Tour v309
DAL
DELTA AIR LINES INC
$87.65 -1.52%
7/10 14:05

Option Volume

Detail
Current (07/10 2:05pm) 51,272
Calls: 24,919 (49%)
Puts: 26,353 (51%)
Prior (04/08) 139,798
Calls: 83,812 (60%)
Puts: 55,986 (40%)
Current vs Prior -63.32%
Calls: -70.27% (Calls)
Puts: -52.93% (Puts)
Prior 7-Day Total 402,154
Calls: 290,865 (72%)
Puts: 111,289 (28%)
Prior 7-Day Average 57,450
Calls: 41,552 (72%)
Puts: 15,898 (28%)
Current vs Prior 7-Day Avg -10.75%
Calls: -40.03%
Puts: +65.76%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10 2:05pm) $8.64M
Calls: $5.06M (59%)
Puts: $3.59M (41%)
Prior (04/08) $62.51M
Calls: $49.70M (80%)
Puts: $12.81M (20%)
Current vs Prior -86.18%
Calls: -89.83%
Puts: -72.02%
Prior 7-Day Total $90.88M
Calls: $69.75M (77%)
Puts: $21.14M (23%)
Prior 7-Day Average $12.98M
Calls: $9.96M (77%)
Puts: $3.02M (23%)
Current vs Prior 7-Day Avg -33.44%
Calls: -49.26%
Puts: +18.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10 2:05pm) 1.06
Prior (04/08) 0.67
Current vs Prior +58.32%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +53.28%
Sentiment BEARISH

Open Interest

Detail
Current (07/10 2:05pm) 455,428
Calls: 221,462 (49%)
Puts: 233,966 (51%)
Prior (04/08) 712,493
Calls: 372,791 (52%)
Puts: 339,702 (48%)
Current vs Prior -36.08%
Prior 7-Day Total 3,769,752
Calls: 1,947,057 (52%)
Puts: 1,822,695 (48%)
Prior 7-Day Average 538,536
Calls: 278,151 (52%)
Puts: 260,385 (48%)
Current vs Prior 7-Day Avg -15.43%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.51% | 5.04%5.04% | 12.04%
Prior 4.27% | 6.76%-- | --
Current vs Prior -64.69% | -25.38%-- | --
Prior 7-Day Avg 6.04% | 8.12%-- | --
Current vs 7-Day Avg -75.07% | -37.89%-- | --
Prior 7-Day Eod 4.27% | 6.76%-- | --
Current vs 7-Day Eod -64.69% | -25.38%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 46.80% | 9.96%
Calls: 43.59% | 10.91%
Puts: 50.00% | 9.01%
Prior 18.91% | 7.24%
Calls: 10.56% | 6.01%
Puts: 27.27% | 8.47%
Current vs Prior +147.49% | +37.57%
Prior 7-Day Avg 15.43% | 7.63%
Calls: 8.60% | 7.27%
Puts: 22.25% | 7.99%
Current vs 7-Day Avg +203.40% | +30.54%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 86% vs prior. Below-average activity with volume down 63% vs prior. Slightly bearish P/C ratio of 1.06. P/C ratio rising 58% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHNEUTRALMIXED
10:00BEARISHNEUTRALMIXED
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 29 of results (avg 7.3%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Aug 214.805.00$4.904.1%3250.53137
$90.00Aug 213.603.80$3.705.4%3.4K0.45834
$82.50Aug 217.658.10$7.885.7%320.7038
$87.00Aug 74.154.40$4.285.8%60.5532
$88.00Aug 73.653.90$3.786.6%170.514
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Aug 214.254.40$4.333.5%2.7K0.47969
$90.00Aug 215.555.75$5.653.5%860.55235
$85.00Aug 213.153.30$3.224.7%880.38437
$85.00Jul 311.992.09$2.044.9%280.3565
$95.00Aug 218.609.15$8.886.2%1130.70438

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.86, cheapest $0.75)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Aug 210.680.81$0.7517.3%910.122.6K
$85.00Jul 170.931.03$0.9810.2%5120.291.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 131 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Jul 1015.3017.20$16.2511.7%21.003
$75.00Jul 1011.2013.20$12.2016.4%61.009
$76.00Jul 1010.3012.30$11.3017.7%11.00--
$77.00Jul 109.5511.35$10.4517.2%61.0026
$78.00Jul 108.6510.35$9.5017.9%31.0098
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Jul 102.814.30$3.5641.9%341.00178
$92.00Jul 103.755.20$4.4732.4%821.00358
$93.00Jul 104.806.10$5.4523.9%161.00118
$94.00Jul 105.607.15$6.3824.3%141.0081
$95.00Jul 106.758.40$7.5821.8%221.0085

