Tour v531
DAL
DELTA AIR LINES INC
$76.78 -3.13%
$76.61 (-0.22%)🌙
as of 10/23 06:01 PM
◀ 10/23 18:01 ▶

Option Volume

Detail
ℹ
Current (10/23) 50,111
Calls: 39,064 (78%)
Puts: 11,047 (22%)
Prior (10/22) 25,037
Calls: 17,722 (71%)
Puts: 7,315 (29%)
Current vs Prior +100.15%
Calls: +120.43% (Calls)
Puts: +51.02% (Puts)
Prior 7-Day Total 361,186
Calls: 292,961 (81%)
Puts: 68,225 (19%)
Prior 7-Day Average 51,598
Calls: 41,851 (81%)
Puts: 9,746 (19%)
Current vs Prior 7-Day Avg -2.88%
Calls: -6.66%
Puts: +13.34%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/23) $4.82M
Calls: $3.65M (76%)
Puts: $1.16M (24%)
Prior (10/22) $4.13M
Calls: $2.88M (70%)
Puts: $1.26M (30%)
Current vs Prior +16.57%
Calls: +26.95%
Puts: -7.23%
Prior 7-Day Total $54.02M
Calls: $37.49M (69%)
Puts: $16.53M (31%)
Prior 7-Day Average $7.72M
Calls: $5.36M (69%)
Puts: $2.36M (31%)
Current vs Prior 7-Day Avg -37.57%
Calls: -31.78%
Puts: -50.68%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 0.28
Prior (10/22) 0.41
Current vs Prior -31.49%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -39.28%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/23) 530,076
Calls: 332,709 (63%)
Puts: 197,367 (37%)
Prior (10/22) 526,114
Calls: 331,877 (63%)
Puts: 194,237 (37%)
Current vs Prior +0.75%
Prior 7-Day Total 3,152,521
Calls: 1,893,876 (60%)
Puts: 1,258,645 (40%)
Prior 7-Day Average 450,360
Calls: 270,553 (60%)
Puts: 179,806 (40%)
Current vs Prior 7-Day Avg +17.70%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 1.32% | 5.37%9.78% | 14.11%
Prior 2.93% | 5.94%10.01% | 14.11%
Current vs Prior +83.32% | +37.42%-2.24% | -0.00%
Prior 7-Day Avg 3.87% | 6.03%6.59% | 12.45%
Current vs 7-Day Avg +38.69% | +35.46%+48.48% | +13.33%
Prior 7-Day Eod 2.93% | 5.94%10.01% | 14.11%
Current vs 7-Day Eod +83.32% | +37.42%-2.24% | -0.00%
Sentiment BEARISHBULLISH

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

Strong bullish conviction with 76% of dollar volume in calls ($3.65M) vs puts ($1.16M). Unusually high activity with volume up 100% vs prior - elevated interest. Extreme bullish P/C ratio of 0.28 - heavy call buying (39,064 calls vs 11,047 puts). P/C ratio dropping 31% - sentiment shifting bullish.

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 6 of results (avg 8.1%, best 4.9%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Nov 64.104.45$4.288.2%20.686
$76.00Nov 203.754.10$3.938.9%100.56351
$80.00Nov 202.002.20$2.109.5%5510.382.2K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Nov 204.955.20$5.084.9%50.631.9K
$75.00Nov 202.452.64$2.557.5%930.403.3K
$72.50Nov 201.591.75$1.679.6%2690.292.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.86, cheapest $0.90)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Oct 300.810.99$0.9020.0%8.7K0.32116
$85.00Nov 200.750.88$0.8215.9%1570.1912.8K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Nov 200.810.92$0.8712.6%1620.1736

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 96 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 2310.5013.00$11.7521.3%101.008
$68.00Oct 237.459.00$8.2318.8%10.995
$74.00Oct 232.003.70$2.8559.6%240.98258
$71.00Oct 234.456.10$5.2831.2%500.9861
$69.00Oct 236.508.05$7.2821.3%10.959
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.00Oct 230.130.44$0.29106.9%2121.00959
$78.00Oct 230.901.47$1.1947.9%1171.00805
$79.00Oct 232.032.45$2.2418.8%871.00335
$80.00Oct 232.983.45$3.2214.6%801.00195
$81.00Oct 233.954.45$4.2011.9%131.0087

