Tour v531
DAL
DELTA AIR LINES INC
$80.51 -1.99%
◀ 10/9 10:30 ▶

Option Volume

Detail
ℹ
Current (10/09 10:30am) 61,038
Calls: 45,118 (74%)
Puts: 15,920 (26%)
Prior (07/10) 15,265
Calls: 8,006 (52%)
Puts: 7,259 (48%)
Current vs Prior +299.86%
Calls: +463.55% (Calls)
Puts: +119.31% (Puts)
Prior 7-Day Total 616,882
Calls: 435,179 (71%)
Puts: 181,703 (29%)
Prior 7-Day Average 88,126
Calls: 62,168 (71%)
Puts: 25,957 (29%)
Current vs Prior 7-Day Avg -30.74%
Calls: -27.43%
Puts: -38.67%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 10:30am) $4.76M
Calls: $3.37M (71%)
Puts: $1.39M (29%)
Prior (07/10) $1.56M
Calls: $675.6K (43%)
Puts: $880.5K (57%)
Current vs Prior +205.80%
Calls: +398.70%
Puts: +57.78%
Prior 7-Day Total $116.13M
Calls: $87.15M (75%)
Puts: $28.98M (25%)
Prior 7-Day Average $16.59M
Calls: $12.45M (75%)
Puts: $4.14M (25%)
Current vs Prior 7-Day Avg -71.32%
Calls: -72.94%
Puts: -66.45%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 10:30am) 0.35
Prior (07/10) 0.91
Current vs Prior -61.08%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -39.49%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/09 10:30am) 558,256
Calls: 347,461 (62%)
Puts: 210,795 (38%)
Prior (07/10) 455,428
Calls: 221,462 (49%)
Puts: 233,966 (51%)
Current vs Prior +22.58%
Prior 7-Day Total 4,142,850
Calls: 2,436,661 (59%)
Puts: 1,706,189 (41%)
Prior 7-Day Average 591,835
Calls: 348,094 (59%)
Puts: 243,741 (41%)
Current vs Prior 7-Day Avg -5.67%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.24% | 5.02%5.02% | 11.40%
Prior 5.20% | 6.99%6.99% | 12.62%
Current vs Prior -56.97% | -28.25%-28.25% | -9.63%
Prior 7-Day Avg 4.70% | 7.07%6.02% | 12.33%
Current vs 7-Day Avg -52.39% | -29.01%-16.62% | -7.50%
Prior 7-Day Eod 5.20% | 6.99%7.26% | 12.52%
Current vs 7-Day Eod -56.97% | -28.25%-30.84% | -8.89%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 26.80% | 13.66%
Calls: 22.58% | 15.31%
Puts: 31.03% | 12.02%
Prior 14.32% | 11.31%
Calls: 14.66% | 8.97%
Puts: 13.99% | 13.65%
Current vs Prior +87.15% | +20.78%
Prior 7-Day Avg 22.99% | 9.13%
Calls: 18.86% | 8.61%
Puts: 27.12% | 9.66%
Current vs 7-Day Avg +16.56% | +49.58%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($3.37M). Massive premium surge with dollar volume up 206% vs prior. Unusually high activity with volume up 300% vs prior - elevated interest. Extreme bullish P/C ratio of 0.35 - heavy call buying (45,118 calls vs 15,920 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BEARISHBULLISHBULLISH
09:50BEARISHBULLISHBULLISH
09:45BEARISHBULLISHBULLISH
09:40BEARISHBULLISHBULLISH
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 12 of results (avg 4.6%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 200.960.99$0.983.1%5140.1919.0K
$87.50Nov 201.441.50$1.474.1%1010.26994
$85.00Nov 202.112.21$2.164.6%3260.355.7K
$82.50Nov 203.003.15$3.084.9%350.441.4K
$80.00Nov 204.154.45$4.307.0%770.541.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Nov 203.503.60$3.552.8%1600.461.2K
$82.50Nov 204.804.95$4.883.1%200.56864
$72.50Nov 201.051.09$1.073.7%4500.181.2K
$75.00Nov 201.641.71$1.674.2%1040.261.2K
$77.50Nov 202.442.55$2.504.4%200.36453

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.81, cheapest $0.57)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 230.740.89$0.8218.3%400.2482
$90.00Nov 200.960.99$0.983.1%5140.1919.0K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Oct 160.540.61$0.5712.3%5360.211.2K
$78.00Oct 160.720.86$0.7917.7%2490.28622
$75.00Oct 300.901.07$0.9917.2%110.2278
$70.00Nov 200.650.72$0.6910.1%5950.133.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 101 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 914.3016.90$15.6016.7%11.0014
$70.00Oct 910.2511.40$10.8310.6%--1.0064
$72.00Oct 97.759.75$8.7522.9%21.005
$74.00Oct 96.157.45$6.8019.1%--1.0027
$75.00Oct 95.105.95$5.5315.4%41.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Oct 99.0511.25$10.1521.7%31.0023
$92.00Oct 910.2512.65$11.4521.0%11.001
$93.00Oct 911.3013.75$12.5319.6%--1.0016
$89.00Oct 97.308.90$8.1019.8%40.9917
$90.00Oct 99.309.95$9.636.7%220.9951

