Tour v531
DAL
DELTA AIR LINES INC
$79.26 +2.05%
$78.77 (-0.62%)🌙
as of 10/22 06:05 PM
◀ 10/22 18:05 ▶

Option Volume

Detail
ℹ
Current (10/22) 25,037
Calls: 17,722 (71%)
Puts: 7,315 (29%)
Prior (10/21) 137,576
Calls: 130,066 (95%)
Puts: 7,510 (5%)
Current vs Prior -81.80%
Calls: -86.37% (Calls)
Puts: -2.60% (Puts)
Prior 7-Day Total 363,623
Calls: 293,420 (81%)
Puts: 70,203 (19%)
Prior 7-Day Average 51,946
Calls: 41,917 (81%)
Puts: 10,029 (19%)
Current vs Prior 7-Day Avg -51.80%
Calls: -57.72%
Puts: -27.06%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/22) $4.13M
Calls: $2.88M (70%)
Puts: $1.26M (30%)
Prior (10/21) $16.80M
Calls: $14.94M (89%)
Puts: $1.86M (11%)
Current vs Prior -75.39%
Calls: -80.73%
Puts: -32.49%
Prior 7-Day Total $54.39M
Calls: $37.25M (68%)
Puts: $17.14M (32%)
Prior 7-Day Average $7.77M
Calls: $5.32M (68%)
Puts: $2.45M (32%)
Current vs Prior 7-Day Avg -46.81%
Calls: -45.92%
Puts: -48.73%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/22) 0.41
Prior (10/21) 0.06
Current vs Prior +614.87%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg -13.96%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/22) 526,114
Calls: 331,877 (63%)
Puts: 194,237 (37%)
Prior (10/21) 413,343
Calls: 221,435 (54%)
Puts: 191,908 (46%)
Current vs Prior +27.28%
Prior 7-Day Total 3,152,897
Calls: 1,897,859 (60%)
Puts: 1,255,038 (40%)
Prior 7-Day Average 450,413
Calls: 271,122 (60%)
Puts: 179,291 (40%)
Current vs Prior 7-Day Avg +16.81%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 2.93% | 5.94%10.01% | 14.11%
Prior 3.60% | 5.91%9.24% | 13.43%
Current vs Prior -18.81% | +0.56%+8.23% | +5.04%
Prior 7-Day Avg 4.03% | 6.01%5.74% | 11.96%
Current vs 7-Day Avg -27.34% | -1.10%+74.42% | +17.96%
Prior 7-Day Eod 3.60% | 5.91%9.24% | 13.43%
Current vs 7-Day Eod -18.81% | +0.56%+8.23% | +5.04%
Sentiment BULLISHBEARISH

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 61.61% | 22.29%
Calls: 31.03% | 18.07%
Puts: 92.19% | 26.50%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($2.88M). Light premium activity with dollar volume down 75% vs prior. Below-average activity with volume down 82% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (17,722 calls vs 7,315 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 7 of results (avg 7.8%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 206.106.40$6.254.8%330.711.4K
$80.00Nov 203.203.40$3.306.1%4470.492.2K
$77.50Nov 204.504.85$4.687.5%70.60665
$80.00Nov 132.753.00$2.888.7%390.48135
$82.50Nov 202.202.40$2.308.7%2410.3811.6K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Nov 205.506.05$5.789.5%--0.6597

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.90, cheapest $0.93)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Oct 300.861.00$0.9315.1%830.30307
$86.00Nov 130.821.00$0.9119.8%30.2180
$87.50Nov 200.861.02$0.9417.0%100.201.2K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Nov 130.871.05$0.9618.8%20.20170
$70.00Nov 200.670.81$0.7418.9%480.146.5K
$71.00Nov 200.840.99$0.9216.3%120.1734

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 90 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 2312.9515.70$14.3319.2%11.007
$72.00Oct 235.557.65$6.6031.8%11.001
$68.00Oct 2310.0011.70$10.8515.7%20.994
$75.00Oct 233.855.10$4.4728.0%1210.97277
$74.00Oct 234.005.60$4.8033.3%10.97259
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$81.00Oct 231.582.75$2.1753.9%221.0089
$82.00Oct 232.133.95$3.0459.9%141.0089
$83.00Oct 233.455.05$4.2537.6%11.003
$84.00Oct 234.356.00$5.1831.9%11.003
$85.00Oct 235.457.00$6.2324.9%11.003

