Tour v531
DAL
DELTA AIR LINES INC
$77.67 +1.32%
$77.65 (-0.03%)🌙
as of 10/21 06:05 PM
◀ 10/21 18:05 ▶

Option Volume

Detail
ℹ
Current (10/21) 137,576
Calls: 130,066 (95%)
Puts: 7,510 (5%)
Prior (10/20) 23,202
Calls: 17,516 (75%)
Puts: 5,686 (25%)
Current vs Prior +492.95%
Calls: +642.56% (Calls)
Puts: +32.08% (Puts)
Prior 7-Day Total 352,928
Calls: 256,114 (73%)
Puts: 96,814 (27%)
Prior 7-Day Average 50,418
Calls: 36,587 (73%)
Puts: 13,830 (27%)
Current vs Prior 7-Day Avg +172.87%
Calls: +255.49%
Puts: -45.70%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $16.80M
Calls: $14.94M (89%)
Puts: $1.86M (11%)
Prior (10/20) $5.17M
Calls: $3.58M (69%)
Puts: $1.59M (31%)
Current vs Prior +224.74%
Calls: +316.71%
Puts: +17.14%
Prior 7-Day Total $52.95M
Calls: $33.84M (64%)
Puts: $19.11M (36%)
Prior 7-Day Average $7.56M
Calls: $4.83M (64%)
Puts: $2.73M (36%)
Current vs Prior 7-Day Avg +122.04%
Calls: +208.91%
Puts: -31.85%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.06
Prior (10/20) 0.32
Current vs Prior -82.21%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -88.99%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/21) 413,343
Calls: 221,435 (54%)
Puts: 191,908 (46%)
Prior (10/20) 408,411
Calls: 218,024 (53%)
Puts: 190,387 (47%)
Current vs Prior +1.21%
Prior 7-Day Total 3,297,810
Calls: 2,023,885 (61%)
Puts: 1,273,925 (39%)
Prior 7-Day Average 471,115
Calls: 289,126 (61%)
Puts: 181,989 (39%)
Current vs Prior 7-Day Avg -12.26%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 3.60% | 5.91%9.24% | 13.43%
Prior 4.23% | 6.25%9.46% | 13.33%
Current vs Prior -14.70% | -5.42%-2.25% | +0.73%
Prior 7-Day Avg 3.74% | 5.87%5.12% | 11.65%
Current vs 7-Day Avg -3.69% | +0.67%+80.49% | +15.29%
Prior 7-Day Eod 4.23% | 6.25%9.46% | 13.33%
Current vs 7-Day Eod -14.70% | -5.42%-2.25% | +0.73%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 61.61% | 22.29%
Calls: 31.03% | 18.07%
Puts: 92.19% | 26.50%
Prior 61.61% | 22.29%
Calls: 31.03% | 18.07%
Puts: 92.19% | 26.50%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 60.86% | 20.14%
Calls: 33.32% | 16.01%
Puts: 88.39% | 24.26%
Current vs 7-Day Avg +1.24% | +10.67%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($14.94M) vs puts ($1.86M). Massive premium surge with dollar volume up 225% vs prior. Dollar volume significantly above 7-day average (122% higher). Unusually high activity with volume up 493% vs prior - elevated interest.

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 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 2 of results (avg 8.9%, best 7.8%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Nov 206.156.65$6.407.8%960.711
$81.00Nov 204.805.30$5.059.9%300.62--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.88, cheapest $0.98)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 200.901.05$0.9815.3%1690.2213.0K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 200.710.86$0.7819.2%1670.166.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 90 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Oct 2310.9012.85$11.8816.4%50.993
$65.00Oct 2311.8014.85$13.3322.9%50.995
$70.00Oct 236.709.30$8.0032.5%20.9914
$69.00Oct 237.8010.30$9.0527.6%80.994
$72.00Oct 234.957.30$6.1338.3%10.992
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 236.158.20$7.1828.6%21.002
$92.00Oct 2312.8015.25$14.0317.5%21.00--
$93.00Oct 2313.7016.45$15.0818.2%11.00--
$86.00Oct 306.959.50$8.2331.0%--1.0029
$83.00Oct 233.706.20$4.9550.5%10.982

