Tour v531
DAL
DELTA AIR LINES INC
$83.66 +0.70%
$83.76 (+0.12%)🌙
as of 10/06 06:01 PM
◀ 10/6 18:01 ▶

Option Volume

Detail
ℹ
Current (10/06) 36,603
Calls: 28,084 (77%)
Puts: 8,519 (23%)
Prior (10/05) 19,445
Calls: 8,833 (45%)
Puts: 10,612 (55%)
Current vs Prior +88.24%
Calls: +217.94% (Calls)
Puts: -19.72% (Puts)
Prior 7-Day Total 197,591
Calls: 148,984 (75%)
Puts: 48,607 (25%)
Prior 7-Day Average 28,227
Calls: 21,283 (75%)
Puts: 6,943 (25%)
Current vs Prior 7-Day Avg +29.67%
Calls: +31.95%
Puts: +22.68%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06) $9.70M
Calls: $7.19M (74%)
Puts: $2.50M (26%)
Prior (10/05) $4.23M
Calls: $2.46M (58%)
Puts: $1.77M (42%)
Current vs Prior +129.39%
Calls: +192.14%
Puts: +41.88%
Prior 7-Day Total $43.05M
Calls: $34.15M (79%)
Puts: $8.90M (21%)
Prior 7-Day Average $6.15M
Calls: $4.88M (79%)
Puts: $1.27M (21%)
Current vs Prior 7-Day Avg +57.68%
Calls: +47.44%
Puts: +96.99%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 0.30
Prior (10/05) 1.20
Current vs Prior -74.75%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -51.56%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06) 494,996
Calls: 315,029 (64%)
Puts: 179,967 (36%)
Prior (10/05) 484,615
Calls: 310,966 (64%)
Puts: 173,649 (36%)
Current vs Prior +2.14%
Prior 7-Day Total 3,073,742
Calls: 2,089,925 (68%)
Puts: 983,817 (32%)
Prior 7-Day Average 439,106
Calls: 298,560 (68%)
Puts: 140,545 (32%)
Current vs Prior 7-Day Avg +12.73%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 6.07% | 7.34%7.34% | 12.47%
Prior 6.42% | 7.61%7.61% | 12.82%
Current vs Prior -5.35% | -3.52%-3.52% | -2.75%
Prior 7-Day Avg 4.72% | 8.14%8.76% | 13.76%
Current vs 7-Day Avg +28.74% | -9.81%-16.23% | -9.40%
Prior 7-Day Eod 6.42% | 7.61%7.61% | 12.82%
Current vs 7-Day Eod -5.35% | -3.52%-3.52% | -2.75%
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 74% call dollar volume ($7.19M). Massive premium surge with dollar volume up 129% vs prior. Dollar volume significantly above 7-day average (58% higher). Above-average activity with volume up 88% vs prior.

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 NEUTRAL
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 19 of results (avg 7.4%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 202.352.45$2.404.2%2570.3318.5K
$80.00Nov 206.606.90$6.754.4%770.641.4K
$85.00Nov 204.104.30$4.204.8%5.3K0.481.2K
$84.00Oct 162.542.73$2.647.2%5720.49908
$83.00Oct 303.904.20$4.057.4%120.53577
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 93.003.15$3.084.9%1520.58776
$84.00Oct 92.362.55$2.467.7%3060.51849
$82.00Oct 91.411.53$1.478.2%3190.37508
$84.00Oct 162.993.25$3.128.3%520.51173
$82.50Nov 203.854.20$4.038.7%260.44610

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.83, cheapest $0.83)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Oct 90.760.89$0.8315.7%2720.25537
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Oct 160.760.92$0.8419.0%130.20414

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 92 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Oct 1612.7014.65$13.6814.3%--1.00119
$70.00Oct 912.4014.15$13.2813.2%70.9965
$68.00Oct 914.3016.50$15.4014.3%60.991
$69.00Oct 913.5515.15$14.3511.1%20.99--
$71.00Oct 911.5013.10$12.3013.0%50.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Oct 99.4511.85$10.6522.5%10.93--
$95.00Oct 1611.3013.15$12.2315.1%--0.9316
$93.00Oct 98.6010.90$9.7523.6%150.92--
$92.50Oct 168.3510.75$9.5525.1%--0.88118
$91.00Oct 96.659.20$7.9332.2%--0.8719

