Tour v472
DAL
DELTA AIR LINES INC
$88.59 +2.71%
$88.71 (+0.13%)🌙
as of 07/30 06:07 PM
7/30 18:07

Option Volume

Detail
Current (07/30) 11,111
Calls: 6,504 (59%)
Puts: 4,607 (41%)
Prior (07/29) 12,250
Calls: 7,013 (57%)
Puts: 5,237 (43%)
Current vs Prior -9.30%
Calls: -7.26% (Calls)
Puts: -12.03% (Puts)
Prior 7-Day Total 125,065
Calls: 79,459 (64%)
Puts: 45,606 (36%)
Prior 7-Day Average 17,866
Calls: 11,351 (64%)
Puts: 6,515 (36%)
Current vs Prior 7-Day Avg -37.81%
Calls: -42.70%
Puts: -29.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $3.02M
Calls: $2.21M (73%)
Puts: $813.0K (27%)
Prior (07/29) $2.89M
Calls: $1.53M (53%)
Puts: $1.36M (47%)
Current vs Prior +4.46%
Calls: +44.30%
Puts: -40.34%
Prior 7-Day Total $26.61M
Calls: $16.75M (63%)
Puts: $9.86M (37%)
Prior 7-Day Average $3.80M
Calls: $2.39M (63%)
Puts: $1.41M (37%)
Current vs Prior 7-Day Avg -20.44%
Calls: -7.59%
Puts: -42.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.71
Prior (07/29) 0.75
Current vs Prior -5.15%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg -1.21%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/30) 388,590
Calls: 183,318 (47%)
Puts: 205,272 (53%)
Prior (07/29) 195,564
Calls: 102,860 (53%)
Puts: 92,704 (47%)
Current vs Prior +98.70%
Prior 7-Day Total 2,121,253
Calls: 1,032,490 (49%)
Puts: 1,088,763 (51%)
Prior 7-Day Average 303,036
Calls: 147,498 (49%)
Puts: 155,537 (51%)
Current vs Prior 7-Day Avg +28.23%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.51% | 5.52%8.25% | 13.24%
Prior 4.29% | 6.19%8.65% | 13.25%
Current vs Prior -41.58% | -10.85%-4.60% | -0.09%
Prior 7-Day Avg 3.87% | 6.02%9.05% | 13.69%
Current vs 7-Day Avg -35.25% | -8.33%-8.81% | -3.26%
Prior 7-Day Eod 4.29% | 6.19%8.65% | 13.25%
Current vs 7-Day Eod -41.58% | -10.85%-4.60% | -0.09%
Sentiment BULLISHBULLISH

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
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($2.21M). Rising open interest (up 99%) indicates new positions being established.

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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 12 of results (avg 7.5%, best 6.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Aug 213.703.95$3.836.5%130.551.2K
$90.00Aug 212.752.95$2.857.0%1700.462.9K
$89.00Aug 213.203.45$3.337.5%30.5033
$87.00Aug 214.204.55$4.388.0%--0.60802
$91.00Aug 212.312.53$2.429.1%50.41215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Aug 212.652.82$2.746.2%640.431.9K
$90.00Aug 213.854.10$3.976.3%240.54313
$94.00Aug 216.306.75$6.536.9%--0.7210
$89.00Aug 213.353.60$3.487.2%10.506
$85.00Aug 211.761.91$1.848.2%590.32760

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 98 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Jul 3116.1018.40$17.2513.3%60.999
$73.00Jul 3114.5516.45$15.5012.3%60.9914
$82.00Jul 315.007.90$6.4545.0%760.99129
$75.00Jul 3112.7514.80$13.7814.9%--0.9913
$75.00Aug 712.8514.65$13.7513.1%--0.9886
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Jul 313.105.90$4.5062.2%11.009
$94.00Jul 314.256.90$5.5847.5%11.001
$92.00Jul 312.603.70$3.1534.9%--0.94101
$105.00Aug 2115.6517.95$16.8013.7%--0.9410
$100.00Aug 2110.9012.50$11.7013.7%--0.9017

