Tour v531
DAL
DELTA AIR LINES INC
$84.09 -0.05%
$84.01 (-0.10%)🌙
as of 10/02 06:00 PM
◀ 10/2 18:00 ▶

Option Volume

Detail
ℹ
Current (10/02) 18,732
Calls: 11,732 (63%)
Puts: 7,000 (37%)
Prior (10/01) 39,908
Calls: 33,679 (84%)
Puts: 6,229 (16%)
Current vs Prior -53.06%
Calls: -65.17% (Calls)
Puts: +12.38% (Puts)
Prior 7-Day Total 232,206
Calls: 186,063 (80%)
Puts: 46,143 (20%)
Prior 7-Day Average 33,172
Calls: 26,580 (80%)
Puts: 6,591 (20%)
Current vs Prior 7-Day Avg -43.53%
Calls: -55.86%
Puts: +6.19%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $4.67M
Calls: $3.08M (66%)
Puts: $1.59M (34%)
Prior (10/01) $7.26M
Calls: $5.86M (81%)
Puts: $1.39M (19%)
Current vs Prior -35.64%
Calls: -47.45%
Puts: +14.04%
Prior 7-Day Total $52.43M
Calls: $43.48M (83%)
Puts: $8.95M (17%)
Prior 7-Day Average $7.49M
Calls: $6.21M (83%)
Puts: $1.28M (17%)
Current vs Prior 7-Day Avg -37.64%
Calls: -50.40%
Puts: +24.35%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.60
Prior (10/01) 0.18
Current vs Prior +222.60%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg +34.55%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/02) 516,830
Calls: 338,106 (65%)
Puts: 178,724 (35%)
Prior (10/01) 500,878
Calls: 324,281 (65%)
Puts: 176,597 (35%)
Current vs Prior +3.18%
Prior 7-Day Total 3,039,409
Calls: 2,074,555 (68%)
Puts: 964,854 (32%)
Prior 7-Day Average 434,201
Calls: 296,365 (68%)
Puts: 137,836 (32%)
Current vs Prior 7-Day Avg +19.03%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 1.28% | 7.06%7.97% | 13.47%
Prior 2.77% | 7.89%8.69% | 13.23%
Current vs Prior +155.06% | +0.95%-8.30% | +1.85%
Prior 7-Day Avg 3.71% | 7.52%9.30% | 13.99%
Current vs 7-Day Avg +90.25% | +5.97%-14.33% | -3.70%
Prior 7-Day Eod 2.77% | 7.89%8.69% | 13.23%
Current vs 7-Day Eod +155.06% | +0.95%-8.30% | +1.85%
Sentiment BEARISHBULLISH

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 66% call dollar volume ($3.08M). Below-average activity with volume down 53% vs prior. Bullish P/C ratio of 0.60. P/C ratio rising 223% - increased hedging/bearish 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 8.7%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 162.742.86$2.804.3%3740.468.3K
$71.00Oct 212.4513.45$12.957.7%150.865
$70.00Oct 213.3514.45$13.907.9%570.8654
$70.00Oct 1613.4014.65$14.038.9%--1.00120
$83.00Oct 93.153.45$3.309.1%710.58211
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$81.00Oct 232.192.36$2.287.5%100.3511
$85.00Oct 92.993.30$3.159.8%750.54256

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.68, cheapest $0.33)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Oct 90.450.51$0.4812.5%310.1471
$91.00Oct 90.590.70$0.6516.9%540.18148
$91.00Oct 160.860.99$0.9314.0%650.21121
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Oct 90.300.36$0.3318.2%3490.10255
$75.00Oct 300.911.07$0.9916.2%20.1744

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 97 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Oct 28.5010.05$9.2816.7%101.0024
$78.00Oct 24.606.55$5.5735.0%61.00102
$79.00Oct 24.405.60$5.0024.0%91.0056
$80.00Oct 23.304.80$4.0537.0%441.00467
$81.00Oct 22.473.40$2.9431.6%561.00172
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 25.156.75$5.9526.9%10.99--
$88.00Oct 23.504.65$4.0828.2%50.9949
$87.00Oct 22.543.65$3.1035.8%110.9922
$85.00Oct 20.591.28$0.9473.4%930.971.7K
$91.00Oct 25.358.40$6.8844.3%10.97--

