Tour v531
DAL
DELTA AIR LINES INC
$79.16 +3.10%
◀ 10/26 18:06 ▶

Option Volume

Detail
ℹ
Current (10/26) 82,788
Calls: 79,438 (96%)
Puts: 3,350 (4%)
Prior (10/23) 50,111
Calls: 39,064 (78%)
Puts: 11,047 (22%)
Current vs Prior +65.21%
Calls: +103.35% (Calls)
Puts: -69.68% (Puts)
Prior 7-Day Total 371,169
Calls: 302,250 (81%)
Puts: 68,919 (19%)
Prior 7-Day Average 53,024
Calls: 43,178 (81%)
Puts: 9,845 (19%)
Current vs Prior 7-Day Avg +56.13%
Calls: +83.98%
Puts: -65.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/26) $11.85M
Calls: $10.99M (93%)
Puts: $858.7K (7%)
Prior (10/23) $4.82M
Calls: $3.65M (76%)
Puts: $1.16M (24%)
Current vs Prior +145.89%
Calls: +200.79%
Puts: -26.28%
Prior 7-Day Total $53.65M
Calls: $38.07M (71%)
Puts: $15.58M (29%)
Prior 7-Day Average $7.66M
Calls: $5.44M (71%)
Puts: $2.23M (29%)
Current vs Prior 7-Day Avg +54.58%
Calls: +102.04%
Puts: -61.41%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/26) 0.04
Prior (10/23) 0.28
Current vs Prior -85.09%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg -90.75%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/26) 512,619
Calls: 319,726 (62%)
Puts: 192,893 (38%)
Prior (10/23) 530,076
Calls: 332,709 (63%)
Puts: 197,367 (37%)
Current vs Prior -3.29%
Prior 7-Day Total 3,148,789
Calls: 1,887,004 (60%)
Puts: 1,261,785 (40%)
Prior 7-Day Average 449,827
Calls: 269,572 (60%)
Puts: 180,255 (40%)
Current vs Prior 7-Day Avg +13.96%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 4.50% | 6.57%9.20% | 13.81%
Prior 5.37% | 8.17%9.78% | 14.11%
Current vs Prior -16.19% | -19.56%-5.98% | -2.11%
Prior 7-Day Avg 4.13% | 6.40%7.48% | 12.94%
Current vs 7-Day Avg +8.91% | +2.59%+22.97% | +6.74%
Prior 7-Day Eod 5.37% | 8.17%9.78% | 14.11%
Current vs 7-Day Eod -16.19% | -19.56%-5.98% | -2.11%
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 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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($10.99M) vs puts ($858.7K). Massive premium surge with dollar volume up 146% vs prior. Dollar volume significantly above 7-day average (55% higher). Above-average activity with volume up 65% vs prior.

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 9 of results (avg 8.8%, best 7.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 201.221.32$1.277.9%6680.2612.8K
$79.00Nov 203.453.75$3.608.3%110.53246
$78.00Nov 203.954.30$4.138.5%40.57149
$65.00Nov 613.3514.65$14.009.3%20.95--
$77.00Nov 134.104.50$4.309.3%20.6145
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Nov 201.872.02$1.957.7%40.33183
$80.00Nov 203.503.85$3.689.5%200.521.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.65, cheapest $0.49)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Oct 300.440.53$0.4918.4%4.3K0.23326
$83.00Nov 60.831.01$0.9219.6%170.27126
$87.50Nov 200.690.84$0.7619.7%230.181.2K
$87.00Nov 200.750.91$0.8319.3%150.1924
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Nov 200.200.23$0.2213.6%160.051.4K
$70.00Nov 200.600.71$0.6616.7%340.136.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 82 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Nov 614.3015.75$15.039.6%21.00--
$66.00Nov 612.5513.80$13.189.5%21.00--
$67.00Nov 611.4013.00$12.2013.1%21.00--
$68.00Nov 69.6511.85$10.7520.5%41.00--
$68.00Oct 3010.0011.45$10.7313.5%10.997
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Oct 306.408.00$7.2022.2%110.9529
$85.00Oct 305.507.05$6.2824.7%10.9495
$94.00Oct 3014.3016.35$15.3313.4%10.94--
$90.00Nov 139.8012.30$11.0522.6%90.9210
$84.00Oct 304.756.15$5.4525.7%--0.9024

