Tour v309
DAL
DELTA AIR LINES INC
$86.66 -2.63%
7/10 09:55

Option Volume

Detail
Current (07/10 9:55am) 13,894
Calls: 7,411 (53%)
Puts: 6,483 (47%)
Prior --
Calls: 175,357 (86%)
Puts: 29,378 (14%)
Current vs Prior +0.00%
Calls: -95.77% (Calls)
Puts: -77.93% (Puts)
Prior 7-Day Total 377,297
Calls: 277,871 (74%)
Puts: 99,426 (26%)
Prior 7-Day Average 62,882
Calls: 39,695 (74%)
Puts: 14,203 (26%)
Current vs Prior 7-Day Avg -77.90%
Calls: -81.33%
Puts: -54.36%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10 9:55am) $1.37M
Calls: $528.5K (39%)
Puts: $841.0K (61%)
Prior --
Calls: $17.67M (77%)
Puts: $5.16M (23%)
Current vs Prior +0.00%
Calls: -97.01%
Puts: -83.71%
Prior 7-Day Total $88.34M
Calls: $68.75M (78%)
Puts: $19.60M (22%)
Prior 7-Day Average $14.72M
Calls: $9.82M (78%)
Puts: $2.80M (22%)
Current vs Prior 7-Day Avg -90.70%
Calls: -94.62%
Puts: -69.96%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/10 9:55am) 0.87
Prior 1.00
Current vs Prior -12.52%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg +37.28%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/10 9:55am) 455,428
Calls: 221,462 (49%)
Puts: 233,966 (51%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 3,314,324
Calls: 1,725,595 (52%)
Puts: 1,588,729 (48%)
Prior 7-Day Average 552,387
Calls: 287,599 (52%)
Puts: 264,788 (48%)
Current vs Prior 7-Day Avg -17.55%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.85% | 5.57%5.57% | 12.46%
Prior 4.27% | 6.76%-- | --
Current vs Prior -33.17% | -17.53%-- | --
Prior 7-Day Avg 6.04% | 8.12%-- | --
Current vs 7-Day Avg -52.81% | -31.35%-- | --
Prior 7-Day Eod 4.27% | 6.76%-- | --
Current vs 7-Day Eod -33.17% | -17.53%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 21.76% | 22.41%
Calls: 28.57% | 23.88%
Puts: 14.95% | 20.93%
Prior 18.91% | 7.24%
Calls: 10.56% | 6.01%
Puts: 27.27% | 8.47%
Current vs Prior +15.07% | +209.53%
Prior 7-Day Avg 15.43% | 7.63%
Calls: 8.60% | 7.27%
Puts: 22.25% | 7.99%
Current vs 7-Day Avg +41.07% | +193.71%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($841.0K).

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:55BEARISHBULLISHBULLISH
09:50BEARISHBULLISHBULLISH
09:45BEARISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 2 of results (avg 8.8%, best 8.6%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Aug 218.909.70$9.308.6%30.75159
$90.00Jul 100.100.11$0.119.1%5740.101.6K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.36, cheapest $0.11)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 100.100.11$0.119.1%5740.101.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 100.560.65$0.6114.8%5490.371.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 116 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 1015.8018.45$17.1315.5%51.004
$77.00Jul 108.8511.40$10.1325.2%--1.0026
$78.00Jul 107.8510.15$9.0025.6%11.0098
$79.00Jul 107.008.55$7.7819.9%--1.0052
$80.00Jul 106.407.60$7.0017.1%--1.00105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Jul 104.255.85$5.0531.7%661.00358
$93.00Jul 105.407.00$6.2025.8%11.00118
$94.00Jul 105.608.15$6.8837.1%31.0081
$95.00Jul 107.359.10$8.2321.3%111.0085
$97.00Jul 108.6010.95$9.7724.1%--1.0033