Most actively traded options today. High liquidity = easy entry/exit. 220 active (total vol 31.0K, top 5.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 204.104.30$4.204.8%5.3K0.481.2K
$88.00Oct 161.161.29$1.2310.6%3.4K0.28138
$95.00Nov 201.171.43$1.3020.0%2.9K0.209.3K
$87.00Oct 90.961.25$1.1126.1%2.0K0.307.7K
$87.50Oct 161.291.43$1.3610.3%1.8K0.3154.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Oct 90.370.48$0.4325.6%9290.14450
$75.00Oct 160.270.45$0.3650.0%4570.101.7K
$83.00Oct 91.792.06$1.9314.0%3900.44503
$82.00Oct 91.411.53$1.478.2%3190.37508
$84.00Oct 92.362.55$2.467.7%3060.51849

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 67.8%, max 89.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 9Nov 2074.6%39.4%89.3%951.9K
$90.00Oct 9Nov 2078.7%41.6%89.2%74319.1K
$85.00Oct 9Nov 2077.5%42.3%83.3%6.2K2.4K
$88.00Oct 9Nov 678.2%43.2%80.8%273538
$82.00Oct 9Nov 674.5%41.2%80.7%54868
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 9Nov 2074.6%39.4%89.3%3632.0K
$90.00Oct 9Nov 2078.7%41.6%89.2%15567
$85.00Oct 9Nov 2077.5%42.3%83.3%1951.4K
$88.00Oct 9Nov 678.2%43.2%80.8%141
$82.00Oct 9Nov 674.5%41.2%80.7%322510

