Tour v531
DAL
DELTA AIR LINES INC
$80.11 -2.51%
$80.16 (+0.06%)🌙
as of 10/12 06:00 PM
◀ 10/12 18:00 ▶

Option Volume

Detail
ℹ
Current (10/12) 27,474
Calls: 18,181 (66%)
Puts: 9,293 (34%)
Prior (10/09) 126,881
Calls: 92,760 (73%)
Puts: 34,121 (27%)
Current vs Prior -78.35%
Calls: -80.40% (Calls)
Puts: -72.76% (Puts)
Prior 7-Day Total 350,878
Calls: 230,159 (66%)
Puts: 120,719 (34%)
Prior 7-Day Average 50,125
Calls: 32,879 (66%)
Puts: 17,245 (34%)
Current vs Prior 7-Day Avg -45.19%
Calls: -44.70%
Puts: -46.11%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/12) $4.51M
Calls: $2.64M (59%)
Puts: $1.87M (41%)
Prior (10/09) $15.35M
Calls: $11.53M (75%)
Puts: $3.82M (25%)
Current vs Prior -70.65%
Calls: -77.12%
Puts: -51.14%
Prior 7-Day Total $57.66M
Calls: $39.76M (69%)
Puts: $17.90M (31%)
Prior 7-Day Average $8.24M
Calls: $5.68M (69%)
Puts: $2.56M (31%)
Current vs Prior 7-Day Avg -45.30%
Calls: -53.55%
Puts: -26.99%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 0.51
Prior (10/09) 0.37
Current vs Prior +38.96%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -18.02%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/12) 526,490
Calls: 335,860 (64%)
Puts: 190,630 (36%)
Prior (10/09) 558,256
Calls: 347,461 (62%)
Puts: 210,795 (38%)
Current vs Prior -5.69%
Prior 7-Day Total 3,583,325
Calls: 2,294,046 (64%)
Puts: 1,289,279 (36%)
Prior 7-Day Average 511,903
Calls: 327,720 (64%)
Puts: 184,182 (36%)
Current vs Prior 7-Day Avg +2.85%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 4.04% | 5.80%4.04% | 10.69%
Prior 1.61% | 4.94%4.94% | 11.26%
Current vs Prior +151.74% | +17.44%-18.17% | -5.09%
Prior 7-Day Avg 4.98% | 7.15%7.26% | 12.62%
Current vs 7-Day Avg -18.76% | -18.77%-44.29% | -15.32%
Prior 7-Day Eod 1.61% | 4.94%4.94% | 11.26%
Current vs 7-Day Eod +151.74% | +17.44%-18.17% | -5.09%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 61.61% | 22.29%
Calls: 31.03% | 18.07%
Puts: 92.19% | 26.50%
Prior 56.34% | 7.25%
Calls: 47.06% | 3.66%
Puts: 65.62% | 10.85%
Current vs Prior +9.35% | +207.45%
Prior 7-Day Avg 43.52% | 9.77%
Calls: 39.95% | 9.60%
Puts: 47.09% | 9.94%
Current vs 7-Day Avg +41.56% | +128.25%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 78% vs prior. Bullish P/C ratio of 0.51. P/C ratio rising 39% - 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 13 of results (avg 6.8%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Nov 202.562.67$2.624.2%3100.411.4K
$85.00Nov 201.741.83$1.795.0%3750.3210.3K
$80.00Nov 203.553.80$3.686.8%2320.521.5K
$77.50Nov 204.955.30$5.136.8%20.63286
$75.00Nov 206.557.15$6.858.8%220.7396
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Nov 203.353.50$3.434.4%6030.481.3K
$82.50Nov 204.755.00$4.885.1%1180.58801
$77.50Nov 202.282.40$2.345.1%930.37483
$85.00Oct 305.756.15$5.956.7%30.7693
$81.00Nov 133.603.90$3.758.0%660.545

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.64, cheapest $0.38)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Oct 160.350.40$0.3813.2%4.2K0.20612
$82.00Oct 160.500.60$0.5518.2%1.3K0.289.5K
$81.00Oct 160.810.92$0.8712.6%1.2K0.388.2K
$90.00Nov 200.710.85$0.7817.9%930.1718.6K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Oct 160.780.95$0.8719.5%3160.38548
$75.00Oct 230.370.45$0.4119.5%210.15281

