NEW Tour v251
LLY
ELI LILLY AND CO
$1191.74 -0.64%
$1190.57 (-0.10%)🌙
as of 07/01 06:41 PM
7/1 18:41

Option Volume

Detail
Current (07/01) 36,191
Calls: 17,694 (49%)
Puts: 18,497 (51%)
Prior (06/30) 66,168
Calls: 33,692 (51%)
Puts: 32,476 (49%)
Current vs Prior -45.30%
Calls: -47.48% (Calls)
Puts: -43.04% (Puts)
Prior 7-Day Total 365,054
Calls: 202,793 (56%)
Puts: 162,261 (44%)
Prior 7-Day Average 52,150
Calls: 28,970 (56%)
Puts: 23,180 (44%)
Current vs Prior 7-Day Avg -30.60%
Calls: -38.92%
Puts: -20.20%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/01) $63.35M
Calls: $46.52M (73%)
Puts: $16.83M (27%)
Prior (06/30) $91.34M
Calls: $64.41M (71%)
Puts: $26.92M (29%)
Current vs Prior -30.64%
Calls: -27.78%
Puts: -37.49%
Prior 7-Day Total $663.24M
Calls: $533.46M (80%)
Puts: $129.78M (20%)
Prior 7-Day Average $94.75M
Calls: $76.21M (80%)
Puts: $18.54M (20%)
Current vs Prior 7-Day Avg -33.14%
Calls: -38.96%
Puts: -9.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 1.05
Prior (06/30) 0.96
Current vs Prior +8.45%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg +5.30%
Sentiment BEARISH

Open Interest

Detail
Current (07/01) 172,611
Calls: 94,807 (55%)
Puts: 77,804 (45%)
Prior (06/30) 170,385
Calls: 84,938 (50%)
Puts: 85,447 (50%)
Current vs Prior +1.31%
Prior 7-Day Total 1,106,899
Calls: 616,566 (56%)
Puts: 490,333 (44%)
Prior 7-Day Average 158,128
Calls: 88,080 (56%)
Puts: 70,047 (44%)
Current vs Prior 7-Day Avg +9.16%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.67% | 6.34%4.67% | 6.34%6.34% | 12.85%
Prior 2.41% | 4.68%-- | ---- | --
Current vs Prior -18.68% | -0.29%-- | ---- | --
Prior 7-Day Avg 2.91% | 4.78%-- | ---- | --
Current vs 7-Day Avg -32.77% | -2.39%-- | ---- | --
Prior 7-Day Eod 2.41% | 4.68%-- | ---- | --
Current vs 7-Day Eod -18.68% | -0.29%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 24.68% | 21.27%
Calls: 21.94% | 19.87%
Puts: 27.42% | 22.66%
Prior 24.68% | 21.27%
Calls: 21.94% | 19.87%
Puts: 27.42% | 22.66%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 28.54% | 21.31%
Calls: 25.32% | 21.02%
Puts: 31.76% | 21.61%
Current vs 7-Day Avg -13.52% | -0.21%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($46.52M). Below-average activity with volume down 45% vs prior. Slightly bearish P/C ratio of 1.05.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 95 of results (avg 7.9%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$960.00Jul 17229.65239.15$234.404.1%11.00107
$980.00Jul 17209.60219.90$214.754.8%21.00--
$1000.00Jul 17190.05200.80$195.435.5%141.00263
$960.00Jul 24228.55242.60$235.586.0%11.00--
$1020.00Jul 17170.25181.00$175.636.1%61.00517
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1420.00Aug 7228.25238.05$233.154.2%40.871
$1380.00Aug 7192.25202.00$197.134.9%40.83--
$1400.00Aug 7208.85219.80$214.335.1%40.85--
$1360.00Aug 7174.00184.65$179.335.9%40.81--
$1400.00Jul 24202.30215.00$208.656.1%20.951

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.41, cheapest $0.41)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Jul 20.370.45$0.4119.5%1.5K0.031.2K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 188 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$985.00Jul 2200.55214.00$207.286.5%11.003
$995.00Jul 2191.00204.00$197.506.6%11.003
$1025.00Jul 2161.00174.00$167.507.8%11.0011
$1030.00Jul 2156.00169.00$162.508.0%11.00--
$1050.00Jul 2136.00149.00$142.509.1%11.0045
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 2103.25114.95$109.1010.7%10.99--
$1255.00Jul 260.0067.00$63.5011.0%10.97--
$1250.00Jul 255.0062.80$58.9013.2%10.9718
$1380.00Jul 24183.00196.55$189.787.1%10.95--
$1400.00Jul 24202.30215.00$208.656.1%20.951

