Tour v531
DAL
DELTA AIR LINES INC
$81.54 -0.74%
◀ 10/9 15:11 ▶

Option Volume

Detail
ℹ
Current (10/09) 126,881
Calls: 92,760 (73%)
Puts: 34,121 (27%)
Prior (10/08) 86,844
Calls: 40,920 (47%)
Puts: 45,924 (53%)
Current vs Prior +46.10%
Calls: +126.69% (Calls)
Puts: -25.70% (Puts)
Prior 7-Day Total 236,157
Calls: 142,372 (60%)
Puts: 93,785 (40%)
Prior 7-Day Average 33,736
Calls: 20,338 (60%)
Puts: 13,397 (40%)
Current vs Prior 7-Day Avg +276.09%
Calls: +356.07%
Puts: +154.68%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09) $15.35M
Calls: $11.53M (75%)
Puts: $3.82M (25%)
Prior (10/08) $12.55M
Calls: $6.99M (56%)
Puts: $5.55M (44%)
Current vs Prior +22.37%
Calls: +64.87%
Puts: -31.17%
Prior 7-Day Total $45.15M
Calls: $30.15M (67%)
Puts: $15.00M (33%)
Prior 7-Day Average $6.45M
Calls: $4.31M (67%)
Puts: $2.14M (33%)
Current vs Prior 7-Day Avg +138.03%
Calls: +167.75%
Puts: +78.31%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09) 0.37
Prior (10/08) 1.12
Current vs Prior -67.22%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -52.68%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09) 558,256
Calls: 347,461 (62%)
Puts: 210,795 (38%)
Prior (10/08) 520,042
Calls: 333,069 (64%)
Puts: 186,973 (36%)
Current vs Prior +7.35%
Prior 7-Day Total 3,283,081
Calls: 2,147,735 (65%)
Puts: 1,135,346 (35%)
Prior 7-Day Average 469,011
Calls: 306,819 (65%)
Puts: 162,192 (35%)
Current vs Prior 7-Day Avg +19.03%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 1.61% | 4.94%4.94% | 11.26%
Prior 5.00% | 7.26%7.26% | 12.52%
Current vs Prior -67.89% | -31.88%-31.88% | -10.04%
Prior 7-Day Avg 5.21% | 7.57%7.77% | 13.01%
Current vs 7-Day Avg -69.18% | -34.69%-36.41% | -13.46%
Prior 7-Day Eod 5.00% | 7.26%7.26% | 12.52%
Current vs 7-Day Eod -67.89% | -31.88%-31.88% | -10.04%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 56.34% | 7.25%
Calls: 47.06% | 3.66%
Puts: 65.62% | 10.85%
Prior 14.32% | 11.31%
Calls: 14.66% | 8.97%
Puts: 13.99% | 13.65%
Current vs Prior +293.44% | -35.90%
Prior 7-Day Avg 42.16% | 10.15%
Calls: 39.46% | 10.63%
Puts: 44.86% | 9.67%
Current vs 7-Day Avg +33.63% | -28.59%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($11.53M) vs puts ($3.82M). Dollar volume significantly above 7-day average (138% higher). Volume explosion - 276% above 7-day average (126,881 vs avg 33,736). Extreme bullish P/C ratio of 0.37 - heavy call buying (92,760 calls vs 34,121 puts).

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 NEUTRAL
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 27 of results (avg 7.0%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Oct 161.401.44$1.422.8%11.2K0.451.8K
$81.00Oct 161.871.94$1.913.7%8.4K0.54183
$80.00Nov 204.704.95$4.835.2%2280.581.5K
$85.00Oct 160.530.56$0.555.5%6.3K0.218.5K
$82.50Nov 203.453.65$3.555.6%2330.481.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 205.755.90$5.832.6%1390.61519
$82.50Nov 204.254.45$4.354.6%3410.52864
$77.50Nov 202.072.20$2.136.1%890.32453
$80.00Nov 203.003.20$3.106.5%4690.421.2K
$80.00Oct 161.031.10$1.076.5%1.2K0.372.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.71, cheapest $0.21)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Oct 160.190.23$0.2119.0%7980.1055.0K
$85.00Oct 160.530.56$0.555.5%6.3K0.218.5K
$84.00Oct 160.760.82$0.797.6%1.0K0.291.9K
$92.50Nov 200.780.84$0.817.4%990.161.2K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Oct 160.680.76$0.7211.1%4550.28277
$77.00Oct 230.710.85$0.7817.9%8350.2262
$76.00Oct 300.871.04$0.9617.7%160.2279
$72.50Nov 200.820.94$0.8813.6%5720.161.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 115 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Oct 910.4512.05$11.2514.2%521.0064
$71.00Oct 99.1511.05$10.1018.8%11.002
$72.00Oct 98.2510.00$9.1319.2%21.005
$73.00Oct 97.259.10$8.1822.6%41.004
$74.00Oct 96.707.75$7.2314.5%141.0027
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Oct 910.9012.75$11.8315.6%--1.0016
$90.00Oct 97.909.65$8.7819.9%430.9951
$91.00Oct 98.9010.85$9.8819.7%30.9923
$92.00Oct 99.8512.20$11.0221.3%10.991
$89.00Oct 96.958.35$7.6518.3%50.9917

