Tour v531
DAL
DELTA AIR LINES INC
$81.45 +2.89%
$81.47 (+0.03%)🌙
as of 10/27 06:07 PM
◀ 10/27 18:07 ▶

Option Volume

Detail
ℹ
Current (10/27) 88,404
Calls: 82,284 (93%)
Puts: 6,120 (7%)
Prior (10/26) 82,788
Calls: 79,438 (96%)
Puts: 3,350 (4%)
Current vs Prior +6.78%
Calls: +3.58% (Calls)
Puts: +82.69% (Puts)
Prior 7-Day Total 371,482
Calls: 310,009 (83%)
Puts: 61,473 (17%)
Prior 7-Day Average 53,068
Calls: 44,287 (83%)
Puts: 8,781 (17%)
Current vs Prior 7-Day Avg +66.58%
Calls: +85.80%
Puts: -30.31%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $16.89M
Calls: $15.72M (93%)
Puts: $1.18M (7%)
Prior (10/26) $11.85M
Calls: $10.99M (93%)
Puts: $858.7K (7%)
Current vs Prior +42.59%
Calls: +43.02%
Puts: +37.14%
Prior 7-Day Total $54.83M
Calls: $41.20M (75%)
Puts: $13.64M (25%)
Prior 7-Day Average $7.83M
Calls: $5.89M (75%)
Puts: $1.95M (25%)
Current vs Prior 7-Day Avg +115.65%
Calls: +167.03%
Puts: -39.56%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.07
Prior (10/26) 0.04
Current vs Prior +76.37%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg -83.13%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27) 581,515
Calls: 387,629 (67%)
Puts: 193,886 (33%)
Prior (10/26) 512,619
Calls: 319,726 (62%)
Puts: 192,893 (38%)
Current vs Prior +13.44%
Prior 7-Day Total 3,113,519
Calls: 1,857,477 (60%)
Puts: 1,256,042 (40%)
Prior 7-Day Average 444,788
Calls: 265,353 (60%)
Puts: 179,434 (40%)
Current vs Prior 7-Day Avg +30.74%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 3.90% | 6.41%9.31% | 13.57%
Prior 4.50% | 6.57%9.20% | 13.81%
Current vs Prior -13.19% | -2.44%+1.19% | -1.74%
Prior 7-Day Avg 4.33% | 6.56%8.35% | 13.37%
Current vs 7-Day Avg -9.79% | -2.29%+11.47% | +1.44%
Prior 7-Day Eod 4.50% | 6.57%9.20% | 13.81%
Current vs 7-Day Eod -13.19% | -2.44%+1.19% | -1.74%
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

Strong bullish conviction with 93% of dollar volume in calls ($15.72M) vs puts ($1.18M). Dollar volume significantly above 7-day average (116% higher). Extreme bullish P/C ratio of 0.07 - heavy call buying (82,284 calls vs 6,120 puts). P/C ratio rising 76% - increased hedging/bearish 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 12 of results (avg 6.8%, best 1.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 202.062.10$2.081.9%8740.3712.9K
$80.00Nov 204.354.50$4.433.4%2290.592.5K
$82.50Nov 203.003.15$3.084.9%2890.4811.4K
$79.00Nov 204.905.15$5.035.0%100.64256
$77.00Nov 206.106.55$6.327.1%10.72128
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 200.991.08$1.048.7%2040.203.4K
$84.00Nov 134.004.40$4.209.5%70.6045

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.79, cheapest $0.73)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Nov 60.650.79$0.7219.4%360.23112
$90.00Nov 200.750.87$0.8114.8%750.1816.0K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Oct 300.670.79$0.7316.4%1390.32212
$74.00Nov 200.800.95$0.8817.0%560.17101

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 89 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Oct 3012.6015.40$14.0020.0%21.004
$68.00Oct 3011.6014.10$12.8519.5%20.997
$69.00Oct 3010.6012.95$11.7720.0%30.991
$71.00Oct 309.3511.60$10.4821.5%10.9952
$66.00Oct 3013.6016.30$14.9518.1%30.994
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Oct 306.158.50$7.3332.1%11.00--
$89.00Oct 307.108.60$7.8519.1%11.00--
$91.00Oct 309.1010.80$9.9517.1%11.00--
$92.00Oct 3010.0512.45$11.2521.3%11.00--
$86.00Oct 304.105.75$4.9333.5%--0.9239

