Tour v531
DAL
DELTA AIR LINES INC
$84.13 +0.80%
$84.20 (+0.08%)🌙
as of 10/01 06:00 PM
◀ 10/1 18:00 ▶

Option Volume

Detail
ℹ
Current (10/01) 39,908
Calls: 33,679 (84%)
Puts: 6,229 (16%)
Prior (09/30) 12,160
Calls: 4,973 (41%)
Puts: 7,187 (59%)
Current vs Prior +228.19%
Calls: +577.24% (Calls)
Puts: -13.33% (Puts)
Prior 7-Day Total 240,015
Calls: 187,633 (78%)
Puts: 52,382 (22%)
Prior 7-Day Average 34,287
Calls: 26,804 (78%)
Puts: 7,483 (22%)
Current vs Prior 7-Day Avg +16.39%
Calls: +25.65%
Puts: -16.76%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $7.26M
Calls: $5.86M (81%)
Puts: $1.39M (19%)
Prior (09/30) $2.84M
Calls: $1.92M (68%)
Puts: $921.1K (32%)
Current vs Prior +155.52%
Calls: +205.56%
Puts: +51.28%
Prior 7-Day Total $51.00M
Calls: $41.13M (81%)
Puts: $9.87M (19%)
Prior 7-Day Average $7.29M
Calls: $5.88M (81%)
Puts: $1.41M (19%)
Current vs Prior 7-Day Avg -0.39%
Calls: -0.21%
Puts: -1.16%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.18
Prior (09/30) 1.45
Current vs Prior -87.20%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -60.43%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/01) 500,878
Calls: 324,281 (65%)
Puts: 176,597 (35%)
Prior (09/30) 258,012
Calls: 201,150 (78%)
Puts: 56,862 (22%)
Current vs Prior +94.13%
Prior 7-Day Total 3,117,754
Calls: 2,099,233 (67%)
Puts: 1,018,521 (33%)
Prior 7-Day Average 445,393
Calls: 299,890 (67%)
Puts: 145,503 (33%)
Current vs Prior 7-Day Avg +12.46%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.77% | 7.89%8.69% | 13.23%
Prior 3.25% | 7.90%8.53% | 13.99%
Current vs Prior -14.71% | -0.04%+1.85% | -5.47%
Prior 7-Day Avg 4.00% | 7.32%8.29% | 13.78%
Current vs 7-Day Avg -30.68% | +7.78%+4.85% | -4.02%
Prior 7-Day Eod 3.25% | 7.90%8.53% | 13.99%
Current vs 7-Day Eod -14.71% | -0.04%+1.85% | -5.47%
Sentiment BULLISHBEARISH

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 81% of dollar volume in calls ($5.86M) vs puts ($1.39M). Massive premium surge with dollar volume up 156% vs prior. Unusually high activity with volume up 228% vs prior - elevated interest. Extreme bullish P/C ratio of 0.18 - heavy call buying (33,679 calls vs 6,229 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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 12 of results (avg 8.3%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 165.655.90$5.784.3%410.702.3K
$80.00Oct 95.305.65$5.486.4%240.73501
$87.00Oct 91.651.79$1.728.1%7.7K0.37354
$77.50Oct 167.157.80$7.488.7%50.80393
$83.00Oct 304.504.95$4.729.5%10.54573
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Oct 234.705.05$4.887.2%--0.5628
$87.00Oct 235.255.70$5.488.2%--0.6022
$88.00Oct 235.856.40$6.139.0%--0.6526
$84.00Oct 233.603.95$3.789.3%--0.4739
$85.00Oct 234.054.45$4.259.4%70.5138

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.65, cheapest $0.76)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Oct 90.700.81$0.7614.5%1610.18357
$75.00Oct 160.500.59$0.5416.7%750.121.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 89 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Oct 28.1512.00$10.0738.2%11.006
$75.00Oct 27.9010.35$9.1326.8%11.0023
$79.00Oct 23.805.90$4.8543.3%121.0061
$70.00Oct 912.2516.15$14.2027.5%--0.9818
$70.00Oct 1613.0515.10$14.0814.6%20.95120
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Oct 23.156.90$5.0374.6%180.955
$90.00Oct 24.057.10$5.5754.8%40.95100
$88.00Oct 22.815.05$3.9357.0%10.9450
$99.00Oct 214.6516.90$15.7714.3%10.93--
$98.00Oct 213.6515.90$14.7815.2%10.93--