Most actively traded options today. High liquidity = easy entry/exit. 209 active (total vol 45.0K, top 8.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Oct 300.810.99$0.9020.0%8.7K0.32116
$79.00Oct 230.000.01$0.01100.0%6.1K0.018.4K
$78.00Oct 301.171.35$1.2614.3%6.0K0.4088
$78.00Oct 230.000.01$0.01100.0%5.9K0.026.5K
$83.00Oct 300.100.31$0.21100.0%2.8K0.103.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Oct 230.000.18$0.09200.0%3.3K0.12661
$76.00Oct 230.000.03$0.02150.0%2.0K0.07779
$75.00Oct 300.911.10$1.0118.8%3540.34378
$72.50Nov 201.591.75$1.679.6%2690.292.2K
$74.00Oct 230.000.02$0.01200.0%2300.02369

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 2303.1%, max 4624.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$67.00Oct 23Nov 201985.8%42.0%4624.3%110
$77.00Oct 23Nov 2056.9%43.1%31.9%310521
$73.00Nov 6Nov 1342.7%41.5%3.0%11134
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$67.00Oct 23Nov 271985.8%42.7%4553.3%1777

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 2.12, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$71.00$73.00Nov 13$0.98$1.02$0.9879%1.04$71.98
$75.00$76.00Nov 6$0.21$0.79$0.2162%3.76$75.21
$73.00$74.00Nov 6$0.57$0.43$0.5773%0.75$73.57
$73.00$75.00Nov 13$1.20$0.80$1.2071%0.67$74.20
$75.00$76.00Nov 20$0.45$0.55$0.4560%1.22$75.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$86.00$85.00Nov 6$0.32$0.68$0.3290%2.12$85.68
$81.00$80.00Nov 13$0.33$0.67$0.3369%2.03$80.67
$77.00$76.00Nov 27$0.15$0.85$0.1547%5.67$76.85
$85.00$83.00Nov 27$1.32$0.68$1.3282%0.52$83.68
$78.00$77.00Nov 13$0.26$0.74$0.2655%2.85$77.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 1.13, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$87.00$88.00Oct 23$0.11$0.11$0.8995%0.12$87.11
$79.00$80.00Nov 6$0.44$0.44$0.5662%0.79$79.44
$90.00$91.00Oct 30$0.10$0.10$0.9096%0.11$90.10
$77.00$78.00Nov 6$0.55$0.55$0.4550%1.22$77.55
$82.00$83.00Nov 13$0.31$0.31$0.6973%0.45$82.31
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$67.00$65.00Oct 23$1.06$1.06$0.9484%1.13$65.94
$74.00$73.00Nov 27$0.62$0.62$0.3865%1.63$73.38
$70.00$67.00Nov 27$0.63$0.63$2.3779%0.27$69.37
$76.00$75.00Nov 27$0.59$0.59$0.4157%1.44$75.41
$66.00$65.00Nov 6$0.14$0.14$0.8694%0.16$65.86