Most actively traded options today. High liquidity = easy entry/exit. 191 active (total vol 15.8K, top 4.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Oct 300.440.53$0.4918.4%4.3K0.23326
$79.00Oct 301.551.73$1.6411.0%3.6K0.538.5K
$85.00Nov 201.221.32$1.277.9%6680.2612.8K
$81.00Oct 300.640.85$0.7528.0%6440.32313
$80.00Oct 301.051.25$1.1517.4%6070.43874
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$79.00Oct 301.301.50$1.4014.3%4200.47280
$75.00Oct 300.270.33$0.3020.0%1160.14628
$77.00Oct 300.590.73$0.6621.2%1090.27222
$78.00Oct 300.921.07$1.0015.0%1090.37167
$72.00Nov 60.300.51$0.4151.2%1080.121.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 14.8%, max 28.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$78.00Oct 30Nov 2746.9%37.2%25.8%2875.9K
$79.00Oct 30Dec 445.9%37.5%22.3%3.6K8.5K
$76.00Oct 30Dec 448.9%42.4%15.4%1363
$77.00Oct 30Nov 2046.9%41.4%13.2%114375
$83.00Oct 30Dec 444.9%41.0%9.5%4242.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$78.00Oct 30Dec 446.9%36.4%28.9%111167
$77.00Oct 30Nov 2746.9%38.2%22.7%109245
$76.00Oct 30Nov 2048.9%40.4%21.0%106432
$80.00Oct 30Dec 446.0%42.4%8.4%26218
$79.00Oct 30Nov 2745.9%42.5%7.8%420301

