Tour v536
DAL
DELTA AIR LINES INC
$89.24 +7.16%
$89.09 (-0.17%)🌙
as of 11/04 06:13 PM
◀ 11/4 18:13 ▶

Option Volume

Detail
ℹ
Current (11/04) 615,499
Calls: 601,025 (98%)
Puts: 14,474 (2%)
Prior (11/03) 14,300
Calls: 8,657 (61%)
Puts: 5,643 (39%)
Current vs Prior +4204.19%
Calls: +6842.65% (Calls)
Puts: +156.49% (Puts)
Prior 7-Day Total 329,583
Calls: 284,545 (86%)
Puts: 45,038 (14%)
Prior 7-Day Average 47,083
Calls: 40,649 (86%)
Puts: 6,434 (14%)
Current vs Prior 7-Day Avg +1207.26%
Calls: +1378.56%
Puts: +124.96%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $184.31M
Calls: $182.06M (99%)
Puts: $2.25M (1%)
Prior (11/03) $2.87M
Calls: $2.02M (70%)
Puts: $849.8K (30%)
Current vs Prior +6317.28%
Calls: +8902.63%
Puts: +164.89%
Prior 7-Day Total $60.81M
Calls: $51.98M (85%)
Puts: $8.84M (15%)
Prior 7-Day Average $8.69M
Calls: $7.43M (85%)
Puts: $1.26M (15%)
Current vs Prior 7-Day Avg +2021.54%
Calls: +2351.90%
Puts: +78.32%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.02
Prior (11/03) 0.65
Current vs Prior -96.31%
Prior 7-Day Average 0.26
Current vs Prior 7-Day Avg -90.70%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 531,029
Calls: 416,813 (78%)
Puts: 114,216 (22%)
Prior (11/03) 646,071
Calls: 449,489 (70%)
Puts: 196,582 (30%)
Current vs Prior -17.81%
Prior 7-Day Total 4,347,224
Calls: 2,979,695 (69%)
Puts: 1,367,529 (31%)
Prior 7-Day Average 621,032
Calls: 425,670 (69%)
Puts: 195,361 (31%)
Current vs Prior 7-Day Avg -14.49%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.69% | 6.41%8.05% | 12.94%
Prior 4.47% | 6.93%8.74% | 13.54%
Current vs Prior -17.47% | -7.49%-7.96% | -4.45%
Prior 7-Day Avg 4.28% | 6.65%8.99% | 13.64%
Current vs 7-Day Avg -13.83% | -3.61%-10.54% | -5.08%
Prior 7-Day Eod 4.47% | 6.93%8.74% | 13.54%
Current vs 7-Day Eod -17.47% | -7.49%-7.96% | -4.45%
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 99% of dollar volume in calls ($182.06M) vs puts ($2.25M). Massive premium surge with dollar volume up 6317% vs prior. Dollar volume significantly above 7-day average (2022% higher). Unusually high activity with volume up 4204% vs prior - elevated interest.

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 22 of results (avg 7.8%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Dec 189.309.65$9.483.7%2710.731.6K
$95.00Dec 182.832.95$2.894.2%273.6K0.36118.3K
$85.00Dec 187.557.95$7.755.2%2980.665.1K
$77.50Dec 1813.1013.80$13.455.2%100.85755
$87.50Dec 186.006.40$6.206.5%117.0K0.58116.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Dec 182.082.29$2.199.6%3060.271.3K
$80.00Dec 181.521.68$1.6010.0%7410.202.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.56, cheapest $0.16)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Nov 200.610.73$0.6717.9%780.17606
$105.00Dec 180.750.88$0.8215.9%158.0K0.141.5K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 200.150.18$0.1618.8%2410.043.2K
$78.00Nov 200.290.34$0.3215.6%430.08360
$72.50Dec 180.500.60$0.5518.2%620.088.5K
$75.00Dec 180.750.86$0.8113.6%3600.113.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 95 found (avg delta 0.76, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Nov 610.9012.25$11.5811.7%260.99313
$77.00Nov 610.9512.80$11.8815.6%20.9940
$74.00Nov 613.9515.70$14.8311.8%110.995
$79.00Nov 69.5510.90$10.2313.2%210.99348
$73.00Nov 614.9517.05$16.0013.1%110.98153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Nov 65.558.75$7.1544.8%20.97--
$95.00Nov 65.506.90$6.2022.6%20.94--
$93.00Nov 63.454.55$4.0027.5%110.85--
$95.00Nov 135.507.45$6.4830.1%20.80--
$94.00Nov 135.207.50$6.3536.2%150.76--

