Tour v531
DAL
DELTA AIR LINES INC
$83.08 -1.20%
$83.26 (+0.22%)🌙
as of 10/05 06:01 PM
◀ 10/5 18:01 ▶

Option Volume

Detail
ℹ
Current (10/05) 19,445
Calls: 8,833 (45%)
Puts: 10,612 (55%)
Prior (10/02) 18,732
Calls: 11,732 (63%)
Puts: 7,000 (37%)
Current vs Prior +3.81%
Calls: -24.71% (Calls)
Puts: +51.60% (Puts)
Prior 7-Day Total 205,705
Calls: 162,253 (79%)
Puts: 43,452 (21%)
Prior 7-Day Average 29,386
Calls: 23,179 (79%)
Puts: 6,207 (21%)
Current vs Prior 7-Day Avg -33.83%
Calls: -61.89%
Puts: +70.96%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/05) $4.23M
Calls: $2.46M (58%)
Puts: $1.77M (42%)
Prior (10/02) $4.67M
Calls: $3.08M (66%)
Puts: $1.59M (34%)
Current vs Prior -9.49%
Calls: -20.10%
Puts: +11.09%
Prior 7-Day Total $45.59M
Calls: $36.45M (80%)
Puts: $9.14M (20%)
Prior 7-Day Average $6.51M
Calls: $5.21M (80%)
Puts: $1.31M (20%)
Current vs Prior 7-Day Avg -35.10%
Calls: -52.72%
Puts: +35.18%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 1.20
Prior (10/02) 0.60
Current vs Prior +101.36%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg +145.31%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/05) 484,615
Calls: 310,966 (64%)
Puts: 173,649 (36%)
Prior (10/02) 516,830
Calls: 338,106 (65%)
Puts: 178,724 (35%)
Current vs Prior -6.23%
Prior 7-Day Total 3,089,497
Calls: 2,109,114 (68%)
Puts: 980,383 (32%)
Prior 7-Day Average 441,356
Calls: 301,302 (68%)
Puts: 140,054 (32%)
Current vs Prior 7-Day Avg +9.80%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 6.42% | 7.61%7.61% | 12.82%
Prior 7.06% | 7.97%7.97% | 13.47%
Current vs Prior -9.18% | -4.52%-4.53% | -4.86%
Prior 7-Day Avg 4.14% | 7.80%9.01% | 14.05%
Current vs 7-Day Avg +54.89% | -2.52%-15.61% | -8.76%
Prior 7-Day Eod 7.06% | 7.97%7.97% | 13.47%
Current vs 7-Day Eod -9.18% | -4.52%-4.53% | -4.86%
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
+
Add Card

🤖 AI Insights

Bearish P/C ratio of 1.20 indicates protective positioning. P/C ratio rising 101% - increased hedging/bearish positioning. Call-heavy open interest (310,966 calls vs 173,649 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 NEUTRAL
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 21 of results (avg 8.2%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Oct 162.372.54$2.466.9%3540.46705
$70.00Oct 912.7013.65$13.187.2%20.9963
$82.00Oct 92.873.10$2.997.7%700.59831
$85.00Nov 63.103.35$3.237.7%1510.47419
$86.00Oct 91.201.30$1.258.0%2260.336.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 302.262.37$2.324.7%320.3578
$85.00Oct 93.353.60$3.487.2%5320.61284
$83.00Oct 92.212.38$2.307.4%1560.48422
$80.00Oct 91.021.10$1.067.5%7440.28541
$82.00Oct 232.732.95$2.847.7%130.4499

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.59, cheapest $0.16)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 90.390.47$0.4318.6%1950.14478
$87.00Oct 90.901.00$0.9510.5%4120.277.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Oct 90.150.18$0.1618.8%2150.06352
$77.00Oct 90.360.43$0.4017.5%1250.13227
$78.00Oct 90.520.61$0.5616.1%3110.17542
$79.00Oct 90.730.86$0.8016.2%4950.23568
$77.50Oct 160.740.89$0.8218.3%2320.20707

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 72 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Oct 1612.7014.95$13.8316.3%41.00120
$70.00Oct 912.7013.65$13.187.2%20.9963
$74.00Oct 97.6510.00$8.8226.6%60.954
$72.50Oct 1610.3511.95$11.1514.3%10.9441
$75.00Oct 97.659.50$8.5721.6%60.9412
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Oct 911.1513.60$12.3819.8%21.00--
$97.00Oct 912.0514.75$13.4020.1%21.00--
$95.00Oct 1611.0512.70$11.8813.9%--0.9316
$92.50Oct 168.9510.30$9.6314.0%--0.89118
$91.00Oct 97.158.60$7.8818.4%30.8918