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 124 found (best R:R 2.12, avg 3.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$73.00$75.00Nov 13$0.95$1.05$0.9581%1.11$73.95
$68.00$69.00Nov 6$0.42$0.58$0.42100%1.38$68.42
$72.00$73.00Oct 30$0.46$0.54$0.4697%1.17$72.46
$79.00$80.00Dec 4$0.27$0.73$0.2752%2.70$79.27
$76.00$77.00Nov 13$0.50$0.50$0.5068%1.00$76.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$85.00$83.00Nov 20$0.64$1.36$0.6474%2.12$84.36
$83.00$82.00Nov 13$0.25$0.75$0.2569%3.00$82.75
$80.00$79.00Nov 13$0.15$0.85$0.1554%5.67$79.85
$85.00$83.00Nov 27$1.05$0.95$1.0571%0.90$83.95
$80.00$79.00Nov 27$0.21$0.79$0.2153%3.76$79.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 94 found (best R:R 0.56, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$81.00$82.00Nov 27$0.67$0.67$0.3356%2.03$81.67
$93.00$94.00Nov 27$0.27$0.27$0.7389%0.37$93.27
$88.00$89.00Nov 6$0.19$0.19$0.8190%0.23$88.19
$82.00$83.00Nov 27$0.51$0.51$0.4960%1.04$82.51
$88.00$90.00Nov 27$0.39$0.39$1.6181%0.24$88.39
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$66.00$65.00Oct 30$0.36$0.36$0.6491%0.56$65.64
$79.00$78.00Nov 27$0.76$0.76$0.2451%3.17$78.24
$77.00$76.00Nov 13$0.56$0.56$0.4461%1.27$76.44
$73.00$70.00Dec 4$0.74$0.74$2.2674%0.33$72.26
$79.00$78.00Nov 6$0.60$0.60$0.4052%1.50$78.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.85, cheapest $0.76)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$78.00Oct 30Nov 6$0.8746.9%41.1%
$79.00Oct 30Nov 6$0.8345.9%43.4%
$81.00Oct 30Nov 6$0.7544.4%42.5%
$80.00Oct 30Nov 6$0.8546.0%44.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$78.00Oct 30Nov 6$0.7646.9%41.1%
$79.00Oct 30Nov 6$0.9645.9%43.4%
$81.00Oct 30Nov 6$0.9644.4%42.5%
$80.00Oct 30Nov 6$0.8146.0%44.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 3.84% of stock, avg 8.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$79.00Oct 30$1.64$1.40$3.04$75.96$82.043.84%
$80.00Oct 30$1.15$1.92$3.07$76.93$83.073.88%
$78.00Oct 30$2.21$1.00$3.21$74.79$81.214.06%
$81.00Oct 30$0.75$2.59$3.34$77.66$84.344.22%
$77.00Oct 30$2.89$0.66$3.55$73.45$80.554.48%
$82.00Oct 30$0.49$3.35$3.84$78.16$85.844.85%
$76.00Oct 30$3.83$0.46$4.29$71.71$80.295.42%
$83.00Oct 30$0.31$4.40$4.71$78.29$87.715.95%
$80.00Nov 6$2.00$2.73$4.73$75.27$84.735.98%
$75.00Oct 30$4.50$0.30$4.80$70.20$79.806.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.62% of stock, avg 4.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$84.00$75.00Oct 30$0.19$0.30$0.49$74.51$84.49
$83.00$75.00Oct 30$0.31$0.30$0.61$74.39$83.61
$84.00$76.00Oct 30$0.19$0.46$0.65$75.35$84.65
$83.00$76.00Oct 30$0.31$0.46$0.77$75.23$83.77
$82.00$75.00Oct 30$0.49$0.30$0.79$74.21$82.79
$82.00$76.00Oct 30$0.49$0.46$0.95$75.05$82.95
$84.00$77.00Oct 30$0.19$0.66$0.85$76.15$84.85
$83.00$77.00Oct 30$0.31$0.66$0.97$76.03$83.97
$82.00$77.00Oct 30$0.49$0.66$1.15$75.85$83.15
$81.00$75.00Oct 30$0.75$0.30$1.05$73.95$82.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 189 found (best R:R 1.70, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
73/7493/94Nov 27$0.63$0.3761%1.70$73.37$93.63
65/6683/84Oct 30$0.48$0.5275%0.92$65.52$83.48
66/6793/94Nov 27$0.42$0.5881%0.72$66.58$93.42
65/6682/83Oct 30$0.54$0.4668%1.17$65.46$82.54
68/6993/94Nov 27$0.46$0.5476%0.85$68.54$93.46
65/6681/82Oct 30$0.62$0.3859%1.63$65.38$81.62
67/6893/94Nov 27$0.40$0.6078%0.67$67.60$93.40
70/7193/94Nov 27$0.46$0.5471%0.85$70.54$93.46
72/7393/94Nov 27$0.52$0.4865%1.08$72.48$93.52
64/6588/89Nov 6$0.30$0.7086%0.43$64.70$88.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$78.00$79.00$80.00Oct 30$0.08$0.9221%11.50
$79.00$80.00$81.00Oct 30$0.09$0.9121%10.11
$82.00$83.00$84.00Oct 30$0.06$0.9413%15.67
$81.00$82.00$83.00Oct 30$0.08$0.9216%11.50
$77.00$78.00$79.00Oct 30$0.11$0.8920%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$77.00$78.00$79.00Oct 30$0.06$0.9420%15.67
$80.00$81.00$82.00Oct 30$0.09$0.9119%10.11
$71.00$72.00$73.00Nov 13$0.05$0.959%19.00
$78.00$79.00$80.00Oct 30$0.12$0.8821%7.33
$74.00$75.00$76.00Oct 30$0.08$0.9210%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-0.50, 94 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Nov 20-$2.26$2.74
$69.00$73.001:2Nov 6-$2.27$1.73
$88.00$90.001:2Nov 27-$0.16$1.84
$82.00$83.001:2Oct 30-$0.13$0.87
$83.00$84.001:2Oct 30-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$80.001:2Dec 4-$0.50$4.50
$78.00$74.001:2Dec 4-$0.80$3.20
$73.00$70.001:2Dec 4-$0.28$2.72
$73.00$72.001:2Oct 30$0.00$1.00
$72.00$71.001:2Oct 30$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 4.36%, avg 1.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$80.00Dec 4$3.450.491.1%4.36%5.42%21
$83.00Dec 4$2.240.384.8%2.83%7.68%51
$84.00Dec 4$1.910.346.1%2.41%8.53%11
$81.00Nov 27$2.660.442.3%3.36%5.68%132
$80.00Nov 27$3.050.471.1%3.85%4.91%515
$85.00Dec 4$1.630.317.4%2.06%9.44%18721
$82.00Nov 27$2.280.403.6%2.88%6.47%520
$80.00Nov 20$2.910.481.1%3.68%4.74%6032.2K
$83.00Nov 27$1.880.354.8%2.37%7.23%3524
$82.50Nov 20$1.930.374.2%2.44%6.66%3911.4K

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 79,438
Total Puts 3,350
Put/Call Ratio 0.04
Net Difference 76,088

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 302,250
Total Puts 68,919
Average Put/Call Ratio 0.46
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