Tour v529
DAL
DELTA AIR LINES INC
$83.46 -1.66%
$83.59 (+0.16%)🌙
as of 09/30 11:31 PM
◀ 9/30 23:31 ▶

Option Volume

Detail
ℹ
Current (09/30) 12,160
Calls: 4,973 (41%)
Puts: 7,187 (59%)
Prior (09/29) 9,503
Calls: 5,939 (62%)
Puts: 3,564 (38%)
Current vs Prior +27.96%
Calls: -16.27% (Calls)
Puts: +101.66% (Puts)
Prior 7-Day Total 249,997
Calls: 198,215 (79%)
Puts: 51,782 (21%)
Prior 7-Day Average 35,713
Calls: 28,316 (79%)
Puts: 7,397 (21%)
Current vs Prior 7-Day Avg -65.95%
Calls: -82.44%
Puts: -2.84%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/30) $2.84M
Calls: $1.92M (68%)
Puts: $921.1K (32%)
Prior (09/29) $3.15M
Calls: $2.71M (86%)
Puts: $436.2K (14%)
Current vs Prior -9.83%
Calls: -29.28%
Puts: +111.19%
Prior 7-Day Total $53.39M
Calls: $42.89M (80%)
Puts: $10.50M (20%)
Prior 7-Day Average $7.63M
Calls: $6.13M (80%)
Puts: $1.50M (20%)
Current vs Prior 7-Day Avg -62.77%
Calls: -68.68%
Puts: -38.61%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30) 1.45
Prior (09/29) 0.60
Current vs Prior +140.83%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg +349.36%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/30) 258,012
Calls: 201,150 (78%)
Puts: 56,862 (22%)
Prior (09/29) 496,400
Calls: 322,774 (65%)
Puts: 173,626 (35%)
Current vs Prior -48.02%
Prior 7-Day Total 3,435,680
Calls: 2,243,868 (65%)
Puts: 1,191,812 (35%)
Prior 7-Day Average 490,811
Calls: 320,552 (65%)
Puts: 170,258 (35%)
Current vs Prior 7-Day Avg -47.43%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.25% | 7.90%8.53% | 13.99%
Prior 3.97% | 8.11%8.97% | 14.12%
Current vs Prior -18.23% | -2.60%-4.86% | -0.86%
Prior 7-Day Avg 3.88% | 6.89%7.42% | 13.39%
Current vs 7-Day Avg -16.32% | +14.56%+15.01% | +4.54%
Prior 7-Day Eod 3.97% | 8.11%8.97% | 14.12%
Current vs 7-Day Eod -18.23% | -2.60%-4.86% | -0.86%
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 68% call dollar volume ($1.92M). Bearish P/C ratio of 1.45 indicates protective positioning. P/C ratio rising 141% - increased hedging/bearish positioning. Call-heavy open interest (201,150 calls vs 56,862 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 3 of results (avg 7.2%, best 6.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Oct 216.3017.35$16.836.2%50.99--
$70.00Oct 213.3514.40$13.887.6%131.0053
$69.00Oct 214.2015.35$14.777.8%40.972
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.80, cheapest $0.92)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 90.831.00$0.9218.5%180.22220
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Oct 160.600.73$0.6719.4%410.141.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 43 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Oct 29.4512.10$10.7724.6%61.00--
$74.00Oct 28.9510.70$9.8217.8%21.00--
$70.00Oct 213.3514.40$13.887.6%131.0053
$75.00Oct 27.959.60$8.7818.8%21.00--
$67.00Oct 216.3017.35$16.836.2%50.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Oct 23.005.60$4.3060.5%31.00--
$89.00Oct 24.456.55$5.5038.2%31.00--
$90.00Oct 25.706.70$6.2016.1%11.00--
$87.00Oct 22.564.00$3.2843.9%10.9522
$86.00Oct 22.172.89$2.5328.5%3580.88398

