Tour v528
DAL
DELTA AIR LINES INC
$79.62 +0.24%
$79.80 (+0.23%)🌙
as of 09/18 06:01 PM
9/18 18:01

Option Volume

Detail
Current (09/18) 47,717
Calls: 35,249 (74%)
Puts: 12,468 (26%)
Prior (09/17) 22,142
Calls: 15,555 (70%)
Puts: 6,587 (30%)
Current vs Prior +115.50%
Calls: +126.61% (Calls)
Puts: +89.28% (Puts)
Prior 7-Day Total 277,851
Calls: 228,438 (82%)
Puts: 49,413 (18%)
Prior 7-Day Average 39,693
Calls: 32,634 (82%)
Puts: 7,059 (18%)
Current vs Prior 7-Day Avg +20.22%
Calls: +8.01%
Puts: +76.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $5.83M
Calls: $3.51M (60%)
Puts: $2.32M (40%)
Prior (09/17) $5.23M
Calls: $3.68M (70%)
Puts: $1.55M (30%)
Current vs Prior +11.36%
Calls: -4.56%
Puts: +49.03%
Prior 7-Day Total $45.08M
Calls: $33.10M (73%)
Puts: $11.98M (27%)
Prior 7-Day Average $6.44M
Calls: $4.73M (73%)
Puts: $1.71M (27%)
Current vs Prior 7-Day Avg -9.50%
Calls: -25.75%
Puts: +35.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.35
Prior (09/17) 0.42
Current vs Prior -16.47%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg -13.50%
Sentiment BULLISH

Open Interest

Detail
Current (09/18) 579,223
Calls: 348,959 (60%)
Puts: 230,264 (40%)
Prior (09/17) 575,938
Calls: 345,785 (60%)
Puts: 230,153 (40%)
Current vs Prior +0.57%
Prior 7-Day Total 3,472,486
Calls: 1,897,420 (55%)
Puts: 1,575,066 (45%)
Prior 7-Day Average 496,069
Calls: 271,060 (55%)
Puts: 225,009 (45%)
Current vs Prior 7-Day Avg +16.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.60% | 4.75%1.60% | 11.78%
Prior 2.44% | 4.88%2.44% | 11.22%
Current vs Prior +94.38% | +33.44%-34.69% | +5.02%
Prior 7-Day Avg 3.56% | 5.69%4.28% | 11.85%
Current vs 7-Day Avg +33.29% | +14.63%-62.75% | -0.55%
Prior 7-Day Eod 2.44% | 4.88%2.44% | 11.22%
Current vs 7-Day Eod +94.38% | +33.44%-34.69% | +5.02%
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
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($3.51M). Unusually high activity with volume up 116% vs prior - elevated interest. Extreme bullish P/C ratio of 0.35 - heavy call buying (35,249 calls vs 12,468 puts). Call-heavy open interest (348,959 calls vs 230,264 puts) suggests bullish positioning.

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 BULLISH
Prior BULLISH
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 3 of results (avg 6.1%, best 4.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Sep 250.700.73$0.724.2%7.5K0.291.7K
$80.00Oct 163.653.90$3.786.6%5070.503.3K
$80.00Sep 251.401.51$1.467.5%6710.48441
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.72, cheapest $0.72)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Sep 250.700.73$0.724.2%7.5K0.291.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 92 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Sep 1813.6515.90$14.7815.2%211.00588
$69.00Sep 1810.0011.60$10.8014.8%11.001
$70.00Sep 187.9511.45$9.7036.1%741.002.0K
$72.00Sep 186.809.35$8.0731.6%11.00--
$73.00Sep 185.108.50$6.8050.0%31.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Sep 258.1510.60$9.3826.1%--1.0011
$90.00Sep 259.1011.25$10.1821.1%--1.0032
$90.00Sep 189.1511.05$10.1018.8%110.99369
$87.50Sep 186.008.40$7.2033.3%10.99495
$85.00Sep 184.356.45$5.4038.9%1.5K0.992.9K