Most actively traded options today. High liquidity = easy entry/exit. 202 active (total vol 19.2K, top 6.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 230.450.62$0.5431.5%6.4K0.367.0K
$83.00Oct 300.600.84$0.7233.3%2.8K0.24725
$79.00Oct 230.841.10$0.9726.8%1.4K0.558.5K
$80.00Nov 203.203.40$3.306.1%4470.492.2K
$80.00Oct 301.561.88$1.7218.6%4130.45755
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Oct 230.280.48$0.3852.6%9250.29476
$65.00Nov 200.220.29$0.2626.9%5820.061.6K
$75.00Nov 201.671.93$1.8014.4%5410.302.8K
$77.50Nov 202.553.45$3.0030.0%4280.412.3K
$79.00Oct 230.610.92$0.7740.3%3370.49111

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 98.6%, max 469.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Oct 23Nov 13324.8%57.0%469.8%1167
$91.00Oct 23Nov 13256.1%52.9%384.4%--51
$78.00Oct 23Dec 453.1%35.7%48.7%1826.7K
$77.00Oct 23Nov 2058.5%41.7%40.5%57512
$80.00Oct 23Nov 2755.1%41.8%31.6%6.4K7.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$77.00Oct 23Nov 2758.5%40.2%45.6%1571.0K
$78.00Oct 23Nov 2753.1%37.9%40.4%926584
$79.00Oct 23Nov 2752.4%39.1%34.0%337132
$80.00Oct 23Nov 2755.1%41.8%31.6%105191
$87.00Nov 13Nov 2741.0%39.3%4.3%--67

