Tour v531
DAL
DELTA AIR LINES INC
$76.65 -3.67%
$76.76 (+0.14%)🌙
as of 10/14 06:01 PM
◀ 10/14 18:01 ▶

Option Volume

Detail
ℹ
Current (10/14) 82,475
Calls: 71,679 (87%)
Puts: 10,796 (13%)
Prior (10/13) 40,128
Calls: 29,775 (74%)
Puts: 10,353 (26%)
Current vs Prior +105.53%
Calls: +140.74% (Calls)
Puts: +4.28% (Puts)
Prior 7-Day Total 359,840
Calls: 232,704 (65%)
Puts: 127,136 (35%)
Prior 7-Day Average 51,405
Calls: 33,243 (65%)
Puts: 18,162 (35%)
Current vs Prior 7-Day Avg +60.44%
Calls: +115.62%
Puts: -40.56%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/14) $10.66M
Calls: $7.86M (74%)
Puts: $2.80M (26%)
Prior (10/13) $5.19M
Calls: $3.07M (59%)
Puts: $2.12M (41%)
Current vs Prior +105.42%
Calls: +156.17%
Puts: +31.95%
Prior 7-Day Total $55.43M
Calls: $36.52M (66%)
Puts: $18.91M (34%)
Prior 7-Day Average $7.92M
Calls: $5.22M (66%)
Puts: $2.70M (34%)
Current vs Prior 7-Day Avg +34.65%
Calls: +50.72%
Puts: +3.60%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 0.15
Prior (10/13) 0.35
Current vs Prior -56.68%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -76.26%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/14) 547,889
Calls: 349,253 (64%)
Puts: 198,636 (36%)
Prior (10/13) 533,808
Calls: 339,581 (64%)
Puts: 194,227 (36%)
Current vs Prior +2.64%
Prior 7-Day Total 3,625,915
Calls: 2,307,100 (64%)
Puts: 1,318,815 (36%)
Prior 7-Day Average 517,987
Calls: 329,585 (64%)
Puts: 188,402 (36%)
Current vs Prior 7-Day Avg +5.77%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 3.10% | 5.48%3.10% | 10.74%
Prior 3.54% | 5.54%3.54% | 10.68%
Current vs Prior -12.39% | -1.13%-12.39% | +0.51%
Prior 7-Day Avg 4.66% | 6.50%5.96% | 11.86%
Current vs 7-Day Avg -33.34% | -15.71%-47.94% | -9.44%
Prior 7-Day Eod 3.54% | 5.54%3.54% | 10.68%
Current vs 7-Day Eod -12.39% | -1.13%-12.39% | +0.51%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 61.61% | 22.29%
Calls: 31.03% | 18.07%
Puts: 92.19% | 26.50%
Prior 61.61% | 22.29%
Calls: 31.03% | 18.07%
Puts: 92.19% | 26.50%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 47.75% | 13.29%
Calls: 36.36% | 11.64%
Puts: 59.14% | 14.93%
Current vs 7-Day Avg +29.01% | +67.74%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($7.86M). Massive premium surge with dollar volume up 105% vs prior. Unusually high activity with volume up 106% vs prior - elevated interest. Extreme bullish P/C ratio of 0.15 - heavy call buying (71,679 calls vs 10,796 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 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 15 of results (avg 7.5%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Oct 231.521.62$1.576.4%570.462
$65.00Oct 1611.2512.00$11.636.4%501.0021
$75.00Nov 204.254.55$4.406.8%510.59140
$80.00Nov 201.982.14$2.067.8%1.4K0.371.8K
$82.50Nov 201.281.39$1.348.2%10.4K0.271.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Nov 205.205.45$5.334.7%1030.631.6K
$72.50Nov 201.631.72$1.675.4%5110.291.7K
$80.00Oct 163.503.75$3.636.9%1430.923.3K
$91.00Oct 1614.2515.30$14.787.1%--0.8646
$82.50Nov 206.957.50$7.237.6%170.73894

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.68, cheapest $0.31)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 200.290.33$0.3112.9%2.6K0.0818.6K
$85.00Nov 200.790.91$0.8514.1%10.5K0.1915.3K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 130.800.96$0.8818.2%340.18104

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 108 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 1611.2512.00$11.636.4%501.0021
$67.00Oct 168.6510.20$9.4316.4%51.002
$68.00Oct 166.9010.60$8.7542.3%61.002
$70.00Oct 165.957.00$6.4816.2%1761.00128
$72.00Oct 163.855.90$4.8842.0%61.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Oct 1611.3513.50$12.4317.3%--0.9952
$84.00Oct 165.809.25$7.5345.8%30.99265
$86.00Oct 167.6010.30$8.9530.2%30.9930
$90.00Oct 1612.4015.10$13.7519.6%500.99159
$87.00Oct 169.4011.45$10.4319.7%20.9962