Most actively traded options today. High liquidity = easy entry/exit. 270 active (total vol 46.6K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 213.603.80$3.705.4%3.4K0.45834
$88.00Jul 100.150.27$0.2157.1%2.1K0.36521
$90.00Jul 100.000.03$0.02150.0%1.5K0.031.6K
$90.00Jul 171.041.19$1.1213.4%1.4K0.343.0K
$100.00Jul 170.030.06$0.0560.0%1.3K0.023.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 100.010.05$0.03133.3%4.0K0.032.2K
$87.50Aug 214.254.40$4.333.5%2.7K0.47969
$84.00Jul 170.570.80$0.6933.3%2.3K0.22178
$83.00Jul 100.000.03$0.02150.0%1.6K0.021.9K
$86.00Jul 100.020.07$0.05100.0%1.6K0.081.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 71 strikes (avg 388.1%, max 1152.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 10Jul 31678.5%54.2%1152.5%322
$105.00Jul 10Aug 21413.7%38.3%978.9%2642.2K
$73.00Jul 10Jul 17602.8%62.6%863.5%417
$75.00Jul 10Aug 21369.5%41.1%798.0%672
$102.00Jul 10Jul 31353.7%40.8%766.9%61946
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$72.00Jul 10Jul 31678.5%54.2%1152.5%5312
$74.00Jul 10Jul 31544.4%54.4%901.2%54176
$73.00Jul 10Jul 24602.8%66.8%801.9%6937
$75.00Jul 10Aug 21369.5%41.1%798.0%1793.2K
$100.00Jul 10Aug 21312.1%38.4%712.4%11215

