Tour v531
DAL
DELTA AIR LINES INC
$81.64 +1.61%
$81.11 (-0.64%)🌙
as of 10/29 06:07 PM
◀ 10/29 18:07 ▶

Option Volume

Detail
ℹ
Current (10/29) 36,882
Calls: 27,900 (76%)
Puts: 8,982 (24%)
Prior (10/28) 31,939
Calls: 26,503 (83%)
Puts: 5,436 (17%)
Current vs Prior +15.48%
Calls: +5.27% (Calls)
Puts: +65.23% (Puts)
Prior 7-Day Total 439,057
Calls: 392,593 (89%)
Puts: 46,464 (11%)
Prior 7-Day Average 62,722
Calls: 56,084 (89%)
Puts: 6,637 (11%)
Current vs Prior 7-Day Avg -41.20%
Calls: -50.25%
Puts: +35.32%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/29) $5.48M
Calls: $4.07M (74%)
Puts: $1.41M (26%)
Prior (10/28) $6.59M
Calls: $4.82M (73%)
Puts: $1.77M (27%)
Current vs Prior -16.76%
Calls: -15.56%
Puts: -20.02%
Prior 7-Day Total $66.25M
Calls: $56.57M (85%)
Puts: $9.67M (15%)
Prior 7-Day Average $9.46M
Calls: $8.08M (85%)
Puts: $1.38M (15%)
Current vs Prior 7-Day Avg -42.05%
Calls: -49.64%
Puts: +2.32%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 0.32
Prior (10/28) 0.21
Current vs Prior +56.96%
Prior 7-Day Average 0.20
Current vs Prior 7-Day Avg +61.00%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/29) 654,351
Calls: 457,211 (70%)
Puts: 197,140 (30%)
Prior (10/28) 649,295
Calls: 454,554 (70%)
Puts: 194,741 (30%)
Current vs Prior +0.78%
Prior 7-Day Total 3,621,373
Calls: 2,265,954 (63%)
Puts: 1,355,419 (37%)
Prior 7-Day Average 517,339
Calls: 323,707 (63%)
Puts: 193,631 (37%)
Current vs Prior 7-Day Avg +26.48%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 2.49% | 5.59%8.57% | 13.29%
Prior 3.52% | 6.31%9.09% | 13.98%
Current vs Prior -29.40% | -11.48%-5.63% | -4.91%
Prior 7-Day Avg 4.01% | 6.51%9.44% | 13.76%
Current vs 7-Day Avg -37.94% | -14.17%-9.17% | -3.42%
Prior 7-Day Eod 3.52% | 6.31%9.09% | 13.98%
Current vs 7-Day Eod -29.40% | -11.48%-5.63% | -4.91%
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 74% call dollar volume ($4.07M). Extreme bullish P/C ratio of 0.32 - heavy call buying (27,900 calls vs 8,982 puts). P/C ratio rising 57% - increased hedging/bearish positioning. Call-heavy open interest (457,211 calls vs 197,140 puts) suggests bullish 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 1 of results (avg 8.9%, best 8.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Nov 202.793.05$2.928.9%1.1K0.477.1K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.73, cheapest $0.40)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Nov 270.680.82$0.7518.7%100.1710
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$81.00Oct 300.370.43$0.4015.0%6620.39310
$76.00Nov 130.750.90$0.8318.1%30.20565
$75.00Nov 200.861.03$0.9517.9%1430.203.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 77 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Oct 3010.9512.65$11.8014.4%--1.0021
$73.00Oct 306.6510.40$8.5344.0%11.003
$72.00Oct 308.8510.65$9.7518.5%11.0018
$76.00Oct 303.907.05$5.4857.5%11.0062
$75.00Oct 306.007.40$6.7020.9%20.9989
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Oct 301.472.30$1.8844.1%341.00162
$84.00Oct 301.913.05$2.4846.0%51.0021
$85.00Oct 302.364.05$3.2152.6%201.0092
$86.00Oct 303.605.30$4.4538.2%--1.0039
$87.00Oct 304.506.20$5.3531.8%41.001