Most actively traded options today. High liquidity = easy entry/exit. 226 active (total vol 59.5K, top 8.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Oct 160.991.13$1.0613.2%8.1K0.361.8K
$86.00Oct 90.000.01$0.01100.0%6.4K0.017.7K
$87.00Oct 90.000.01$0.01100.0%5.9K0.017.1K
$81.00Oct 161.351.58$1.4715.6%5.8K0.45183
$82.00Oct 90.090.18$0.1464.3%4.9K0.183.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Oct 90.070.15$0.1172.7%2.3K0.141.3K
$80.00Oct 90.300.43$0.3735.1%1.7K0.341.5K
$78.00Oct 90.020.04$0.0366.7%1.3K0.056.6K
$77.00Oct 90.000.01$0.01100.0%9370.012.6K
$75.00Oct 90.000.01$0.01100.0%7620.011.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 60.2%, max 118.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 9Nov 2074.8%34.2%118.7%2.0K2.1K
$81.00Oct 9Nov 673.4%40.4%81.4%684460
$82.00Oct 9Nov 1372.8%40.7%78.9%5.0K3.3K
$77.50Oct 16Nov 2039.1%35.3%10.7%9655
$82.50Oct 16Nov 2040.3%36.5%10.4%1133.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 9Nov 2074.8%34.2%118.7%1.9K2.7K
$81.00Oct 9Nov 1373.4%39.8%84.3%450830
$82.00Oct 9Nov 1372.8%40.8%78.5%525964
$77.50Oct 16Nov 2039.1%35.3%10.7%1021.5K
$82.50Oct 16Nov 2040.2%36.5%10.0%251.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 124 found (best R:R 0.92, avg 3.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$76.00$80.00Nov 13$2.20$1.80$2.2070%0.82$78.20
$75.00$79.00Nov 6$2.60$1.40$2.6077%0.54$77.60
$83.00$84.00Nov 13$0.25$0.75$0.2542%3.00$83.25
$80.00$81.00Oct 30$0.37$0.63$0.3754%1.70$80.37
$84.00$85.00Nov 6$0.26$0.74$0.2636%2.85$84.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$91.00$90.00Oct 9$0.52$0.48$0.52100%0.92$90.48
$80.00$78.00Nov 13$0.50$1.50$0.5047%3.00$79.50
$85.00$84.00Oct 23$0.42$0.58$0.4276%1.38$84.58
$87.00$86.00Oct 16$0.65$0.35$0.6592%0.54$86.35
$84.00$82.00Nov 6$0.93$1.07$0.9364%1.15$83.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 94 found (best R:R 4.88, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$93.00Oct 30$0.51$0.51$0.4984%1.04$92.51
$94.00$95.00Oct 30$0.48$0.48$0.5286%0.92$94.48
$88.00$89.00Nov 6$0.57$0.57$0.4375%1.33$88.57
$94.00$95.00Nov 6$0.32$0.32$0.6884%0.47$94.32
$84.00$85.00Nov 13$0.50$0.50$0.5062%1.00$84.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$78.00$77.00Nov 13$0.83$0.83$0.1761%4.88$77.17
$67.00$66.00Oct 23$0.46$0.46$0.5489%0.85$66.54
$80.00$79.00Nov 6$0.67$0.67$0.3354%2.03$79.33
$66.00$65.00Oct 23$0.22$0.22$0.7894%0.28$65.78
$71.00$70.00Oct 30$0.26$0.26$0.7488%0.35$70.74

