Tour v533
DAL
DELTA AIR LINES INC
$83.28 -0.17%
$82.94 (-0.41%)🌙
as of 11/03 06:09 PM
◀ 11/3 18:09 ▶

Option Volume

Detail
ℹ
Current (11/03) 14,300
Calls: 8,657 (61%)
Puts: 5,643 (39%)
Prior (11/02) 37,404
Calls: 29,383 (79%)
Puts: 8,021 (21%)
Current vs Prior -61.77%
Calls: -70.54% (Calls)
Puts: -29.65% (Puts)
Prior 7-Day Total 365,394
Calls: 314,952 (86%)
Puts: 50,442 (14%)
Prior 7-Day Average 52,199
Calls: 44,993 (86%)
Puts: 7,206 (14%)
Current vs Prior 7-Day Avg -72.60%
Calls: -80.76%
Puts: -21.69%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $2.87M
Calls: $2.02M (70%)
Puts: $849.8K (30%)
Prior (11/02) $9.92M
Calls: $8.42M (85%)
Puts: $1.50M (15%)
Current vs Prior -71.06%
Calls: -75.99%
Puts: -43.31%
Prior 7-Day Total $62.76M
Calls: $53.61M (85%)
Puts: $9.15M (15%)
Prior 7-Day Average $8.97M
Calls: $7.66M (85%)
Puts: $1.31M (15%)
Current vs Prior 7-Day Avg -67.97%
Calls: -73.59%
Puts: -35.00%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.65
Prior (11/02) 0.27
Current vs Prior +138.79%
Prior 7-Day Average 0.21
Current vs Prior 7-Day Avg +215.58%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 646,071
Calls: 449,489 (70%)
Puts: 196,582 (30%)
Prior (11/02) 638,198
Calls: 444,599 (70%)
Puts: 193,599 (30%)
Current vs Prior +1.23%
Prior 7-Day Total 4,231,229
Calls: 2,862,915 (68%)
Puts: 1,368,314 (32%)
Prior 7-Day Average 604,461
Calls: 408,987 (68%)
Puts: 195,473 (32%)
Current vs Prior 7-Day Avg +6.88%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.47% | 6.93%8.74% | 13.54%
Prior 5.06% | 7.04%8.67% | 13.44%
Current vs Prior -11.70% | -1.54%+0.86% | +0.79%
Prior 7-Day Avg 4.41% | 6.83%9.14% | 13.72%
Current vs 7-Day Avg +1.36% | +1.49%-4.38% | -1.24%
Prior 7-Day Eod 5.06% | 7.04%8.67% | 13.44%
Current vs 7-Day Eod -11.70% | -1.54%+0.86% | +0.79%
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

Moderately bullish flow with 70% call dollar volume ($2.02M). Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 62% vs prior. Bullish P/C ratio of 0.65.

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 13 of results (avg 8.1%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Dec 185.405.70$5.555.4%750.561.6K
$77.50Dec 188.358.90$8.636.4%40.72754
$85.00Nov 131.751.87$1.816.6%130.39273
$85.00Dec 184.104.40$4.257.1%1070.485.1K
$68.00Nov 614.6515.80$15.237.6%10.932
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Dec 183.053.25$3.156.3%860.362.2K
$82.50Dec 184.054.40$4.228.3%2650.451.2K
$82.50Nov 202.572.83$2.709.6%240.45883
$77.50Dec 182.242.47$2.369.7%330.291.5K
$90.00Dec 188.259.10$8.689.8%--0.68770

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.67, cheapest $0.67)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 200.610.72$0.6716.4%1.7K0.143.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 84 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 1312.0514.60$13.3319.1%--1.0014
$69.00Nov 612.6014.80$13.7016.1%11.009
$70.00Nov 611.7513.80$12.7816.0%11.005
$71.00Nov 611.5012.80$12.1510.7%--1.0054
$73.00Nov 69.5512.15$10.8524.0%20.99153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 65.658.20$6.9336.8%11.00--
$91.00Nov 66.608.45$7.5324.6%11.0040
$97.50Dec 1814.3016.10$15.2011.8%--0.8722
$87.00Nov 62.935.50$4.2260.9%10.858
$90.00Nov 135.958.50$7.2335.3%--0.8510