Most actively traded options today. High liquidity = easy entry/exit. 207 active (total vol 25.4K, top 5.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 230.260.39$0.3339.4%5.8K0.211.6K
$79.00Oct 230.490.70$0.6035.0%5.6K0.3410.2K
$75.00Nov 204.905.45$5.1810.6%1.5K0.66444
$75.00Oct 232.553.95$3.2543.1%1.2K0.861.4K
$74.00Oct 233.104.95$4.0345.9%1.2K0.931.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 201.942.24$2.0914.4%1.5K0.342.8K
$76.00Nov 132.012.41$2.2118.1%5190.3962
$79.00Nov 203.604.05$3.8311.7%3400.5314
$78.00Nov 203.153.65$3.4014.7%3380.4813
$73.00Oct 230.030.16$0.10130.0%2660.07139

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 28.4%, max 44.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$78.00Oct 23Nov 2748.9%33.9%44.3%1376.7K
$76.00Oct 23Nov 2050.3%38.3%31.1%9566
$80.00Oct 23Nov 2748.1%38.1%26.4%5.8K1.6K
$77.00Oct 23Nov 2046.8%37.8%23.9%58513
$79.00Oct 23Nov 2748.6%42.7%13.9%5.6K10.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$78.00Oct 23Nov 2748.9%33.9%44.3%162613
$76.00Oct 23Nov 2050.3%38.3%31.1%175999
$77.00Oct 23Nov 2746.8%36.5%28.4%2421.1K
$80.00Oct 23Nov 2748.1%38.1%26.4%50205
$79.00Oct 23Nov 2748.6%42.7%13.9%55140