Most actively traded options today. High liquidity = easy entry/exit. 188 active (total vol 45.0K, top 7.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Sep 250.700.73$0.724.2%7.5K0.291.7K
$80.00Sep 180.010.06$0.03166.7%7.0K0.148.5K
$79.00Sep 180.321.07$0.70107.1%6.0K1.006.1K
$84.00Sep 250.270.39$0.3336.4%5.9K0.16754
$80.00Sep 251.401.51$1.467.5%6710.48441
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Sep 180.000.03$0.02150.0%2.3K0.09442
$85.00Sep 184.356.45$5.4038.9%1.5K0.992.9K
$77.50Sep 180.000.79$0.40197.5%1.4K0.234.4K
$75.00Oct 20.540.75$0.6532.3%1.1K0.20102
$80.00Sep 180.400.75$0.5761.4%7410.863.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 2479.5%, max 4243.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 18Oct 231955.0%45.0%4243.3%--87
$89.00Sep 18Oct 301669.4%40.4%4032.3%170
$91.00Sep 18Oct 21862.3%51.1%3547.1%--232
$74.00Sep 18Sep 251319.7%40.0%3201.0%625
$87.00Sep 18Oct 231463.4%46.1%3071.1%50268
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$71.00Sep 18Oct 231736.2%44.4%3814.2%187
$74.00Sep 18Oct 91319.7%50.9%2490.6%37209
$76.00Sep 18Oct 231029.7%42.2%2339.6%18533
$77.50Sep 18Oct 16469.7%43.6%976.6%1.5K5.0K
$78.00Sep 18Oct 30321.6%39.9%706.1%1301.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 0.95, avg 3.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$75.00$80.00Oct 30$2.57$2.43$2.5770%0.95$77.57
$77.00$78.00Oct 2$0.17$0.83$0.1770%4.88$77.17
$76.00$77.00Sep 18$0.44$0.56$0.4473%1.27$76.44
$78.00$79.00Oct 9$0.12$0.88$0.1259%7.33$78.12
$74.00$75.00Sep 25$0.50$0.50$0.5092%1.00$74.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$84.00$81.00Oct 9$1.25$1.75$1.2562%1.40$82.75
$83.00$82.00Sep 25$0.37$0.63$0.3778%1.70$82.63
$79.00$78.00Oct 23$0.13$0.87$0.1345%6.69$78.87
$78.00$77.00Oct 9$0.15$0.85$0.1541%5.67$77.85
$78.00$75.00Oct 30$0.84$2.16$0.8440%2.57$77.16

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 1.06, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$89.00$90.00Oct 9$0.78$0.78$0.2279%3.55$89.78
$90.00$91.00Oct 2$0.75$0.75$0.2580%3.00$90.75
$86.00$87.00Oct 2$0.36$0.36$0.6482%0.56$86.36
$87.00$88.00Oct 9$0.40$0.40$0.6078%0.67$87.40
$84.00$85.00Oct 23$0.53$0.53$0.4762%1.13$84.53
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$67.00$65.00Oct 2$1.03$1.03$0.9786%1.06$65.97
$77.00$76.00Oct 9$0.87$0.87$0.1363%6.69$76.13
$74.00$73.00Oct 9$0.63$0.63$0.3774%1.70$73.37
$77.50$77.00Sep 18$0.39$0.39$0.1176%3.55$77.11
$72.50$72.00Sep 18$0.28$0.28$0.2290%1.27$72.22

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 0.75% of stock, avg 7.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$80.00Sep 18$0.03$0.57$0.60$79.40$80.600.75%
$79.00Sep 18$0.70$0.02$0.72$78.28$79.720.90%
$81.00Sep 18$0.01$1.36$1.37$79.63$82.371.72%
$82.00Sep 18$0.02$2.13$2.15$79.85$84.152.70%
$78.00Sep 18$1.97$0.25$2.22$75.78$80.222.79%
$77.50Sep 18$2.10$0.40$2.50$75.00$80.003.14%
$82.50Sep 18$0.01$3.08$3.09$79.41$85.593.88%
$80.00Sep 25$1.46$1.72$3.18$76.82$83.183.99%
$77.00Sep 18$3.18$0.01$3.19$73.81$80.194.01%
$79.00Sep 25$2.06$1.33$3.39$75.61$82.394.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.72% of stock, avg 4.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$84.00$75.00Sep 25$0.33$0.24$0.57$74.43$84.57
$84.00$76.00Sep 25$0.33$0.40$0.73$75.27$84.73
$83.00$75.00Sep 25$0.51$0.24$0.75$74.25$83.75
$83.00$76.00Sep 25$0.51$0.40$0.91$75.09$83.91
$84.00$77.00Sep 25$0.33$0.56$0.89$76.11$84.89
$83.00$77.00Sep 25$0.51$0.56$1.07$75.93$84.07
$82.00$75.00Sep 25$0.72$0.24$0.96$74.04$82.96
$82.00$76.00Sep 25$0.72$0.40$1.12$74.88$83.12
$87.00$78.00Sep 18$1.07$0.25$1.32$76.68$88.32
$89.00$78.00Sep 18$1.07$0.25$1.32$76.68$90.32

