Tour v396
DAL
DELTA AIR LINES INC
$85.06 +3.77%
$85.14 (+0.09%)🌙
as of 07/25 01:42 AM
7/24 01:42

Option Volume

Detail
Current (07/25) 17,342
Calls: 8,899 (51%)
Puts: 8,443 (49%)
Prior (07/23) 20,446
Calls: 9,456 (46%)
Puts: 10,990 (54%)
Current vs Prior -15.18%
Calls: -5.89% (Calls)
Puts: -23.18% (Puts)
Prior 7-Day Total 115,606
Calls: 73,176 (63%)
Puts: 42,430 (37%)
Prior 7-Day Average 19,267
Calls: 10,453 (63%)
Puts: 6,061 (37%)
Current vs Prior 7-Day Avg -9.99%
Calls: -14.87%
Puts: +39.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/25) $3.25M
Calls: $1.83M (56%)
Puts: $1.42M (44%)
Prior (07/23) $5.81M
Calls: $2.50M (43%)
Puts: $3.31M (57%)
Current vs Prior -44.13%
Calls: -26.84%
Puts: -57.21%
Prior 7-Day Total $28.84M
Calls: $17.90M (62%)
Puts: $10.95M (38%)
Prior 7-Day Average $4.81M
Calls: $2.56M (62%)
Puts: $1.56M (38%)
Current vs Prior 7-Day Avg -32.44%
Calls: -28.35%
Puts: -9.45%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/25) 0.95
Prior (07/23) 1.16
Current vs Prior -18.37%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +30.01%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/25) 212,424
Calls: 118,808 (56%)
Puts: 93,616 (44%)
Prior (07/23) 393,323
Calls: 189,074 (48%)
Puts: 204,249 (52%)
Current vs Prior -45.99%
Prior 7-Day Total 2,207,457
Calls: 1,054,325 (48%)
Puts: 1,153,132 (52%)
Prior 7-Day Average 367,909
Calls: 175,720 (48%)
Puts: 192,188 (52%)
Current vs Prior 7-Day Avg -42.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.11% | 6.85%8.79% | 13.53%
Prior 2.50% | 5.38%9.24% | 13.85%
Current vs Prior +104.49% | +27.40%-4.78% | -2.27%
Prior 7-Day Avg 3.56% | 5.78%6.89% | 12.95%
Current vs 7-Day Avg +43.70% | +18.53%+27.63% | +4.52%
Prior 7-Day Eod 2.50% | 5.38%9.24% | 13.85%
Current vs 7-Day Eod +104.49% | +27.40%-4.78% | -2.27%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 46.80% | 9.96%
Calls: 43.59% | 10.91%
Puts: 50.00% | 9.01%
Prior 46.80% | 9.96%
Calls: 43.59% | 10.91%
Puts: 50.00% | 9.01%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 46.80% | 9.96%
Calls: 43.59% | 10.91%
Puts: 50.00% | 9.01%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Declining open interest (down 46%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 37 of results (avg 7.2%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Aug 212.682.80$2.744.4%290.43482
$89.00Aug 211.932.02$1.984.5%110.3514
$88.00Aug 212.282.39$2.344.7%270.392.0K
$87.50Aug 212.482.60$2.544.7%80.41592
$75.00Aug 2110.7011.35$11.025.9%70.8795
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Aug 213.803.95$3.883.9%110.525
$85.00Aug 213.303.45$3.384.4%110.48760
$82.00Aug 212.112.21$2.164.6%130.35--
$87.00Aug 144.004.20$4.104.9%210.5738
$88.00Aug 144.604.85$4.725.3%130.6335

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.53, cheapest $0.53)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Aug 210.490.58$0.5317.0%240.137
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 78 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 2413.0516.40$14.7322.7%91.00--
$71.00Jul 2413.1515.20$14.1814.5%311.0021
$72.00Jul 2412.3514.25$13.3014.3%381.0021
$78.00Jul 245.958.35$7.1533.6%71.0040
$81.00Jul 242.875.40$4.1461.1%921.00146
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Jul 242.614.50$3.5653.1%20.9961
$92.00Jul 245.557.65$6.6031.8%10.99--
$90.00Jul 243.356.95$5.1569.9%40.99108
$87.00Jul 240.682.69$1.69118.9%10.98174
$100.00Jul 2414.2015.65$14.939.7%50.925