Most actively traded options today. High liquidity = easy entry/exit. 195 active (total vol 34.7K, top 7.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Oct 91.651.79$1.728.1%7.7K0.37354
$88.00Oct 20.020.09$0.06116.7%6.3K0.069.1K
$87.00Oct 20.050.12$0.0977.8%6.0K0.098.8K
$86.00Oct 91.982.33$2.1616.2%5.9K0.42635
$85.00Oct 162.793.10$2.9510.5%9500.478.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.50Oct 160.250.34$0.3030.0%2820.07868
$83.00Oct 92.172.65$2.4119.9%2660.42176
$82.00Oct 162.282.65$2.4715.0%2660.39503
$81.00Oct 20.050.10$0.0862.5%2260.07343
$80.00Oct 20.010.13$0.07171.4%1620.06881

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 13.5%, max 22.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$83.00Oct 2Nov 649.7%41.1%20.9%521.8K
$85.00Oct 2Nov 649.3%43.7%12.7%2932.7K
$86.00Oct 2Nov 647.9%43.2%10.9%2821.2K
$84.00Oct 2Oct 3045.6%43.5%4.8%1411.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$91.00Oct 9Oct 1658.4%47.7%22.2%1846
$83.00Oct 2Nov 649.7%41.1%20.9%110194
$85.00Oct 2Nov 649.3%43.7%12.7%51.7K
$86.00Oct 2Nov 647.9%43.2%10.9%1487
$84.00Oct 2Nov 645.6%43.1%5.7%49191