Most actively traded options today. High liquidity = easy entry/exit. 199 active (total vol 29.7K, top 5.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.00Oct 300.160.33$0.2568.0%5.9K0.237.4K
$83.00Nov 61.251.56$1.4122.0%5.7K0.40198
$84.00Nov 60.831.21$1.0237.3%5.6K0.32242
$85.00Nov 60.640.90$0.7733.8%3.1K0.26921
$82.50Nov 202.793.05$2.928.9%1.1K0.477.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 200.250.36$0.3135.5%9210.076.6K
$81.00Oct 300.370.43$0.4015.0%6620.39310
$69.00Nov 200.180.30$0.2450.0%3720.06183
$80.00Oct 300.130.27$0.2070.0%3380.20230
$81.00Nov 202.763.10$2.9311.6%2360.46127

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 165.6%, max 548.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Oct 30Nov 27256.4%39.6%548.0%237
$93.00Oct 30Nov 13270.4%42.0%544.5%1587
$80.00Oct 30Dec 445.9%37.8%21.5%254954
$83.00Oct 30Dec 444.3%40.4%9.8%5.9K7.4K
$81.00Oct 30Dec 439.2%38.1%2.9%98962
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Oct 30Nov 2745.9%37.3%23.1%351274
$81.00Oct 30Nov 2739.2%35.9%9.4%668346

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 123 found (best R:R 0.68, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$76.00$77.00Nov 6$0.33$0.67$0.3388%2.03$76.33
$67.00$68.00Oct 30$0.63$0.37$0.6396%0.59$67.63
$79.00$80.00Nov 13$0.33$0.67$0.3366%2.03$79.33
$76.00$77.00Nov 13$0.52$0.48$0.5280%0.92$76.52
$85.00$87.00Dec 4$0.47$1.53$0.4739%3.26$85.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$87.00Nov 27$1.79$1.21$1.7981%0.68$88.21
$84.00$83.00Oct 30$0.60$0.40$0.60100%0.67$83.40
$86.00$85.00Nov 6$0.45$0.55$0.4585%1.22$85.55
$87.50$85.00Nov 20$1.67$0.83$1.6776%0.50$85.83
$82.00$81.00Nov 13$0.36$0.64$0.3652%1.78$81.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 93 found (best R:R 2.45, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$93.00$94.00Oct 30$0.71$0.71$0.2981%2.45$93.71
$95.00$96.00Nov 6$0.29$0.29$0.7189%0.41$95.29
$94.00$95.00Oct 30$0.26$0.26$0.7490%0.35$94.26
$90.00$91.00Dec 4$0.37$0.37$0.6376%0.59$90.37
$82.00$83.00Nov 27$0.63$0.63$0.3751%1.70$82.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$69.00$68.00Oct 30$0.40$0.40$0.6089%0.67$68.60
$74.00$73.00Dec 4$0.45$0.45$0.5578%0.82$73.55
$74.00$73.00Nov 27$0.34$0.34$0.6680%0.52$73.66
$73.00$72.00Dec 4$0.31$0.31$0.6982%0.45$72.69
$74.00$73.00Nov 13$0.21$0.21$0.7987%0.27$73.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $1.34, cheapest $1.27)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$81.00Oct 30Nov 6$1.2739.2%41.8%
$82.00Oct 30Nov 6$1.3836.3%42.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$81.00Oct 30Nov 6$1.3839.2%41.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 1.73% of stock, avg 7.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$82.00Oct 30$0.44$0.97$1.41$80.59$83.411.73%
$81.00Oct 30$1.06$0.40$1.46$79.54$82.461.79%
$80.00Oct 30$1.68$0.20$1.88$78.12$81.882.30%
$83.00Oct 30$0.25$1.88$2.13$80.87$85.132.61%
$84.00Oct 30$0.09$2.48$2.57$81.43$86.573.15%
$79.00Oct 30$2.60$0.10$2.70$76.30$81.703.31%
$85.00Oct 30$0.04$3.21$3.25$81.75$88.253.98%
$78.00Oct 30$3.55$0.04$3.59$74.41$81.594.40%
$82.00Nov 6$1.82$2.23$4.05$77.95$86.054.96%
$81.00Nov 6$2.33$1.78$4.11$76.89$85.115.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.23% of stock, avg 4.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$84.00$79.00Oct 30$0.09$0.10$0.19$78.81$84.19
$84.00$80.00Oct 30$0.09$0.20$0.29$79.71$84.29
$84.00$68.00Oct 30$0.09$0.23$0.32$67.68$84.32
$83.00$79.00Oct 30$0.25$0.10$0.35$78.65$83.35
$83.00$80.00Oct 30$0.25$0.20$0.45$79.55$83.45
$83.00$68.00Oct 30$0.25$0.23$0.48$67.52$83.48
$84.00$81.00Oct 30$0.09$0.40$0.49$80.51$84.49
$84.00$69.00Oct 30$0.09$0.63$0.72$68.28$84.72
$83.00$81.00Oct 30$0.25$0.40$0.65$80.35$83.65
$82.00$79.00Oct 30$0.44$0.10$0.54$78.46$82.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 151 found (best R:R 1.94, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
68/6994/95Oct 30$0.66$0.3480%1.94$68.34$94.66
79/8093/94Oct 30$0.81$0.1961%4.26$79.19$93.81
73/7490/91Dec 4$0.82$0.1854%4.56$73.18$90.82
68/6989/90Oct 30$0.52$0.4883%1.08$68.48$89.52
72/7390/91Dec 4$0.68$0.3258%2.13$72.32$90.68
68/6983/84Oct 30$0.56$0.4466%1.27$68.44$83.56
74/7595/96Nov 6$0.44$0.5677%0.79$74.56$95.44
72/7288/88Nov 20$0.38$0.1262%3.17$72.12$87.88
76/7795/96Nov 6$0.47$0.5371%0.89$76.53$95.47
75/7690/91Dec 4$0.68$0.3249%2.13$75.32$90.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 86 found (best R:R 1.94, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$92.50$95.00Nov 20$0.09$2.4110%26.78
$78.00$79.00$80.00Nov 6$0.07$0.9314%13.29
$83.00$84.00$85.00Oct 30$0.11$0.8919%8.09
$81.00$82.00$83.00Nov 6$0.10$0.9015%9.00
$84.00$85.00$86.00Nov 27$0.06$0.948%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$81.00$82.00$83.00Oct 30$0.34$0.6661%1.94
$79.00$80.00$81.00Oct 30$0.10$0.9029%9.00
$85.00$87.50$90.00Nov 20$0.23$2.2721%9.87
$81.00$83.00$85.00Nov 27$0.12$1.8816%15.67
$80.00$81.00$82.00Oct 30$0.37$0.6358%1.70