Most actively traded options today. High liquidity = easy entry/exit. 172 active (total vol 12.2K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Nov 271.121.45$1.2925.6%1.4K0.24432
$87.50Nov 201.511.72$1.6213.0%1.4K0.321.5K
$87.00Nov 60.380.49$0.4425.0%1.2K0.203.6K
$86.00Nov 60.540.72$0.6328.6%1.0K0.271.9K
$75.00Nov 207.9510.40$9.1826.7%3150.861.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 200.610.72$0.6716.4%1.7K0.143.5K
$80.00Nov 201.611.95$1.7819.1%7770.331.8K
$82.50Dec 184.054.40$4.228.3%2650.451.2K
$75.00Nov 130.230.47$0.3568.6%1990.10303
$73.00Nov 60.020.03$0.0333.3%1380.01333

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 20.1%, max 34.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Nov 6Dec 1855.0%40.8%34.9%1313.5K
$81.00Nov 6Dec 454.0%42.0%28.7%15356
$84.00Nov 6Dec 452.9%41.2%28.4%1666.8K
$86.00Nov 6Dec 453.7%42.3%27.0%1.0K1.9K
$85.00Nov 6Dec 1853.3%42.5%25.5%2478.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Nov 6Dec 1855.0%40.8%34.9%1532.5K
$81.00Nov 6Dec 454.0%42.0%28.7%32457
$84.00Nov 6Dec 452.9%41.2%28.4%5198
$85.00Nov 6Dec 1853.3%42.5%25.5%19738
$83.00Nov 6Dec 453.0%43.2%22.8%9175

