Tour v531
DAL
DELTA AIR LINES INC
$82.97 -0.82%
$83.06 (+0.11%)🌙
as of 10/07 06:00 PM
◀ 10/7 18:00 ▶

Option Volume

Detail
ℹ
Current (10/07) 22,465
Calls: 14,151 (63%)
Puts: 8,314 (37%)
Prior (10/06) 36,603
Calls: 28,084 (77%)
Puts: 8,519 (23%)
Current vs Prior -38.63%
Calls: -49.61% (Calls)
Puts: -2.41% (Puts)
Prior 7-Day Total 170,197
Calls: 121,272 (71%)
Puts: 48,925 (29%)
Prior 7-Day Average 24,313
Calls: 17,324 (71%)
Puts: 6,989 (29%)
Current vs Prior 7-Day Avg -7.60%
Calls: -18.32%
Puts: +18.95%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $3.91M
Calls: $2.63M (67%)
Puts: $1.28M (33%)
Prior (10/06) $9.70M
Calls: $7.19M (74%)
Puts: $2.50M (26%)
Current vs Prior -59.67%
Calls: -63.37%
Puts: -49.06%
Prior 7-Day Total $38.60M
Calls: $28.96M (75%)
Puts: $9.65M (25%)
Prior 7-Day Average $5.51M
Calls: $4.14M (75%)
Puts: $1.38M (25%)
Current vs Prior 7-Day Avg -29.09%
Calls: -36.30%
Puts: -7.44%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.59
Prior (10/06) 0.30
Current vs Prior +93.68%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -9.40%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/07) 507,708
Calls: 325,134 (64%)
Puts: 182,574 (36%)
Prior (10/06) 494,996
Calls: 315,029 (64%)
Puts: 179,967 (36%)
Current vs Prior +2.57%
Prior 7-Day Total 3,065,090
Calls: 2,074,167 (68%)
Puts: 990,923 (32%)
Prior 7-Day Average 437,870
Calls: 296,309 (68%)
Puts: 141,560 (32%)
Current vs Prior 7-Day Avg +15.95%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 5.92% | 7.01%7.01% | 12.57%
Prior 6.07% | 7.34%7.34% | 12.47%
Current vs Prior -2.54% | -4.42%-4.42% | +0.83%
Prior 7-Day Avg 4.87% | 7.92%8.40% | 13.50%
Current vs 7-Day Avg +21.45% | -11.48%-16.51% | -6.86%
Prior 7-Day Eod 6.07% | 7.34%7.34% | 12.47%
Current vs 7-Day Eod -2.54% | -4.42%-4.42% | +0.83%
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 67% call dollar volume ($2.63M). Light premium activity with dollar volume down 60% vs prior. Bullish P/C ratio of 0.59. P/C ratio rising 94% - 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 17 of results (avg 7.7%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Oct 163.103.30$3.206.2%710.57305
$82.00Oct 92.612.79$2.706.7%2230.58852
$80.00Oct 164.304.60$4.456.7%1090.682.2K
$75.00Nov 209.4510.15$9.807.1%--0.7969
$86.00Oct 161.451.57$1.517.9%5840.34379
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 201.431.50$1.474.8%1950.21734
$83.00Oct 92.152.27$2.215.4%1570.49622
$82.50Nov 204.004.25$4.136.1%530.46621
$80.00Nov 202.953.20$3.088.1%120.37997
$96.00Oct 912.3513.45$12.908.5%30.982

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.69, cheapest $0.31)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 90.280.33$0.3116.1%1740.12869
$88.00Oct 90.550.62$0.5911.9%2140.20621
$87.00Oct 90.720.87$0.8018.8%5550.256.6K
$89.00Oct 160.730.88$0.8118.5%780.21277
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Oct 90.540.60$0.5710.5%1410.20866
$80.00Oct 90.830.96$0.9014.4%3030.271.0K
$75.00Oct 300.740.90$0.8219.5%10.1668

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 94 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Oct 913.4516.70$15.0821.6%11.005
$69.00Oct 913.6014.90$14.259.1%11.002
$71.00Oct 910.3012.70$11.5020.9%31.003
$72.00Oct 99.6012.70$11.1527.8%11.004
$74.00Oct 98.709.95$9.3213.4%71.007
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Oct 912.3513.45$12.908.5%30.982
$97.00Oct 913.1015.65$14.3817.7%10.982
$95.00Oct 911.1013.55$12.3319.9%10.97--
$93.00Oct 99.1510.70$9.9315.6%10.9715
$92.00Oct 98.459.70$9.0713.8%20.96--

