Tour v531
DAL
DELTA AIR LINES INC
$80.35 -1.35%
$80.25 (-0.12%)🌙
as of 10/28 06:09 PM
◀ 10/28 18:09 ▶

Option Volume

Detail
ℹ
Current (10/28) 31,939
Calls: 26,503 (83%)
Puts: 5,436 (17%)
Prior (10/27) 88,404
Calls: 82,284 (93%)
Puts: 6,120 (7%)
Current vs Prior -63.87%
Calls: -67.79% (Calls)
Puts: -11.18% (Puts)
Prior 7-Day Total 426,846
Calls: 377,936 (89%)
Puts: 48,910 (11%)
Prior 7-Day Average 60,978
Calls: 53,990 (89%)
Puts: 6,987 (11%)
Current vs Prior 7-Day Avg -47.62%
Calls: -50.91%
Puts: -22.20%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/28) $6.59M
Calls: $4.82M (73%)
Puts: $1.77M (27%)
Prior (10/27) $16.89M
Calls: $15.72M (93%)
Puts: $1.18M (7%)
Current vs Prior -61.00%
Calls: -69.33%
Puts: +50.12%
Prior 7-Day Total $64.64M
Calls: $54.22M (84%)
Puts: $10.42M (16%)
Prior 7-Day Average $9.23M
Calls: $7.75M (84%)
Puts: $1.49M (16%)
Current vs Prior 7-Day Avg -28.66%
Calls: -37.77%
Puts: +18.74%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 0.21
Prior (10/27) 0.07
Current vs Prior +175.77%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -22.81%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/28) 649,295
Calls: 454,554 (70%)
Puts: 194,741 (30%)
Prior (10/27) 581,515
Calls: 387,629 (67%)
Puts: 193,886 (33%)
Current vs Prior +11.66%
Prior 7-Day Total 3,374,709
Calls: 2,025,381 (60%)
Puts: 1,349,328 (40%)
Prior 7-Day Average 482,101
Calls: 289,340 (60%)
Puts: 192,761 (40%)
Current vs Prior 7-Day Avg +34.68%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 3.52% | 6.31%9.09% | 13.98%
Prior 3.90% | 6.41%9.31% | 13.57%
Current vs Prior -9.79% | -1.54%-2.37% | +3.02%
Prior 7-Day Avg 4.12% | 6.49%9.47% | 13.73%
Current vs 7-Day Avg -14.51% | -2.84%-4.04% | +1.77%
Prior 7-Day Eod 3.90% | 6.41%9.31% | 13.57%
Current vs 7-Day Eod -9.79% | -1.54%-2.37% | +3.02%
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
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($4.82M). Light premium activity with dollar volume down 61% vs prior. Below-average activity with volume down 64% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (26,503 calls vs 5,436 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 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 2 of results (avg 7.0%, best 5.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Nov 202.452.60$2.535.9%5.3K0.4211.5K
$80.00Nov 203.553.85$3.708.1%4710.542.4K
PUTS (0)
No puts meet the criteria

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 79 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 3014.2016.70$15.4516.2%21.0014
$72.00Oct 307.909.80$8.8521.5%--1.0018
$70.00Oct 309.6011.20$10.4015.4%11.0021
$71.00Oct 308.5510.30$9.4318.6%10.9853
$74.00Oct 305.657.00$6.3321.3%10.977
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Oct 305.757.80$6.7830.2%11.00--
$85.00Oct 304.205.30$4.7523.2%40.9892
$86.00Oct 304.406.95$5.6844.9%10.9839
$88.00Oct 306.658.80$7.7327.8%10.961
$84.00Oct 302.574.45$3.5153.6%--0.9421

Most actively traded options today. High liquidity = easy entry/exit. 191 active (total vol 23.3K, top 5.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Oct 300.220.36$0.2948.3%5.7K0.192.0K
$82.50Nov 202.452.60$2.535.9%5.3K0.4211.5K
$84.00Oct 300.080.20$0.1485.7%4.4K0.114.7K
$85.00Nov 201.521.83$1.6818.5%1.2K0.3213.1K
$80.00Nov 203.553.85$3.708.1%4710.542.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 201.191.43$1.3118.3%3720.243.4K
$81.00Oct 301.321.60$1.4619.2%2940.5886
$72.00Nov 60.090.25$0.1794.1%2050.061.5K
$73.00Nov 60.070.30$0.19121.1%1820.0778
$74.00Nov 130.470.88$0.6860.3%1490.17160