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 141 found (best R:R 2.03, avg 2.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$74.00$75.00Oct 23$0.33$0.67$0.3397%2.03$74.33
$75.00$76.00Oct 30$0.17$0.83$0.1781%4.88$75.17
$75.00$76.00Nov 13$0.33$0.67$0.3372%2.03$75.33
$76.00$77.00Nov 20$0.28$0.72$0.2866%2.57$76.28
$77.00$78.00Oct 30$0.40$0.60$0.4067%1.50$77.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$86.00$85.00Oct 30$0.60$0.40$0.6094%0.67$85.40
$84.00$83.00Nov 6$0.43$0.57$0.4375%1.33$83.57
$78.00$77.00Nov 27$0.23$0.77$0.2344%3.35$77.77
$85.00$83.00Nov 20$1.25$0.75$1.2573%0.60$83.75
$82.00$81.00Oct 30$0.55$0.45$0.5572%0.82$81.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 98 found (best R:R 1.13, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$94.00Oct 30$0.70$0.70$0.3086%2.33$93.70
$91.00$92.00Oct 23$0.70$0.70$0.3084%2.33$91.70
$87.50$88.00Nov 20$0.28$0.28$0.2280%1.27$87.78
$82.00$83.00Nov 6$0.50$0.50$0.5063%1.00$82.50
$85.00$86.00Nov 6$0.33$0.33$0.6777%0.49$85.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$67.00$65.00Oct 23$1.06$1.06$0.9486%1.13$65.94
$69.00$68.00Oct 23$0.47$0.47$0.5389%0.89$68.53
$76.00$75.00Nov 20$0.52$0.52$0.4865%1.08$75.48
$79.00$78.00Nov 27$0.63$0.63$0.3752%1.70$78.37
$73.00$72.50Nov 20$0.28$0.28$0.2276%1.27$72.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $1.18, cheapest $1.18)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Oct 23Oct 30$1.1855.1%45.1%
$79.00Oct 23Oct 30$1.2052.4%43.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$79.00Oct 23Oct 30$1.1652.4%43.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 2.20% of stock, avg 7.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$79.00Oct 23$0.97$0.77$1.74$77.26$80.742.20%
$80.00Oct 23$0.54$1.35$1.89$78.11$81.892.38%
$78.00Oct 23$1.54$0.38$1.92$76.08$79.922.42%
$81.00Oct 23$0.23$2.17$2.40$78.60$83.403.03%
$77.00Oct 23$2.35$0.21$2.56$74.44$79.563.23%
$82.00Oct 23$0.10$3.04$3.14$78.86$85.143.96%
$76.00Oct 23$3.28$0.13$3.41$72.59$79.414.30%
$79.00Oct 30$2.17$1.93$4.10$74.90$83.105.17%
$78.00Oct 30$2.78$1.48$4.26$73.74$82.265.37%
$80.00Oct 30$1.72$2.54$4.26$75.74$84.265.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.56% of stock, avg 4.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$81.00$77.00Oct 23$0.23$0.21$0.44$76.56$81.44
$81.00$78.00Oct 23$0.23$0.38$0.61$77.39$81.61
$93.00$77.00Oct 23$0.54$0.21$0.75$76.25$93.75
$81.00$69.00Oct 23$0.23$0.50$0.73$68.27$81.73
$80.00$77.00Oct 23$0.54$0.21$0.75$76.25$80.75
$80.00$78.00Oct 23$0.54$0.38$0.92$77.08$80.92
$91.00$77.00Oct 23$0.78$0.21$0.99$76.01$91.99
$93.00$69.00Oct 23$0.54$0.50$1.04$67.96$94.04
$93.00$78.00Oct 23$0.54$0.38$0.92$77.08$93.92
$84.00$75.00Oct 30$0.52$0.60$1.12$73.88$85.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 171 found (best R:R 7.33, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
65/6791/92Oct 23$1.76$0.2470%7.33$65.24$92.76
72/7393/94Oct 30$0.83$0.1774%4.88$72.17$93.83
73/7493/94Oct 30$0.85$0.1570%5.67$73.15$93.85
75/7691/92Oct 23$0.80$0.2074%4.00$75.20$91.80
65/6781/82Oct 23$1.19$0.8166%1.47$65.81$82.19
77/7891/92Oct 23$0.87$0.1355%6.69$77.13$91.87
68/6981/82Oct 23$0.60$0.4069%1.50$68.40$81.60
75/7688/88Nov 20$0.80$0.2045%4.00$75.20$88.30
75/7685/86Nov 20$0.84$0.1637%5.25$75.16$85.84
69/7085/86Nov 6$0.50$0.5067%1.00$69.50$85.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$79.00$80.00$81.00Oct 23$0.12$0.8835%7.33
$78.00$79.00$80.00Oct 23$0.14$0.8636%6.14
$92.00$93.00$94.00Oct 23$0.07$0.9314%13.29
$79.00$80.00$81.00Oct 30$0.09$0.9115%10.11
$76.00$77.00$78.00Nov 13$0.06$0.949%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$81.00$82.00Oct 23$0.05$0.9529%19.00
$79.00$80.00$81.00Oct 23$0.24$0.7651%3.17
$78.00$79.00$80.00Oct 23$0.19$0.8142%4.26
$76.00$77.00$78.00Oct 23$0.09$0.9119%10.11
$70.00$71.00$72.00Nov 13$0.05$0.956%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 107 found (best net $-0.90, 100 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Nov 27-$0.90$4.10
$72.00$75.001:2Oct 30-$1.47$1.53
$79.00$80.001:2Oct 23-$0.11$0.89
$78.00$79.001:2Oct 23-$0.40$0.60
$90.00$92.501:2Nov 20-$0.05$2.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$79.001:2Oct 23-$0.19$0.81
$81.00$80.001:2Oct 23-$0.53$0.47
$70.00$67.001:2Nov 27-$0.23$2.77
$77.00$76.001:2Oct 23-$0.05$0.95
$74.00$73.001:2Oct 23$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 3.51%, avg 1.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.00Dec 4$2.780.413.5%3.51%6.96%1--
$81.00Nov 27$2.890.452.2%3.65%5.84%302
$80.00Nov 27$3.300.490.9%4.16%5.10%115
$80.00Nov 20$3.200.490.9%4.04%4.97%4472.2K
$83.00Nov 27$2.180.374.7%2.75%7.47%--24
$82.00Nov 27$2.360.413.5%2.98%6.43%--20
$82.50Nov 20$2.200.384.1%2.78%6.86%24111.6K
$81.00Nov 20$2.630.452.2%3.32%5.51%1132
$83.00Nov 20$1.880.364.7%2.37%7.09%10287
$82.00Nov 20$2.110.403.5%2.66%6.12%1390

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 17,722
Total Puts 7,315
Put/Call Ratio 0.41
Net Difference 10,407

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 293,420
Total Puts 70,203
Average Put/Call Ratio 0.48
Ratio Trend Rising

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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