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 156 found (best R:R 2.70, avg 3.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$76.00$77.00Oct 30$0.31$0.69$0.3181%2.23$76.31
$76.00$84.00Nov 13$4.97$3.03$4.9778%0.61$80.97
$79.00$80.00Oct 16$0.37$0.63$0.3776%1.70$79.37
$77.00$78.00Oct 9$0.55$0.45$0.5590%0.82$77.55
$85.00$86.00Oct 23$0.14$0.86$0.1445%6.14$85.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$89.00Oct 16$0.27$0.73$0.2780%2.70$89.73
$87.00$86.00Oct 23$0.13$0.87$0.1364%6.69$86.87
$86.00$85.00Oct 16$0.12$0.88$0.1262%7.33$85.88
$88.00$86.00Nov 6$0.85$1.15$0.8564%1.35$87.15
$88.00$87.50Oct 16$0.13$0.37$0.1371%2.85$87.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 114 found (best R:R 0.54, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$84.00$85.00Oct 23$0.59$0.59$0.4150%1.44$84.59
$88.00$89.00Oct 16$0.35$0.35$0.6572%0.54$88.35
$95.00$96.00Oct 23$0.17$0.17$0.8389%0.20$95.17
$90.00$92.50Nov 20$0.76$0.76$1.7468%0.44$90.76
$93.00$94.00Oct 16$0.14$0.14$0.8689%0.16$93.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$69.00$68.00Oct 16$0.35$0.35$0.6593%0.54$68.65
$81.00$80.00Oct 23$0.65$0.65$0.3563%1.86$80.35
$83.00$82.00Oct 30$0.68$0.68$0.3254%2.13$82.32
$72.00$70.00Nov 13$0.40$0.40$1.6087%0.25$71.60
$78.00$75.00Nov 13$0.87$0.87$2.1371%0.41$77.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.85, cheapest $0.38)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$87.00Oct 9Oct 16$0.3879.3%52.4%
$86.00Oct 9Oct 16$0.4577.3%52.4%
$85.00Oct 9Oct 16$0.4977.5%53.0%
$84.00Oct 9Oct 16$0.4977.2%52.9%
$81.00Oct 9Oct 16$0.4076.4%53.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$87.00Oct 9Oct 16$1.2879.3%52.4%
$86.00Oct 9Oct 16$0.2877.3%52.4%
$85.00Oct 9Oct 16$0.8077.5%53.0%
$84.00Oct 9Oct 16$0.6677.2%52.9%
$81.00Oct 9Oct 16$0.6776.4%53.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 5.44% of stock, avg 8.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$83.00Oct 9$2.62$1.93$4.55$78.45$87.555.44%
$84.00Oct 9$2.15$2.46$4.61$79.39$88.615.51%
$82.00Oct 9$3.23$1.47$4.70$77.30$86.705.62%
$85.00Oct 9$1.73$3.08$4.81$80.19$89.815.75%
$81.00Oct 9$3.70$1.16$4.86$76.14$85.865.81%
$86.00Oct 9$1.36$3.72$5.08$80.92$91.086.07%
$80.00Oct 9$4.43$0.82$5.25$74.75$85.256.28%
$82.50Oct 16$3.21$2.34$5.55$76.95$88.056.63%
$87.00Oct 9$1.11$4.45$5.56$81.44$92.566.65%
$79.00Oct 9$4.97$0.63$5.60$73.40$84.606.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 1.75% of stock, avg 5.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$88.00$79.00Oct 9$0.83$0.63$1.46$77.54$89.46
$88.00$80.00Oct 9$0.83$0.82$1.65$78.35$89.65
$87.00$79.00Oct 9$1.11$0.63$1.74$77.26$88.74
$95.00$72.00Nov 13$1.07$0.85$1.92$70.08$96.92
$87.00$80.00Oct 9$1.11$0.82$1.93$78.07$88.93
$95.00$73.00Nov 13$1.07$0.97$2.04$70.96$97.04
$88.00$81.00Oct 9$0.83$1.16$1.99$79.01$89.99
$95.00$74.00Nov 13$1.07$1.12$2.19$71.81$97.19
$87.00$81.00Oct 9$1.11$1.16$2.27$78.73$89.27
$94.00$72.00Nov 13$1.30$0.85$2.15$69.85$96.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 220 found (best R:R 2.33, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
68/6988/89Oct 16$0.70$0.3064%2.33$68.30$88.70
68/6993/94Oct 16$0.49$0.5182%0.96$68.51$93.49
68/6990/91Oct 16$0.56$0.4473%1.27$68.44$90.56
68/6991/92Oct 16$0.46$0.5477%0.85$68.54$91.46
78/7995/96Oct 23$0.58$0.4261%1.38$78.42$95.58
68/6989/90Oct 16$0.46$0.5470%0.85$68.54$89.46
75/7695/96Oct 23$0.43$0.5772%0.75$75.57$95.43
78/7991/92Oct 23$0.62$0.3851%1.63$78.38$91.62
78/7988/89Oct 23$0.72$0.2840%2.57$78.28$88.72
68/6988/88Oct 16$0.48$0.5262%0.92$68.52$87.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$77.50$80.00$82.50Nov 20$0.08$2.4216%30.25
$86.00$88.00$90.00Nov 6$0.13$1.8714%14.38
$75.00$77.50$80.00Nov 20$0.20$2.3015%11.50
$87.00$88.00$89.00Oct 23$0.06$0.949%15.67
$87.00$88.00$89.00Oct 30$0.06$0.948%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$82.50$85.00Nov 20$0.12$2.3816%19.83
$87.50$90.00$92.50Nov 20$0.14$2.3614%16.86
$82.00$83.00$84.00Oct 9$0.07$0.9314%13.29
$83.00$84.00$85.00Oct 9$0.09$0.9114%10.11
$77.00$78.00$79.00Oct 9$0.07$0.939%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. 118 found (best net $-0.02, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$96.00$100.001:2Oct 30-$0.02$3.98
$90.00$93.001:2Nov 13-$0.71$2.29
$93.00$94.001:2Oct 16-$0.07$0.93
$96.00$97.501:2Oct 16-$0.07$1.43
$96.00$100.001:2Oct 23-$0.29$3.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$78.00$75.001:2Nov 13-$0.44$2.56
$72.00$70.001:2Nov 13-$0.05$1.95
$71.00$70.001:2Oct 9$0.00$1.00
$72.50$70.001:2Nov 20-$0.29$2.21
$74.00$73.001:2Oct 16-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 75 found (best yield 4.90%, avg 1.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Nov 20$4.100.481.6%4.90%6.50%5.3K1.2K
$87.50Nov 20$2.920.404.6%3.49%8.08%93960
$90.00Nov 20$2.350.337.6%2.81%10.39%25718.5K
$84.00Nov 13$4.050.510.4%4.84%5.25%594
$84.00Nov 6$3.850.500.4%4.60%5.01%286
$85.00Nov 6$3.300.461.6%3.94%5.55%371525
$86.00Nov 6$2.900.432.8%3.47%6.26%310
$90.00Nov 13$1.920.317.6%2.30%9.87%31
$88.00Nov 6$2.210.365.2%2.64%7.83%11
$92.50Nov 20$1.430.2510.6%1.71%12.28%725449

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 28,084
Total Puts 8,519
Put/Call Ratio 0.30
Net Difference 19,565

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 148,984
Total Puts 48,607
Average Put/Call Ratio 0.63
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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