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. 68 found (cheapest 0.44% of stock, avg 7.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$77.00Oct 23$0.05$0.29$0.34$76.66$77.340.44%
$76.00Oct 23$0.72$0.02$0.74$75.26$76.740.96%
$78.00Oct 23$0.01$1.19$1.20$76.80$79.201.56%
$75.00Oct 23$1.69$0.09$1.78$73.22$76.782.32%
$79.00Oct 23$0.01$2.24$2.25$76.75$81.252.93%
$74.00Oct 23$2.85$0.01$2.86$71.14$76.863.72%
$80.00Oct 23$0.01$3.22$3.23$76.77$83.234.21%
$77.00Oct 30$1.69$1.88$3.57$73.43$80.574.65%
$76.00Oct 30$2.24$1.41$3.65$72.35$79.654.75%
$78.00Oct 30$1.26$2.44$3.70$74.30$81.704.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.09% of stock, avg 4.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$77.00$76.00Oct 23$0.05$0.02$0.07$75.93$77.07
$86.00$76.00Oct 23$0.12$0.02$0.14$75.86$86.14
$77.00$75.00Oct 23$0.05$0.09$0.14$74.86$77.14
$77.00$70.00Oct 23$0.05$0.13$0.18$69.82$77.18
$86.00$75.00Oct 23$0.12$0.09$0.21$74.79$86.21
$86.00$70.00Oct 23$0.12$0.13$0.25$69.75$86.25
$81.00$72.00Oct 30$0.37$0.37$0.74$71.26$81.74
$81.00$73.00Oct 30$0.37$0.52$0.89$72.11$81.89
$80.00$72.00Oct 30$0.61$0.37$0.98$71.02$80.98
$80.00$73.00Oct 30$0.61$0.52$1.13$71.87$81.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 152 found (best R:R 1.41, avg credit $0.42)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
65/6787/88Oct 23$1.17$0.8379%1.41$65.83$88.17
65/6684/85Nov 6$0.31$0.6978%0.45$65.69$84.31
65/6684/85Nov 20$0.41$0.5967%0.69$65.59$84.41
64/6582/83Nov 13$0.42$0.5866%0.72$64.58$82.42
69/7082/83Nov 13$0.52$0.4856%1.08$69.48$82.52
67/6884/85Nov 20$0.44$0.5663%0.79$67.56$84.44
65/6680/81Nov 6$0.44$0.5662%0.79$65.56$80.44
64/6584/85Nov 13$0.31$0.6974%0.45$64.69$84.31
64/6587/88Nov 13$0.23$0.7782%0.30$64.77$87.23
72/7382/83Nov 13$0.61$0.3944%1.56$72.39$82.61

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 1.94, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$75.00$76.00$77.00Oct 23$0.30$0.7065%2.33
$76.00$77.00$78.00Oct 23$0.63$0.3791%0.59
$79.00$80.00$81.00Oct 30$0.05$0.9515%19.00
$77.00$78.00$79.00Oct 30$0.07$0.9317%13.29
$78.00$79.00$80.00Oct 30$0.07$0.9316%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$75.00$76.00$77.00Oct 23$0.34$0.6688%1.94
$76.00$77.00$78.00Oct 23$0.63$0.3793%0.59
$75.00$76.00$77.00Oct 30$0.07$0.9318%13.29
$73.00$74.00$75.00Oct 30$0.05$0.9514%19.00
$74.00$75.00$76.00Nov 6$0.06$0.9413%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $-0.42, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$71.00$74.001:2Oct 23-$0.42$2.58
$69.00$73.001:2Nov 6-$1.55$2.45
$76.00$80.001:2Nov 27-$0.28$3.72
$72.00$75.001:2Oct 30-$0.85$2.15
$65.00$70.001:2Nov 13-$3.53$1.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$85.001:2Oct 23-$3.22$1.78
$80.00$75.001:2Dec 4-$0.60$4.40
$72.00$65.001:2Dec 4-$0.14$6.86
$79.00$78.001:2Oct 23-$0.14$0.86
$70.00$67.001:2Nov 27-$0.05$2.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 3.24%, avg 1.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Dec 4$2.490.394.2%3.24%7.44%2--
$80.00Nov 27$2.170.414.2%2.83%7.02%--15
$77.50Nov 20$3.050.490.9%3.97%4.91%8661
$80.00Nov 20$2.000.384.2%2.60%6.80%5512.2K
$84.00Dec 4$1.260.279.4%1.64%11.04%1--
$82.00Nov 27$1.480.336.8%1.93%8.73%420
$78.00Nov 20$2.600.461.6%3.39%4.98%5148
$83.00Dec 4$1.380.288.1%1.80%9.90%1--
$85.00Dec 4$1.150.2410.7%1.50%12.20%21--
$81.00Nov 27$1.600.365.5%2.08%7.58%--32

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 39,064
Total Puts 11,047
Put/Call Ratio 0.28
Net Difference 28,017

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 292,961
Total Puts 68,225
Average Put/Call Ratio 0.47
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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