Tour v492
DAL
DELTA AIR LINES INC
$93.14 +0.40%
$93.15 (+0.01%)🌙
as of 08/05 06:18 PM
8/5 18:18

Option Volume

Detail
Current (08/05) 54,969
Calls: 46,803 (85%)
Puts: 8,166 (15%)
Prior (08/04) 11,909
Calls: 5,295 (44%)
Puts: 6,614 (56%)
Current vs Prior +361.58%
Calls: +783.91% (Calls)
Puts: +23.47% (Puts)
Prior 7-Day Total 125,172
Calls: 79,860 (64%)
Puts: 45,312 (36%)
Prior 7-Day Average 17,881
Calls: 11,408 (64%)
Puts: 6,473 (36%)
Current vs Prior 7-Day Avg +207.40%
Calls: +310.24%
Puts: +26.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $4.79M
Calls: $3.17M (66%)
Puts: $1.62M (34%)
Prior (08/04) $3.25M
Calls: $2.37M (73%)
Puts: $881.6K (27%)
Current vs Prior +47.41%
Calls: +33.81%
Puts: +83.92%
Prior 7-Day Total $26.91M
Calls: $19.44M (72%)
Puts: $7.47M (28%)
Prior 7-Day Average $3.84M
Calls: $2.78M (72%)
Puts: $1.07M (28%)
Current vs Prior 7-Day Avg +24.57%
Calls: +14.02%
Puts: +52.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.17
Prior (08/04) 1.25
Current vs Prior -86.03%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -76.44%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 237,934
Calls: 131,967 (55%)
Puts: 105,967 (45%)
Prior (08/04) 208,883
Calls: 119,886 (57%)
Puts: 88,997 (43%)
Current vs Prior +13.91%
Prior 7-Day Total 2,315,746
Calls: 1,118,889 (48%)
Puts: 1,196,857 (52%)
Prior 7-Day Average 330,820
Calls: 159,841 (48%)
Puts: 170,979 (52%)
Current vs Prior 7-Day Avg -28.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.06% | 5.25%6.51% | 11.60%
Prior 3.67% | 5.78%6.81% | 12.37%
Current vs Prior -16.51% | -9.13%-4.49% | -6.30%
Prior 7-Day Avg 3.93% | 6.08%8.00% | 13.15%
Current vs 7-Day Avg -22.06% | -13.69%-18.72% | -11.83%
Prior 7-Day Eod 3.66% | 5.78%6.81% | 12.37%
Current vs 7-Day Eod -16.51% | -9.13%-4.49% | -6.30%
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
+
Add Card

🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($3.17M). Unusually high activity with volume up 362% vs prior - elevated interest. Volume explosion - 207% above 7-day average (54,969 vs avg 17,881). Extreme bullish P/C ratio of 0.17 - heavy call buying (46,803 calls vs 8,166 puts).

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 20 of results (avg 8.4%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Sep 185.155.45$5.305.7%180.552.8K
$95.00Sep 184.004.25$4.136.1%1590.471.6K
$97.50Sep 183.003.25$3.138.0%370.39577
$85.00Sep 189.9010.75$10.338.2%200.782.5K
$80.00Sep 1113.8015.00$14.408.3%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 185.355.65$5.505.5%1.1K0.53202
$92.50Sep 184.054.35$4.207.1%670.45403
$95.00Aug 143.003.25$3.138.0%220.615
$90.00Sep 183.003.25$3.138.0%4640.371.2K
$92.00Aug 212.132.32$2.228.6%330.4214

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.09, cheapest $0.09)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Aug 70.080.09$0.0911.1%36.7K0.0786
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 83 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Aug 716.5018.15$17.339.5%411.009
$75.00Aug 717.9019.70$18.809.6%370.9993
$84.00Aug 77.8011.00$9.4034.0%40.99111
$78.00Aug 1415.0016.80$15.9011.3%10.99--
$80.00Aug 1412.9014.25$13.589.9%100.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Aug 73.855.15$4.5028.9%241.00--
$99.00Aug 73.806.85$5.3257.3%11.00--
$97.00Aug 72.454.75$3.6063.9%120.968
$96.00Aug 72.443.35$2.9031.4%20.83--
$100.00Aug 216.557.60$7.0714.9%10.8217

