Tour v531
DAL
DELTA AIR LINES INC
$82.14 -1.00%
$82.29 (+0.18%)🌙
as of 10/08 06:00 PM
◀ 10/8 18:00 ▶

Option Volume

Detail
ℹ
Current (10/08) 86,844
Calls: 40,920 (47%)
Puts: 45,924 (53%)
Prior (10/07) 22,465
Calls: 14,151 (63%)
Puts: 8,314 (37%)
Current vs Prior +286.57%
Calls: +189.17% (Calls)
Puts: +452.37% (Puts)
Prior 7-Day Total 158,816
Calls: 107,391 (68%)
Puts: 51,425 (32%)
Prior 7-Day Average 22,688
Calls: 15,341 (68%)
Puts: 7,346 (32%)
Current vs Prior 7-Day Avg +282.78%
Calls: +166.73%
Puts: +525.12%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/08) $12.55M
Calls: $6.99M (56%)
Puts: $5.55M (44%)
Prior (10/07) $3.91M
Calls: $2.63M (67%)
Puts: $1.28M (33%)
Current vs Prior +220.80%
Calls: +165.44%
Puts: +335.14%
Prior 7-Day Total $35.75M
Calls: $25.87M (72%)
Puts: $9.89M (28%)
Prior 7-Day Average $5.11M
Calls: $3.70M (72%)
Puts: $1.41M (28%)
Current vs Prior 7-Day Avg +145.64%
Calls: +89.27%
Puts: +293.11%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/08) 1.12
Prior (10/07) 0.59
Current vs Prior +91.02%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +59.70%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/08) 520,042
Calls: 333,069 (64%)
Puts: 186,973 (36%)
Prior (10/07) 507,708
Calls: 325,134 (64%)
Puts: 182,574 (36%)
Current vs Prior +2.43%
Prior 7-Day Total 3,259,439
Calls: 2,137,440 (66%)
Puts: 1,121,999 (34%)
Prior 7-Day Average 465,634
Calls: 305,348 (66%)
Puts: 160,285 (34%)
Current vs Prior 7-Day Avg +11.68%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 5.00% | 7.26%7.26% | 12.52%
Prior 5.92% | 7.01%7.01% | 12.57%
Current vs Prior -15.45% | +3.44%+3.44% | -0.44%
Prior 7-Day Avg 5.07% | 7.69%8.02% | 13.24%
Current vs 7-Day Avg -1.22% | -5.63%-9.49% | -5.46%
Prior 7-Day Eod 5.92% | 7.01%7.01% | 12.57%
Current vs 7-Day Eod -15.45% | +3.44%+3.44% | -0.44%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.32% | 11.31%
Calls: 14.66% | 8.97%
Puts: 13.99% | 13.65%
Prior 46.80% | 9.96%
Calls: 43.59% | 10.91%
Puts: 50.00% | 9.01%
Current vs Prior -69.40% | +13.55%
Prior 7-Day Avg 46.80% | 9.96%
Calls: 43.59% | 10.91%
Puts: 50.00% | 9.01%
Current vs 7-Day Avg -69.40% | +13.55%
Liquidity Expensive
+
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🤖 AI Insights

Massive premium surge with dollar volume up 221% vs prior. Dollar volume significantly above 7-day average (146% higher). Unusually high activity with volume up 287% vs prior - elevated interest. Volume explosion - 283% above 7-day average (86,844 vs avg 22,688).

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 NEUTRAL
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 9 of results (avg 6.5%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 93.053.15$3.103.2%5530.70520
$83.00Oct 91.431.49$1.464.1%1.4K0.44568
$80.00Nov 205.555.90$5.736.1%2280.601.5K
$81.00Oct 92.322.49$2.417.1%4110.62173
$87.50Nov 202.312.52$2.428.7%720.34992
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 205.755.95$5.853.4%1700.57584
$82.00Oct 91.581.70$1.647.3%1.1K0.47541
$79.00Oct 161.201.31$1.258.8%2040.30173

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.45, cheapest $0.08)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 90.760.85$0.8111.1%2.1K0.291.8K
$87.50Oct 160.710.81$0.7613.2%1.3K0.2254.6K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Oct 90.070.08$0.0812.5%2.4K0.04474
$76.00Oct 90.120.14$0.1315.4%2.7K0.071.6K
$78.00Oct 90.330.38$0.3613.9%7.8K0.151.4K
$79.00Oct 90.530.59$0.5610.7%1.6K0.22901