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 $-2.61, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$75.001:2Nov 20-$2.61$2.39
$80.00$81.001:2Oct 30-$0.44$0.56
$82.00$83.001:2Oct 30-$0.06$0.94
$87.00$90.001:2Dec 4-$0.60$2.40
$79.00$80.001:2Oct 30-$0.76$0.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$83.00$82.001:2Oct 30-$0.06$0.94
$81.00$80.001:2Oct 30$0.00$1.00
$80.00$79.001:2Oct 30$0.00$1.00
$70.00$69.001:2Nov 6$0.00$1.00
$74.00$73.001:2Nov 13-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 4.47%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$82.00Dec 4$3.650.500.4%4.47%4.91%320
$87.00Dec 4$1.750.336.6%2.14%8.71%310
$83.00Dec 4$2.860.461.7%3.50%5.17%28
$82.00Nov 27$3.250.490.4%3.98%4.42%1429
$85.00Nov 27$2.050.374.1%2.51%6.63%--90
$84.00Nov 27$2.320.412.9%2.84%5.73%213
$85.00Dec 4$1.900.394.1%2.33%6.44%--197
$82.50Nov 20$2.790.471.1%3.42%4.47%1.1K7.1K
$86.00Nov 27$1.700.335.3%2.08%7.42%435
$83.00Nov 27$2.480.451.7%3.04%4.70%347

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 27,900
Total Puts 8,982
Put/Call Ratio 0.32
Net Difference 18,918

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 392,593
Total Puts 46,464
Average Put/Call Ratio 0.20
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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