Tour v533
DAL
DELTA AIR LINES INC
$83.42 +4.08%
$83.39 (-0.04%)🌙
as of 11/02 06:06 PM
◀ 11/2 18:06 ▶

Option Volume

Detail
ℹ
Current (11/02) 37,404
Calls: 29,383 (79%)
Puts: 8,021 (21%)
Prior (10/30) 37,866
Calls: 30,380 (80%)
Puts: 7,486 (20%)
Current vs Prior -1.22%
Calls: -3.28% (Calls)
Puts: +7.15% (Puts)
Prior 7-Day Total 353,027
Calls: 303,291 (86%)
Puts: 49,736 (14%)
Prior 7-Day Average 50,432
Calls: 43,327 (86%)
Puts: 7,105 (14%)
Current vs Prior 7-Day Avg -25.83%
Calls: -32.18%
Puts: +12.89%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02) $9.92M
Calls: $8.42M (85%)
Puts: $1.50M (15%)
Prior (10/30) $7.20M
Calls: $5.93M (82%)
Puts: $1.27M (18%)
Current vs Prior +37.75%
Calls: +41.95%
Puts: +18.11%
Prior 7-Day Total $56.97M
Calls: $48.06M (84%)
Puts: $8.91M (16%)
Prior 7-Day Average $8.14M
Calls: $6.87M (84%)
Puts: $1.27M (16%)
Current vs Prior 7-Day Avg +21.93%
Calls: +22.70%
Puts: +17.80%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 0.27
Prior (10/30) 0.25
Current vs Prior +10.78%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg +20.52%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/02) 638,198
Calls: 444,599 (70%)
Puts: 193,599 (30%)
Prior (10/30) 665,175
Calls: 466,487 (70%)
Puts: 198,688 (30%)
Current vs Prior -4.06%
Prior 7-Day Total 4,119,145
Calls: 2,750,193 (67%)
Puts: 1,368,952 (33%)
Prior 7-Day Average 588,449
Calls: 392,884 (67%)
Puts: 195,564 (33%)
Current vs Prior 7-Day Avg +8.45%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.06% | 7.04%8.67% | 13.44%
Prior 6.01% | 7.71%9.38% | 13.82%
Current vs Prior -15.88% | -8.74%-7.62% | -2.79%
Prior 7-Day Avg 4.10% | 6.67%9.33% | 13.81%
Current vs 7-Day Avg +23.31% | +5.49%-7.14% | -2.70%
Prior 7-Day Eod 6.01% | 7.71%9.38% | 13.82%
Current vs 7-Day Eod -15.88% | -8.74%-7.62% | -2.79%
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 85% of dollar volume in calls ($8.42M) vs puts ($1.50M). Extreme bullish P/C ratio of 0.27 - heavy call buying (29,383 calls vs 8,021 puts). Call-heavy open interest (444,599 calls vs 193,599 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 21 of results (avg 7.7%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Nov 201.751.80$1.782.8%4100.341.2K
$85.00Nov 61.201.24$1.223.3%1.0K0.392.4K
$85.00Nov 202.672.76$2.723.3%6080.4512.9K
$83.00Nov 203.553.85$3.708.1%1380.54377
$80.00Nov 205.255.70$5.488.2%810.682.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 203.954.20$4.086.1%120.55567
$84.00Nov 203.403.65$3.537.1%90.513
$83.00Nov 273.303.55$3.437.3%100.4623
$82.50Nov 202.692.93$2.818.5%140.43872
$87.50Nov 205.355.85$5.608.9%10.6699

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.69, cheapest $0.69)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 200.640.74$0.6914.5%1740.143.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 80 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Nov 615.2017.40$16.3013.5%71.00--
$69.00Nov 613.1015.70$14.4018.1%31.008
$70.00Nov 612.2513.95$13.1013.0%40.993
$71.00Nov 611.3512.90$12.1312.8%40.9952
$72.00Nov 610.0012.00$11.0018.2%20.996
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Nov 66.658.80$7.7327.8%400.95--
$95.00Nov 610.8012.75$11.7816.6%10.95--
$94.00Nov 610.0011.95$10.9817.8%10.95--
$92.00Nov 138.259.80$9.0317.2%80.90--
$91.00Nov 137.558.85$8.2015.9%10.86--