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 103 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Oct 1611.2012.90$12.0514.1%401.00119
$66.00Oct 914.6016.90$15.7514.6%11.002
$70.00Oct 910.8513.15$12.0019.2%--0.9964
$73.00Oct 97.709.95$8.8225.5%10.984
$74.00Oct 96.858.75$7.8024.4%130.9714
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Oct 98.0011.50$9.7535.9%21.002
$93.00Oct 99.0012.35$10.6831.4%--1.0016
$96.00Oct 912.0515.90$13.9827.5%11.00--
$97.00Oct 913.0016.90$14.9526.1%11.002
$98.00Oct 915.4517.40$16.4211.9%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 255 active (total vol 77.6K, top 7.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Oct 91.752.00$1.8813.3%4.2K0.53924
$86.00Oct 90.450.57$0.5123.5%2.4K0.216.8K
$82.00Oct 162.502.77$2.6410.2%2.1K0.52338
$85.00Oct 90.760.85$0.8111.1%2.1K0.291.8K
$88.00Oct 160.550.70$0.6323.8%1.8K0.192.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Oct 90.330.38$0.3613.9%7.8K0.151.4K
$77.00Oct 90.160.25$0.2142.9%3.1K0.10379
$76.00Oct 90.120.14$0.1315.4%2.7K0.071.6K
$75.00Oct 90.070.08$0.0812.5%2.4K0.04474
$79.00Oct 90.530.59$0.5610.7%1.6K0.22901

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 115.1%, max 182.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 9Nov 20110.0%38.9%182.8%7812.0K
$79.00Oct 9Oct 30105.6%37.6%180.8%73117
$85.00Oct 9Nov 20111.6%41.6%168.5%3.2K7.9K
$86.00Oct 9Nov 13106.6%41.4%157.7%2.4K6.8K
$84.00Oct 9Nov 13110.3%42.9%157.4%1.2K1.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 9Nov 20110.0%38.9%182.8%1.7K2.2K
$85.00Oct 9Nov 20111.6%41.6%168.5%3651.4K
$84.00Oct 9Nov 13110.3%42.9%157.4%255923
$82.00Oct 9Nov 13106.0%43.9%141.4%1.2K551
$79.00Oct 9Nov 13105.6%48.6%117.3%1.6K902