Most actively traded options today. High liquidity = easy entry/exit. 211 active (total vol 17.6K, top 4.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Oct 300.390.49$0.4422.7%4.6K0.24519
$82.00Oct 301.021.26$1.1421.1%4.4K0.464.4K
$85.00Nov 202.062.10$2.081.9%8740.3712.9K
$83.00Oct 300.640.80$0.7222.2%6150.342.0K
$81.00Oct 301.511.79$1.6517.0%4040.58854
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$77.50Nov 201.611.81$1.7111.7%7080.302.6K
$75.00Nov 200.991.08$1.048.7%2040.203.4K
$80.00Nov 202.362.96$2.6622.6%2040.411.9K
$78.00Oct 300.210.32$0.2740.7%1950.14209
$79.00Oct 300.380.50$0.4427.3%1890.22662

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 12.4%, max 20.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 30Dec 448.2%40.0%20.5%2781.0K
$79.00Oct 30Nov 2747.7%40.4%18.1%1587.1K
$81.00Oct 30Dec 444.7%39.4%13.5%408854
$85.00Oct 30Dec 444.3%40.9%8.2%195532
$82.00Oct 30Dec 445.5%43.6%4.3%4.4K4.4K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 30Dec 448.2%40.0%20.5%144216
$79.00Oct 30Nov 2747.7%40.4%18.1%190683
$81.00Oct 30Nov 2744.7%40.3%11.0%4091
$82.00Oct 30Nov 1345.5%42.8%6.1%19228

