Tour v536
DAL
DELTA AIR LINES INC
$87.20 +2.16%
$87.39 (+0.22%)🌙
as of 11/06 06:05 PM
◀ 11/6 18:05

Option Volume

Detail
ℹ
Current (11/06) 21,398
Calls: 14,380 (67%)
Puts: 7,018 (33%)
Prior (11/05) 46,811
Calls: 35,819 (77%)
Puts: 10,992 (23%)
Current vs Prior -54.29%
Calls: -59.85% (Calls)
Puts: -36.15% (Puts)
Prior 7-Day Total 820,701
Calls: 759,667 (93%)
Puts: 61,034 (7%)
Prior 7-Day Average 117,243
Calls: 108,523 (93%)
Puts: 8,719 (7%)
Current vs Prior 7-Day Avg -81.75%
Calls: -86.75%
Puts: -19.51%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $6.97M
Calls: $5.80M (83%)
Puts: $1.17M (17%)
Prior (11/05) $10.44M
Calls: $8.00M (77%)
Puts: $2.44M (23%)
Current vs Prior -33.20%
Calls: -27.48%
Puts: -52.02%
Prior 7-Day Total $226.82M
Calls: $215.33M (95%)
Puts: $11.49M (5%)
Prior 7-Day Average $32.40M
Calls: $30.76M (95%)
Puts: $1.64M (5%)
Current vs Prior 7-Day Avg -78.48%
Calls: -81.13%
Puts: -28.78%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.49
Prior (11/05) 0.31
Current vs Prior +59.03%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +68.34%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 896,302
Calls: 690,592 (77%)
Puts: 205,710 (23%)
Prior (11/05) 882,437
Calls: 679,947 (77%)
Puts: 202,490 (23%)
Current vs Prior +1.57%
Prior 7-Day Total 4,666,556
Calls: 3,369,100 (72%)
Puts: 1,297,456 (28%)
Prior 7-Day Average 666,650
Calls: 481,300 (72%)
Puts: 185,350 (28%)
Current vs Prior 7-Day Avg +34.45%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.05% | 5.73%7.35% | 13.28%
Prior 3.67% | 7.18%8.90% | 14.15%
Current vs Prior +56.37% | +2.36%-17.44% | -6.16%
Prior 7-Day Avg 4.13% | 6.74%8.77% | 13.60%
Current vs 7-Day Avg +38.88% | +9.11%-16.19% | -2.32%
Prior 7-Day Eod 3.67% | 7.18%8.90% | 14.15%
Current vs 7-Day Eod +56.37% | +2.36%-17.44% | -6.16%
Sentiment BEARISHBULLISH

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 83% of dollar volume in calls ($5.80M) vs puts ($1.17M). Below-average activity with volume down 54% vs prior. Extreme bullish P/C ratio of 0.49 - heavy call buying (14,380 calls vs 7,018 puts). P/C ratio rising 59% - increased hedging/bearish 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 29 of results (avg 7.4%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.50Dec 185.105.35$5.234.8%2190.5261.4K
$92.50Dec 183.003.15$3.084.9%400.37757
$90.00Dec 183.954.15$4.054.9%1910.453.4K
$80.00Dec 189.7010.25$9.985.5%1120.742.9K
$85.00Nov 274.955.25$5.105.9%20.6193
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.50Dec 187.658.05$7.855.1%--0.62221
$90.00Dec 186.156.50$6.335.5%30.55772
$87.50Dec 184.855.20$5.037.0%560.48415
$85.00Dec 183.704.00$3.857.8%1250.40728
$91.00Nov 275.455.90$5.687.9%--0.6359

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.72, cheapest $0.72)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Nov 130.650.79$0.7219.4%3.7K0.2265
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 109 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Nov 614.4016.40$15.4013.0%11.009
$76.00Nov 610.7012.35$11.5214.3%31.0079
$84.00Nov 63.103.80$3.4520.3%571.004.5K
$85.00Nov 62.112.54$2.3318.5%2461.003.2K
$86.00Nov 61.051.75$1.4050.0%2271.001.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Nov 60.902.43$1.6791.6%430.9876
$88.00Nov 60.250.95$0.60116.7%530.97204
$97.00Nov 138.7010.95$9.8222.9%250.94--
$95.00Nov 137.108.45$7.7817.4%20.902
$90.00Nov 61.903.40$2.6556.6%430.8996