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.43, cheapest $1.03)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Oct 9Oct 16$1.0374.8%37.6%
$81.00Oct 9Oct 16$1.0473.4%39.3%
$82.50Oct 16Nov 20$2.1440.3%36.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Oct 9Oct 16$1.1874.8%37.8%
$81.00Oct 9Oct 16$1.2173.4%39.1%
$82.50Oct 16Nov 20$1.9740.2%36.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 1.61% of stock, avg 7.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$80.00Oct 9$0.93$0.37$1.30$78.70$81.301.61%
$81.00Oct 9$0.43$0.87$1.30$79.70$82.301.61%
$79.00Oct 9$1.65$0.11$1.76$77.24$80.762.19%
$82.00Oct 9$0.14$1.65$1.79$80.21$83.792.22%
$83.00Oct 9$0.04$2.33$2.37$80.63$85.372.94%
$78.00Oct 9$2.69$0.03$2.72$75.28$80.723.38%
$84.00Oct 9$0.02$3.32$3.34$80.66$87.344.15%
$80.00Oct 16$1.96$1.55$3.51$76.49$83.514.36%
$81.00Oct 16$1.47$2.08$3.55$77.45$84.554.41%
$77.00Oct 9$3.58$0.01$3.59$73.41$80.594.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 156 found (cheapest 0.19% of stock, avg 4.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$83.00$79.00Oct 9$0.04$0.11$0.15$78.85$83.15
$82.00$79.00Oct 9$0.14$0.11$0.25$78.75$82.25
$83.00$80.00Oct 9$0.04$0.37$0.41$79.59$83.41
$82.00$80.00Oct 9$0.14$0.37$0.51$79.49$82.51
$81.00$79.00Oct 9$0.43$0.11$0.54$78.46$81.54
$81.00$80.00Oct 9$0.43$0.37$0.80$79.20$81.80
$84.00$77.00Oct 16$0.50$0.57$1.07$75.93$85.07
$84.00$77.50Oct 16$0.50$0.67$1.17$76.33$85.17
$84.00$78.00Oct 16$0.50$0.79$1.29$76.71$85.29
$92.50$70.00Nov 20$0.68$0.69$1.37$68.63$93.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 163 found (best R:R 3.35, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
70/7192/93Oct 30$0.77$0.2371%3.35$70.23$92.77
70/7194/95Oct 30$0.74$0.2673%2.85$70.26$94.74
76/7794/95Oct 30$0.89$0.1155%8.09$76.11$94.89
66/6795/96Oct 23$0.56$0.4483%1.27$66.44$95.56
74/7592/93Oct 30$0.76$0.2462%3.17$74.24$92.76
70/7188/89Nov 6$0.76$0.2462%3.17$70.24$88.76
66/6786/87Oct 23$0.67$0.3370%2.03$66.33$86.67
74/7594/95Oct 30$0.73$0.2764%2.70$74.27$94.73
66/6785/86Oct 23$0.69$0.3165%2.23$66.31$85.69
69/7088/89Nov 6$0.68$0.3264%2.12$69.32$88.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 18.23, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$75.00$77.50$80.00Nov 20$0.13$2.3720%18.23
$80.00$81.00$82.00Oct 9$0.21$0.7948%3.76
$79.00$80.00$81.00Oct 9$0.22$0.7846%3.55
$80.00$81.00$82.00Oct 16$0.08$0.9218%11.50
$90.00$92.50$95.00Nov 20$0.10$2.409%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$79.00$80.00$81.00Oct 9$0.24$0.7646%3.17
$75.00$77.50$80.00Nov 20$0.22$2.2820%10.36
$80.00$81.00$82.00Oct 9$0.28$0.7248%2.57
$77.00$78.00$79.00Oct 23$0.05$0.9512%19.00
$77.00$78.00$79.00Oct 9$0.06$0.9413%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 112 found (best net $-1.77, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$79.001:2Nov 6-$1.73$2.27
$76.00$79.001:2Oct 23-$1.20$1.80
$86.00$90.001:2Nov 13-$0.10$3.90
$79.00$80.001:2Oct 9-$0.21$0.79
$76.00$80.001:2Nov 13-$2.05$1.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$88.001:2Oct 23-$1.77$5.23
$82.00$81.001:2Oct 9-$0.09$0.91
$70.00$65.001:2Nov 13$0.00$5.00
$69.00$65.001:2Nov 6-$0.04$3.96
$68.00$65.001:2Oct 30-$0.11$2.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 3.73%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.50Nov 20$3.000.442.5%3.73%6.20%351.4K
$85.00Nov 20$2.110.355.6%2.62%8.20%3265.7K
$84.00Nov 13$2.250.384.3%2.79%7.13%6799
$82.00Nov 13$2.850.451.9%3.54%5.39%4562
$83.00Nov 13$2.360.413.1%2.93%6.02%27
$81.00Nov 6$3.100.490.6%3.85%4.46%1613
$82.00Nov 6$2.590.451.9%3.22%5.07%4457
$87.50Nov 20$1.440.268.7%1.79%10.47%101994
$85.00Nov 13$1.690.345.6%2.10%7.68%237
$83.00Nov 6$2.190.413.1%2.72%5.81%2712

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 45,118
Total Puts 15,920
Put/Call Ratio 0.35
Net Difference 29,198

Prior's Put/Call Breakdown

Total Calls 8,006
Total Puts 7,259
Put/Call Ratio 0.91
Net Difference 747

Prior 7-Day Put/Call Summary

Total Calls 435,179
Total Puts 181,703
Average Put/Call Ratio 0.58
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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