Most actively traded options today. High liquidity = easy entry/exit. 240 active (total vol 604.9K, top 273.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Dec 182.832.95$2.894.2%273.6K0.36118.3K
$105.00Dec 180.750.88$0.8215.9%158.0K0.141.5K
$87.50Dec 186.006.40$6.206.5%117.0K0.58116.2K
$93.00Nov 60.270.34$0.3122.6%9.6K0.16157
$90.00Nov 132.062.30$2.1811.0%5.8K0.4795
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 201.361.66$1.5119.9%2.2K0.28577
$80.00Nov 200.470.64$0.5530.9%1.2K0.122.3K
$80.00Dec 181.521.68$1.6010.0%7410.202.3K
$89.00Nov 132.142.60$2.3719.4%5990.47--
$75.00Dec 180.750.86$0.8113.6%3600.113.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 21.6%, max 36.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$93.00Nov 6Dec 1157.0%41.9%36.0%9.6K158
$92.00Nov 6Dec 1156.3%43.0%31.1%45087
$89.00Nov 6Dec 1153.8%41.1%31.0%59957
$88.00Nov 6Dec 452.5%40.7%29.2%993361
$90.00Nov 6Dec 1855.8%43.4%28.8%2.8K3.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$86.00Nov 6Dec 453.7%39.9%34.3%19330
$90.00Nov 6Dec 1855.8%43.4%28.8%240771
$91.00Nov 6Nov 1356.3%45.1%24.9%3242
$82.50Nov 20Dec 1846.8%40.5%15.4%4952.2K
$87.50Nov 20Dec 1844.6%39.3%13.4%308320