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 69.9%, max 417.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Oct 30Dec 4201.3%38.9%417.4%180
$94.00Oct 30Nov 13210.6%48.9%330.9%232
$79.00Oct 30Nov 2752.8%40.6%29.9%147.1K
$78.00Oct 30Nov 2749.8%40.7%22.4%796.0K
$80.00Oct 30Nov 2747.4%39.5%20.0%1271.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$78.00Oct 30Dec 449.8%37.6%32.4%114196
$79.00Oct 30Nov 2752.8%40.6%29.9%43704
$83.00Oct 30Nov 2748.1%39.8%20.9%45165
$80.00Oct 30Nov 2747.4%39.5%20.0%57276
$82.00Oct 30Nov 2747.7%41.4%15.2%1783

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 1.33, avg 2.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$74.00$75.00Oct 30$0.43$0.57$0.4397%1.33$74.43
$75.00$76.00Nov 20$0.29$0.71$0.2976%2.45$75.29
$77.00$81.00Dec 4$1.88$2.12$1.8866%1.13$78.88
$71.00$72.00Oct 30$0.58$0.42$0.5898%0.72$71.58
$75.00$76.00Nov 13$0.35$0.65$0.3578%1.86$75.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$85.00$83.00Nov 20$1.00$1.00$1.0068%1.00$84.00
$80.00$79.00Nov 20$0.25$0.75$0.2546%3.00$79.75
$82.00$81.00Nov 20$0.35$0.65$0.3556%1.86$81.65
$80.00$79.00Nov 6$0.24$0.76$0.2446%3.17$79.76
$79.00$78.00Nov 13$0.20$0.80$0.2041%4.00$78.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 8.09, avg 0.83)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$93.00Nov 6$0.86$0.86$0.1481%6.14$92.86
$94.00$95.00Nov 6$0.58$0.58$0.4283%1.38$94.58
$82.00$83.00Dec 4$0.84$0.84$0.1652%5.25$82.84
$85.00$87.00Dec 4$0.90$0.90$1.1064%0.82$85.90
$81.00$82.00Nov 27$0.77$0.77$0.2348%3.35$81.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$71.00$70.00Nov 27$0.89$0.89$0.1180%8.09$70.11
$66.00$65.00Nov 13$0.72$0.72$0.2887%2.57$65.28
$78.00$77.00Nov 13$0.78$0.78$0.2264%3.55$77.22
$66.00$65.00Nov 27$0.52$0.52$0.4886%1.08$65.48
$78.00$77.00Nov 6$0.63$0.63$0.3766%1.70$77.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.16, cheapest $1.14)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$79.00Oct 30Nov 6$1.1452.8%48.9%
$80.00Oct 30Nov 6$1.1647.4%44.6%
$81.00Oct 30Nov 6$1.2746.7%47.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$79.00Oct 30Nov 6$1.1652.8%48.9%
$80.00Oct 30Nov 6$1.1447.4%44.6%
$81.00Oct 30Nov 6$1.0846.7%47.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 66 found (cheapest 2.81% of stock, avg 7.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$80.00Oct 30$1.37$0.89$2.26$77.74$82.262.81%
$81.00Oct 30$0.84$1.46$2.30$78.70$83.302.86%
$82.00Oct 30$0.52$2.29$2.81$79.19$84.813.50%
$79.00Oct 30$2.25$0.63$2.88$76.12$81.883.58%
$78.00Oct 30$2.65$0.31$2.96$75.04$80.963.68%
$84.00Oct 30$0.14$3.51$3.65$80.35$87.654.54%
$77.00Oct 30$3.55$0.17$3.72$73.28$80.724.63%
$83.00Oct 30$0.29$3.49$3.78$79.22$86.784.70%
$76.00Oct 30$4.47$0.09$4.56$71.44$80.565.68%
$80.00Nov 6$2.53$2.03$4.56$75.44$84.565.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.75% of stock, avg 4.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$83.00$78.00Oct 30$0.29$0.31$0.60$77.40$83.60