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 8.09, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
65/6790/91Oct 2$1.78$0.2266%8.09$65.22$91.78
65/6786/87Oct 2$1.39$0.6168%2.28$65.61$87.39
72/7390/91Oct 2$0.86$0.1467%6.14$72.14$90.86
65/6784/85Oct 2$1.30$0.7062%1.86$65.70$85.30
73/7490/91Oct 2$0.88$0.1264%7.33$73.12$90.88
73/7494/95Oct 9$0.77$0.2364%3.35$73.23$94.77
65/6783/84Oct 2$1.24$0.7657%1.63$65.76$84.24
68/7089/90Oct 9$1.02$0.9866%1.04$68.98$90.02
70/7290/91Oct 2$0.90$1.1070%0.82$71.10$90.90
73/7485/86Oct 9$0.81$0.1945%4.26$73.19$85.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 3.17, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$79.00$80.00$81.00Sep 18$0.65$0.3598%0.54
$82.50$85.00$87.50Oct 16$0.13$2.3717%18.23
$75.00$77.50$80.00Oct 16$0.21$2.2920%10.90
$80.00$82.50$85.00Oct 16$0.22$2.2818%10.36
$85.00$87.50$90.00Oct 16$0.18$2.3215%12.89
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$79.00$80.00$81.00Sep 18$0.24$0.7689%3.17
$77.50$80.00$82.50Oct 16$0.12$2.3820%19.83
$75.00$77.50$80.00Oct 16$0.22$2.2820%10.36
$70.00$72.50$75.00Oct 16$0.17$2.3316%13.71
$77.00$78.00$79.00Sep 25$0.09$0.9119%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 103 found (best net $-1.38, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$69.00$74.001:2Sep 25-$1.38$3.62
$70.00$75.001:2Oct 9-$2.51$2.49
$75.00$80.001:2Oct 30-$1.86$3.14
$81.00$85.001:2Oct 30-$0.66$3.34
$87.50$90.001:2Oct 16-$0.36$2.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$82.00$81.001:2Sep 18-$0.59$0.41
$72.50$70.001:2Oct 16-$0.19$2.31
$71.00$68.001:2Oct 23-$0.24$2.76
$72.00$70.001:2Oct 2-$0.03$1.97
$76.00$75.001:2Sep 25-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 5.09%, avg 1.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Oct 30$4.050.530.5%5.09%5.56%--123
$81.00Oct 30$3.350.491.7%4.21%5.94%3--
$85.00Oct 23$2.100.346.8%2.64%9.39%710
$85.00Oct 30$1.990.356.8%2.50%9.26%--10
$80.00Oct 16$3.650.500.5%4.58%5.06%5073.3K
$86.00Oct 30$1.630.348.0%2.05%10.06%911
$82.00Oct 23$2.730.443.0%3.43%6.42%--16
$80.00Oct 23$3.550.510.5%4.46%4.94%456
$82.50Oct 16$2.540.413.6%3.19%6.81%1571.4K
$84.00Oct 23$2.050.385.5%2.57%8.08%11

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 35,249
Total Puts 12,468
Put/Call Ratio 0.35
Net Difference 22,781

Prior's Put/Call Breakdown

Total Calls 15,555
Total Puts 6,587
Put/Call Ratio 0.42
Net Difference 8,968

Prior 7-Day Put/Call Summary

Total Calls 228,438
Total Puts 49,413
Average Put/Call Ratio 0.41
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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