Most actively traded options today. High liquidity = easy entry/exit. 202 active (total vol 17.8K, top 2.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Oct 90.020.12$0.07142.9%2.5K0.04322
$90.00Oct 160.500.74$0.6238.7%9410.175.6K
$95.00Oct 90.010.11$0.06166.7%8200.03445
$98.00Oct 90.000.01$0.01100.0%5860.0073
$86.00Oct 161.451.57$1.517.9%5840.34379
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Oct 90.090.12$0.1127.3%1.6K0.05432
$75.00Oct 160.300.42$0.3633.3%5690.111.9K
$80.00Oct 90.830.96$0.9014.4%3030.271.0K
$77.50Oct 160.680.85$0.7722.1%2660.20867
$78.00Oct 90.290.46$0.3844.7%2210.141.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 95.5%, max 138.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Oct 9Nov 2094.1%40.8%130.5%2927.8K
$83.00Oct 9Nov 1391.7%40.0%129.2%321397
$80.00Oct 9Nov 2086.5%39.1%121.2%1421.9K
$82.00Oct 9Oct 3089.3%41.0%117.8%2251.0K
$86.00Oct 9Nov 693.5%43.4%115.3%2776.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$84.00Oct 9Nov 693.9%39.4%138.4%120969
$83.00Oct 9Nov 691.7%39.2%133.7%158626
$85.00Oct 9Nov 2094.1%40.8%130.5%2191.5K
$80.00Oct 9Nov 2086.5%39.1%121.2%3152.0K
$86.00Oct 9Nov 693.5%43.4%115.3%--162

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 141 found (best R:R 1.86, avg 2.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$71.00$72.00Oct 9$0.35$0.65$0.35100%1.86$71.35
$75.00$83.00Nov 13$5.00$3.00$5.0080%0.60$80.00
$77.00$80.00Oct 30$1.72$1.28$1.7276%0.74$78.72
$81.00$82.00Oct 23$0.17$0.83$0.1761%4.88$81.17
$76.00$77.00Oct 16$0.65$0.35$0.6588%0.54$76.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$92.00$91.00Oct 16$0.45$0.55$0.4589%1.22$91.55
$87.00$86.00Oct 16$0.25$0.75$0.2571%3.00$86.75
$87.00$86.00Oct 30$0.20$0.80$0.2064%4.00$86.80
$96.00$95.00Oct 9$0.57$0.43$0.5798%0.75$95.43
$88.00$87.00Oct 9$0.40$0.60$0.4080%1.50$87.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 103 found (best R:R 0.61, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$94.00Nov 6$0.41$0.41$0.5979%0.69$93.41
$89.00$90.00Oct 23$0.46$0.46$0.5473%0.85$89.46
$83.00$84.00Nov 6$0.72$0.72$0.2847%2.57$83.72
$86.00$87.00Oct 23$0.51$0.51$0.4962%1.04$86.51
$90.00$91.00Oct 30$0.37$0.37$0.6374%0.59$90.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$82.00$75.00Nov 13$2.66$2.66$4.3456%0.61$79.34
$69.00$68.00Oct 23$0.38$0.38$0.6291%0.61$68.62
$74.00$73.00Oct 30$0.32$0.32$0.6885%0.47$73.68
$80.00$77.50Nov 20$0.95$0.95$1.5563%0.61$79.05
$72.00$71.00Oct 30$0.24$0.24$0.7689%0.32$71.76