Most actively traded options today. High liquidity = easy entry/exit. 167 active (total vol 13.2K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 170.020.03$0.0333.3%1.1K0.013.0K
$90.00Jul 100.100.11$0.119.1%5740.101.6K
$88.00Jul 100.370.55$0.4639.1%5680.31521
$91.00Jul 100.050.08$0.0742.9%5680.061.5K
$90.00Jul 170.851.10$0.9825.5%5490.303.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Jul 170.851.27$1.0639.6%1.1K0.29178
$86.00Jul 100.560.65$0.6114.8%5490.371.9K
$87.00Jul 100.991.15$1.0715.0%5340.54762
$84.00Jul 100.100.17$0.1450.0%4260.12862
$85.00Jul 100.300.37$0.3420.6%4160.232.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 68 strikes (avg 202.3%, max 704.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$70.00Jul 10Aug 21288.1%46.6%518.0%5106
$100.00Jul 10Aug 21195.3%39.8%391.0%2851.6K
$102.00Jul 10Jul 31219.4%47.2%364.9%59946
$97.00Jul 10Aug 14205.6%45.5%352.1%44485
$103.00Jul 10Aug 14231.2%53.7%330.6%12373
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 10Jul 24643.7%80.0%704.2%--520
$70.00Jul 10Aug 21288.1%46.6%518.0%--948
$74.00Jul 10Jul 31400.7%66.7%500.7%1176
$75.00Jul 10Aug 21245.4%43.6%462.5%873.2K
$96.00Jul 10Jul 24210.8%40.3%423.3%--66

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 20.43, avg 2.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$103.00Aug 14$0.14$2.86$0.1420.43$100.14
$97.00$100.00Aug 14$0.22$2.78$0.2212.64$97.22
$96.00$98.00Jul 31$0.16$1.84$0.1611.50$96.16
$98.00$99.00Jul 31$0.10$0.90$0.109.00$98.10
$96.00$97.00Aug 7$0.13$0.87$0.136.69$96.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.50$70.00Aug 21$0.22$2.28$0.2210.36$72.28
$76.00$75.00Jul 17$0.10$0.90$0.109.00$75.90
$80.00$79.00Jul 17$0.10$0.90$0.109.00$79.90
$94.00$93.00Jul 31$0.10$0.90$0.109.00$93.90
$80.00$70.00Aug 14$1.09$8.91$1.098.17$78.91

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 175 found (best R:R 14.00, avg 2.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$72.00$75.00Jul 31$2.80$2.80$0.2014.00$74.80
$75.00$77.50Jul 17$2.33$2.33$0.1713.71$77.33
$78.00$80.00Jul 17$1.85$1.85$0.1512.33$79.85
$70.00$78.00Jul 24$7.40$7.40$0.6012.33$77.40
$83.00$85.00Aug 14$1.85$1.85$0.1512.33$84.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$97.50Aug 21$2.33$2.33$0.1713.71$97.67
$97.50$95.00Aug 21$2.32$2.32$0.1812.89$95.18
$100.00$97.50Jul 17$2.30$2.30$0.2011.50$97.70
$100.00$93.00Aug 7$6.15$6.15$0.857.24$93.85
$75.00$74.00Jul 24$0.87$0.87$0.136.69$74.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 63 found (avg debit $0.79, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$96.00Jul 10Jul 17$0.05210.8%44.1%
$101.00Jul 10Jul 17$0.10207.5%58.7%
$99.00Jul 10Jul 17$0.11182.9%53.7%
$70.00Jul 10Jul 17$0.12288.1%70.3%
$78.00Jul 10Jul 17$0.18152.6%53.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 10Jul 17$0.07245.4%58.5%
$100.00Jul 10Jul 17$0.07195.3%44.5%
$77.00Jul 10Jul 17$0.17169.2%56.2%
$76.00Jul 10Jul 17$0.19201.2%62.0%
$78.00Jul 10Jul 17$0.21152.6%53.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 111 found (cheapest 2.19% of stock, avg 9.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$87.00Jul 10$0.83$1.07$1.90$85.10$88.902.19%
$86.00Jul 10$1.40$0.61$2.01$83.99$88.012.32%
$88.00Jul 10$0.46$1.73$2.19$85.81$90.192.53%
$85.00Jul 10$2.04$0.34$2.38$82.62$87.382.75%
$89.00Jul 10$0.25$2.43$2.68$86.32$91.683.09%
$84.00Jul 10$2.91$0.14$3.05$80.95$87.053.52%
$90.00Jul 10$0.11$3.21$3.32$86.68$93.323.83%
$87.50Jul 17$1.80$2.43$4.23$83.27$91.734.88%
$87.00Jul 17$2.09$2.15$4.24$82.76$91.244.89%
$83.00Jul 10$4.22$0.06$4.28$78.72$87.284.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.22% of stock, avg 4.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$91.00$81.00Jul 10$0.07$0.12$0.19$80.81$91.19
$91.00$84.00Jul 10$0.07$0.14$0.21$83.79$91.21
$90.00$81.00Jul 10$0.11$0.12$0.23$80.77$90.23
$90.00$84.00Jul 10$0.11$0.14$0.25$83.75$90.25
$89.00$81.00Jul 10$0.25$0.12$0.37$80.63$89.37
$89.00$84.00Jul 10$0.25$0.14$0.39$83.61$89.39
$91.00$85.00Jul 10$0.07$0.34$0.41$84.59$91.41
$90.00$85.00Jul 10$0.11$0.34$0.45$84.55$90.45
$88.00$81.00Jul 10$0.46$0.12$0.58$80.42$88.58
$89.00$85.00Jul 10$0.25$0.34$0.59$84.41$89.59