Most actively traded options today. High liquidity = easy entry/exit. 509 active (total vol 23.0K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Jul 20.370.45$0.4119.5%1.5K0.031.2K
$1300.00Jul 176.306.75$6.536.9%1.3K0.141.3K
$1340.00Jul 243.809.35$6.5784.5%9350.12933
$1260.00Jul 3122.1525.45$23.8013.9%9290.31156
$1300.00Jul 20.050.09$0.0757.1%7430.012.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Jul 20.010.09$0.05160.0%6880.001.0K
$1005.00Jul 20.010.05$0.03133.3%6030.00115
$1150.00Jul 20.301.06$0.68111.8%5590.06258
$970.00Jul 20.003.00$1.50200.0%5310.03210
$1160.00Jul 20.912.27$1.5985.5%3460.12127

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 98 strikes (avg 82.2%, max 425.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1030.00Jul 2Jul 17133.1%41.9%218.0%12--
$1050.00Jul 2Jul 31101.6%37.4%171.8%251
$1060.00Jul 2Jul 17103.3%39.3%162.9%2--
$1420.00Jul 2Jul 17110.9%43.8%153.0%4283
$1400.00Jul 2Aug 7104.9%45.0%133.3%179340
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$975.00Jul 2Jul 24231.1%44.0%425.2%40564
$980.00Jul 2Aug 7226.2%46.3%388.8%161.0K
$955.00Jul 2Jul 31161.6%42.1%284.2%93329
$995.00Jul 2Aug 7152.6%44.3%244.0%8261
$960.00Jul 2Aug 7141.2%45.6%209.9%149201

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 303 found (best R:R 207.33, avg 9.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1280.00$1300.00Jul 2$0.13$19.87$0.13152.85$1280.13
$1400.00$1420.00Jul 17$0.13$19.87$0.13152.85$1400.13
$1380.00$1400.00Jul 10$0.18$19.82$0.18110.11$1380.18
$1320.00$1340.00Jul 10$0.30$19.70$0.3065.67$1320.30
$1380.00$1400.00Jul 31$0.30$19.70$0.3065.67$1380.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1005.00$980.00Jul 31$0.12$24.88$0.12207.33$1004.88
$1060.00$1045.00Jul 24$0.15$14.85$0.1599.00$1059.85
$1060.00$1050.00Jul 10$0.11$9.89$0.1189.91$1059.89
$1040.00$1030.00Jul 17$0.11$9.89$0.1189.91$1039.89
$1000.00$990.00Jul 17$0.23$9.77$0.2342.48$999.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 397 found (best R:R 199.00, avg 3.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1000.00$1020.00Jul 17$19.80$19.80$0.2099.00$1019.80
$960.00$980.00Jul 17$19.65$19.65$0.3556.14$979.65
$1055.00$1065.00Jul 10$9.82$9.82$0.1854.56$1064.82
$985.00$995.00Jul 2$9.78$9.78$0.2244.45$994.78
$1040.00$1055.00Jul 10$14.58$14.58$0.4234.71$1054.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1250.00$1230.00Jul 2$19.90$19.90$0.10199.00$1230.10
$1220.00$1215.00Jul 2$4.75$4.75$0.2519.00$1215.25
$1400.00$1380.00Jul 24$18.87$18.87$1.1316.70$1381.13
$1420.00$1400.00Aug 7$18.82$18.82$1.1815.95$1401.18
$1380.00$1300.00Jul 24$74.05$74.05$5.9512.45$1305.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 115 found (avg debit $7.11, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1400.00Jul 2Jul 10$0.35104.9%45.4%
$1380.00Jul 2Jul 10$0.5298.0%44.4%
$1420.00Jul 2Jul 10$0.59110.9%52.3%
$995.00Jul 2Jul 10$1.00152.6%68.6%
$1030.00Jul 2Jul 10$1.00133.1%52.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1050.00Jul 2Jul 10$0.30101.6%38.4%
$1075.00Jul 2Jul 10$0.6196.5%36.8%
$990.00Jul 2Jul 17$0.70133.8%43.5%
$1030.00Jul 2Jul 10$0.91133.1%52.0%
$1080.00Jul 2Jul 10$0.9187.7%36.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 157 found (cheapest 1.72% of stock, avg 8.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1185.00Jul 2$14.00$6.48$20.48$1164.52$1205.481.72%
$1190.00Jul 2$10.93$9.88$20.81$1169.19$1210.811.75%
$1195.00Jul 2$8.82$12.38$21.20$1173.80$1216.201.78%
$1200.00Jul 2$6.03$15.33$21.36$1178.64$1221.361.79%
$1180.00Jul 2$17.33$4.58$21.91$1158.09$1201.911.84%
$1205.00Jul 2$4.60$17.98$22.58$1182.42$1227.581.89%
$1175.00Jul 2$20.35$3.86$24.21$1150.79$1199.212.03%
$1210.00Jul 2$3.97$21.53$25.50$1184.50$1235.502.14%
$1170.00Jul 2$24.80$2.70$27.50$1142.50$1197.502.31%
$1215.00Jul 2$2.51$25.53$28.04$1186.96$1243.042.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.44% of stock, avg 5.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1215.00$1170.00Jul 2$2.51$2.70$5.21$1164.79$1220.21
$1215.00$1175.00Jul 2$2.51$3.86$6.37$1168.63$1221.37
$1210.00$1170.00Jul 2$3.97$2.70$6.67$1163.33$1216.67
$1215.00$1180.00Jul 2$2.51$4.58$7.09$1172.91$1222.09
$1205.00$1170.00Jul 2$4.60$2.70$7.30$1162.70$1212.30
$1210.00$1175.00Jul 2$3.97$3.86$7.83$1167.17$1217.83
$1205.00$1175.00Jul 2$4.60$3.86$8.46$1166.54$1213.46
$1210.00$1180.00Jul 2$3.97$4.58$8.55$1171.45$1218.55
$1200.00$1170.00Jul 2$6.03$2.70$8.73$1161.27$1208.73
$1215.00$1185.00Jul 2$2.51$6.48$8.99$1176.01$1223.99

