Tour v536
DAL
DELTA AIR LINES INC
$85.36 -4.35%
$84.88 (-0.56%)🌙
as of 11/05 06:09 PM
◀ 11/5 18:09 ▶

Option Volume

Detail
ℹ
Current (11/05) 46,811
Calls: 35,819 (77%)
Puts: 10,992 (23%)
Prior (11/04) 615,499
Calls: 601,025 (98%)
Puts: 14,474 (2%)
Current vs Prior -92.39%
Calls: -94.04% (Calls)
Puts: -24.06% (Puts)
Prior 7-Day Total 862,294
Calls: 806,132 (93%)
Puts: 56,162 (7%)
Prior 7-Day Average 123,184
Calls: 115,161 (93%)
Puts: 8,023 (7%)
Current vs Prior 7-Day Avg -62.00%
Calls: -68.90%
Puts: +37.00%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $10.44M
Calls: $8.00M (77%)
Puts: $2.44M (23%)
Prior (11/04) $184.31M
Calls: $182.06M (99%)
Puts: $2.25M (1%)
Current vs Prior -94.34%
Calls: -95.60%
Puts: +8.22%
Prior 7-Day Total $233.28M
Calls: $223.05M (96%)
Puts: $10.23M (4%)
Prior 7-Day Average $33.33M
Calls: $31.86M (96%)
Puts: $1.46M (4%)
Current vs Prior 7-Day Avg -68.68%
Calls: -74.88%
Puts: +66.71%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.31
Prior (11/04) 0.02
Current vs Prior +1174.29%
Prior 7-Day Average 0.26
Current vs Prior 7-Day Avg +19.57%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 882,437
Calls: 679,947 (77%)
Puts: 202,490 (23%)
Prior (11/04) 531,029
Calls: 416,813 (78%)
Puts: 114,216 (22%)
Current vs Prior +66.17%
Prior 7-Day Total 4,365,634
Calls: 3,076,782 (70%)
Puts: 1,288,852 (30%)
Prior 7-Day Average 623,662
Calls: 439,540 (70%)
Puts: 184,121 (30%)
Current vs Prior 7-Day Avg +41.49%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.67% | 7.18%8.90% | 14.15%
Prior 3.69% | 6.41%8.05% | 12.94%
Current vs Prior -0.54% | +12.04%+10.66% | +9.34%
Prior 7-Day Avg 4.16% | 6.63%8.83% | 13.51%
Current vs 7-Day Avg -11.91% | +8.36%+0.84% | +4.74%
Prior 7-Day Eod 3.69% | 6.41%8.05% | 12.94%
Current vs 7-Day Eod -0.54% | +12.04%+10.66% | +9.34%
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

Strong bullish conviction with 77% of dollar volume in calls ($8.00M) vs puts ($2.44M). Light premium activity with dollar volume down 94% vs prior. Below-average activity with volume down 92% vs prior. Extreme bullish P/C ratio of 0.31 - heavy call buying (35,819 calls vs 10,992 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 1 of results (avg 9.9%, best 9.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Dec 183.353.70$3.539.9%2380.403.4K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.99, cheapest $0.99)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Dec 180.901.07$0.9917.2%2540.163.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 104 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Nov 69.8512.80$11.3326.0%31.008
$73.00Nov 610.8513.55$12.2022.1%11.00153
$77.00Nov 67.409.80$8.6027.9%10.9941
$70.00Nov 1314.7517.35$16.0516.2%120.9918
$69.00Nov 2015.0018.40$16.7020.4%20.988
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Nov 61.754.85$3.3093.9%111.0077
$90.00Nov 63.305.90$4.6056.5%351.0087
$91.00Nov 64.306.90$5.6046.4%131.0044
$93.00Nov 65.659.05$7.3546.3%31.006
$94.00Nov 138.0510.05$9.0522.1%--1.0015

Most actively traded options today. High liquidity = easy entry/exit. 218 active (total vol 40.7K, top 5.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Nov 60.240.32$0.2828.6%5.8K0.16295
$83.00Nov 62.154.25$3.2065.6%5.7K0.787.2K
$84.00Nov 61.963.05$2.5143.4%5.6K0.686.6K
$88.00Nov 60.420.54$0.4825.0%4.8K0.25664
$90.00Nov 201.452.00$1.7331.8%2.4K0.3316.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Nov 201.882.39$2.1323.9%5240.35901
$81.00Nov 130.851.24$1.0537.1%4150.2466
$80.00Nov 60.040.24$0.14142.9%3740.08320
$85.00Nov 132.202.88$2.5426.8%3730.4637
$84.00Nov 60.680.92$0.8030.0%3170.34261