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 1.23, avg 2.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$73.00$75.00Oct 16$1.08$0.92$1.0893%0.85$74.08
$76.00$79.00Oct 23$1.52$1.48$1.5281%0.97$77.52
$75.00$77.50Nov 20$1.10$1.40$1.1077%1.27$76.10
$75.00$76.00Oct 9$0.28$0.72$0.2896%2.57$75.28
$75.00$77.00Nov 13$0.88$1.12$0.8878%1.27$75.88
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$97.50$95.00Nov 20$1.12$1.38$1.1289%1.23$96.38
$88.00$87.00Oct 9$0.57$0.43$0.5789%0.75$87.43
$86.00$85.00Oct 30$0.35$0.65$0.3564%1.86$85.65
$85.00$84.00Nov 6$0.27$0.73$0.2758%2.70$84.73
$91.00$90.00Oct 16$0.63$0.37$0.6390%0.59$90.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 89 found (best R:R 7.33, avg 0.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$89.00$90.00Nov 6$0.69$0.69$0.3171%2.23$89.69
$87.00$88.00Nov 6$0.71$0.71$0.2964%2.45$87.71
$83.00$84.00Nov 13$0.80$0.80$0.2050%4.00$83.80
$91.00$92.00Oct 30$0.42$0.42$0.5879%0.72$91.42
$87.00$88.00Nov 13$0.56$0.56$0.4463%1.27$87.56
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$80.00$79.00Oct 30$0.88$0.88$0.1259%7.33$79.12
$78.00$77.00Oct 23$0.72$0.72$0.2871%2.57$77.28
$71.00$70.00Nov 6$0.55$0.55$0.4585%1.22$70.45
$77.00$76.00Nov 13$0.71$0.71$0.2970%2.45$76.29
$81.00$80.00Oct 23$0.83$0.83$0.1758%4.88$80.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.87, cheapest $0.58)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$84.00Oct 9Oct 16$0.58110.3%51.3%
$83.00Oct 9Oct 16$0.62109.7%51.5%
$80.00Oct 9Oct 16$0.58110.0%52.1%
$81.00Oct 9Oct 16$0.68107.6%53.6%
$82.00Oct 9Oct 16$0.76106.0%52.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$84.00Oct 9Oct 16$0.82110.3%51.3%
$83.00Oct 9Oct 16$0.86109.7%51.5%
$80.00Oct 9Oct 16$0.67110.0%52.1%
$81.00Oct 9Oct 16$0.84107.6%53.6%
$82.00Oct 9Oct 16$0.82106.0%52.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 4.29% of stock, avg 8.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$82.00Oct 9$1.88$1.64$3.52$78.48$85.524.29%
$81.00Oct 9$2.41$1.22$3.63$77.37$84.634.42%
$83.00Oct 9$1.46$2.23$3.69$79.31$86.694.49%
$84.00Oct 9$1.09$2.88$3.97$80.03$87.974.83%
$80.00Oct 9$3.10$0.90$4.00$76.00$84.004.87%
$85.00Oct 9$0.81$3.70$4.51$80.49$89.515.49%
$79.00Oct 9$3.97$0.56$4.53$74.47$83.535.51%
$78.00Oct 9$4.65$0.36$5.01$72.99$83.016.10%
$86.00Oct 9$0.51$4.58$5.09$80.91$91.096.20%
$82.00Oct 16$2.64$2.46$5.10$76.90$87.106.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.88% of stock, avg 5.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$87.00$78.00Oct 9$0.36$0.36$0.72$77.28$87.72
$86.00$78.00Oct 9$0.51$0.36$0.87$77.13$86.87
$87.00$79.00Oct 9$0.36$0.56$0.92$78.08$87.92
$86.00$79.00Oct 9$0.51$0.56$1.07$77.93$87.07
$85.00$78.00Oct 9$0.81$0.36$1.17$76.83$86.17
$87.00$80.00Oct 9$0.36$0.90$1.26$78.74$88.26
$85.00$79.00Oct 9$0.81$0.56$1.37$77.63$86.37
$86.00$80.00Oct 9$0.51$0.90$1.41$78.59$87.41
$85.00$80.00Oct 9$0.81$0.90$1.71$78.29$86.71
$84.00$78.00Oct 9$1.09$0.36$1.45$76.55$85.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 106 found (best R:R 3.55, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
72/7389/90Oct 23$0.78$0.2265%3.55$72.22$89.78
70/7194/95Nov 6$0.74$0.2667%2.85$70.26$94.74
76/7794/95Nov 6$0.87$0.1352%6.69$76.13$94.87
70/7194/95Oct 30$0.73$0.2766%2.70$70.27$94.73
70/7192/93Nov 6$0.69$0.3167%2.23$70.31$92.69
75/7689/90Nov 6$0.90$0.1045%9.00$75.10$89.90
72/7388/89Oct 23$0.74$0.2660%2.85$72.26$88.74
76/7792/93Nov 6$0.82$0.1852%4.56$76.18$92.82
72/7387/88Oct 23$0.76$0.2456%3.17$72.24$87.76
77/7891/92Oct 30$0.81$0.1946%4.26$77.19$91.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$92.50$95.00Nov 20$0.08$2.4212%30.25
$70.00$72.50$75.00Nov 20$0.11$2.3911%21.73
$83.00$84.00$85.00Oct 9$0.09$0.9116%10.11
$85.00$87.50$90.00Nov 20$0.22$2.2816%10.36
$81.00$82.00$83.00Oct 9$0.11$0.8918%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$82.50$85.00$87.50Nov 20$0.08$2.4216%30.25
$80.00$82.50$85.00Nov 20$0.18$2.3217%12.89
$82.00$83.00$84.00Oct 9$0.06$0.9417%15.67
$84.00$85.00$86.00Oct 9$0.06$0.9415%15.67
$77.00$78.00$79.00Oct 9$0.05$0.9512%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. 96 found (best net $-0.70, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$74.00$80.001:2Nov 6-$0.70$5.30
$92.50$95.001:2Nov 20-$0.34$2.16
$85.00$86.001:2Oct 9-$0.21$0.79
$88.00$89.001:2Oct 9-$0.07$0.93
$96.00$97.001:2Oct 9$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$78.00$77.001:2Oct 9-$0.06$0.94
$78.00$77.001:2Oct 23-$0.21$0.79
$77.00$76.001:2Oct 9-$0.05$0.95
$71.00$70.001:2Oct 16$0.00$1.00
$80.00$79.001:2Oct 9-$0.22$0.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 78 found (best yield 3.71%, avg 1.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Nov 20$3.050.423.5%3.71%7.20%1.1K6.1K
$82.50Nov 20$3.950.510.4%4.81%5.25%530924
$87.50Nov 20$2.310.346.5%2.81%9.34%72992
$84.00Nov 13$3.250.462.3%3.96%6.22%--99
$85.00Nov 13$2.570.443.5%3.13%6.61%7--
$86.00Nov 13$2.300.394.7%2.80%7.50%253
$90.00Nov 20$1.620.279.6%1.97%11.54%83818.7K
$87.00Nov 13$1.870.375.9%2.28%8.19%8--
$83.00Nov 13$3.200.501.1%3.90%4.94%61
$84.00Nov 6$2.750.452.3%3.35%5.61%188

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 40,920
Total Puts 45,924
Put/Call Ratio 1.12
Net Difference -5,004

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 107,391
Total Puts 51,425
Average Put/Call Ratio 0.70
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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