Most actively traded options today. High liquidity = easy entry/exit. 276 active (total vol 118.6K, top 11.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 201.141.24$1.198.4%11.4K0.2219.0K
$82.00Oct 161.401.44$1.422.8%11.2K0.451.8K
$85.00Nov 202.452.64$2.557.5%10.5K0.385.7K
$81.00Oct 161.871.94$1.913.7%8.4K0.54183
$82.00Oct 90.080.20$0.1485.7%7.7K0.283.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 90.010.03$0.02100.0%3.4K0.051.5K
$79.00Oct 90.000.10$0.05200.0%2.9K0.071.3K
$78.00Oct 90.000.01$0.01100.0%2.9K0.016.6K
$81.00Oct 90.050.17$0.11109.1%1.7K0.25826
$77.00Oct 90.000.01$0.01100.0%1.3K0.012.6K

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 86.1%, max 144.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$81.00Oct 9Nov 1384.0%34.4%144.4%3.1K451
$82.00Oct 9Nov 1392.0%37.7%144.0%7.8K3.3K
$82.50Oct 16Nov 2041.3%37.1%11.4%4103.2K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$81.00Oct 9Nov 1384.0%34.4%144.4%1.7K830
$82.00Oct 9Nov 1392.0%37.7%144.0%680964
$82.50Oct 16Nov 2041.3%37.1%11.4%3941.9K
$77.50Oct 16Nov 2035.9%34.8%3.2%3041.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 1.86, avg 2.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$76.00$77.00Oct 23$0.35$0.65$0.3584%1.86$76.35
$77.50$80.00Nov 20$1.27$1.23$1.2768%0.97$78.77
$75.00$76.00Nov 6$0.50$0.50$0.5080%1.00$75.50
$79.00$80.00Nov 6$0.35$0.65$0.3563%1.86$79.35
$81.00$82.00Oct 30$0.25$0.75$0.2553%3.00$81.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$89.00$88.00Oct 16$0.53$0.47$0.5394%0.89$88.47
$88.00$87.00Oct 30$0.50$0.50$0.5079%1.00$87.50
$86.00$85.00Oct 30$0.47$0.53$0.4772%1.13$85.53
$90.00$89.00Oct 30$0.63$0.37$0.6385%0.59$89.37
$78.00$77.00Nov 13$0.16$0.84$0.1634%5.25$77.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 93 found (best R:R 1.94, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$96.00Nov 13$0.67$0.67$3.3381%0.20$92.67
$85.00$86.00Nov 6$0.49$0.49$0.5164%0.96$85.49
$95.00$96.00Nov 6$0.25$0.25$0.7587%0.33$95.25
$88.00$89.00Nov 6$0.31$0.31$0.6977%0.45$88.31
$82.00$83.00Nov 13$0.57$0.57$0.4352%1.33$82.57
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$68.00$67.00Oct 9$0.66$0.66$0.3487%1.94$67.34
$67.00$66.00Oct 9$0.40$0.40$0.6093%0.67$66.60
$67.00$66.00Oct 23$0.40$0.40$0.6092%0.67$66.60
$81.00$80.00Oct 30$0.63$0.63$0.3753%1.70$80.37
$80.00$78.00Nov 13$0.91$0.91$1.0957%0.83$79.09