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.76, cheapest $0.47)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Oct 9Oct 16$0.4794.1%54.2%
$86.00Oct 9Oct 16$0.4393.5%53.6%
$84.00Oct 9Oct 16$0.5093.9%54.6%
$82.00Oct 9Oct 16$0.5089.3%51.2%
$83.00Oct 9Oct 16$0.5691.7%54.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$85.00Oct 9Oct 16$0.5094.1%54.2%
$86.00Oct 9Oct 16$1.0593.5%53.6%
$84.00Oct 9Oct 16$0.6393.9%54.6%
$82.00Oct 9Oct 16$0.5689.3%51.2%
$83.00Oct 9Oct 16$0.6491.7%54.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 5.29% of stock, avg 8.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$82.00Oct 9$2.70$1.69$4.39$77.61$86.395.29%
$83.00Oct 9$2.18$2.21$4.39$78.61$87.395.29%
$84.00Oct 9$1.79$2.70$4.49$79.51$88.495.41%
$81.00Oct 9$3.38$1.24$4.62$76.38$85.625.57%
$85.00Oct 9$1.41$3.30$4.71$80.29$89.715.68%
$80.00Oct 9$3.90$0.90$4.80$75.20$84.805.79%
$86.00Oct 9$1.08$3.88$4.96$81.04$90.965.98%
$79.00Oct 9$4.80$0.57$5.37$73.63$84.376.47%
$82.50Oct 16$2.97$2.41$5.38$77.12$87.886.48%
$82.00Oct 16$3.20$2.25$5.45$76.55$87.456.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.40% of stock, avg 4.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$88.00$79.00Oct 9$0.59$0.57$1.16$77.84$89.16
$87.00$79.00Oct 9$0.80$0.57$1.37$77.63$88.37
$88.00$80.00Oct 9$0.59$0.90$1.49$78.51$89.49
$87.00$80.00Oct 9$0.80$0.90$1.70$78.30$88.70
$86.00$79.00Oct 9$1.08$0.57$1.65$77.35$87.65
$86.00$80.00Oct 9$1.08$0.90$1.98$78.02$87.98
$95.00$72.50Nov 20$1.12$0.94$2.06$70.44$97.06
$88.00$81.00Oct 9$0.59$1.24$1.83$79.17$89.83
$93.00$70.00Nov 13$1.34$0.57$1.91$68.09$94.91
$87.00$81.00Oct 9$0.80$1.24$2.04$78.96$89.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 182 found (best R:R 5.25, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
68/6989/90Oct 23$0.84$0.1664%5.25$68.16$89.84
68/6990/91Oct 23$0.59$0.4170%1.44$68.41$90.59
71/7293/94Nov 6$0.61$0.3968%1.56$71.39$93.61
73/7490/91Oct 30$0.69$0.3159%2.23$73.31$90.69
68/6992/93Oct 23$0.53$0.4775%1.13$68.47$92.53
68/6993/94Oct 23$0.50$0.5078%1.00$68.50$93.50
70/7189/90Oct 23$0.59$0.4167%1.44$70.41$89.59
72/7389/90Oct 23$0.62$0.3863%1.63$72.38$89.62
71/7290/91Oct 30$0.61$0.3963%1.56$71.39$90.61
77/7889/90Oct 23$0.76$0.2448%3.17$77.24$89.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 100 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$82.50$85.00Nov 20$0.18$2.3217%12.89
$84.00$85.00$86.00Oct 9$0.05$0.9513%19.00
$86.00$87.00$88.00Oct 9$0.07$0.9311%13.29
$87.00$88.00$89.00Oct 9$0.06$0.949%15.67
$77.00$78.00$79.00Oct 9$0.07$0.939%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$77.50$80.00$82.50Nov 20$0.10$2.4017%24.00
$72.50$75.00$77.50Nov 20$0.13$2.3714%18.23
$70.00$72.50$75.00Nov 20$0.14$2.3612%16.86
$81.00$82.00$83.00Oct 9$0.07$0.9315%13.29
$80.00$81.00$82.00Oct 16$0.06$0.9412%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 107 found (best net $-0.25, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$86.00$90.001:2Nov 6-$0.25$3.75
$90.00$91.001:2Oct 9-$0.09$0.91
$94.00$95.001:2Oct 16-$0.07$0.93
$95.00$97.501:2Nov 20-$0.40$2.10
$96.00$97.001:2Oct 9-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$72.50$70.001:2Nov 20-$0.16$2.34
$73.00$70.001:2Nov 13-$0.27$2.73
$72.00$71.001:2Oct 16$0.00$1.00
$70.00$69.001:2Oct 9$0.00$1.00
$83.00$80.001:2Nov 6-$1.19$1.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 74 found (best yield 4.34%, avg 1.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Nov 20$3.600.462.5%4.34%6.79%416.1K
$87.50Nov 20$2.710.385.5%3.27%8.73%11992
$83.00Nov 13$4.100.520.0%4.94%4.98%1--
$90.00Nov 20$1.910.318.5%2.30%10.77%23318.6K
$85.00Nov 6$3.050.462.5%3.68%6.12%52386
$86.00Nov 6$2.640.423.6%3.18%6.83%--12
$83.00Nov 6$3.750.530.0%4.52%4.56%77
$92.50Nov 20$1.400.2411.5%1.69%13.17%131.1K
$84.00Nov 13$3.150.491.2%3.80%5.04%--99
$90.00Nov 13$1.580.298.5%1.90%10.38%14

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 14,151
Total Puts 8,314
Put/Call Ratio 0.59
Net Difference 5,837

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 121,272
Total Puts 48,925
Average Put/Call Ratio 0.65
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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