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 93 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 1614.3516.30$15.3312.7%21.0021
$67.00Oct 1612.4014.10$13.2512.8%51.00--
$68.00Oct 1611.6013.30$12.4513.7%11.00--
$69.00Oct 1610.3513.05$11.7023.1%41.00--
$70.00Oct 169.5011.45$10.4818.6%41.00128
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 1613.5515.65$14.6014.4%10.9916
$91.00Oct 169.3511.75$10.5522.7%--0.9946
$92.00Oct 1610.5012.85$11.6820.1%10.991
$92.50Oct 1611.5013.35$12.4314.9%20.99118
$90.00Oct 168.1011.55$9.8235.1%10.98160

Most actively traded options today. High liquidity = easy entry/exit. 214 active (total vol 20.8K, top 4.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Oct 160.350.40$0.3813.2%4.2K0.20612
$82.00Oct 160.500.60$0.5518.2%1.3K0.289.5K
$81.00Oct 160.810.92$0.8712.6%1.2K0.388.2K
$85.00Oct 160.110.15$0.1330.8%7340.0811.6K
$84.00Oct 160.210.26$0.2420.8%5350.142.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 161.161.51$1.3426.1%6550.503.1K
$80.00Nov 203.353.50$3.434.4%6030.481.3K
$74.00Oct 160.030.09$0.06100.0%4690.04498
$75.00Nov 201.481.62$1.559.0%3980.271.4K
$82.00Oct 162.452.83$2.6414.4%3840.72981

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 16.0%, max 24.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 16Nov 2040.5%32.4%24.7%4643.8K
$79.00Oct 16Nov 1339.0%32.8%19.0%230
$78.00Oct 16Nov 1339.0%33.0%18.0%2233
$77.50Oct 16Nov 2038.6%33.3%16.1%59651
$83.00Oct 16Nov 1341.7%36.1%15.5%4.3K621
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 16Nov 2040.5%32.4%24.7%1.3K4.5K
$79.00Oct 16Nov 1339.0%32.8%19.0%501554
$78.00Oct 16Nov 1339.0%33.0%18.0%381677
$77.50Oct 16Nov 2038.6%33.3%16.1%2291.6K
$83.00Oct 16Nov 1341.7%36.1%15.5%309634

