
$88.00$80.00Oct 2$0.36$0.12$0.48$79.52$88.48
$88.00$81.00Oct 2$0.36$0.20$0.56$80.44$88.56
$89.00$82.00Oct 2$0.20$0.38$0.58$81.42$89.58
$88.00$82.00Oct 2$0.36$0.38$0.74$81.26$88.74
$87.00$80.00Oct 2$0.57$0.12$0.69$79.31$87.69
$87.00$81.00Oct 2$0.57$0.20$0.77$80.23$87.77
$89.00$83.00Oct 2$0.20$0.57$0.77$82.23$89.77
$88.00$83.00Oct 2$0.36$0.57$0.93$82.07$88.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 129 found (best R:R 1.56, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
79/8096/97Oct 9$0.61$0.3963%1.56$79.39$96.61
71/7294/95Oct 23$0.51$0.4970%1.04$71.49$94.51
77/7894/95Oct 23$0.63$0.3756%1.70$77.37$94.63
71/7293/94Oct 23$0.53$0.4766%1.13$71.47$93.53
77/7893/94Oct 23$0.65$0.3553%1.86$77.35$93.65
79/8091/92Oct 9$0.66$0.3451%1.94$79.34$91.66
79/8095/96Oct 9$0.54$0.4661%1.17$79.46$95.54
79/8090/91Oct 9$0.67$0.3347%2.03$79.33$90.67
76/7796/97Oct 9$0.40$0.6074%0.67$76.60$96.40
79/8092/93Oct 9$0.59$0.4155%1.44$79.41$92.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$84.00$85.00$86.00Oct 2$0.07$0.9324%13.29
$83.00$84.00$85.00Oct 2$0.07$0.9323%13.29
$87.00$88.00$89.00Oct 2$0.05$0.9516%19.00
$86.00$87.00$88.00Oct 2$0.07$0.9318%13.29
$88.00$89.00$90.00Oct 2$0.07$0.9312%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$86.00$87.00$88.00Oct 2$0.07$0.9318%13.29
$83.00$84.00$85.00Oct 2$0.14$0.8623%6.14
$77.00$78.00$79.00Oct 9$0.05$0.955%19.00
$74.00$75.00$76.00Oct 16$0.06$0.946%15.67
$77.00$78.00$79.00Oct 2$0.05$0.953%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 80 found (best net $--, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$91.00$95.001:2Oct 30$0.00$4.00
$95.00$100.001:2Oct 23-$0.02$4.98
$95.00$100.001:2Oct 30-$0.26$4.74
$92.50$95.001:2Oct 16-$0.27$2.23
$87.00$88.001:2Oct 2-$0.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$84.00$83.001:2Oct 2-$0.18$0.82
$83.00$82.001:2Oct 2-$0.19$0.81
$85.00$84.001:2Oct 2-$0.43$0.57
$72.00$70.001:2Oct 2-$0.01$1.99
$73.00$72.001:2Oct 9-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 5.48%, avg 1.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Nov 6$4.650.520.1%5.48%5.63%18021
$85.00Oct 30$4.050.510.1%4.77%4.93%124
$87.00Oct 30$3.100.442.5%3.65%6.16%--10
$88.00Oct 30$2.700.413.7%3.18%6.87%1130
$89.00Oct 30$2.370.384.9%2.79%7.66%269
$86.00Oct 30$3.350.471.3%3.95%5.28%2675
$86.00Oct 23$3.300.491.3%3.89%5.22%--15
$89.00Oct 23$2.260.374.9%2.66%7.53%--34
$87.00Oct 23$2.820.452.5%3.32%5.83%2257
$93.00Nov 6$1.550.279.6%1.83%11.41%310

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 5,939
Total Puts 3,564
Put/Call Ratio 0.60
Net Difference 2,375

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 214,022
Total Puts 54,498
Average Put/Call Ratio 0.28
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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