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.09, cheapest $1.95)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.50Oct 16Nov 20$2.2341.3%37.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.50Oct 16Nov 20$1.9541.3%37.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 0.94% of stock, avg 7.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$82.00Oct 9$0.14$0.63$0.77$81.23$82.770.94%
$81.00Oct 9$0.68$0.11$0.79$80.21$81.790.97%
$80.00Oct 9$1.48$0.02$1.50$78.50$81.501.84%
$83.00Oct 9$0.03$1.51$1.54$81.46$84.541.89%
$84.00Oct 9$0.01$2.51$2.52$81.48$86.523.09%
$79.00Oct 9$2.54$0.05$2.59$76.41$81.593.18%
$80.00Oct 16$2.37$1.07$3.44$76.56$83.444.22%
$81.00Oct 16$1.91$1.56$3.47$77.53$84.474.26%
$82.00Oct 16$1.42$2.12$3.54$78.46$85.544.34%
$78.00Oct 9$3.60$0.01$3.61$74.39$81.614.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.10% of stock, avg 4.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$83.00$79.00Oct 9$0.03$0.05$0.08$78.92$83.08
$83.00$81.00Oct 9$0.03$0.11$0.14$80.86$83.14
$82.00$79.00Oct 9$0.14$0.05$0.19$78.81$82.19
$82.00$81.00Oct 9$0.14$0.11$0.25$80.75$82.25
$83.00$67.00Oct 9$0.03$0.41$0.44$66.56$83.44
$82.00$67.00Oct 9$0.14$0.41$0.55$66.45$82.55
$85.00$77.50Oct 16$0.55$0.37$0.92$76.58$85.92
$97.00$79.00Oct 9$0.87$0.05$0.92$78.08$97.92
$85.00$78.00Oct 16$0.55$0.46$1.01$76.99$86.01
$97.00$81.00Oct 9$0.87$0.11$0.98$80.02$97.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 163 found (best R:R 3.35, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
67/6882/83Oct 9$0.77$0.2359%3.35$67.23$82.77
66/6786/87Oct 23$0.67$0.3369%2.03$66.33$86.67
66/6789/90Oct 23$0.51$0.4980%1.04$66.49$89.51
66/6785/86Oct 23$0.66$0.3463%1.94$66.34$85.66
66/6784/85Oct 23$0.70$0.3058%2.33$66.30$84.70
66/6787/88Oct 23$0.50$0.5074%1.00$66.50$87.50
71/7295/96Nov 6$0.46$0.5473%0.85$71.54$95.46
77/7895/96Nov 6$0.62$0.3854%1.63$77.38$95.62
66/6782/83Oct 9$0.51$0.4965%1.04$66.49$82.51
69/7095/96Nov 6$0.38$0.6277%0.61$69.62$95.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 2.85, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$81.00$82.00Oct 9$0.26$0.7468%2.85
$81.00$82.00$83.00Oct 9$0.43$0.5769%1.33
$82.00$83.00$84.00Oct 9$0.09$0.9126%10.11
$82.50$85.00$87.50Nov 20$0.21$2.2918%10.90
$90.00$92.50$95.00Nov 20$0.10$2.4011%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$81.00$82.00$83.00Oct 9$0.36$0.6468%1.78
$85.00$87.50$90.00Nov 20$0.14$2.3616%16.86
$80.00$81.00$82.00Oct 9$0.43$0.5767%1.33
$80.00$82.50$85.00Nov 20$0.23$2.2719%9.87
$80.00$81.00$82.00Oct 16$0.07$0.9319%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. 119 found (best net $-3.13, 108 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$71.00$76.001:2Nov 13-$3.13$1.87
$76.00$80.001:2Nov 13-$1.63$2.37
$79.00$80.001:2Oct 9-$0.42$0.58
$70.00$75.001:2Nov 20-$3.92$1.08
$92.50$95.001:2Nov 20-$0.25$2.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Oct 23-$4.26$0.74
$84.00$83.001:2Oct 9-$0.51$0.49
$75.00$72.501:2Nov 20-$0.36$2.14
$72.50$70.001:2Nov 20-$0.24$2.26
$73.00$71.001:2Nov 13-$0.21$1.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 4.23%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.50Nov 20$3.450.481.2%4.23%5.41%2331.4K
$85.00Nov 20$2.450.384.2%3.00%7.25%10.5K5.7K
$87.50Nov 20$1.690.307.3%2.07%9.38%165994
$82.00Nov 13$3.150.480.6%3.86%4.43%5562
$82.00Nov 6$3.100.490.6%3.80%4.37%11857
$83.00Nov 6$2.660.441.8%3.26%5.05%6912
$84.00Nov 6$2.260.403.0%2.77%5.79%10589
$84.00Nov 13$2.220.403.0%2.72%5.74%8999
$85.00Nov 6$1.890.354.2%2.32%6.56%24552
$90.00Nov 20$1.140.2210.4%1.40%11.77%11.4K19.0K

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 92,760
Total Puts 34,121
Put/Call Ratio 0.37
Net Difference 58,639

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 142,372
Total Puts 93,785
Average Put/Call Ratio 0.78
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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