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 175 found (best R:R 14.38, avg credit $1.27)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
76/7782/84Jul 24$1.87$0.1314.38$75.13$83.87
80/8183/85Aug 7$1.85$0.1512.33$79.15$84.85
76/7780/82Jul 31$1.84$0.1611.50$75.16$81.84
85/8892/93Aug 7$2.71$0.299.34$85.29$94.71
81/8285/87Aug 7$1.80$0.209.00$80.20$86.80
81/8288/89Aug 7$0.90$0.109.00$81.10$88.90
75/7880/82Aug 21$2.25$0.259.00$75.25$82.25
79/8082/84Jul 24$1.78$0.228.09$78.22$83.78
84/8587/88Jul 31$0.89$0.118.09$84.11$87.89
81/8282/83Jul 17$0.88$0.127.33$81.12$83.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 106 found (best R:R 36.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$97.00$100.00$103.00Aug 14$0.08$2.9236.50
$96.00$97.50$99.00Jul 17$0.07$1.4320.43
$72.00$75.00$78.00Jul 31$0.17$2.8316.65
$85.00$86.00$87.00Jul 10$0.07$0.9313.29
$88.00$89.00$90.00Jul 10$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$70.00$72.50$75.00Aug 21$0.08$2.4230.25
$77.50$80.00$82.50Aug 21$0.08$2.4230.25
$75.00$77.50$80.00Aug 21$0.09$2.4126.78
$72.00$73.00$74.00Jul 24$0.05$0.9519.00
$85.00$87.50$90.00Aug 21$0.13$2.3718.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 98 found (best net $-1.35, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$78.001:2Jul 24-$2.53$5.47
$70.00$77.001:2Jul 10-$3.13$3.87
$97.50$100.001:2Aug 21-$0.40$2.10
$100.00$103.001:2Aug 14-$1.16$1.84
$97.00$100.001:2Aug 14-$1.22$1.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$93.001:2Aug 7-$1.35$5.65
$84.00$80.001:2Aug 14-$0.13$3.87
$74.00$70.001:2Jul 31-$1.12$2.88
$72.50$70.001:2Aug 21-$0.28$2.22
$75.00$72.501:2Aug 21-$0.42$2.08

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 4.85%, avg 1.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$87.50Aug 21$4.200.511.0%4.85%5.82%11137
$88.00Aug 14$3.800.501.6%4.38%5.93%123
$87.00Aug 14$3.750.530.4%4.33%4.72%--51
$87.00Aug 7$3.500.510.4%4.04%4.43%--32
$89.00Aug 14$3.300.472.7%3.81%6.51%311
$90.00Aug 21$3.300.433.9%3.81%7.66%45834
$87.00Jul 31$3.200.510.4%3.69%4.08%--31
$88.00Aug 7$3.150.471.6%3.63%5.18%54
$90.00Aug 14$2.850.423.9%3.29%7.14%520
$88.00Jul 31$2.770.471.6%3.20%4.74%--96

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 7,411
Total Puts 6,483
Put/Call Ratio 0.87
Net Difference 928

Prior's Put/Call Breakdown

Total Calls 175,357
Total Puts 29,378
Put/Call Ratio 1.00
Net Difference 145,979

Prior 7-Day Put/Call Summary

Total Calls 277,871
Total Puts 99,426
Average Put/Call Ratio 0.64
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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