Most actively traded options today. High liquidity = easy entry/exit. 225 active (total vol 51.9K, top 36.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Aug 70.080.09$0.0911.1%36.7K0.0786
$95.00Aug 70.420.54$0.4825.0%2.7K0.29661
$96.00Aug 70.230.51$0.3775.7%9100.21331
$95.00Aug 212.002.20$2.109.5%8310.421.3K
$100.00Aug 210.530.79$0.6639.4%4820.182.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 185.355.65$5.505.5%1.1K0.53202
$90.00Sep 183.003.25$3.138.0%4640.371.2K
$94.00Aug 71.261.72$1.4930.9%4240.5943
$94.00Aug 212.693.30$3.0020.3%3390.5314
$75.00Aug 70.000.05$0.03166.7%2760.01310

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 70.2%, max 261.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Aug 7Sep 18123.5%38.7%218.8%532.7K
$75.00Aug 7Sep 18129.3%41.2%213.5%412.0K
$78.00Aug 7Aug 28141.0%45.1%212.7%79
$79.00Aug 7Aug 21127.8%43.2%195.7%1024
$83.00Aug 7Aug 1497.3%41.6%133.8%4116
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$78.00Aug 7Sep 11141.0%39.0%261.6%242113
$77.00Aug 7Sep 11149.3%43.6%242.6%185162
$80.00Aug 7Sep 18123.5%38.7%218.8%1483.3K
$75.00Aug 7Sep 18129.3%41.2%213.5%33312.7K
$79.00Aug 7Sep 4127.8%42.3%202.2%186231

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 111 found (best R:R 30.25, avg 3.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$110.00Aug 21$0.16$4.84$0.1630.25$105.16
$105.00$110.00Aug 28$0.28$4.72$0.2816.86$105.28
$100.00$105.00Aug 21$0.44$4.56$0.4410.36$100.44
$96.00$97.00Aug 21$0.10$0.90$0.109.00$96.10
$94.00$95.00Sep 4$0.10$0.90$0.109.00$94.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$78.00$75.00Aug 28$0.14$2.86$0.1420.43$77.86
$77.50$75.00Sep 18$0.13$2.37$0.1318.23$77.37
$77.00$75.00Aug 7$0.11$1.89$0.1117.18$76.89
$79.00$75.00Sep 4$0.27$3.73$0.2713.81$78.73
$82.00$80.00Aug 21$0.15$1.85$0.1512.33$81.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 136 found (best R:R 9.00, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$78.00$79.00Aug 7$0.90$0.90$0.109.00$78.90
$82.00$83.00Aug 7$0.90$0.90$0.109.00$82.90
$90.00$92.00Aug 28$1.77$1.77$0.237.70$91.77
$86.00$88.00Sep 4$1.75$1.75$0.257.00$87.75
$80.00$82.00Aug 14$1.73$1.73$0.276.41$81.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$98.00$97.00Aug 7$0.90$0.90$0.109.00$97.10
$99.00$98.00Aug 7$0.82$0.82$0.184.56$98.18
$96.00$95.00Aug 7$0.79$0.79$0.213.76$95.21
$88.00$87.00Aug 28$0.75$0.75$0.253.00$87.25
$100.00$97.50Aug 21$1.84$1.84$0.662.79$98.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $0.67, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Aug 7Aug 14$0.15103.7%45.2%
$103.00Aug 7Aug 14$0.1583.6%47.1%
$105.00Aug 14Aug 21$0.1639.2%37.6%
$110.00Aug 21Aug 28$0.2138.1%42.0%
$88.00Aug 7Aug 14$0.2351.2%35.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$84.00Aug 7Aug 14$0.0668.4%38.5%
$76.00Aug 14Aug 21$0.0761.7%53.2%
$87.00Aug 7Aug 14$0.1165.5%34.9%
$85.00Aug 7Aug 14$0.1881.3%45.9%
$77.00Aug 7Sep 11$0.28149.3%43.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 2.44% of stock, avg 9.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Aug 7$1.36$0.91$2.27$90.73$95.272.44%
$94.00Aug 7$0.90$1.49$2.39$91.61$96.392.57%
$95.00Aug 7$0.48$2.11$2.59$92.41$97.592.78%
$92.00Aug 7$2.05$0.59$2.64$89.36$94.642.83%
$91.00Aug 7$2.59$0.33$2.92$88.08$93.923.14%
$96.00Aug 7$0.37$2.90$3.27$92.73$99.273.51%
$97.00Aug 7$0.16$3.60$3.76$93.24$100.764.04%
$90.00Aug 7$3.73$0.20$3.93$86.07$93.934.22%
$92.00Aug 14$2.75$1.54$4.29$87.71$96.294.61%
$93.00Aug 14$2.33$2.03$4.36$88.64$97.364.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.21% of stock, avg 3.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$98.00$89.00Aug 7$0.09$0.11$0.20$88.80$98.20
$97.00$89.00Aug 7$0.16$0.11$0.27$88.73$97.27
$98.00$90.00Aug 7$0.09$0.20$0.29$89.71$98.29
$97.00$90.00Aug 7$0.16$0.20$0.36$89.64$97.36
$98.00$91.00Aug 7$0.09$0.33$0.42$90.58$98.42
$96.00$89.00Aug 7$0.37$0.11$0.48$88.52$96.48
$97.00$91.00Aug 7$0.16$0.33$0.49$90.51$97.49
$96.00$90.00Aug 7$0.37$0.20$0.57$89.43$96.57
$95.00$89.00Aug 7$0.48$0.11$0.59$88.41$95.59
$95.00$90.00Aug 7$0.48$0.20$0.68$89.32$95.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 169 found (best R:R 13.71, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
82/8588/90Sep 18$2.33$0.1713.71$82.67$89.83
87/8893/95Aug 28$1.84$0.1611.50$86.16$94.84
80/8285/88Sep 18$2.27$0.239.87$80.23$87.27
78/8085/88Sep 18$2.22$0.287.93$77.78$87.22
93/9495/96Aug 28$0.88$0.127.33$93.12$95.88
86/8788/88Aug 21$0.87$0.136.69$86.13$88.37
91/9293/94Aug 21$0.87$0.136.69$91.13$93.87
86/8788/90Aug 21$1.69$0.315.45$85.31$89.69
75/7880/82Sep 18$2.11$0.395.41$75.39$82.11
78/8086/87Aug 28$1.68$0.325.25$78.32$87.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$97.00$98.00$99.00Aug 7$0.05$0.9519.00
$90.00$92.50$95.00Sep 18$0.13$2.3718.23
$100.00$105.00$110.00Aug 21$0.28$4.7216.86
$93.00$94.00$95.00Aug 21$0.06$0.9415.67
$85.00$87.50$90.00Sep 18$0.17$2.3313.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$77.50$80.00$82.50Sep 18$0.05$2.4549.00
$92.50$95.00$97.50Sep 18$0.05$2.4549.00
$78.00$80.00$82.00Aug 21$0.07$1.9327.57
$82.50$85.00$87.50Sep 18$0.10$2.4024.00
$78.00$79.00$80.00Aug 7$0.05$0.9519.00