Most actively traded options today. High liquidity = easy entry/exit. 223 active (total vol 71.4K, top 10.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 200.790.91$0.8514.1%10.5K0.1915.3K
$82.50Nov 201.281.39$1.348.2%10.4K0.271.7K
$78.00Oct 160.300.44$0.3737.8%9.6K0.2629
$81.00Oct 160.030.05$0.0450.0%6.0K0.046.9K
$78.00Oct 231.041.30$1.1722.2%5.8K0.3867
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 202.452.76$2.6111.9%5530.411.9K
$70.00Nov 201.001.08$1.047.7%5180.203.5K
$72.50Nov 201.631.72$1.675.4%5110.291.7K
$76.00Oct 160.620.82$0.7227.8%4380.42882
$77.00Oct 161.041.38$1.2128.1%3310.59927

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 19.6%, max 27.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$79.00Oct 16Nov 2743.7%34.2%27.9%15089
$75.00Oct 16Nov 2042.7%34.2%24.9%93471
$76.00Oct 16Nov 2741.6%34.7%20.0%5227
$77.50Oct 16Nov 2043.8%36.8%19.0%256706
$78.00Oct 16Nov 1342.7%37.9%12.7%9.8K49
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$79.00Oct 16Nov 2743.7%34.2%27.9%87741
$78.00Oct 16Nov 2742.7%34.7%23.3%180846
$75.00Oct 16Nov 2742.7%34.7%23.0%2762.4K
$76.00Oct 16Nov 2741.6%34.7%20.0%439885
$77.50Oct 16Nov 2043.8%36.8%19.0%1223.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 4.26, avg 3.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$73.00$75.00Nov 13$1.03$0.97$1.0369%0.94$74.03
$80.00$81.00Nov 27$0.12$0.88$0.1238%7.33$80.12
$85.00$87.00Nov 27$0.13$1.87$0.1319%14.38$85.13
$79.00$80.00Oct 30$0.19$0.81$0.1935%4.26$79.19
$77.00$78.00Nov 13$0.36$0.64$0.3650%1.78$77.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$88.00$87.00Oct 30$0.19$0.81$0.1994%4.26$87.81
$84.00$83.00Nov 6$0.30$0.70$0.3084%2.33$83.70
$85.00$84.00Oct 23$0.43$0.57$0.4394%1.33$84.57
$82.00$81.00Nov 6$0.25$0.75$0.2576%3.00$81.75
$83.00$82.00Oct 23$0.42$0.58$0.4292%1.38$82.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 2.51, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$77.00$79.00Nov 27$1.43$1.43$0.5749%2.51$78.43
$81.00$82.00Nov 27$0.53$0.53$0.4765%1.13$81.53
$80.00$81.00Nov 6$0.45$0.45$0.5567%0.82$80.45
$84.00$85.00Nov 27$0.36$0.36$0.6476%0.56$84.36
$87.00$88.00Nov 27$0.24$0.24$0.7684%0.32$87.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$70.00$65.00Nov 13$0.64$0.64$4.3682%0.15$69.36
$70.00$65.00Nov 20$0.70$0.70$4.3080%0.16$69.30
$73.00$72.00Nov 6$0.48$0.48$0.5270%0.92$72.52
$76.00$75.00Nov 6$0.65$0.65$0.3554%1.86$75.35
$66.00$65.00Oct 30$0.17$0.17$0.8394%0.20$65.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.40, cheapest $2.25)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$77.50Oct 16Nov 20$2.5643.8%36.8%
$76.00Oct 16Oct 23$0.9241.6%36.6%
$77.00Oct 16Oct 23$0.9140.8%38.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$77.50Oct 16Nov 20$2.2543.8%36.8%
$76.00Oct 16Oct 23$0.8341.6%36.6%
$77.00Oct 16Oct 23$0.9040.8%38.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 2.44% of stock, avg 7.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$77.00Oct 16$0.66$1.21$1.87$75.13$78.872.44%
$76.00Oct 16$1.17$0.72$1.89$74.11$77.892.47%
$77.50Oct 16$0.54$1.58$2.12$75.38$79.622.77%
$75.00Oct 16$1.78$0.39$2.17$72.83$77.172.83%
$78.00Oct 16$0.37$1.92$2.29$75.71$80.292.99%
$79.00Oct 16$0.19$2.82$3.01$75.99$82.013.93%
$76.00Oct 23$2.09$1.55$3.64$72.36$79.644.75%