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 131 found (best R:R 2.45, avg 3.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$70.00$71.00Oct 30$0.29$0.71$0.2999%2.45$70.29
$76.00$80.00Dec 4$2.18$1.82$2.1873%0.83$78.18
$76.00$77.00Nov 27$0.25$0.75$0.2573%3.00$76.25
$77.00$78.00Nov 13$0.28$0.72$0.2875%2.57$77.28
$77.00$78.00Nov 6$0.40$0.60$0.4080%1.50$77.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$85.00$84.00Nov 6$0.10$0.90$0.1072%9.00$84.90
$89.00$88.00Oct 30$0.52$0.48$0.52100%0.92$88.48
$83.00$81.00Nov 27$0.57$1.43$0.5753%2.51$82.43
$85.00$84.00Dec 4$0.22$0.78$0.2260%3.55$84.78
$83.00$82.00Nov 13$0.19$0.81$0.1956%4.26$82.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 96 found (best R:R 1.44, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$93.00Nov 6$0.59$0.59$0.4182%1.44$92.59
$84.00$85.00Nov 27$0.76$0.76$0.2456%3.17$84.76
$84.00$85.00Dec 4$0.73$0.73$0.2755%2.70$84.73
$88.00$89.00Nov 20$0.41$0.41$0.5975%0.69$88.41
$87.00$88.00Dec 4$0.48$0.48$0.5267%0.92$87.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$78.00$77.00Nov 27$0.54$0.54$0.4666%1.17$77.46
$79.00$78.00Nov 20$0.56$0.56$0.4463%1.27$78.44
$70.00$68.00Nov 27$0.36$0.36$1.6488%0.22$69.64
$80.00$79.00Nov 6$0.54$0.54$0.4661%1.17$79.46
$70.00$69.00Dec 4$0.29$0.29$0.7187%0.41$69.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.98, cheapest $0.99)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Oct 30Nov 6$0.9945.5%43.4%
$81.00Oct 30Nov 6$1.0244.7%42.7%
$80.00Oct 30Nov 6$0.9548.2%46.7%
$83.00Oct 30Nov 6$0.9644.2%42.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Oct 30Nov 6$1.0245.5%43.4%
$81.00Oct 30Nov 6$1.0044.7%42.7%
$80.00Oct 30Nov 6$1.0548.2%46.7%
$83.00Oct 30Nov 6$0.8844.2%42.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 3.27% of stock, avg 8.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$81.00Oct 30$1.65$1.01$2.66$78.34$83.663.27%
$82.00Oct 30$1.14$1.53$2.67$79.33$84.673.28%
$83.00Oct 30$0.72$2.13$2.85$80.15$85.853.50%
$80.00Oct 30$2.33$0.73$3.06$76.94$83.063.76%
$84.00Oct 30$0.44$2.88$3.32$80.68$87.324.08%
$79.00Oct 30$3.07$0.44$3.51$75.49$82.514.31%
$85.00Oct 30$0.26$3.82$4.08$80.92$89.085.01%
$78.00Oct 30$3.93$0.27$4.20$73.80$82.205.16%
$81.00Nov 6$2.67$2.01$4.68$76.32$85.685.75%
$82.00Nov 6$2.13$2.55$4.68$77.32$86.685.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.38% of stock, avg 4.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$86.00$77.00Oct 30$0.15$0.16$0.31$76.69$86.31
$86.00$78.00Oct 30$0.15$0.27$0.42$77.58$86.42
$85.00$77.00Oct 30$0.26$0.16$0.42$76.58$85.42
$85.00$78.00Oct 30$0.26$0.27$0.53$77.47$85.53
$86.00$79.00Oct 30$0.15$0.44$0.59$78.41$86.59
$84.00$77.00Oct 30$0.44$0.16$0.60$76.40$84.60
$85.00$79.00Oct 30$0.26$0.44$0.70$78.30$85.70
$84.00$78.00Oct 30$0.44$0.27$0.71$77.29$84.71
$84.00$79.00Oct 30$0.44$0.44$0.88$78.12$84.88
$86.00$80.00Oct 30$0.15$0.73$0.88$79.12$86.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 172 found (best R:R 3.35, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
75/7692/93Nov 6$0.77$0.2366%3.35$75.23$92.77
76/7792/93Nov 6$0.77$0.2362%3.35$76.23$92.77
77/7892/93Nov 6$0.76$0.2457%3.17$77.24$92.76
69/7087/88Dec 4$0.77$0.2354%3.35$69.23$87.77
76/7788/89Nov 20$0.79$0.2146%3.76$76.21$88.79
71/7286/87Nov 13$0.65$0.3560%1.86$71.35$86.65
70/7188/89Nov 20$0.60$0.4064%1.50$70.40$88.60
73/7487/88Dec 4$0.77$0.2345%3.35$73.23$87.77
69/7088/89Nov 20$0.55$0.4566%1.22$69.45$88.55
77/7889/90Nov 27$0.79$0.2142%3.76$77.21$89.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$79.00$80.00$81.00Oct 30$0.06$0.9420%15.67
$81.00$82.00$83.00Oct 30$0.09$0.9124%10.11
$84.00$85.00$86.00Oct 30$0.07$0.9314%13.29
$83.00$84.00$85.00Oct 30$0.10$0.9018%9.00
$80.00$81.00$82.00Nov 6$0.07$0.9313%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$81.00$82.00$83.00Oct 30$0.08$0.9224%11.50
$77.00$78.00$79.00Oct 30$0.06$0.9413%15.67
$79.00$80.00$81.00Nov 13$0.07$0.9311%13.29
$79.00$80.00$81.00Nov 27$0.06$0.948%15.67
$82.00$83.00$84.00Oct 30$0.15$0.8523%5.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 93 found (best net $-1.40, 89 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$92.501:2Nov 20-$0.09$2.41
$92.50$95.001:2Nov 20-$0.07$2.43
$83.00$84.001:2Oct 30-$0.16$0.84
$84.00$85.001:2Oct 30-$0.08$0.92
$82.00$83.001:2Oct 30-$0.30$0.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$84.00$80.001:2Dec 4-$1.40$2.60
$80.00$79.001:2Oct 30-$0.15$0.85
$72.00$71.001:2Nov 13$0.00$1.00
$79.00$78.001:2Oct 30-$0.10$0.90
$74.00$73.001:2Oct 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 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$83.00Dec 4$3.550.481.9%4.36%6.26%16
$85.00Dec 4$2.600.414.4%3.19%7.55%--197
$84.00Dec 4$2.800.453.1%3.44%6.57%12
$86.00Dec 4$2.240.375.6%2.75%8.34%61
$84.00Nov 27$2.650.433.1%3.25%6.38%54
$83.00Nov 27$3.000.471.9%3.68%5.59%1051
$82.00Dec 4$3.400.520.7%4.17%4.85%171
$87.00Dec 4$1.850.336.8%2.27%9.09%71
$85.00Nov 27$2.200.394.4%2.70%7.06%1574
$82.00Nov 20$3.250.500.7%3.99%4.67%68157

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 82,284
Total Puts 6,120
Put/Call Ratio 0.07
Net Difference 76,164

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 310,009
Total Puts 61,473
Average Put/Call Ratio 0.44
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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