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 107 found (best R:R 2.45, avg 3.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$83.00$84.00Nov 13$0.17$0.83$0.1737%4.88$83.17
$80.00$81.00Oct 23$0.29$0.71$0.2950%2.45$80.29
$80.00$81.00Oct 30$0.32$0.68$0.3251%2.13$80.32
$78.00$79.00Nov 13$0.44$0.56$0.4461%1.27$78.44
$82.00$83.00Nov 6$0.27$0.73$0.2741%2.70$82.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$85.00$84.00Oct 23$0.29$0.71$0.2980%2.45$84.71
$85.00$84.00Nov 6$0.20$0.80$0.2072%4.00$84.80
$88.00$87.00Oct 30$0.50$0.50$0.5086%1.00$87.50
$83.00$82.00Nov 13$0.25$0.75$0.2562%3.00$82.75
$84.00$83.00Oct 30$0.40$0.60$0.4071%1.50$83.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 0.31, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$93.00Oct 30$0.41$0.41$0.5986%0.69$92.41
$87.00$88.00Oct 30$0.31$0.31$0.6981%0.45$87.31
$89.00$90.00Nov 6$0.26$0.26$0.7485%0.35$89.26
$83.00$84.00Oct 23$0.36$0.36$0.6470%0.56$83.36
$93.00$94.00Oct 16$0.13$0.13$0.8794%0.15$93.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$67.00$65.00Oct 23$0.47$0.47$1.5391%0.31$66.53
$80.00$79.00Nov 13$0.67$0.67$0.3351%2.03$79.33
$78.00$77.00Oct 30$0.48$0.48$0.5263%0.92$77.52
$70.00$65.00Nov 13$0.31$0.31$4.6990%0.07$69.69
$78.00$77.00Nov 6$0.47$0.47$0.5362%0.89$77.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.75, cheapest $0.71)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$79.00Oct 16Oct 23$0.7439.0%35.6%
$80.00Oct 16Oct 23$0.6940.5%38.1%
$81.00Oct 16Oct 23$0.8539.8%40.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$79.00Oct 16Oct 23$0.7139.0%35.6%
$80.00Oct 16Oct 23$0.7840.5%38.1%
$81.00Oct 16Oct 23$0.7239.8%40.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 3.32% of stock, avg 7.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$80.00Oct 16$1.32$1.34$2.66$77.34$82.663.32%
$79.00Oct 16$1.84$0.87$2.71$76.29$81.713.38%
$81.00Oct 16$0.87$1.92$2.79$78.21$83.793.48%
$78.00Oct 16$2.55$0.53$3.08$74.92$81.083.84%
$82.00Oct 16$0.55$2.64$3.19$78.81$85.193.98%
$77.50Oct 16$2.99$0.40$3.39$74.11$80.894.23%
$82.50Oct 16$0.43$2.99$3.42$79.08$85.924.27%
$77.00Oct 16$3.38$0.31$3.69$73.31$80.694.61%
$83.00Oct 16$0.38$3.45$3.83$79.17$86.834.78%
$80.00Oct 23$2.01$2.12$4.13$75.87$84.135.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.69% of stock, avg 3.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$84.00$77.00Oct 16$0.24$0.31$0.55$76.45$84.55
$84.00$77.50Oct 16$0.24$0.40$0.64$76.86$84.64
$83.00$77.00Oct 16$0.38$0.31$0.69$76.31$83.69
$82.50$77.00Oct 16$0.43$0.31$0.74$76.26$83.24
$83.00$77.50Oct 16$0.38$0.40$0.78$76.72$83.78
$82.50$77.50Oct 16$0.43$0.40$0.83$76.67$83.33
$84.00$78.00Oct 16$0.24$0.53$0.77$77.23$84.77
$82.00$77.00Oct 16$0.55$0.31$0.86$76.14$82.86
$83.00$78.00Oct 16$0.38$0.53$0.91$77.09$83.91
$82.50$78.00Oct 16$0.43$0.53$0.96$77.04$83.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 1.50, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
73/7492/93Oct 30$0.60$0.4069%1.50$73.40$92.60
72/7392/93Oct 30$0.55$0.4573%1.22$72.45$92.55
74/7592/93Oct 30$0.60$0.4065%1.50$74.40$92.60
75/7692/93Oct 30$0.63$0.3760%1.70$75.37$92.63
76/7792/93Oct 30$0.66$0.3455%1.94$76.34$92.66
74/7589/90Nov 6$0.56$0.4461%1.27$74.44$89.56
73/7487/88Oct 30$0.50$0.5064%1.00$73.50$87.50
72/7387/88Oct 30$0.45$0.5568%0.82$72.55$87.45
65/6786/87Oct 23$0.61$1.3976%0.44$66.39$86.61
76/7785/86Nov 13$0.76$0.2435%3.17$76.24$85.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 102 found (best R:R 21.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$85.00$87.50$90.00Nov 20$0.11$2.3915%21.73
$79.00$80.00$81.00Oct 16$0.07$0.9324%13.29
$90.00$92.50$95.00Nov 20$0.06$2.449%40.67
$80.00$82.50$85.00Nov 20$0.23$2.2720%9.87
$75.00$77.50$80.00Nov 20$0.27$2.2322%8.26
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$72.50$75.00$77.50Nov 20$0.18$2.3219%12.89
$80.00$82.50$85.00Nov 20$0.20$2.3020%11.50
$79.00$80.00$81.00Oct 16$0.11$0.8924%8.09
$70.00$72.50$75.00Nov 20$0.19$2.3116%12.16
$75.00$76.00$77.00Oct 16$0.05$0.9511%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. 119 found (best net $-1.96, 108 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$73.00$77.001:2Oct 30-$1.61$2.39
$70.00$75.001:2Nov 20-$2.65$2.35
$87.50$90.001:2Nov 20-$0.33$2.17
$92.50$95.001:2Nov 20-$0.12$2.38
$81.00$82.001:2Oct 16-$0.23$0.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$88.001:2Oct 23-$1.96$5.04
$94.00$87.001:2Nov 13-$1.86$5.14
$72.50$70.001:2Nov 20-$0.10$2.40
$75.00$72.501:2Nov 20-$0.33$2.17
$72.00$70.001:2Nov 6-$0.07$1.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 3.20%, avg 1.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.50Nov 20$2.560.413.0%3.20%6.18%3101.4K
$85.00Nov 20$1.740.326.1%2.17%8.28%37510.3K
$82.00Nov 13$2.280.442.4%2.85%5.21%6440
$81.00Nov 13$2.530.461.1%3.16%4.27%1611
$87.50Nov 20$1.130.249.2%1.41%10.64%551.0K
$84.00Nov 13$1.560.344.9%1.95%6.80%66115
$85.00Nov 13$1.360.306.1%1.70%7.80%10729
$81.00Nov 6$2.380.471.1%2.97%4.08%--38
$83.00Nov 13$1.700.373.6%2.12%5.73%919
$83.00Nov 6$1.640.373.6%2.05%5.65%--79

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 18,181
Total Puts 9,293
Put/Call Ratio 0.51
Net Difference 8,888

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 230,159
Total Puts 120,719
Average Put/Call Ratio 0.62
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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