Most actively traded options today. High liquidity = easy entry/exit. 217 active (total vol 7.2K, top 510)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Jul 310.570.88$0.7342.5%5100.456.3K
$90.00Jul 310.260.44$0.3551.4%4160.27742
$90.00Aug 142.152.92$2.5430.3%3370.47292
$91.00Jul 310.110.27$0.1984.2%2680.16599
$90.00Aug 71.331.65$1.4921.5%2500.42649
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Aug 140.771.02$0.9027.8%3310.2025
$82.00Aug 70.230.49$0.3672.2%2750.122.0K
$85.00Jul 310.030.08$0.0683.3%1830.06423
$84.00Jul 310.020.04$0.0366.7%1640.03438
$85.00Aug 70.700.87$0.7821.8%1440.23370

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 128.2%, max 446.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Jul 31Aug 28170.1%40.9%315.4%--99
$76.00Jul 31Aug 14210.1%55.5%278.6%164
$105.00Jul 31Aug 28141.5%39.3%260.0%2783
$103.00Jul 31Aug 7173.2%49.0%253.7%634
$79.00Jul 31Aug 21148.1%42.3%250.0%243
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$74.00Jul 31Sep 4263.5%48.2%446.5%14158
$76.00Jul 31Sep 4210.1%46.2%354.8%23176
$72.00Jul 31Sep 4207.4%47.2%339.1%23107
$77.00Jul 31Sep 4196.1%47.7%311.3%278
$78.00Jul 31Sep 4172.7%43.2%299.8%26199

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 111 found (best R:R 22.81, avg 3.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$105.00Aug 21$0.21$4.79$0.2122.81$100.21
$103.00$105.00Jul 31$0.12$1.88$0.1215.67$103.12
$100.00$102.00Aug 14$0.13$1.87$0.1314.38$100.13
$101.00$105.00Aug 28$0.26$3.74$0.2614.38$101.26
$91.00$92.00Jul 31$0.10$0.90$0.109.00$91.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$77.00$76.00Aug 21$0.10$0.90$0.109.00$76.90
$87.00$86.00Jul 31$0.12$0.88$0.127.33$86.88
$82.00$81.00Aug 14$0.13$0.87$0.136.69$81.87
$74.00$72.00Sep 4$0.26$1.74$0.266.69$73.74
$81.00$80.00Aug 14$0.14$0.86$0.146.14$80.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 18.23, avg 1.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$77.50Aug 21$2.37$2.37$0.1318.23$77.37
$77.50$79.00Aug 21$1.35$1.35$0.159.00$78.85
$73.00$80.00Aug 28$6.18$6.18$0.827.54$79.18
$80.00$81.00Aug 21$0.87$0.87$0.136.69$80.87
$81.00$82.00Aug 7$0.84$0.84$0.165.25$81.84
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$97.50Aug 21$2.35$2.35$0.1515.67$97.65
$95.00$93.00Aug 28$1.85$1.85$0.1512.33$93.15
$91.00$90.00Jul 31$0.86$0.86$0.146.14$90.14
$97.50$95.00Aug 21$2.07$2.07$0.434.81$95.43
$95.00$94.00Aug 21$0.75$0.75$0.253.00$94.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $0.74, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$78.00Jul 31Aug 14$0.10172.7%49.5%
$97.00Jul 31Aug 7$0.14111.3%44.8%
$80.00Jul 31Aug 7$0.22123.7%48.9%
$105.00Jul 31Aug 7$0.27141.5%74.5%
$95.00Jul 31Aug 7$0.3959.6%42.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Jul 31Aug 7$0.09123.7%48.9%
$81.00Jul 31Aug 7$0.13115.8%47.2%
$83.00Jul 31Aug 7$0.3364.2%41.2%
$82.00Jul 31Aug 7$0.3567.6%46.8%
$84.00Jul 31Aug 7$0.5957.8%44.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 91 found (cheapest 1.96% of stock, avg 9.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$88.00Jul 31$1.21$0.53$1.74$86.26$89.741.96%
$89.00Jul 31$0.73$1.01$1.74$87.26$90.741.96%
$90.00Jul 31$0.35$1.74$2.09$87.91$92.092.36%
$87.00Jul 31$1.93$0.25$2.18$84.82$89.182.46%
$91.00Jul 31$0.19$2.60$2.79$88.21$93.793.15%
$86.00Jul 31$2.99$0.13$3.12$82.88$89.123.52%
$92.00Jul 31$0.09$3.15$3.24$88.76$95.243.66%
$85.00Jul 31$3.73$0.06$3.79$81.21$88.794.28%
$89.00Aug 7$2.15$2.29$4.44$84.56$93.445.01%
$90.00Aug 7$1.49$2.97$4.46$85.54$94.465.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.25% of stock, avg 4.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$92.00$86.00Jul 31$0.09$0.13$0.22$85.78$92.22
$91.00$86.00Jul 31$0.19$0.13$0.32$85.68$91.32
$92.00$87.00Jul 31$0.09$0.25$0.34$86.66$92.34
$92.00$77.00Jul 31$0.09$0.28$0.37$76.63$92.37
$91.00$87.00Jul 31$0.19$0.25$0.44$86.56$91.44
$91.00$77.00Jul 31$0.19$0.28$0.47$76.53$91.47
$90.00$86.00Jul 31$0.35$0.13$0.48$85.52$90.48
$99.00$86.00Jul 31$0.38$0.13$0.51$85.49$99.51
$92.00$74.00Jul 31$0.09$0.42$0.51$73.49$92.51
$90.00$87.00Jul 31$0.35$0.25$0.60$86.40$90.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 9.71, avg credit $0.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
78/7980/83Aug 28$2.72$0.289.71$76.28$82.72
84/8591/92Aug 28$0.90$0.109.00$84.10$91.90
84/8586/87Aug 7$0.89$0.118.09$84.11$86.89
85/8788/89Aug 28$1.77$0.237.70$85.23$89.77
76/7781/82Aug 21$0.87$0.136.69$76.13$81.87
78/7881/82Aug 21$0.87$0.136.69$77.13$81.87
75/7680/83Aug 28$2.57$0.435.98$73.43$82.57
84/8592/93Aug 28$0.84$0.165.25$84.16$92.84
83/8487/88Aug 7$0.82$0.184.56$83.18$87.82
82/8384/85Aug 14$0.82$0.184.56$82.18$84.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 29.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$91.00$92.00Aug 7$0.05$0.9519.00
$90.00$91.00$92.00Jul 31$0.06$0.9415.67
$81.00$82.00$83.00Aug 14$0.06$0.9415.67
$91.00$92.00$93.00Aug 28$0.06$0.9415.67
$73.00$74.00$75.00Jul 31$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$91.00$92.50$94.00Aug 21$0.05$1.4529.00
$83.00$84.00$85.00Aug 14$0.05$0.9519.00
$73.00$74.00$75.00Aug 21$0.05$0.9519.00
$82.00$83.00$84.00Aug 14$0.06$0.9415.67
$85.00$86.00$87.00Aug 14$0.06$0.9415.67