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 1.08, avg 3.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$77.00$78.00Nov 13$0.33$0.67$0.3356%2.03$77.33
$79.00$80.00Oct 30$0.20$0.80$0.2043%4.00$79.20
$73.00$75.00Nov 13$1.28$0.72$1.2875%0.56$74.28
$82.00$83.00Nov 13$0.15$0.85$0.1531%5.67$82.15
$84.00$85.00Nov 20$0.11$0.89$0.1125%8.09$84.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$83.00$82.00Oct 23$0.48$0.52$0.4898%1.08$82.52
$81.00$80.00Nov 6$0.20$0.80$0.2068%4.00$80.80
$85.00$83.00Nov 27$1.05$0.95$1.0577%0.90$83.95
$81.00$80.00Nov 27$0.20$0.80$0.2061%4.00$80.80
$82.00$81.00Oct 30$0.53$0.47$0.5381%0.89$81.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 90 found (best R:R 0.92, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$93.00Oct 30$0.48$0.48$0.5289%0.92$92.48
$78.00$79.00Nov 13$0.90$0.90$0.1048%9.00$78.90
$79.00$80.00Nov 27$0.87$0.87$0.1351%6.69$79.87
$91.00$92.00Oct 23$0.43$0.43$0.5789%0.75$91.43
$86.00$87.00Nov 27$0.31$0.31$0.6978%0.45$86.31
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$71.00$70.00Nov 13$0.29$0.29$0.7182%0.41$70.71
$73.00$72.00Nov 13$0.36$0.36$0.6475%0.56$72.64
$67.00$66.00Oct 30$0.16$0.16$0.8494%0.19$66.84
$75.00$74.00Nov 27$0.44$0.44$0.5665%0.79$74.56
$75.00$74.00Nov 13$0.42$0.42$0.5866%0.72$74.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.92, cheapest $0.89)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$79.00Oct 23Oct 30$0.8948.6%39.9%
$78.00Oct 23Oct 30$1.0748.9%40.8%
$77.00Oct 23Oct 30$0.9946.8%42.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$79.00Oct 23Oct 30$0.8948.6%39.9%
$78.00Oct 23Oct 30$0.8048.9%40.8%
$77.00Oct 23Oct 30$0.8846.8%42.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 2.83% of stock, avg 8.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$78.00Oct 23$0.99$1.21$2.20$75.80$80.202.83%
$79.00Oct 23$0.60$1.69$2.29$76.71$81.292.95%
$77.00Oct 23$1.59$0.71$2.30$74.70$79.302.96%
$76.00Oct 23$2.28$0.45$2.73$73.27$78.733.51%
$80.00Oct 23$0.33$2.49$2.82$77.18$82.823.63%
$75.00Oct 23$3.25$0.19$3.44$71.56$78.444.43%
$81.00Oct 23$0.21$3.52$3.73$77.27$84.734.80%
$78.00Oct 30$2.06$2.01$4.07$73.93$82.075.24%
$79.00Oct 30$1.49$2.58$4.07$74.93$83.075.24%
$74.00Oct 23$4.03$0.09$4.12$69.88$78.125.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.39% of stock, avg 4.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$81.00$74.00Oct 23$0.21$0.09$0.30$73.70$81.30
$81.00$73.00Oct 23$0.21$0.10$0.31$72.69$81.31
$81.00$75.00Oct 23$0.21$0.19$0.40$74.60$81.40
$80.00$74.00Oct 23$0.33$0.09$0.42$73.58$80.42
$80.00$73.00Oct 23$0.33$0.10$0.43$72.57$80.43
$80.00$75.00Oct 23$0.33$0.19$0.52$74.48$80.52
$91.00$74.00Oct 23$0.48$0.09$0.57$73.43$91.57
$91.00$73.00Oct 23$0.48$0.10$0.58$72.42$91.58
$91.00$75.00Oct 23$0.48$0.19$0.67$74.33$91.67
$81.00$76.00Oct 23$0.21$0.45$0.66$75.34$81.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 152 found (best R:R 1.78, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
66/6792/93Oct 30$0.64$0.3684%1.78$66.36$92.64
68/6992/93Oct 30$0.60$0.4084%1.50$68.40$92.60
72/7392/93Oct 30$0.70$0.3072%2.33$72.30$92.70
75/7692/93Oct 30$0.82$0.1855%4.56$75.18$92.82
73/7492/93Oct 30$0.66$0.3468%1.94$73.34$92.66
75/7691/92Oct 23$0.69$0.3163%2.23$75.31$91.69
74/7591/92Oct 23$0.53$0.4775%1.13$74.47$91.53
74/7592/93Oct 30$0.66$0.3462%1.94$74.34$92.66
66/6789/90Oct 30$0.31$0.6985%0.45$66.69$89.31
66/6784/85Oct 30$0.35$0.6580%0.54$66.65$84.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 89 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$76.00$77.00$78.00Oct 23$0.09$0.9127%10.11
$78.00$79.00$80.00Oct 23$0.12$0.8826%7.33
$80.00$81.00$82.00Nov 13$0.06$0.9410%15.67
$75.00$76.00$77.00Nov 20$0.06$0.949%15.67
$77.00$78.00$79.00Nov 6$0.08$0.9212%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$75.00$76.00$77.00Nov 6$0.05$0.9512%19.00
$74.00$75.00$76.00Nov 6$0.05$0.9511%19.00
$81.00$82.00$83.00Oct 30$0.09$0.9112%10.11
$72.00$73.00$74.00Nov 27$0.06$0.947%15.67
$73.00$74.00$75.00Nov 20$0.07$0.938%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 113 found (best net $-1.41, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Nov 20-$1.61$3.39
$74.00$78.001:2Nov 27-$1.10$2.90
$72.00$75.001:2Oct 30-$1.97$1.03
$65.00$70.001:2Nov 20-$4.12$0.88
$79.00$80.001:2Oct 23-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$91.00$85.001:2Oct 23-$1.41$4.59
$70.00$67.001:2Nov 27-$0.10$2.90
$78.00$77.001:2Oct 23-$0.21$0.79
$77.00$76.001:2Oct 23-$0.19$0.81
$73.00$72.001:2Oct 30-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 3.85%, avg 1.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$79.00Nov 27$2.990.491.7%3.85%5.56%18
$78.00Nov 27$3.450.520.4%4.44%4.87%14
$80.00Nov 27$2.500.443.0%3.22%6.22%610
$78.00Nov 20$3.200.520.4%4.12%4.54%14272
$82.00Nov 27$1.800.365.6%2.32%7.89%1122
$79.00Nov 20$2.680.481.7%3.45%5.16%19102
$80.00Nov 20$2.310.433.0%2.97%5.97%2582.1K
$83.00Nov 27$1.540.326.9%1.98%8.85%225
$81.00Nov 20$1.900.384.3%2.45%6.73%2021
$79.00Nov 13$2.430.461.7%3.13%4.84%5129

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 130,066
Total Puts 7,510
Put/Call Ratio 0.06
Net Difference 122,556

Prior's Put/Call Breakdown

Total Calls 17,516
Total Puts 5,686
Put/Call Ratio 0.32
Net Difference 11,830

Prior 7-Day Put/Call Summary

Total Calls 256,114
Total Puts 96,814
Average Put/Call Ratio 0.52
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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