Most actively traded options today. High liquidity = easy entry/exit. 163 active (total vol 9.4K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Oct 91.832.30$2.0722.7%4050.40302
$85.00Oct 20.470.66$0.5633.9%3680.342.4K
$85.00Oct 92.232.63$2.4316.5%3280.45951
$85.00Oct 162.603.05$2.8315.9%2700.468.2K
$85.00Nov 63.754.45$4.1017.1%2700.47145
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 161.872.07$1.9710.2%1.4K0.322.5K
$75.00Oct 20.000.02$0.01200.0%1.0K0.011.5K
$71.00Oct 300.210.61$0.4197.6%4720.094
$86.00Oct 22.172.89$2.5328.5%3580.88398
$70.00Oct 300.180.48$0.3390.9%2080.0765

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 3.2%, max 3.2%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$83.00Oct 2Nov 645.0%43.6%3.2%102178

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 81 found (best R:R 2.85, avg 3.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$85.00$89.00Nov 6$1.04$2.96$1.0447%2.85$86.04
$77.00$78.00Oct 2$0.58$0.42$0.5899%0.72$77.58
$84.00$85.00Oct 23$0.18$0.82$0.1850%4.56$84.18
$88.00$90.00Oct 23$0.40$1.60$0.4034%4.00$88.40
$82.00$83.00Oct 2$0.50$0.50$0.5075%1.00$82.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$86.00Oct 9$2.45$1.55$2.4579%0.63$87.55
$84.00$83.00Nov 6$0.20$0.80$0.2049%4.00$83.80
$84.00$83.00Oct 16$0.32$0.68$0.3250%2.13$83.68
$85.00$84.00Oct 2$0.50$0.50$0.5071%1.00$84.50
$81.00$80.00Oct 16$0.24$0.76$0.2436%3.17$80.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 1.27, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$89.00$95.00Nov 6$1.85$1.85$4.1564%0.45$90.85
$86.00$88.00Oct 30$0.96$0.96$1.0459%0.92$86.96
$97.00$98.00Oct 9$0.26$0.26$0.7490%0.35$97.26
$90.00$91.00Oct 30$0.45$0.45$0.5570%0.82$90.45
$93.00$95.00Oct 23$0.39$0.39$1.6180%0.24$93.39
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$83.00$80.00Nov 6$1.68$1.68$1.3254%1.27$81.32
$82.00$81.00Oct 16$0.76$0.76$0.2459%3.17$81.24
$80.00$79.00Oct 16$0.57$0.57$0.4368%1.33$79.43
$75.00$70.00Nov 6$0.76$0.76$4.2480%0.18$74.24
$72.00$71.00Oct 30$0.28$0.28$0.7288%0.39$71.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $1.89, cheapest $1.80)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$83.00Oct 2Oct 9$1.8045.0%55.9%
$84.00Oct 2Oct 9$1.8742.0%56.1%
$85.00Oct 2Oct 9$1.8743.0%57.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$83.00Oct 2Oct 9$1.8245.0%55.9%
$84.00Oct 2Oct 9$2.0842.0%56.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 2.48% of stock, avg 6.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$84.00Oct 2$0.94$1.13$2.07$81.93$86.072.48%
$85.00Oct 2$0.56$1.63$2.19$82.81$87.192.62%
$83.00Oct 2$1.58$0.73$2.31$80.69$85.312.77%
$82.00Oct 2$2.08$0.44$2.52$79.48$84.523.02%
$86.00Oct 2$0.29$2.53$2.82$83.18$88.823.38%
$81.00Oct 2$3.00$0.16$3.16$77.84$84.163.79%
$87.00Oct 2$0.21$3.28$3.49$83.51$90.494.18%
$80.00Oct 2$3.80$0.09$3.89$76.11$83.894.66%
$88.00Oct 2$0.10$4.30$4.40$83.60$92.405.27%