Most actively traded options today. High liquidity = easy entry/exit. 205 active (total vol 26.8K, top 4.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Nov 203.754.10$3.938.9%4.1K0.566.8K
$87.00Nov 60.500.63$0.5623.2%3.9K0.23207
$84.00Nov 61.471.73$1.6016.2%3.3K0.478.8K
$83.00Nov 61.982.25$2.1212.7%2.5K0.558.0K
$86.00Nov 60.740.96$0.8525.9%2.4K0.30183
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Nov 270.300.57$0.4362.8%6060.0914
$81.00Nov 60.770.99$0.8825.0%5110.29104
$80.00Nov 60.560.73$0.6526.2%2640.22216
$83.00Nov 202.923.30$3.1112.2%2050.4698
$78.00Nov 60.250.35$0.3033.3%1860.12367

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 25.3%, max 35.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Nov 6Dec 456.2%41.5%35.3%73375
$82.00Nov 6Dec 454.9%41.6%31.9%74571
$79.00Nov 6Nov 2756.4%43.5%29.6%16371
$81.00Nov 6Dec 454.8%42.6%28.6%123357
$83.00Nov 6Dec 453.2%41.7%27.4%2.5K8.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Nov 6Dec 456.2%41.5%35.3%264232
$79.00Nov 6Dec 456.4%42.9%31.6%180201
$81.00Nov 6Dec 1154.8%41.7%31.3%512104
$82.00Nov 6Nov 2754.9%42.2%30.0%18790
$84.00Nov 6Dec 453.4%41.8%27.8%6071