Most actively traded options today. High liquidity = easy entry/exit. 212 active (total vol 15.4K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 20.000.01$0.01100.0%2.2K0.032.3K
$84.00Oct 92.662.92$2.799.3%6900.52816
$84.00Oct 20.090.18$0.1464.3%5820.611.3K
$84.00Oct 162.853.35$3.1016.1%4870.51981
$85.00Oct 92.182.47$2.3312.4%4710.46994
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Oct 20.000.01$0.01100.0%6400.03213
$76.00Oct 90.300.36$0.3318.2%3490.10255
$85.00Oct 162.904.30$3.6038.9%3260.54466
$75.00Oct 160.390.59$0.4940.8%2950.121.8K
$82.00Oct 161.992.51$2.2523.1%2760.39727

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 2215.6%, max 3731.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Oct 2Nov 131623.9%42.4%3731.3%581
$98.00Oct 2Oct 91977.6%60.4%3175.2%771
$76.00Oct 2Oct 161581.1%49.8%3075.0%5102
$82.00Oct 2Oct 30462.9%41.4%1018.0%3001.3K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$76.00Oct 2Nov 61581.1%44.4%3460.0%27191
$82.00Oct 2Oct 30462.9%41.4%1018.0%193334
$89.00Oct 9Oct 3059.1%44.8%32.0%236