$79.00Oct 2$5.05$0.07$5.12$73.88$84.126.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.20% of stock, avg 4.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$88.00$79.00Oct 2$0.10$0.07$0.17$78.83$88.17
$88.00$80.00Oct 2$0.10$0.09$0.19$79.81$88.19
$88.00$81.00Oct 2$0.10$0.16$0.26$80.74$88.26
$87.00$79.00Oct 2$0.21$0.07$0.28$78.72$87.28
$87.00$80.00Oct 2$0.21$0.09$0.30$79.70$87.30
$87.00$81.00Oct 2$0.21$0.16$0.37$80.63$87.37
$86.00$79.00Oct 2$0.29$0.07$0.36$78.64$86.36
$86.00$80.00Oct 2$0.29$0.09$0.38$79.62$86.38
$86.00$81.00Oct 2$0.29$0.16$0.45$80.55$86.45
$88.00$82.00Oct 2$0.10$0.44$0.54$81.46$88.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 2.70, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
71/7290/91Oct 30$0.73$0.2758%2.70$71.27$90.73
75/7690/91Oct 30$0.72$0.2848%2.57$75.28$90.72
79/8090/91Oct 16$0.74$0.2643%2.85$79.26$90.74
79/8094/95Oct 9$0.55$0.4559%1.22$79.45$94.55
74/7590/91Oct 30$0.61$0.3952%1.56$74.39$90.61
79/8089/90Oct 9$0.68$0.3244%2.12$79.32$89.68
71/7291/92Oct 30$0.49$0.5162%0.96$71.51$91.49
79/8093/94Oct 9$0.52$0.4856%1.08$79.48$93.52
79/8088/88Oct 16$0.75$0.2533%3.00$79.25$88.25
79/8091/92Oct 16$0.88$0.6246%1.42$79.12$91.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$75.00$77.50$80.00Oct 16$0.17$2.3318%13.71
$84.00$85.00$86.00Oct 2$0.11$0.8928%8.09
$86.00$87.00$88.00Oct 9$0.06$0.949%15.67
$87.00$88.00$89.00Oct 9$0.06$0.948%15.67
$87.00$88.00$89.00Oct 2$0.08$0.929%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$83.00$84.00$85.00Oct 2$0.10$0.9033%9.00
$82.00$83.00$84.00Oct 2$0.11$0.8929%8.09
$72.50$75.00$77.50Oct 16$0.14$2.3613%16.86
$70.00$72.50$75.00Oct 16$0.12$2.389%19.83
$79.00$80.00$81.00Oct 2$0.05$0.958%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. 78 found (best net $-1.88, 71 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$83.00$84.001:2Oct 2-$0.30$0.70
$84.00$85.001:2Oct 2-$0.18$0.82
$92.50$95.001:2Oct 16-$0.23$2.27
$92.00$94.001:2Oct 2$0.00$2.00
$86.00$87.001:2Oct 2-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$86.001:2Oct 9-$1.88$2.12
$80.00$77.001:2Oct 23-$0.30$2.70
$79.00$76.001:2Oct 30-$0.58$2.42
$75.00$72.501:2Oct 16-$0.09$2.41
$77.50$75.001:2Oct 16-$0.24$2.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 4.49%, avg 1.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Nov 6$3.750.471.9%4.49%6.34%270145
$84.00Nov 6$4.150.510.7%4.97%5.62%3--
$89.00Nov 6$2.210.366.6%2.65%9.29%1--
$85.00Oct 23$3.000.461.9%3.59%5.44%18--
$90.00Oct 30$1.680.307.8%2.01%9.85%1128
$85.00Oct 30$2.910.441.9%3.49%5.33%124
$87.00Oct 23$2.090.384.2%2.50%6.75%1--
$91.00Oct 30$1.410.269.0%1.69%10.72%1--
$90.00Oct 23$1.440.297.8%1.73%9.56%11290
$85.00Oct 16$2.600.461.9%3.12%4.96%2708.2K

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 4,973
Total Puts 7,187
Put/Call Ratio 1.45
Net Difference -2,214

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 198,215
Total Puts 51,782
Average Put/Call Ratio 0.32
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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