Most actively traded options today. High liquidity = easy entry/exit. 204 active (total vol 14.6K, top 744)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Oct 94.256.45$5.3541.1%4460.83296
$84.00Oct 91.882.10$1.9911.1%4440.46970
$85.00Oct 161.932.15$2.0410.8%4280.418.2K
$87.00Oct 90.901.00$0.9510.5%4120.277.6K
$90.00Oct 160.590.76$0.6825.0%3860.185.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 91.021.10$1.067.5%7440.28541
$85.00Oct 93.353.60$3.487.2%5320.61284
$77.00Oct 160.570.86$0.7240.3%5270.18127
$76.00Oct 160.510.65$0.5824.1%5230.15296
$79.00Oct 90.730.86$0.8016.2%4950.23568

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 62.8%, max 79.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Oct 9Nov 669.4%39.5%75.6%4811.5K
$83.00Oct 9Nov 668.4%39.4%73.4%105249
$82.00Oct 9Oct 3068.5%41.0%67.2%741.0K
$86.00Oct 9Nov 1369.4%41.8%66.0%2316.5K
$88.00Oct 9Nov 1369.5%42.1%65.2%115462
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$86.00Oct 9Nov 669.4%38.6%79.9%27160
$83.00Oct 9Nov 668.4%39.4%73.4%158424
$81.00Oct 9Nov 1368.5%39.8%71.9%189423
$79.00Oct 9Nov 1368.2%41.3%65.4%496568
$84.00Oct 9Nov 1369.7%42.5%64.0%297749

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 3.00, avg 2.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$74.00$75.00Oct 9$0.25$0.75$0.2595%3.00$74.25
$81.00$82.00Oct 30$0.27$0.73$0.2759%2.70$81.27
$82.00$83.00Oct 23$0.24$0.76$0.2456%3.17$82.24
$77.50$78.00Oct 16$0.12$0.38$0.1280%3.17$77.62
$86.00$89.00Nov 6$0.78$2.22$0.7842%2.85$86.78
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$89.00Oct 30$0.47$0.53$0.4776%1.13$89.53
$88.00$87.00Oct 9$0.50$0.50$0.5078%1.00$87.50
$83.00$82.00Nov 6$0.24$0.76$0.2446%3.17$82.76
$87.00$86.00Oct 23$0.46$0.54$0.4666%1.17$86.54
$84.00$83.00Oct 30$0.33$0.67$0.3352%2.03$83.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 101 found (best R:R 2.23, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$93.00Oct 30$0.38$0.38$0.6281%0.61$92.38
$89.00$90.00Nov 6$0.52$0.52$0.4868%1.08$89.52
$92.00$93.00Nov 6$0.39$0.39$0.6176%0.64$92.39
$91.00$92.00Oct 23$0.29$0.29$0.7181%0.41$91.29
$88.00$89.00Oct 23$0.37$0.37$0.6371%0.59$88.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$80.00$79.00Oct 30$0.69$0.69$0.3164%2.23$79.31
$69.00$68.00Oct 23$0.40$0.40$0.6092%0.67$68.60
$79.00$75.00Nov 13$1.27$1.27$2.7367%0.47$77.73
$70.00$69.00Nov 6$0.30$0.30$0.7090%0.43$69.70
$79.00$77.00Nov 6$0.75$0.75$1.2569%0.60$78.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.51, cheapest $0.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$86.00Oct 9Oct 16$0.4069.4%50.4%
$81.00Oct 9Oct 16$0.4268.5%49.8%
$83.00Oct 9Oct 16$0.4868.4%49.9%
$84.00Oct 9Oct 16$0.4769.7%51.5%
$85.00Oct 9Oct 16$0.4569.4%51.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$86.00Oct 9Oct 16$0.5769.4%50.4%
$81.00Oct 9Oct 16$0.5468.5%49.8%
$83.00Oct 9Oct 16$0.6068.4%49.9%
$84.00Oct 9Oct 16$0.5169.7%51.5%
$85.00Oct 9Oct 16$0.5569.4%51.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 5.71% of stock, avg 8.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$83.00Oct 9$2.44$2.30$4.74$78.26$87.745.71%
$82.00Oct 9$2.99$1.83$4.82$77.18$86.825.80%
$84.00Oct 9$1.99$2.89$4.88$79.12$88.885.87%
$81.00Oct 9$3.58$1.42$5.00$76.00$86.006.02%
$85.00Oct 9$1.59$3.48$5.07$79.93$90.076.10%
$80.00Oct 9$4.13$1.06$5.19$74.81$85.196.25%
$86.00Oct 9$1.25$4.13$5.38$80.62$91.386.48%
$79.00Oct 9$4.75$0.80$5.55$73.45$84.556.68%
$83.00Oct 16$2.92$2.90$5.82$77.18$88.827.01%
$87.00Oct 9$0.95$4.90$5.85$81.15$92.857.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.87% of stock, avg 5.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$88.00$79.00Oct 9$0.75$0.80$1.55$77.45$89.55
$87.00$79.00Oct 9$0.95$0.80$1.75$77.25$88.75
$88.00$80.00Oct 9$0.75$1.06$1.81$78.19$89.81
$87.00$80.00Oct 9$0.95$1.06$2.01$77.99$89.01
$86.00$79.00Oct 9$1.25$0.80$2.05$76.95$88.05
$86.00$80.00Oct 9$1.25$1.06$2.31$77.69$88.31
$88.00$81.00Oct 9$0.75$1.42$2.17$78.83$90.17
$87.00$81.00Oct 9$0.95$1.42$2.37$78.63$89.37
$86.00$81.00Oct 9$1.25$1.42$2.67$78.33$88.67
$85.00$79.00Oct 9$1.59$0.80$2.39$76.61$87.39