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 129 found (best R:R 4.00, avg 3.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$80.00$81.00Oct 23$0.20$0.80$0.2070%4.00$80.20
$78.00$79.00Oct 2$0.57$0.43$0.57100%0.75$78.57
$82.00$83.00Oct 30$0.15$0.85$0.1559%5.67$82.15
$75.00$76.00Oct 16$0.48$0.52$0.4890%1.08$75.48
$77.00$80.00Oct 30$1.82$1.18$1.8278%0.65$78.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$89.00$88.00Oct 30$0.23$0.77$0.2367%3.35$88.77
$88.00$87.00Oct 9$0.30$0.70$0.3070%2.33$87.70
$89.00$88.00Oct 16$0.33$0.67$0.3372%2.03$88.67
$91.00$90.00Oct 16$0.48$0.52$0.4879%1.08$90.52
$85.00$84.00Oct 30$0.23$0.77$0.2352%3.35$84.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 92 found (best R:R 0.22, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$87.00$90.00Nov 6$1.41$1.41$1.5958%0.89$88.41
$91.00$92.00Nov 13$0.59$0.59$0.4169%1.44$91.59
$91.00$92.00Oct 23$0.43$0.43$0.5774%0.75$91.43
$88.00$89.00Oct 16$0.47$0.47$0.5367%0.89$88.47
$91.00$93.00Nov 6$0.62$0.62$1.3871%0.45$91.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$77.00$70.00Nov 13$1.26$1.26$5.7475%0.22$75.74
$82.00$81.00Oct 2$0.41$0.41$0.5976%0.69$81.59
$84.00$83.00Oct 30$0.77$0.77$0.2352%3.35$83.23
$84.00$79.00Nov 6$2.19$2.19$2.8152%0.78$81.81
$73.00$70.00Nov 6$0.53$0.53$2.4785%0.21$72.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.63, cheapest $2.61)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$84.00Oct 2Oct 9$2.6541.2%58.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$84.00Oct 2Oct 9$2.6141.2%58.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 0.27% of stock, avg 8.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$84.00Oct 2$0.14$0.09$0.23$83.77$84.230.27%
$85.00Oct 2$0.01$0.94$0.95$84.05$85.951.13%
$83.00Oct 2$1.11$0.01$1.12$81.88$84.121.33%
$86.00Oct 2$0.02$2.07$2.09$83.91$88.092.49%
$82.00Oct 2$1.99$0.42$2.41$79.59$84.412.87%
$81.00Oct 2$2.94$0.01$2.95$78.05$83.953.51%
$87.00Oct 2$0.01$3.10$3.11$83.89$90.113.70%
$80.00Oct 2$4.05$0.01$4.06$75.94$84.064.83%
$88.00Oct 2$0.01$4.08$4.09$83.91$92.094.86%
$79.00Oct 2$5.00$0.02$5.02$73.98$84.025.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.77% of stock, avg 5.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$94.00$82.00Oct 2$1.07$0.42$1.49$80.51$95.49
$94.00$84.00Oct 2$1.07$0.09$1.16$82.84$95.16
$98.00$82.00Oct 2$1.07$0.42$1.49$80.51$99.49
$99.00$82.00Oct 2$1.07$0.42$1.49$80.51$100.49
$98.00$84.00Oct 2$1.07$0.09$1.16$82.84$99.16
$99.00$84.00Oct 2$1.07$0.09$1.16$82.84$100.16
$89.00$80.00Oct 9$1.00$1.10$2.10$77.90$91.10
$94.00$76.00Oct 2$1.07$1.07$2.14$73.86$96.14
$98.00$76.00Oct 2$1.07$1.07$2.14$73.86$100.14
$99.00$76.00Oct 2$1.07$1.07$2.14$73.86$101.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 156 found (best R:R 1.41, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
75/7695/97Oct 2$1.17$0.8377%1.41$74.83$96.17
79/8091/92Oct 23$0.88$0.1244%7.33$79.12$91.88
75/7691/92Oct 23$0.69$0.3157%2.23$75.31$91.69
73/7491/92Oct 23$0.57$0.4362%1.33$73.43$91.57
77/7891/92Oct 23$0.68$0.3251%2.12$77.32$91.68
72/7391/92Oct 23$0.54$0.4665%1.17$72.46$91.54
80/8191/92Oct 23$0.79$0.2140%3.76$80.21$91.79
71/7289/90Oct 30$0.61$0.3957%1.56$71.39$89.61
78/7989/90Oct 30$0.79$0.2138%3.76$78.21$89.79
75/7688/89Oct 16$0.64$0.3652%1.78$75.36$88.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 6.14, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$84.00$85.00$86.00Oct 2$0.14$0.8656%6.14
$83.00$84.00$85.00Oct 2$0.84$0.1697%0.19
$86.00$87.00$88.00Oct 9$0.06$0.9411%15.67
$87.00$88.00$89.00Oct 9$0.07$0.9310%13.29
$84.00$85.00$86.00Oct 9$0.08$0.9211%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$83.00$84.00$85.00Oct 2$0.77$0.2395%0.30
$84.00$85.00$86.00Oct 2$0.28$0.7250%2.57
$78.00$79.00$80.00Oct 16$0.06$0.948%15.67
$75.00$76.00$77.00Oct 30$0.06$0.946%15.67
$76.00$77.00$78.00Oct 23$0.07$0.936%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 98 found (best net $-0.30, 83 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$82.00$83.001:2Oct 2-$0.23$0.77
$87.00$90.001:2Nov 6-$0.56$2.44
$95.00$100.001:2Oct 30-$0.18$4.82
$92.00$95.001:2Oct 30-$0.35$2.65
$92.50$95.001:2Oct 16-$0.17$2.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$84.00$79.001:2Nov 6-$0.30$4.70
$79.00$78.001:2Oct 2$0.00$1.00
$79.00$78.001:2Oct 9-$0.18$0.82
$69.00$68.001:2Oct 30-$0.08$0.92
$72.00$71.001:2Oct 30-$0.12$0.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 4.64%, avg 1.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Nov 6$3.900.481.1%4.64%5.72%301399
$87.00Nov 6$2.750.423.5%3.27%6.73%1--
$91.00Nov 13$1.720.318.2%2.05%10.26%2--
$85.00Oct 30$3.400.471.1%4.04%5.13%2636
$88.00Oct 30$2.330.364.7%2.77%7.42%2134
$93.00Nov 13$1.380.2610.6%1.64%12.24%2--
$86.00Oct 30$2.800.442.3%3.33%5.60%4676
$87.00Oct 30$2.450.403.5%2.91%6.37%510
$86.00Oct 23$2.660.442.3%3.16%5.43%215
$87.00Oct 23$2.280.403.5%2.71%6.17%--58

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 11,732
Total Puts 7,000
Put/Call Ratio 0.60
Net Difference 4,732

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 186,063
Total Puts 46,143
Average Put/Call Ratio 0.44
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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