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 41.4%, max 77.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Nov 6Dec 1874.8%44.9%66.8%5168.1K
$84.00Nov 6Dec 484.2%51.5%63.7%5.6K6.6K
$86.00Nov 6Dec 1184.0%51.5%63.3%2021.2K
$87.00Nov 6Dec 482.2%51.4%59.8%1431.3K
$89.00Nov 6Dec 1177.9%50.2%55.1%5.8K330
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$83.00Nov 6Nov 2784.2%47.4%77.5%57187
$82.00Nov 6Dec 484.7%47.8%77.1%106166
$85.00Nov 6Dec 1874.8%44.9%66.8%314740
$84.00Nov 6Dec 484.2%51.5%63.7%319274
$87.00Nov 6Dec 482.2%51.4%59.8%84322

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 128 found (best R:R 0.67, avg 2.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$70.00$72.00Nov 20$1.20$0.80$1.2094%0.67$71.20
$70.00$72.50Dec 18$1.65$0.85$1.6590%0.52$71.65
$75.00$77.50Dec 18$1.48$1.02$1.4881%0.69$76.48
$80.00$81.00Nov 6$0.45$0.55$0.4593%1.22$80.45
$81.00$82.00Nov 27$0.20$0.80$0.2071%4.00$81.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$87.50$86.00Nov 20$0.15$1.35$0.1558%9.00$87.35
$87.00$85.00Nov 27$0.42$1.58$0.4253%3.76$86.58
$89.00$88.00Nov 6$0.45$0.55$0.45100%1.22$88.55
$90.00$89.00Nov 13$0.25$0.75$0.2576%3.00$89.75
$89.00$88.00Nov 27$0.15$0.85$0.1561%5.67$88.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 90 found (best R:R 1.86, avg 0.64)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$94.00$95.00Dec 11$0.59$0.59$0.4170%1.44$94.59
$86.00$87.00Nov 20$0.79$0.79$0.2149%3.76$86.79
$97.00$100.00Nov 13$0.40$0.40$2.6088%0.15$97.40
$95.00$96.00Dec 11$0.49$0.49$0.5175%0.96$95.49
$91.00$92.00Dec 4$0.58$0.58$0.4263%1.38$91.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$76.00$75.00Dec 4$0.65$0.65$0.3580%1.86$75.35
$84.00$82.00Dec 4$1.18$1.18$0.8259%1.44$82.82
$79.00$78.00Dec 11$0.66$0.66$0.3472%1.94$78.34
$71.00$70.00Nov 6$0.42$0.42$0.5892%0.72$70.58
$79.00$78.00Nov 27$0.58$0.58$0.4273%1.38$78.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $1.63, cheapest $1.19)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$84.00Nov 6Nov 13$1.1984.2%54.8%
$86.00Nov 6Nov 13$1.4584.0%57.0%
$87.00Nov 6Nov 13$1.4682.2%57.7%
$85.00Nov 6Nov 13$1.5874.8%56.0%
$82.50Nov 20Dec 18$2.1051.2%45.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$84.00Nov 6Nov 13$1.2284.2%54.8%
$86.00Nov 6Nov 13$1.4284.0%57.0%
$85.00Nov 6Nov 13$1.4874.8%56.0%
$82.50Nov 20Dec 18$1.7751.2%45.2%
$87.50Nov 20Dec 18$2.3851.4%47.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 76 found (cheapest 3.15% of stock, avg 9.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$85.00Nov 6$1.63$1.06$2.69$82.31$87.693.15%
$86.00Nov 6$1.23$1.50$2.73$83.27$88.733.20%
$87.00Nov 6$0.82$2.02$2.84$84.16$89.843.33%
$84.00Nov 6$2.51$0.80$3.31$80.69$87.313.88%
$88.00Nov 6$0.48$2.85$3.33$84.67$91.333.90%
$82.00Nov 6$3.22$0.30$3.52$78.48$85.524.12%
$89.00Nov 6$0.28$3.30$3.58$85.42$92.584.19%
$83.00Nov 6$3.20$0.50$3.70$79.30$86.704.33%
$90.00Nov 6$0.20$4.60$4.80$85.20$94.805.62%
$81.00Nov 6$5.10$0.18$5.28$75.72$86.286.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.45% of stock, avg 5.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$90.00$81.00Nov 6$0.20$0.18$0.38$80.62$90.38