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 201 found (best R:R 2.23, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
68/6991/92Oct 23$0.69$0.3173%2.23$68.31$91.69
69/7089/90Nov 6$0.82$0.1858%4.56$69.18$89.82
68/6988/89Oct 23$0.77$0.2362%3.35$68.23$88.77
69/7092/93Nov 6$0.69$0.3166%2.23$69.31$92.69
68/6994/95Oct 23$0.53$0.4780%1.13$68.47$94.53
68/6987/88Oct 23$0.74$0.2658%2.85$68.26$87.74
73/7489/90Nov 6$0.80$0.2051%4.00$73.20$89.80
68/6993/94Oct 23$0.51$0.4977%1.04$68.49$93.51
73/7492/93Nov 6$0.67$0.3360%2.03$73.33$92.67
75/7689/90Nov 6$0.79$0.2146%3.76$75.21$89.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$83.00$84.00$85.00Oct 9$0.05$0.9513%19.00
$84.00$85.00$86.00Oct 9$0.06$0.9413%15.67
$79.00$80.00$81.00Oct 9$0.07$0.9312%13.29
$87.00$88.00$89.00Oct 30$0.06$0.947%15.67
$82.00$83.00$84.00Oct 9$0.10$0.9013%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$81.00$82.00Oct 9$0.05$0.9513%19.00
$81.00$82.00$83.00Oct 9$0.06$0.9413%15.67
$84.00$85.00$86.00Oct 9$0.06$0.9412%15.67
$84.00$85.00$86.00Oct 30$0.05$0.958%19.00
$78.00$79.00$80.00Oct 16$0.08$0.9210%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 101 found (best net $-3.38, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$96.001:2Oct 16-$0.05$0.95
$92.00$93.001:2Oct 30-$0.15$0.85
$91.00$92.001:2Oct 9-$0.12$0.88
$92.00$93.001:2Oct 9-$0.10$0.90
$97.00$98.001:2Oct 9-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$96.00$91.001:2Oct 9-$3.38$1.62
$79.00$75.001:2Nov 13-$0.08$3.92
$71.00$70.001:2Oct 9$0.00$1.00
$72.00$71.001:2Oct 23-$0.06$0.94
$75.00$74.001:2Oct 23-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 4.45%, avg 1.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$84.00Nov 13$3.700.501.1%4.45%5.56%151--
$88.00Nov 13$2.260.365.9%2.72%8.64%2--
$86.00Nov 13$2.770.433.5%3.33%6.85%5--
$85.00Nov 6$3.100.472.3%3.73%6.04%151419
$89.00Nov 13$1.950.337.1%2.35%9.47%2--
$86.00Nov 6$2.510.423.5%3.02%6.54%28
$89.00Nov 6$1.660.327.1%2.00%9.12%11
$90.00Nov 13$1.460.308.3%1.76%10.09%2--
$86.00Oct 30$2.320.403.5%2.79%6.31%7676
$92.00Nov 13$1.250.2510.7%1.50%12.24%61

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 8,833
Total Puts 10,612
Put/Call Ratio 1.20
Net Difference -1,779

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 162,253
Total Puts 43,452
Average Put/Call Ratio 0.49
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All