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 125 found (best R:R 6.69, avg 2.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$76.00$77.00Nov 20$0.13$0.87$0.1384%6.69$76.13
$74.00$75.00Nov 6$0.55$0.45$0.5599%0.82$74.55
$72.00$73.00Nov 6$0.58$0.42$0.5899%0.72$72.58
$81.00$82.00Nov 27$0.17$0.83$0.1760%4.88$81.17
$81.00$82.00Dec 4$0.20$0.80$0.2061%4.00$81.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$87.50$85.00Dec 18$0.84$1.66$0.8461%1.98$86.66
$91.00$90.00Nov 6$0.60$0.40$0.60100%0.67$90.40
$85.00$83.00Nov 27$0.63$1.37$0.6356%2.17$84.37
$85.00$84.00Nov 20$0.15$0.85$0.1557%5.67$84.85
$86.00$85.00Nov 13$0.25$0.75$0.2567%3.00$85.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 90 found (best R:R 9.00, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$89.00$90.00Nov 27$0.61$0.61$0.3970%1.56$89.61
$84.00$85.00Nov 27$0.74$0.74$0.2652%2.85$84.74
$85.00$86.00Dec 4$0.70$0.70$0.3054%2.33$85.70
$92.00$95.00Dec 4$0.61$0.61$2.3978%0.26$92.61
$84.00$85.00Nov 13$0.57$0.57$0.4355%1.33$84.57
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$83.00$82.00Nov 13$0.90$0.90$0.1050%9.00$82.10
$82.00$81.00Nov 27$0.80$0.80$0.2056%4.00$81.20
$69.00$68.00Nov 13$0.33$0.33$0.6791%0.49$68.67
$79.00$78.00Dec 11$0.53$0.53$0.4767%1.13$78.47
$76.00$75.00Nov 27$0.40$0.40$0.6078%0.67$75.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.21, cheapest $1.03)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Nov 6Nov 13$1.0451.6%43.2%
$87.50Nov 20Dec 18$1.5845.5%41.7%
$85.00Nov 6Nov 13$0.9053.3%50.5%
$82.50Nov 20Dec 18$1.8042.7%40.2%
$83.00Nov 6Nov 13$0.9353.0%52.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Nov 6Nov 13$1.0351.6%43.2%
$87.50Nov 20Dec 18$1.0045.5%41.7%
$85.00Nov 6Nov 13$1.0453.3%50.5%
$82.50Nov 20Dec 18$1.5242.7%40.2%
$83.00Nov 6Nov 13$1.4653.0%52.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 3.83% of stock, avg 8.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$84.00Nov 6$1.27$1.92$3.19$80.81$87.193.83%
$83.00Nov 6$1.80$1.42$3.22$79.78$86.223.87%
$82.00Nov 6$2.34$0.95$3.29$78.71$85.293.95%
$85.00Nov 6$0.91$2.56$3.47$81.53$88.474.17%
$81.00Nov 6$3.04$0.68$3.72$77.28$84.724.47%
$86.00Nov 6$0.63$3.28$3.91$82.09$89.914.70%
$80.00Nov 6$3.85$0.46$4.31$75.69$84.315.18%
$87.00Nov 6$0.44$4.22$4.66$82.34$91.665.60%
$79.00Nov 6$4.45$0.31$4.76$74.24$83.765.72%
$86.00Nov 13$1.37$3.85$5.22$80.78$91.226.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.67% of stock, avg 5.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$88.00$79.00Nov 6$0.25$0.31$0.56$78.44$88.56
$88.00$80.00Nov 6$0.25$0.46$0.71$79.29$88.71
$87.00$79.00Nov 6$0.44$0.31$0.75$78.25$87.75
$87.00$80.00Nov 6$0.44$0.46$0.90$79.10$87.90
$86.00$79.00Nov 6$0.63$0.31$0.94$78.06$86.94
$88.00$81.00Nov 6$0.25$0.68$0.93$80.07$88.93
$86.00$80.00Nov 6$0.63$0.46$1.09$78.91$87.09
$87.00$81.00Nov 6$0.44$0.68$1.12$79.88$88.12
$86.00$81.00Nov 6$0.63$0.68$1.31$79.69$87.31
$85.00$79.00Nov 6$0.91$0.31$1.22$77.78$86.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 116 found (best R:R 5.67, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
74/7589/90Nov 27$0.85$0.1552%5.67$74.15$89.85
72/7391/92Dec 4$0.65$0.3559%1.86$72.35$91.65
68/6987/88Nov 13$0.58$0.4264%1.38$68.42$87.58
68/6989/90Nov 13$0.49$0.5173%0.96$68.51$89.49
68/6990/91Nov 13$0.45$0.5576%0.82$68.55$90.45
68/6988/89Nov 13$0.52$0.4868%1.08$68.48$88.52
68/6986/87Nov 13$0.61$0.3958%1.56$68.39$86.61
72/7390/91Dec 4$0.63$0.3756%1.70$72.37$90.63
70/7191/92Dec 4$0.54$0.4664%1.17$70.46$91.54
79/8087/88Nov 13$0.72$0.2841%2.57$79.28$87.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 86 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$77.50$80.00$82.50Dec 18$0.08$2.4216%30.25
$87.50$90.00$92.50Dec 18$0.12$2.3814%19.83
$80.00$82.50$85.00Dec 18$0.20$2.3016%11.50
$84.00$85.00$86.00Nov 6$0.08$0.9218%11.50
$92.50$95.00$97.50Dec 18$0.13$2.3711%18.23
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$72.50$75.00$77.50Dec 18$0.06$2.4412%40.67
$92.50$95.00$97.50Dec 18$0.10$2.4011%24.00
$67.50$70.00$72.50Dec 18$0.07$2.438%34.71
$84.00$85.00$86.00Nov 6$0.08$0.9220%11.50
$75.00$77.50$80.00Dec 18$0.17$2.3314%13.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 104 found (best net $-1.51, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$91.00$94.001:2Nov 27-$0.07$2.93
$90.00$92.501:2Nov 20$0.00$2.50
$87.00$90.001:2Dec 4-$0.82$2.18
$92.50$95.001:2Nov 20-$0.14$2.36
$87.00$88.001:2Nov 6-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$87.001:2Nov 6-$1.51$1.49
$90.00$87.001:2Nov 13-$2.33$0.67
$79.00$76.001:2Dec 4-$0.60$2.40
$79.00$78.001:2Nov 6-$0.07$0.93
$75.00$74.001:2Nov 6$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 50 found (best yield 4.92%, avg 1.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Dec 18$4.100.482.1%4.92%6.99%1075.1K
$87.50Dec 18$3.050.405.1%3.66%8.73%227116.4K
$90.00Dec 18$2.260.338.1%2.71%10.78%443.0K
$85.00Dec 4$3.250.462.1%3.90%5.97%11197
$92.50Dec 18$1.590.2611.1%1.91%12.98%135800
$87.00Dec 4$2.490.394.5%2.99%7.46%217
$86.00Dec 4$2.460.423.3%2.95%6.22%113
$85.00Nov 27$2.780.432.1%3.34%5.40%1179
$95.00Dec 18$1.140.2014.1%1.37%15.44%216118.4K
$90.00Dec 4$1.520.298.1%1.83%9.89%--18

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 8,657
Total Puts 5,643
Put/Call Ratio 0.65
Net Difference 3,014

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 314,952
Total Puts 50,442
Average Put/Call Ratio 0.21
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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