Most actively traded options today. High liquidity = easy entry/exit. 231 active (total vol 15.8K, top 3.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Nov 130.650.79$0.7219.4%3.7K0.2265
$88.00Nov 60.000.01$0.01100.0%6420.034.5K
$87.00Nov 60.170.47$0.3293.7%6011.001.3K
$90.00Nov 60.000.22$0.11200.0%3360.11574
$97.50Dec 181.571.79$1.6813.1%2900.24544
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.50Dec 182.753.10$2.9311.9%6490.321.6K
$80.00Dec 182.002.26$2.1312.2%5300.252.3K
$85.00Nov 60.000.02$0.01200.0%3810.02239
$85.00Nov 201.992.24$2.1211.8%1890.362.6K
$75.00Dec 181.041.19$1.1213.4%1780.154.0K

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 1294.1%, max 3215.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$96.00Nov 6Dec 111451.5%43.8%3215.8%114
$81.00Nov 6Dec 41300.8%46.4%2701.1%31338
$82.00Nov 6Dec 41173.8%45.1%2503.1%58554
$94.00Nov 6Dec 41256.3%51.8%2325.4%158
$83.00Nov 6Dec 4786.4%46.4%1593.4%736.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$81.00Nov 6Dec 41300.8%46.4%2701.1%22572
$82.00Nov 6Dec 41173.8%45.1%2503.1%43223
$83.00Nov 6Nov 27786.4%45.9%1612.8%41173
$91.00Nov 6Nov 27660.7%44.9%1372.8%11109
$87.00Nov 6Dec 1154.1%43.0%25.9%109330

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 125 found (best R:R 1.13, avg 2.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$76.00$77.00Nov 13$0.47$0.53$0.47100%1.13$76.47
$81.00$82.00Dec 4$0.27$0.73$0.2774%2.70$81.27
$78.00$79.00Nov 20$0.45$0.55$0.4588%1.22$78.45
$84.00$85.00Dec 4$0.25$0.75$0.2565%3.00$84.25
$83.00$84.00Nov 27$0.38$0.62$0.3869%1.63$83.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$93.00$92.00Nov 27$0.35$0.65$0.3571%1.86$92.65
$88.00$87.00Nov 27$0.17$0.83$0.1751%4.88$87.83
$95.00$94.00Nov 13$0.60$0.40$0.6090%0.67$94.40
$89.00$88.00Nov 20$0.30$0.70$0.3056%2.33$88.70
$89.00$88.00Nov 27$0.33$0.67$0.3355%2.03$88.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 87 found (best R:R 0.61, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$96.00$100.00Dec 4$1.51$1.51$2.4971%0.61$97.51
$93.00$94.00Nov 27$0.76$0.76$0.2471%3.17$93.76
$91.00$92.00Nov 6$0.47$0.47$0.5379%0.89$91.47
$97.00$99.00Dec 11$0.65$0.65$1.3577%0.48$97.65
$95.00$100.00Nov 27$0.74$0.74$4.2678%0.17$95.74
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$81.00$80.00Nov 6$0.89$0.89$0.1179%8.09$80.11
$77.00$76.00Nov 6$0.49$0.49$0.5189%0.96$76.51
$75.00$74.00Dec 4$0.56$0.56$0.4483%1.27$74.44
$79.00$78.00Dec 11$0.49$0.49$0.5177%0.96$78.51
$80.00$79.00Dec 4$0.36$0.36$0.6478%0.56$79.64