$73.00Oct 16$3.58$0.09$3.67$69.33$76.674.79%
$77.00Oct 23$1.57$2.11$3.68$73.32$80.684.80%
$80.00Oct 16$0.09$3.63$3.72$76.28$83.724.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.34% of stock, avg 3.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$79.00$72.50Oct 16$0.19$0.07$0.26$72.24$79.26
$79.00$73.00Oct 16$0.19$0.09$0.28$72.72$79.28
$79.00$74.00Oct 16$0.19$0.20$0.39$73.61$79.39
$78.00$72.50Oct 16$0.37$0.07$0.44$72.06$78.44
$78.00$73.00Oct 16$0.37$0.09$0.46$72.54$78.46
$78.00$74.00Oct 16$0.37$0.20$0.57$73.43$78.57
$79.00$75.00Oct 16$0.19$0.39$0.58$74.42$79.58
$78.00$75.00Oct 16$0.37$0.39$0.76$74.24$78.76
$81.00$72.00Oct 23$0.42$0.39$0.81$71.19$81.81
$91.00$72.50Oct 16$0.70$0.07$0.77$71.73$91.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 119 found (best R:R 2.85, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
72/7383/84Nov 6$0.74$0.2650%2.85$72.26$83.74
72/7389/90Nov 6$0.59$0.4162%1.44$72.41$89.59
72/7384/85Nov 6$0.63$0.3755%1.70$72.37$84.63
65/6680/81Oct 30$0.53$0.4764%1.13$65.47$80.53
72/7390/91Nov 13$0.52$0.4862%1.08$72.48$90.52
72/7381/82Nov 13$0.75$0.2538%3.00$72.25$81.75
73/7480/81Nov 6$0.80$0.2032%4.00$73.20$80.80
65/6685/86Oct 30$0.27$0.7385%0.37$65.73$85.27
70/7180/81Nov 6$0.64$0.3647%1.78$70.36$80.64
72/7382/83Nov 6$0.64$0.3647%1.78$72.36$82.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 86 found (best R:R 5.49, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$65.00$70.00$75.00Nov 20$0.77$4.2333%5.49
$75.00$76.00$77.00Oct 16$0.10$0.9035%9.00
$82.50$85.00$87.50Nov 20$0.12$2.3815%19.83
$75.00$77.50$80.00Nov 20$0.26$2.2423%8.62
$78.00$79.00$80.00Oct 16$0.08$0.9218%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$82.50$85.00Nov 20$0.10$2.4018%24.00
$85.00$87.50$90.00Nov 20$0.08$2.4211%30.25
$72.50$75.00$77.50Nov 20$0.28$2.2223%7.93
$75.00$77.50$80.00Nov 20$0.28$2.2222%7.93
$75.00$76.00$77.00Oct 16$0.16$0.8433%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 108 found (best net $-0.82, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Nov 20-$0.82$4.18
$71.00$74.001:2Oct 23-$0.87$2.13
$65.00$70.001:2Nov 20-$3.63$1.37
$77.00$80.001:2Nov 6-$0.36$2.64
$76.00$77.001:2Oct 16-$0.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$77.00$76.001:2Oct 16-$0.23$0.77
$69.00$65.001:2Nov 6-$0.08$3.92
$76.00$75.001:2Oct 16-$0.06$0.94
$72.50$70.001:2Nov 20-$0.41$2.09
$75.00$72.501:2Nov 20-$0.73$1.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 2.78%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Nov 27$2.130.384.4%2.78%7.15%22
$79.00Nov 27$2.410.423.1%3.14%6.21%43
$81.00Nov 27$1.850.355.7%2.41%8.09%12
$77.50Nov 20$2.950.481.1%3.85%4.96%200321
$77.00Nov 27$3.150.510.5%4.11%4.57%9--
$80.00Nov 20$1.980.374.4%2.58%6.95%1.4K1.8K
$82.00Nov 27$1.430.307.0%1.87%8.85%21
$78.00Nov 13$2.410.461.8%3.14%4.91%11920
$77.00Nov 13$2.840.500.5%3.71%4.16%936
$83.00Nov 27$1.270.278.3%1.66%9.94%43

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 71,679
Total Puts 10,796
Put/Call Ratio 0.15
Net Difference 60,883

Prior's Put/Call Breakdown

Total Calls 29,775
Total Puts 10,353
Put/Call Ratio 0.35
Net Difference 19,422

Prior 7-Day Put/Call Summary

Total Calls 232,704
Total Puts 127,136
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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