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 128 found (best R:R 9.00, avg 3.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$79.00$80.00Oct 23$0.10$0.90$0.1075%9.00$79.10
$78.00$79.00Oct 9$0.25$0.75$0.2582%3.00$78.25
$90.00$93.00Nov 6$0.41$2.59$0.4133%6.32$90.41
$81.00$82.00Oct 23$0.22$0.78$0.2265%3.55$81.22
$83.00$84.00Oct 23$0.17$0.83$0.1757%4.88$83.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$89.00Oct 2$0.54$0.46$0.5496%0.85$89.46
$88.00$87.00Oct 2$0.55$0.45$0.5594%0.82$87.45
$89.00$88.00Oct 30$0.28$0.72$0.2868%2.57$88.72
$90.00$89.00Oct 9$0.40$0.60$0.4077%1.50$89.60
$92.50$91.00Oct 16$0.88$0.62$0.8882%0.70$91.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 96 found (best R:R 2.45, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$94.00Oct 30$0.82$0.82$1.1873%0.69$92.82
$85.00$86.00Oct 23$0.83$0.83$0.1751%4.88$85.83
$96.00$97.00Oct 9$0.27$0.27$0.7389%0.37$96.27
$89.00$90.00Oct 23$0.50$0.50$0.5067%1.00$89.50
$87.00$88.00Oct 23$0.54$0.54$0.4660%1.17$87.54
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$78.00$77.00Oct 30$0.71$0.71$0.2973%2.45$77.29
$80.00$79.00Oct 23$0.68$0.68$0.3269%2.12$79.32
$76.00$75.00Nov 6$0.52$0.52$0.4878%1.08$75.48
$70.00$68.00Oct 30$0.39$0.39$1.6190%0.24$69.61
$83.00$79.00Nov 6$1.64$1.64$2.3657%0.69$81.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.14, cheapest $2.06)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Oct 2Oct 9$2.1049.3%59.7%
$84.00Oct 2Oct 9$2.2545.6%59.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Oct 2Oct 9$2.0649.3%59.7%
$84.00Oct 2Oct 9$2.1445.6%59.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 1.84% of stock, avg 8.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$84.00Oct 2$0.84$0.71$1.55$82.45$85.551.84%
$83.00Oct 2$1.42$0.39$1.81$81.19$84.812.15%
$85.00Oct 2$0.47$1.49$1.96$83.04$86.962.33%
$82.00Oct 2$2.34$0.16$2.50$79.50$84.502.97%
$86.00Oct 2$0.20$2.69$2.89$83.11$88.893.44%
$81.00Oct 2$3.03$0.08$3.11$77.89$84.113.70%
$87.00Oct 2$0.09$3.38$3.47$83.53$90.474.12%
$88.00Oct 2$0.06$3.93$3.99$84.01$91.994.74%
$80.00Oct 2$4.15$0.07$4.22$75.78$84.225.02%
$79.00Oct 2$4.85$0.02$4.87$74.13$83.875.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.30% of stock, avg 5.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$87.00$82.00Oct 2$0.09$0.16$0.25$81.75$87.25
$86.00$82.00Oct 2$0.20$0.16$0.36$81.64$86.36
$99.00$82.00Oct 2$0.26$0.16$0.42$81.58$99.42
$98.00$82.00Oct 2$0.27$0.16$0.43$81.57$98.43
$87.00$83.00Oct 2$0.09$0.39$0.48$82.52$87.48
$86.00$83.00Oct 2$0.20$0.39$0.59$82.41$86.59
$85.00$82.00Oct 2$0.47$0.16$0.63$81.37$85.63
$87.00$69.00Oct 2$0.09$0.70$0.79$68.21$87.79
$99.00$83.00Oct 2$0.26$0.39$0.65$82.35$99.65
$98.00$83.00Oct 2$0.27$0.39$0.66$82.34$98.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 175 found (best R:R 1.53, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
68/7092/94Oct 30$1.21$0.7964%1.53$68.79$93.21
77/7892/94Oct 30$1.53$0.4746%3.26$76.47$93.53
79/8094/95Oct 23$0.87$0.1350%6.69$79.13$94.87
75/7693/94Nov 6$0.82$0.1852%4.56$75.18$93.82
79/8096/97Oct 9$0.72$0.2862%2.57$79.28$96.72
75/7694/95Nov 6$0.77$0.2355%3.35$75.23$94.77
77/7889/90Oct 30$0.90$0.1042%9.00$77.10$89.90
70/7189/90Oct 23$0.71$0.2959%2.45$70.29$89.71
74/7589/90Oct 23$0.75$0.2553%3.00$74.25$89.75
78/7989/90Oct 16$0.83$0.1744%4.88$78.17$89.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$84.00$85.00$86.00Oct 2$0.10$0.9035%9.00
$95.00$97.50$100.00Oct 16$0.05$2.457%49.00
$92.50$95.00$97.50Oct 16$0.11$2.3910%21.73
$83.00$84.00$85.00Oct 2$0.21$0.7937%3.76
$86.00$87.00$88.00Oct 2$0.08$0.9213%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$82.00$83.00$84.00Oct 2$0.09$0.9132%10.11
$81.00$82.00$83.00Oct 30$0.05$0.959%19.00
$80.00$81.00$82.00Oct 2$0.07$0.939%13.29
$81.00$82.00$83.00Oct 2$0.15$0.8522%5.67
$72.00$73.00$74.00Oct 9$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. 99 found (best net $-0.57, 88 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$86.00$90.001:2Nov 6-$0.57$3.43
$83.00$84.001:2Oct 2-$0.26$0.74
$82.00$83.001:2Oct 2-$0.50$0.50
$84.00$85.001:2Oct 2-$0.10$0.90
$92.00$94.001:2Oct 30-$0.23$1.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$83.00$79.001:2Nov 6-$0.44$3.56
$86.00$85.001:2Oct 2-$0.29$0.71
$84.00$83.001:2Oct 2-$0.07$0.93
$72.50$70.001:2Oct 16$0.00$2.50
$82.00$81.001:2Oct 2$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 4.75%, avg 1.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Nov 6$4.000.501.0%4.75%5.79%90329
$86.00Oct 30$3.000.422.2%3.57%5.79%2675
$90.00Nov 6$1.840.337.0%2.19%9.16%18
$87.00Oct 30$2.600.393.4%3.09%6.50%--10
$85.00Oct 23$3.200.491.0%3.80%4.84%472
$87.00Oct 23$2.350.403.4%2.79%6.20%--58
$85.00Oct 30$3.000.461.0%3.57%4.60%1424
$93.00Nov 6$1.090.2610.5%1.30%11.84%113
$88.00Oct 30$2.020.354.6%2.40%7.00%--34
$90.00Oct 30$1.640.297.0%1.95%8.93%1129

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 33,679
Total Puts 6,229
Put/Call Ratio 0.18
Net Difference 27,450

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 187,633
Total Puts 52,382
Average Put/Call Ratio 0.47
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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