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 $-2.35, 92 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$78.00$86.001:2Aug 28-$2.35$5.65
$105.00$110.001:2Sep 18-$0.07$4.93
$100.00$105.001:2Sep 18-$0.17$4.83
$100.00$105.001:2Sep 4-$0.26$4.74
$96.00$100.001:2Sep 11-$0.34$3.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$89.00$85.001:2Sep 4-$0.14$3.86
$83.00$80.001:2Sep 4-$0.37$2.63
$86.00$83.001:2Sep 11-$0.37$2.63
$83.00$80.001:2Aug 28-$0.41$2.59
$80.00$77.501:2Sep 18-$0.20$2.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 4.29%, avg 1.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$95.00Sep 18$4.000.472.0%4.29%6.29%1591.6K
$94.00Sep 4$3.450.490.9%3.70%4.63%7--
$96.00Sep 11$3.100.453.1%3.33%6.40%1--
$95.00Sep 4$3.050.462.0%3.27%5.27%622
$97.50Sep 18$3.000.394.7%3.22%7.90%37577
$95.00Aug 28$2.590.442.0%2.78%4.78%10111
$94.00Aug 21$2.260.470.9%2.43%3.35%9236
$100.00Sep 18$2.220.327.4%2.38%9.75%2342.5K
$96.00Aug 28$2.150.403.1%2.31%5.38%1--
$98.00Sep 4$2.040.355.2%2.19%7.41%118

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 46,803
Total Puts 8,166
Put/Call Ratio 0.17
Net Difference 38,637

Prior's Put/Call Breakdown

Total Calls 5,295
Total Puts 6,614
Put/Call Ratio 1.25
Net Difference -1,319

Prior 7-Day Put/Call Summary

Total Calls 79,860
Total Puts 45,312
Average Put/Call Ratio 0.74
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