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 9.00, avg 3.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$77.00$78.00Nov 6$0.10$0.90$0.1092%9.00$77.10
$78.00$79.00Nov 27$0.23$0.77$0.2374%3.35$78.23
$75.00$78.00Dec 4$1.92$1.08$1.9280%0.56$76.92
$74.00$75.00Nov 6$0.65$0.35$0.6597%0.54$74.65
$78.00$79.00Nov 20$0.42$0.58$0.4276%1.38$78.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$87.00$86.00Nov 6$0.47$0.53$0.4778%1.13$86.53
$84.00$83.00Nov 27$0.30$0.70$0.3050%2.33$83.70
$87.00$86.00Nov 13$0.58$0.42$0.5869%0.72$86.42
$76.00$75.00Dec 4$0.11$0.89$0.1121%8.09$75.89
$82.50$82.00Nov 20$0.14$0.36$0.1444%2.57$82.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 102 found (best R:R 0.58, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$85.00$86.00Dec 4$0.59$0.59$0.4153%1.44$85.59
$86.00$87.00Nov 20$0.50$0.50$0.5059%1.00$86.50
$93.00$94.00Dec 11$0.32$0.32$0.6877%0.47$93.32
$86.00$87.00Nov 13$0.44$0.44$0.5663%0.79$86.44
$91.00$93.00Nov 27$0.45$0.45$1.5577%0.29$91.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$81.00$77.00Dec 11$1.47$1.47$2.5361%0.58$79.53
$77.00$76.00Dec 4$0.45$0.45$0.5575%0.82$76.55
$81.00$80.00Dec 4$0.52$0.52$0.4862%1.08$80.48
$70.00$69.00Nov 27$0.16$0.16$0.8493%0.19$69.84
$80.00$79.00Nov 27$0.42$0.42$0.5866%0.72$79.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.84, cheapest $0.79)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Nov 6Nov 13$0.9654.9%47.3%
$83.00Nov 6Nov 13$0.8753.2%45.9%
$85.00Nov 6Nov 13$0.8354.1%47.1%
$84.00Nov 6Nov 13$0.8953.4%47.4%
$86.00Nov 6Nov 13$0.8252.6%46.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Nov 6Nov 13$0.7954.9%47.3%
$83.00Nov 6Nov 13$0.8053.2%45.9%
$85.00Nov 6Nov 13$0.8054.1%47.1%
$84.00Nov 6Nov 13$0.7853.4%47.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 4.44% of stock, avg 8.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$84.00Nov 6$1.60$2.10$3.70$80.30$87.704.44%
$83.00Nov 6$2.12$1.60$3.72$79.28$86.724.46%
$85.00Nov 6$1.22$2.70$3.92$81.08$88.924.70%
$82.00Nov 6$2.72$1.23$3.95$78.05$85.954.74%
$86.00Nov 6$0.85$3.33$4.18$81.82$90.185.01%
$81.00Nov 6$3.40$0.88$4.28$76.72$85.285.13%
$87.00Nov 6$0.56$3.80$4.36$82.64$91.365.23%
$80.00Nov 6$4.10$0.65$4.75$75.25$84.755.69%
$79.00Nov 6$4.90$0.44$5.34$73.66$84.346.40%
$84.00Nov 13$2.49$2.88$5.37$78.63$89.376.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.98% of stock, avg 5.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$88.00$79.00Nov 6$0.38$0.44$0.82$78.18$88.82
$87.00$79.00Nov 6$0.56$0.44$1.00$78.00$88.00
$88.00$80.00Nov 6$0.38$0.65$1.03$78.97$89.03
$87.00$80.00Nov 6$0.56$0.65$1.21$78.79$88.21
$88.00$81.00Nov 6$0.38$0.88$1.26$79.74$89.26
$86.00$79.00Nov 6$0.85$0.44$1.29$77.71$87.29
$87.00$81.00Nov 6$0.56$0.88$1.44$79.56$88.44
$86.00$80.00Nov 6$0.85$0.65$1.50$78.50$87.50
$86.00$81.00Nov 6$0.85$0.88$1.73$79.27$87.73
$88.00$79.00Nov 13$0.94$1.00$1.94$77.06$89.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 196 found (best R:R 4.26, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
76/7789/90Dec 4$0.81$0.1942%4.26$76.19$89.81
76/7791/92Dec 4$0.70$0.3048%2.33$76.30$91.70
76/7792/93Dec 4$0.64$0.3652%1.78$76.36$92.64
76/7790/91Dec 4$0.69$0.3145%2.23$76.31$90.69
73/7493/94Dec 11$0.54$0.4658%1.17$73.46$93.54
69/7094/95Nov 27$0.33$0.6778%0.49$69.67$94.33
69/7088/89Nov 27$0.51$0.4959%1.04$69.49$88.51
79/8094/95Nov 27$0.59$0.4151%1.44$79.41$94.59
79/8088/89Nov 27$0.77$0.2333%3.35$79.23$88.77
78/7994/95Nov 27$0.54$0.4655%1.17$78.46$94.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$92.50$95.00Nov 20$0.05$2.4513%49.00
$70.00$72.50$75.00Nov 20$0.07$2.439%34.71
$92.50$95.00$97.50Nov 20$0.13$2.3711%18.23
$82.00$83.00$84.00Nov 6$0.08$0.9217%11.50
$81.00$82.00$83.00Nov 6$0.08$0.9216%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$83.00$84.00$85.00Nov 6$0.10$0.9017%9.00
$78.00$79.00$80.00Nov 27$0.05$0.958%19.00
$78.00$79.00$80.00Nov 6$0.07$0.9310%13.29
$79.00$80.00$81.00Nov 13$0.07$0.9310%13.29
$80.00$81.00$82.00Nov 27$0.06$0.948%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. 91 found (best net $-0.09, 88 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$88.00$93.001:2Dec 11-$0.09$4.91
$92.50$95.001:2Nov 20-$0.05$2.45
$90.00$92.501:2Nov 20-$0.32$2.18
$91.00$93.001:2Nov 27-$0.27$1.73
$97.50$100.001:2Nov 20-$0.02$2.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$81.00$77.001:2Dec 11-$0.43$3.57
$90.00$87.001:2Nov 13-$2.08$0.92
$74.00$73.001:2Nov 6$0.00$1.00
$70.00$69.001:2Nov 6$0.00$1.00
$78.00$77.001:2Nov 6-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 56 found (best yield 4.44%, avg 1.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Dec 11$3.700.481.9%4.44%6.33%32
$88.00Dec 11$2.540.385.5%3.04%8.54%1--
$84.00Dec 11$3.850.510.7%4.62%5.31%8--
$85.00Dec 4$3.300.471.9%3.96%5.85%2196
$87.00Dec 4$2.520.394.3%3.02%7.31%713
$88.00Dec 4$2.120.365.5%2.54%8.03%78
$89.00Dec 4$1.800.336.7%2.16%8.85%22
$86.00Dec 4$2.520.423.1%3.02%6.11%67
$84.00Dec 4$3.300.500.7%3.96%4.65%43
$90.00Dec 4$1.610.297.9%1.93%9.82%127

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 29,383
Total Puts 8,021
Put/Call Ratio 0.27
Net Difference 21,362

Prior's Put/Call Breakdown

Total Calls 30,380
Total Puts 7,486
Put/Call Ratio 0.25
Net Difference 22,894

Prior 7-Day Put/Call Summary

Total Calls 303,291
Total Puts 49,736
Average Put/Call Ratio 0.23
Ratio Trend Rising

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