$89.00$81.00Nov 6$0.28$0.18$0.46$80.54$89.46
$90.00$82.00Nov 6$0.20$0.30$0.50$81.50$90.50
$89.00$82.00Nov 6$0.28$0.30$0.58$81.42$89.58
$88.00$81.00Nov 6$0.48$0.18$0.66$80.34$88.66
$90.00$83.00Nov 6$0.20$0.50$0.70$82.30$90.70
$89.00$83.00Nov 6$0.28$0.50$0.78$82.22$89.78
$88.00$82.00Nov 6$0.48$0.30$0.78$81.22$88.78
$88.00$83.00Nov 6$0.48$0.50$0.98$82.02$88.98
$90.00$84.00Nov 6$0.20$0.80$1.00$83.00$91.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 101 found (best R:R 1.27, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
70/7194/95Nov 6$0.56$0.4485%1.27$70.44$94.56
70/7192/93Nov 6$0.56$0.4484%1.27$70.44$92.56
76/7794/95Nov 27$0.80$0.2058%4.00$76.20$94.80
70/7188/89Nov 6$0.62$0.3867%1.63$70.38$88.62
69/7094/95Dec 4$0.65$0.3563%1.86$69.35$94.65
73/7494/95Nov 27$0.58$0.4265%1.38$73.42$94.58
77/7894/95Nov 27$0.67$0.3355%2.03$77.33$94.67
82/8393/94Nov 13$0.67$0.3349%2.03$82.33$93.67
77/7893/94Nov 13$0.46$0.5470%0.85$77.54$93.46
79/8093/94Nov 13$0.52$0.4863%1.08$79.48$93.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 40.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$86.00$87.00$88.00Nov 6$0.07$0.9322%13.29
$85.00$87.50$90.00Dec 18$0.15$2.3514%15.67
$92.50$95.00$97.50Dec 18$0.18$2.3213%12.89
$86.00$87.00$88.00Nov 13$0.07$0.9310%13.29
$87.00$88.00$89.00Nov 27$0.07$0.938%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$82.50$85.00$87.50Dec 18$0.06$2.4415%40.67
$77.50$80.00$82.50Dec 18$0.07$2.4314%34.71
$90.00$92.50$95.00Dec 18$0.10$2.4014%24.00
$85.00$86.00$87.00Nov 6$0.08$0.9227%11.50
$82.00$83.00$84.00Nov 6$0.10$0.9018%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 98 found (best net $-0.81, 92 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$89.00$94.001:2Dec 11-$0.81$4.19
$90.00$92.501:2Nov 20-$0.21$2.29
$87.00$88.001:2Nov 6-$0.14$0.86
$92.50$95.001:2Nov 20-$0.29$2.21
$88.00$89.001:2Nov 6-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$83.00$82.001:2Nov 6-$0.10$0.90
$70.00$69.001:2Dec 4$0.00$1.00
$84.00$83.001:2Nov 6-$0.20$0.80
$82.00$81.001:2Nov 6-$0.06$0.94
$81.00$80.001:2Nov 6-$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 3.92%, avg 1.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Dec 18$3.350.405.4%3.92%9.36%2383.4K
$87.50Dec 18$4.150.472.5%4.86%7.37%22661.5K
$92.50Dec 18$2.420.348.4%2.84%11.20%167795
$87.00Dec 4$3.700.511.9%4.33%6.26%123
$88.00Dec 4$3.250.473.1%3.81%6.90%23107
$95.00Dec 18$1.830.2711.3%2.14%13.44%1.0K221.6K
$90.00Dec 4$2.310.415.4%2.71%8.14%718
$89.00Dec 11$2.650.434.3%3.10%7.37%3035
$86.00Dec 11$3.850.520.8%4.51%5.26%--25
$91.00Dec 4$2.060.376.6%2.41%9.02%121109

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 35,819
Total Puts 10,992
Put/Call Ratio 0.31
Net Difference 24,827

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 806,132
Total Puts 56,162
Average Put/Call Ratio 0.26
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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