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.02, cheapest $1.95)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$87.50Nov 20Dec 18$2.1044.6%41.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$87.50Nov 20Dec 18$1.9544.6%41.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 74 found (cheapest 0.42% of stock, avg 8.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$87.00Nov 6$0.32$0.05$0.37$86.63$87.370.42%
$88.00Nov 6$0.01$0.60$0.61$87.39$88.610.70%
$86.00Nov 6$1.40$0.03$1.43$84.57$87.431.64%
$89.00Nov 6$0.01$1.67$1.68$87.32$90.681.93%
$85.00Nov 6$2.33$0.01$2.34$82.66$87.342.68%
$90.00Nov 6$0.11$2.65$2.76$87.24$92.763.17%
$84.00Nov 6$3.45$0.01$3.46$80.54$87.463.97%
$91.00Nov 6$0.50$3.83$4.33$86.67$95.334.97%
$87.00Nov 13$2.43$2.09$4.52$82.48$91.525.18%
$88.00Nov 13$2.01$2.57$4.58$83.42$92.585.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.18% of stock, avg 5.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$90.00$87.00Nov 6$0.11$0.05$0.16$86.84$90.16
$91.00$87.00Nov 6$0.50$0.05$0.55$86.45$91.55
$90.00$83.00Nov 6$0.11$0.56$0.67$82.33$90.67
$91.00$83.00Nov 6$0.50$0.56$1.06$81.94$92.06
$96.00$87.00Nov 6$1.07$0.05$1.12$85.88$97.12
$94.00$87.00Nov 6$1.07$0.05$1.12$85.88$95.12
$90.00$73.00Nov 6$0.11$1.07$1.18$71.82$91.18
$90.00$81.00Nov 6$0.11$1.07$1.18$79.82$91.18
$90.00$82.00Nov 6$0.11$1.07$1.18$80.82$91.18
$92.00$83.00Nov 13$0.72$0.74$1.46$81.54$93.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 82 found (best R:R 6.14, avg credit $0.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
74/7593/94Nov 27$0.86$0.1461%6.14$74.14$93.86
82/8494/95Dec 4$1.72$0.2832%6.14$82.28$95.72
78/7996/97Dec 11$0.80$0.2050%4.00$78.20$96.80
74/7596/100Dec 4$2.07$1.9354%1.07$72.93$98.07
78/7997/99Dec 11$1.14$0.8654%1.33$77.86$98.14
76/7796/97Dec 11$0.57$0.4355%1.33$76.43$96.57
82/8398/98Nov 20$0.29$0.2160%1.38$82.71$97.79
72/7397/99Dec 11$0.77$1.2366%0.63$72.23$97.77
76/7797/99Dec 11$0.91$1.0958%0.83$76.09$97.91
84/8593/94Nov 13$0.58$0.4250%1.38$84.42$93.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 95 found (best R:R 2.23, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$87.00$88.00$89.00Nov 6$0.31$0.6998%2.23
$90.00$92.50$95.00Nov 20$0.17$2.3321%13.71
$86.00$87.00$88.00Nov 6$0.77$0.2397%0.30
$85.00$87.50$90.00Dec 18$0.14$2.3615%16.86
$75.00$77.50$80.00Dec 18$0.08$2.4210%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$86.00$87.00$88.00Nov 6$0.53$0.4790%0.89
$85.00$87.50$90.00Dec 18$0.12$2.3815%19.83
$80.00$82.50$85.00Dec 18$0.12$2.3814%19.83
$87.00$88.00$89.00Nov 6$0.52$0.4876%0.92
$75.00$77.50$80.00Dec 18$0.11$2.3911%21.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 96 found (best net $-0.08, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$95.001:2Dec 11-$0.08$4.92
$85.00$86.001:2Nov 6-$0.47$0.53
$92.50$95.001:2Nov 20-$0.16$2.34
$90.00$92.501:2Nov 20-$0.54$1.96
$95.00$97.001:2Nov 20-$0.05$1.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$89.001:2Nov 6-$0.69$0.31
$78.00$77.001:2Nov 13-$0.08$0.92
$75.00$74.001:2Nov 13-$0.06$0.94
$71.00$70.001:2Nov 20-$0.07$0.93
$76.00$75.001:2Nov 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 5.85%, avg 1.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$87.50Dec 18$5.100.520.3%5.85%6.19%21961.4K
$90.00Dec 18$3.950.453.2%4.53%7.74%1913.4K
$92.50Dec 18$3.000.376.1%3.44%9.52%40757
$89.00Dec 11$3.750.472.1%4.30%6.36%--21
$88.00Dec 11$4.150.510.9%4.76%5.68%13
$95.00Dec 18$2.190.308.9%2.51%11.46%228221.3K
$90.00Dec 11$3.150.443.2%3.61%6.82%41
$89.00Dec 4$3.350.472.1%3.84%5.91%25
$88.00Dec 4$3.700.500.9%4.24%5.16%2115
$91.00Dec 4$2.580.394.4%2.96%7.32%166

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 14,380
Total Puts 7,018
Put/Call Ratio 0.49
Net Difference 7,362

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 759,667
Total Puts 61,034
Average Put/Call Ratio 0.29
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