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 120 found (best R:R 2.33, avg 3.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$77.00$78.00Nov 6$0.30$0.70$0.3099%2.33$77.30
$85.00$86.00Dec 11$0.15$0.85$0.1566%5.67$85.15
$79.00$80.00Nov 13$0.46$0.54$0.4695%1.17$79.46
$83.00$84.00Nov 6$0.50$0.50$0.5095%1.00$83.50
$86.00$87.00Dec 11$0.25$0.75$0.2562%3.00$86.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$95.00$94.00Nov 13$0.13$0.87$0.1380%6.69$94.87
$89.00$88.00Nov 20$0.24$0.76$0.2446%3.17$88.76
$87.00$86.00Nov 20$0.21$0.79$0.2136%3.76$86.79
$88.00$87.00Dec 11$0.30$0.70$0.3044%2.33$87.70
$92.00$89.00Nov 27$1.52$1.48$1.5260%0.97$90.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 86 found (best R:R 4.26, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$91.00$93.00Dec 4$1.09$1.09$0.9154%1.20$92.09
$100.00$105.00Dec 4$0.65$0.65$4.3582%0.15$100.65
$94.00$95.00Dec 4$0.48$0.48$0.5264%0.92$94.48
$92.00$93.00Nov 27$0.46$0.46$0.5459%0.85$92.46
$92.50$95.00Nov 20$0.82$0.82$1.6862%0.49$93.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$87.00$86.00Nov 27$0.81$0.81$0.1962%4.26$86.19
$88.00$87.00Nov 27$0.85$0.85$0.1557%5.67$87.15
$87.00$81.00Dec 11$2.01$2.01$3.9960%0.50$84.99
$89.00$86.00Dec 4$1.55$1.55$1.4553%1.07$87.45
$85.00$80.00Dec 4$1.28$1.28$3.7268%0.34$83.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.36, cheapest $1.02)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Nov 6Nov 13$1.0256.3%45.1%
$90.00Nov 6Nov 13$1.1055.8%45.3%
$89.00Nov 6Nov 13$1.2253.8%44.9%
$88.00Nov 6Nov 13$1.2852.5%44.9%
$87.50Nov 20Dec 18$1.8744.6%39.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Nov 6Nov 13$1.1856.3%45.1%
$90.00Nov 6Nov 13$1.2155.8%45.3%
$89.00Nov 6Nov 13$1.0753.8%44.9%
$88.00Nov 6Nov 13$1.0652.5%44.9%
$87.50Nov 20Dec 18$1.6244.6%39.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 3.14% of stock, avg 8.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$89.00Nov 6$1.50$1.30$2.80$86.20$91.803.14%
$90.00Nov 6$1.08$1.79$2.87$87.13$92.873.22%
$88.00Nov 6$2.17$0.84$3.01$84.99$91.013.37%
$91.00Nov 6$0.74$2.40$3.14$87.86$94.143.52%
$87.00Nov 6$2.82$0.51$3.33$83.67$90.333.73%
$86.00Nov 6$3.63$0.32$3.95$82.05$89.954.43%
$93.00Nov 6$0.31$4.00$4.31$88.69$97.314.83%
$85.00Nov 6$4.38$0.22$4.60$80.40$89.605.15%
$89.00Nov 13$2.72$2.37$5.09$83.91$94.095.70%
$90.00Nov 13$2.18$3.00$5.18$84.82$95.185.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.47% of stock, avg 4.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$94.00$85.00Nov 6$0.20$0.22$0.42$84.58$94.42
$93.00$85.00Nov 6$0.31$0.22$0.53$84.47$93.53
$94.00$86.00Nov 6$0.20$0.32$0.52$85.48$94.52
$93.00$86.00Nov 6$0.31$0.32$0.63$85.37$93.63
$92.00$85.00Nov 6$0.48$0.22$0.70$84.30$92.70
$94.00$87.00Nov 6$0.20$0.51$0.71$86.29$94.71
$92.00$86.00Nov 6$0.48$0.32$0.80$85.20$92.80
$93.00$87.00Nov 6$0.31$0.51$0.82$86.18$93.82
$92.00$87.00Nov 6$0.48$0.51$0.99$86.01$92.99
$91.00$85.00Nov 6$0.74$0.22$0.96$84.04$91.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 79 found (best R:R 1.04, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
78/7994/95Nov 27$0.51$0.4955%1.04$78.49$94.51
81/8294/95Nov 27$0.57$0.4348%1.33$81.43$94.57
83/8495/96Nov 13$0.44$0.5660%0.79$83.56$95.44
81/8295/96Nov 13$0.36$0.6467%0.56$81.64$95.36
84/8595/96Nov 13$0.45$0.5556%0.82$84.55$95.45
83/8494/95Nov 13$0.44$0.5656%0.79$83.56$94.44
81/8294/95Nov 13$0.36$0.6463%0.56$81.64$94.36
74/7594/95Nov 27$0.37$0.6361%0.59$74.63$94.37
83/8492/93Nov 13$0.52$0.4846%1.08$83.48$92.52
86/8795/96Nov 13$0.52$0.4845%1.08$86.48$95.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 11.20, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$100.00$105.00Dec 4$0.41$4.5923%11.20
$92.50$95.00$97.50Dec 18$0.07$2.4314%34.71
$90.00$92.50$95.00Nov 20$0.26$2.2424%8.62
$80.00$82.50$85.00Dec 18$0.14$2.3613%16.86
$89.00$90.00$91.00Nov 6$0.08$0.9221%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$77.50$80.00$82.50Dec 18$0.10$2.4011%24.00
$76.00$78.00$80.00Dec 4$0.05$1.957%39.00
$89.00$90.00$91.00Nov 6$0.12$0.8821%7.33
$82.50$85.00$87.50Dec 18$0.21$2.2915%10.90
$87.00$88.00$89.00Nov 6$0.13$0.8722%6.69

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 $-0.81, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Dec 11-$0.04$4.96
$100.00$105.001:2Dec 18-$0.04$4.96
$92.50$95.001:2Nov 20-$0.35$2.15
$96.00$100.001:2Nov 13$0.00$4.00
$95.00$97.501:2Nov 20-$0.17$2.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$94.00$91.001:2Nov 13-$0.81$2.19
$93.00$91.001:2Nov 6-$0.80$1.20
$89.00$86.001:2Dec 4-$1.10$1.90
$88.00$87.001:2Nov 6-$0.18$0.82
$95.00$93.001:2Nov 6-$1.80$0.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 5.27%, avg 1.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Dec 18$4.700.510.8%5.27%6.12%1.2K3.0K
$92.50Dec 18$3.600.433.6%4.03%7.69%357803
$95.00Dec 18$2.830.366.5%3.17%9.63%273.6K118.3K
$97.50Dec 18$2.000.299.3%2.24%11.50%86475
$94.00Dec 11$2.580.375.3%2.89%8.23%22
$93.00Dec 11$2.790.404.2%3.13%7.34%11
$92.00Dec 11$3.100.433.1%3.47%6.57%9--
$95.00Dec 11$2.260.346.5%2.53%8.99%821
$90.00Dec 4$3.800.490.8%4.26%5.11%6--
$91.00Dec 4$3.250.462.0%3.64%5.61%5--

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 601,025
Total Puts 14,474
Put/Call Ratio 0.02
Net Difference 586,551

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 284,545
Total Puts 45,038
Average Put/Call Ratio 0.26
Ratio Trend Falling

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