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 $-0.01, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$101.00$105.001:2Aug 28-$0.01$3.99
$96.00$100.001:2Sep 4-$0.03$3.97
$102.00$106.001:2Aug 14-$0.66$3.34
$73.00$80.001:2Aug 28-$3.97$3.03
$100.00$103.001:2Jul 31-$0.27$2.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$83.00$79.001:2Sep 4-$0.02$3.98
$74.00$72.001:2Sep 4-$0.16$1.84
$74.00$72.001:2Aug 14-$0.27$1.73
$74.00$72.001:2Aug 28-$0.38$1.62
$83.00$82.001:2Jul 31$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 51 found (best yield 4.46%, avg 1.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$89.00Sep 4$3.950.520.5%4.46%4.92%11
$89.00Aug 21$3.200.500.5%3.61%4.07%333
$91.00Sep 4$3.000.452.7%3.39%6.11%310
$89.00Aug 28$2.930.490.5%3.31%3.77%1087
$90.00Aug 21$2.750.461.6%3.10%4.70%1702.9K
$90.00Aug 28$2.650.471.6%2.99%4.58%1274
$89.00Aug 14$2.620.530.5%2.96%3.42%82169
$91.00Aug 28$2.470.432.7%2.79%5.51%895
$92.00Sep 4$2.360.423.9%2.66%6.51%516
$91.00Aug 21$2.310.412.7%2.61%5.33%5215

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 6,504
Total Puts 4,607
Put/Call Ratio 0.71
Net Difference 1,897

Prior's Put/Call Breakdown

Total Calls 7,013
Total Puts 5,237
Put/Call Ratio 0.75
Net Difference 1,776

Prior 7-Day Put/Call Summary

Total Calls 79,459
Total Puts 45,606
Average Put/Call Ratio 0.72
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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Price — Past 7 Days

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