$82.00$78.00Oct 30$0.52$0.31$0.83$77.17$82.83
$83.00$79.00Oct 30$0.29$0.63$0.92$78.08$83.92
$82.00$79.00Oct 30$0.52$0.63$1.15$77.85$83.15
$93.00$78.00Oct 30$1.07$0.31$1.38$76.62$94.38
$94.00$78.00Oct 30$1.07$0.31$1.38$76.62$95.38
$83.00$68.00Oct 30$0.29$1.07$1.36$66.64$84.36
$83.00$67.00Oct 30$0.29$1.07$1.36$65.64$84.36
$81.00$78.00Oct 30$0.84$0.31$1.15$76.85$82.15
$85.00$76.00Nov 6$0.67$0.83$1.50$74.50$86.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 105 found (best R:R 3.44, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
72/7391/93Dec 4$1.55$0.4556%3.44$71.45$92.55
66/6792/95Nov 20$1.26$1.2474%1.02$65.74$93.76
65/6689/90Nov 13$0.86$0.1473%6.14$65.14$89.86
65/6688/89Nov 13$0.86$0.1470%6.14$65.14$88.86
68/6992/95Nov 20$1.25$1.2571%1.00$67.75$93.75
75/7694/95Nov 6$0.89$0.1160%8.09$75.11$94.89
74/7594/95Nov 6$0.82$0.1866%4.56$74.18$94.82
65/6690/91Nov 27$0.77$0.2369%3.35$65.23$90.77
77/7887/88Nov 6$0.88$0.1251%7.33$77.12$87.88
65/6687/88Nov 27$0.73$0.2759%2.70$65.27$87.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$81.00$82.00$83.00Oct 30$0.09$0.9124%10.11
$82.00$83.00$84.00Oct 30$0.08$0.9219%11.50
$84.00$85.00$86.00Nov 20$0.05$0.958%19.00
$85.00$86.00$87.00Nov 6$0.05$0.957%19.00
$89.00$90.00$91.00Nov 13$0.05$0.955%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$83.00$85.00$87.00Nov 27$0.13$1.8716%14.38
$76.00$77.00$78.00Oct 30$0.06$0.9412%15.67
$74.00$75.00$76.00Nov 6$0.07$0.9312%13.29
$81.00$82.00$83.00Nov 27$0.07$0.939%13.29
$75.00$76.00$77.00Nov 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. 84 found (best net $-2.54, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Nov 20-$2.54$2.46
$87.00$90.001:2Dec 4-$0.37$2.63
$77.00$81.001:2Dec 4-$2.17$1.83
$80.00$81.001:2Oct 30-$0.31$0.69
$79.00$80.001:2Oct 30-$0.49$0.51
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$81.00$78.001:2Dec 4-$0.80$2.20
$81.00$80.001:2Oct 30-$0.32$0.68
$78.00$77.001:2Nov 6-$0.22$0.78
$82.00$81.001:2Oct 30-$0.63$0.37
$78.00$77.001:2Nov 13-$0.27$0.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 3.43%, avg 1.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$83.00Dec 4$2.760.433.3%3.43%6.73%17
$82.00Dec 4$3.100.482.0%3.86%5.91%218
$81.00Nov 27$3.400.520.8%4.23%5.04%740
$82.00Nov 27$2.960.472.0%3.68%5.74%726
$85.00Dec 4$1.980.365.8%2.46%8.25%--197
$83.00Nov 27$2.390.433.3%2.97%6.27%146
$84.00Nov 27$2.090.394.5%2.60%7.14%49
$85.00Nov 27$1.850.355.8%2.30%8.09%288
$82.50Nov 20$2.450.422.7%3.05%5.72%5.3K11.5K
$82.00Nov 20$2.550.452.0%3.17%5.23%49168

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 26,503
Total Puts 5,436
Put/Call Ratio 0.21
Net Difference 21,067

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 377,936
Total Puts 48,910
Average Put/Call Ratio 0.27
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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