Most actively traded options today. High liquidity = easy entry/exit. 237 active (total vol 14.5K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Jul 240.000.01$0.01100.0%1.6K0.02590
$86.00Jul 240.000.09$0.05180.0%9100.12495
$88.00Jul 310.700.98$0.8433.3%4120.28242
$85.00Jul 240.080.28$0.18111.1%4060.55475
$85.00Jul 311.832.06$1.9511.8%2910.51312
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Aug 212.382.58$2.488.1%1.2K0.398
$85.00Jul 240.030.25$0.14157.1%1.1K0.46310
$80.00Jul 310.320.54$0.4351.2%3390.15508
$75.00Aug 210.570.79$0.6832.4%3000.134.9K
$82.00Jul 240.000.01$0.01100.0%2970.011.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 1578.5%, max 4461.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$96.00Jul 24Aug 211695.8%37.2%4461.6%25241
$98.00Jul 24Aug 211557.9%37.9%4015.9%8--
$100.00Jul 24Aug 211450.5%36.3%3891.9%92.3K
$94.00Jul 24Aug 211510.6%38.1%3863.4%1256
$97.00Jul 24Aug 71733.6%46.7%3612.8%2451
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$73.00Jul 24Aug 141795.1%43.4%4037.9%8151
$75.00Jul 24Aug 281233.6%40.2%2965.8%1638
$74.00Jul 24Aug 211282.4%43.0%2880.4%2--
$80.00Jul 24Aug 281064.8%40.6%2523.2%1782.0K
$69.00Jul 24Jul 311868.6%72.4%2481.7%9139