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 145 found (best R:R 12.64, avg 2.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$103.00Aug 14$0.22$2.78$0.2212.64$100.22
$95.00$96.00Jul 24$0.10$0.90$0.109.00$95.10
$100.00$105.00Aug 21$0.52$4.48$0.528.62$100.52
$96.00$98.00Jul 31$0.23$1.77$0.237.70$96.23
$93.00$94.00Jul 17$0.12$0.88$0.127.33$93.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$75.00$72.50Aug 21$0.19$2.31$0.1912.16$74.81
$74.00$72.00Jul 31$0.19$1.81$0.199.53$73.81
$79.00$75.00Aug 14$0.39$3.61$0.399.26$78.61
$72.00$71.00Jul 10$0.10$0.90$0.109.00$71.90
$79.00$78.00Jul 24$0.12$0.88$0.127.33$78.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 181 found (best R:R 16.65, avg 1.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$78.00Jul 24$2.83$2.83$0.1716.65$77.83
$75.00$78.00Jul 31$2.80$2.80$0.2014.00$77.80
$80.00$82.00Jul 31$1.85$1.85$0.1512.33$81.85
$75.00$76.00Jul 10$0.90$0.90$0.109.00$75.90
$75.00$77.50Aug 21$2.25$2.25$0.259.00$77.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$93.00Aug 7$6.48$6.48$0.5212.46$93.52
$105.00$100.00Aug 21$4.57$4.57$0.4310.63$100.43
$95.00$93.00Jul 24$1.77$1.77$0.237.70$93.23
$100.00$97.50Aug 21$2.21$2.21$0.297.62$97.79
$97.50$95.00Aug 21$2.14$2.14$0.365.94$95.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $0.81, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$99.00Jul 10Jul 17$0.07290.8%47.0%
$103.00Jul 10Jul 17$0.10374.0%63.2%
$96.00Jul 10Jul 17$0.12224.4%41.1%
$81.00Jul 10Jul 17$0.13200.7%46.8%
$102.00Jul 10Jul 17$0.13353.7%62.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$76.00Jul 10Jul 17$0.06341.0%54.2%
$78.00Jul 10Jul 17$0.08284.5%48.0%
$77.00Jul 10Jul 17$0.09312.7%52.8%
$79.00Jul 10Jul 17$0.15256.5%49.2%
$95.00Jul 10Jul 17$0.15201.3%40.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 127 found (cheapest 0.86% of stock, avg 9.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$88.00Jul 10$0.21$0.54$0.75$87.25$88.750.86%
$87.00Jul 10$0.78$0.09$0.87$86.13$87.870.99%
$89.00Jul 10$0.02$1.38$1.40$87.60$90.401.60%
$86.00Jul 10$1.69$0.05$1.74$84.26$87.741.99%
$90.00Jul 10$0.02$2.30$2.32$87.68$92.322.65%
$85.00Jul 10$2.63$0.03$2.66$82.34$87.663.03%
$91.00Jul 10$0.01$3.56$3.57$87.43$94.574.07%
$84.00Jul 10$3.60$0.02$3.62$80.38$87.624.13%
$88.00Jul 17$1.94$2.22$4.16$83.84$92.164.75%
$89.00Jul 17$1.50$2.67$4.17$84.83$93.174.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.08% of stock, avg 4.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$89.00$86.00Jul 10$0.02$0.05$0.07$85.93$89.07
$89.00$87.00Jul 10$0.02$0.09$0.11$86.89$89.11
$88.00$86.00Jul 10$0.21$0.05$0.26$85.74$88.26
$88.00$87.00Jul 10$0.21$0.09$0.30$86.70$88.30
$92.00$84.00Jul 17$0.51$0.69$1.20$82.80$93.20
$91.00$84.00Jul 17$0.78$0.69$1.47$82.53$92.47
$92.00$85.00Jul 17$0.51$0.98$1.49$83.51$93.49
$91.00$85.00Jul 17$0.78$0.98$1.76$83.24$92.76
$90.00$84.00Jul 17$1.12$0.69$1.81$82.19$91.81
$92.00$86.00Jul 17$0.51$1.36$1.87$84.13$93.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 185 found (best R:R 15.67, avg credit $1.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
79/8083/85Aug 14$1.88$0.1215.67$78.12$84.88
83/8486/87Jul 31$0.90$0.109.00$83.10$86.90
87/8889/90Aug 7$0.90$0.109.00$87.10$89.90
88/8992/93Aug 14$0.90$0.109.00$88.10$92.90
75/7680/83Aug 7$2.68$0.328.38$73.32$82.68
76/7786/87Jul 31$0.89$0.118.09$76.11$86.89
80/8186/87Jul 31$0.89$0.118.09$80.11$86.89
71/7281/82Jul 24$0.88$0.127.33$71.12$81.88
75/7685/86Aug 7$0.88$0.127.33$75.12$85.88
75/7689/90Aug 7$0.88$0.127.33$75.12$89.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 99 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$72.00$75.00$78.00Jul 31$0.10$2.9029.00
$77.50$80.00$82.50Aug 21$0.11$2.3921.73
$92.00$93.00$94.00Jul 24$0.05$0.9519.00
$90.00$92.50$95.00Aug 21$0.13$2.3718.23
$82.50$85.00$87.50Aug 21$0.14$2.3616.86
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$97.50$100.00Aug 21$0.07$2.4334.71
$73.00$74.00$75.00Jul 17$0.05$0.9519.00
$77.00$78.00$79.00Jul 31$0.05$0.9519.00
$90.00$91.00$92.00Aug 7$0.05$0.9519.00
$80.00$82.50$85.00Aug 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. 113 found (best net $-0.37, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$102.00$105.001:2Jul 31-$0.99$2.01
$100.00$103.001:2Aug 14-$1.00$2.00
$97.00$99.001:2Aug 14-$0.02$1.98
$97.50$100.001:2Aug 21-$0.57$1.93
$100.00$102.001:2Jul 31-$0.26$1.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$93.001:2Aug 7-$0.37$6.63
$79.00$75.001:2Aug 14-$0.44$3.56
$84.00$80.001:2Aug 14-$0.51$3.49
$75.00$72.501:2Aug 21-$0.37$2.13
$77.50$75.001:2Aug 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. 64 found (best yield 4.45%, avg 1.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$88.00Aug 14$3.900.510.4%4.45%4.85%823
$88.00Aug 7$3.650.510.4%4.16%4.56%174
$90.00Aug 21$3.600.452.7%4.11%6.79%3.4K834
$89.00Aug 14$3.400.481.5%3.88%5.42%411
$88.00Jul 31$3.150.510.4%3.59%3.99%1296
$89.00Aug 7$3.150.471.5%3.59%5.13%1223
$90.00Aug 14$3.000.442.7%3.42%6.10%520
$90.00Aug 7$2.770.432.7%3.16%5.84%2538
$89.00Jul 31$2.730.461.5%3.11%4.65%6212
$92.50Aug 21$2.680.375.5%3.06%8.59%6411.4K

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 24,919
Total Puts 26,353
Put/Call Ratio 1.06
Net Difference -1,434

Prior's Put/Call Breakdown

Total Calls 83,812
Total Puts 55,986
Put/Call Ratio 0.67
Net Difference 27,826

Prior 7-Day Put/Call Summary

Total Calls 290,865
Total Puts 111,289
Average Put/Call Ratio 0.69
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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