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 290 found (best R:R 75.92, avg credit $8.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1020/10251065/1075Jul 10$9.87$0.1375.92$1015.13$1074.87
1040/10451160/1165Jul 31$4.87$0.1337.46$1040.13$1164.87
1020/10301040/1060Jul 17$19.38$0.6231.26$1010.62$1059.38
1050/10601080/1095Aug 7$14.44$0.5625.79$1045.56$1094.44
980/9901000/1065Jul 24$62.36$2.6423.62$927.64$1062.36
965/9751000/1065Jul 24$62.29$2.7122.99$912.71$1062.29
1050/10601065/1075Jul 10$9.58$0.4222.81$1050.42$1074.58
1000/10051080/1095Aug 7$14.37$0.6322.81$990.63$1094.37
1000/10151040/1060Jul 17$19.15$0.8522.53$995.85$1059.15
1060/10651125/1130Aug 7$4.78$0.2221.73$1060.22$1129.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 185 found (best R:R 165.67, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1280.00$1300.00$1320.00Jul 2$0.12$19.88165.67
$1200.00$1205.00$1210.00Jul 31$0.07$4.9370.43
$1260.00$1280.00$1300.00Jul 17$0.31$19.6963.52
$1095.00$1100.00$1105.00Jul 2$0.08$4.9261.50
$1105.00$1110.00$1115.00Jul 2$0.08$4.9261.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1045.00$1050.00$1055.00Jul 17$0.07$4.9370.43
$1230.00$1240.00$1250.00Jul 24$0.15$9.8565.67
$1215.00$1220.00$1225.00Jul 10$0.08$4.9261.50
$1155.00$1160.00$1165.00Jul 17$0.09$4.9154.56
$1000.00$1005.00$1010.00Jul 2$0.11$4.8944.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 189 found (best net $-41.68, 175 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1380.00$1400.001:2Jul 2-$0.01$19.99
$1320.00$1340.001:2Jul 2-$0.02$19.98
$1340.00$1360.001:2Jul 2-$0.02$19.98
$1400.00$1420.001:2Jul 2-$0.02$19.98
$1360.00$1380.001:2Jul 2-$0.03$19.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1380.00$1300.001:2Jul 24-$41.68$38.32
$1300.00$1255.001:2Jul 2-$17.90$27.10
$980.00$955.001:2Jul 31-$0.71$24.29
$1005.00$980.001:2Jul 31-$2.61$22.39
$1320.00$1260.001:2Jul 31-$40.30$19.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 85 found (best yield 5.20%, avg 1.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1195.00Aug 7$62.000.520.3%5.20%5.48%3--
$1200.00Aug 7$60.000.510.7%5.03%5.73%527
$1205.00Aug 7$58.000.501.1%4.87%5.98%59
$1210.00Aug 7$55.000.481.5%4.62%6.15%1419
$1220.00Aug 7$51.000.462.4%4.28%6.65%629
$1230.00Aug 7$47.000.443.2%3.94%7.15%1136
$1195.00Jul 31$46.000.510.3%3.86%4.13%1--
$1200.00Jul 31$43.600.490.7%3.66%4.35%588
$1240.00Aug 7$43.000.424.0%3.61%7.66%11--
$1205.00Jul 31$41.000.471.1%3.44%4.55%1414

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 17,694
Total Puts 18,497
Put/Call Ratio 1.05
Net Difference -803

Prior's Put/Call Breakdown

Total Calls 33,692
Total Puts 32,476
Put/Call Ratio 0.96
Net Difference 1,216

Prior 7-Day Put/Call Summary

Total Calls 202,793
Total Puts 162,261
Average Put/Call Ratio 0.99
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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