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 35.84, avg 3.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$102.00Aug 14$0.19$6.81$0.1935.84$95.19
$92.00$94.00Aug 14$0.11$1.89$0.1117.18$92.11
$98.00$100.00Aug 21$0.17$1.83$0.1710.76$98.17
$93.00$95.00Aug 28$0.20$1.80$0.209.00$93.20
$97.00$98.00Jul 31$0.11$0.89$0.118.09$97.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$72.50$70.00Aug 21$0.13$2.37$0.1318.23$72.37
$77.00$75.00Aug 7$0.16$1.84$0.1611.50$76.84
$78.00$73.00Aug 14$0.45$4.55$0.4510.11$77.55
$81.00$80.00Jul 31$0.10$0.90$0.109.00$80.90
$77.00$76.00Jul 24$0.11$0.89$0.118.09$76.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 144 found (best R:R 14.38, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$86.00$88.00Sep 4$1.84$1.84$0.1611.50$87.84
$84.00$85.00Jul 24$0.89$0.89$0.118.09$84.89
$71.00$72.00Jul 24$0.88$0.88$0.127.33$71.88
$80.00$81.00Aug 7$0.87$0.87$0.136.69$80.87
$80.00$83.00Aug 28$2.58$2.58$0.426.14$82.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$89.00$87.00Jul 24$1.87$1.87$0.1314.38$87.13
$93.00$89.00Aug 7$3.20$3.20$0.804.00$89.80
$101.00$100.00Jul 24$0.77$0.77$0.233.35$100.23
$94.00$90.00Aug 21$3.05$3.05$0.953.21$90.95
$87.00$86.00Jul 31$0.74$0.74$0.262.85$86.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 33 found (avg debit $0.81, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 7Aug 14$0.0557.0%48.8%
$99.00Jul 31Aug 7$0.1453.1%47.6%
$91.00Jul 24Jul 31$0.23360.6%39.3%
$92.00Jul 24Jul 31$0.23447.9%44.0%
$90.00Jul 24Jul 31$0.36336.0%39.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$72.00Jul 24Jul 31$0.061067.8%67.3%
$70.00Jul 24Jul 31$0.101011.1%76.7%
$92.00Jul 24Jul 31$0.25447.9%44.0%
$78.00Jul 24Jul 31$0.28451.4%50.4%
$81.00Jul 24Jul 31$0.52271.4%41.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 0.38% of stock, avg 8.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$85.00Jul 24$0.18$0.14$0.32$84.68$85.320.38%
$84.00Jul 24$1.07$0.21$1.28$82.72$85.281.50%
$86.00Jul 24$0.05$1.26$1.31$84.69$87.311.54%
$87.00Jul 24$0.01$1.69$1.70$85.30$88.702.00%
$83.00Jul 24$2.05$0.15$2.20$80.80$85.202.59%
$82.00Jul 24$3.18$0.01$3.19$78.81$85.193.75%
$89.00Jul 24$0.01$3.56$3.57$85.43$92.574.20%
$85.00Jul 31$1.95$1.88$3.83$81.17$88.834.50%
$86.00Jul 31$1.48$2.40$3.88$82.12$89.884.56%
$84.00Jul 31$2.51$1.44$3.95$80.05$87.954.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.91% of stock, avg 4.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.00$85.00Jul 24$0.63$0.14$0.77$84.23$93.77
$93.00$83.00Jul 24$0.63$0.15$0.78$82.22$93.78
$93.00$84.00Jul 24$0.63$0.21$0.84$83.16$93.84
$101.00$85.00Jul 24$0.73$0.14$0.87$84.13$101.87
$101.00$83.00Jul 24$0.73$0.15$0.88$82.12$101.88
$90.00$81.00Jul 31$0.37$0.53$0.90$80.10$90.90
$101.00$84.00Jul 24$0.73$0.21$0.94$83.06$101.94
$93.00$79.00Jul 24$0.63$0.42$1.05$77.95$94.05
$89.00$81.00Jul 31$0.54$0.53$1.07$79.93$90.07
$97.00$85.00Jul 24$0.98$0.14$1.12$83.88$98.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 243 found (best R:R 9.00, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
79/8082/83Jul 31$0.90$0.109.00$79.10$82.90
81/8283/84Aug 7$0.89$0.118.09$81.11$83.89
82/8385/86Aug 7$0.89$0.118.09$82.11$85.89
81/8287/88Aug 14$0.89$0.118.09$81.11$87.89
86/8789/90Aug 14$0.89$0.118.09$86.11$89.89
87/8890/91Aug 14$0.89$0.118.09$87.11$90.89
78/7888/89Aug 21$0.89$0.118.09$77.11$88.89
82/8384/85Jul 31$0.88$0.127.33$82.12$84.88
83/8485/86Aug 7$0.88$0.127.33$83.12$85.88
84/8587/88Aug 14$0.88$0.127.33$84.12$87.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 67 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$81.00$82.00$83.00Aug 14$0.06$0.9415.67
$89.00$90.00$91.00Aug 14$0.07$0.9313.29
$83.00$84.00$85.00Jul 31$0.08$0.9211.50
$82.00$83.00$84.00Aug 7$0.08$0.9211.50
$83.00$84.00$85.00Jul 24$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$81.00$82.00$83.00Aug 14$0.06$0.9415.67
$84.00$85.00$86.00Aug 21$0.06$0.9415.67
$83.00$84.00$85.00Aug 7$0.07$0.9313.29
$86.00$87.00$88.00Aug 14$0.07$0.9313.29
$88.00$89.00$90.00Aug 14$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 111 found (best net $-0.09, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$102.001:2Aug 14-$0.09$6.91
$75.00$80.001:2Aug 21-$2.94$2.06
$98.00$100.001:2Jul 24-$0.02$1.98
$98.00$100.001:2Aug 21-$0.04$1.96
$99.00$101.001:2Aug 7-$0.17$1.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$84.00$80.001:2Aug 28-$0.90$3.10
$72.50$70.001:2Aug 21-$0.14$2.36
$93.00$89.001:2Aug 7-$1.70$2.30
$77.00$75.001:2Aug 7-$0.23$1.77
$72.00$70.001:2Aug 7-$0.28$1.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 4.70%, avg 1.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$86.00Sep 4$4.000.501.1%4.70%5.81%2--
$86.00Aug 21$3.050.481.1%3.59%4.69%13179
$86.00Aug 14$2.700.471.1%3.17%4.28%1--
$87.00Aug 21$2.680.432.3%3.15%5.43%29482
$87.50Aug 21$2.480.412.9%2.92%5.78%8592
$86.00Aug 28$2.360.481.1%2.77%3.88%2035
$88.00Aug 21$2.280.393.5%2.68%6.14%272.0K
$87.00Aug 14$2.270.422.3%2.67%4.95%2--
$89.00Aug 28$2.180.384.6%2.56%7.19%1312
$88.00Sep 4$2.110.423.5%2.48%5.94%2--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 8,899
Total Puts 8,443
Put/Call Ratio 0.95
Net Difference 456

Prior's Put/Call Breakdown

Total Calls 9,456
Total Puts 10,990
Put/Call Ratio 1.16
Net Difference -1,534

Prior 7-Day Put/Call Summary

Total Calls 73,176
Total Puts 42,430
Average Put/Call Ratio 0.73
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All