Tour v290
LLY
ELI LILLY AND CO
$1213.91 +1.86%
$1212.43 (-0.12%)🌙
as of 07/02 06:40 PM
7/2 18:40

Option Volume

Detail
Current (07/02) 63,475
Calls: 39,099 (62%)
Puts: 24,376 (38%)
Prior (07/01) 36,191
Calls: 17,694 (49%)
Puts: 18,497 (51%)
Current vs Prior +75.39%
Calls: +120.97% (Calls)
Puts: +31.78% (Puts)
Prior 7-Day Total 370,761
Calls: 209,415 (56%)
Puts: 161,346 (44%)
Prior 7-Day Average 52,965
Calls: 29,916 (56%)
Puts: 23,049 (44%)
Current vs Prior 7-Day Avg +19.84%
Calls: +30.69%
Puts: +5.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $97.97M
Calls: $79.42M (81%)
Puts: $18.55M (19%)
Prior (07/01) $63.35M
Calls: $46.52M (73%)
Puts: $16.83M (27%)
Current vs Prior +54.65%
Calls: +70.71%
Puts: +10.24%
Prior 7-Day Total $681.38M
Calls: $547.66M (80%)
Puts: $133.72M (20%)
Prior 7-Day Average $97.34M
Calls: $78.24M (80%)
Puts: $19.10M (20%)
Current vs Prior 7-Day Avg +0.65%
Calls: +1.51%
Puts: -2.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.62
Prior (07/01) 1.05
Current vs Prior -40.36%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -30.08%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 198,243
Calls: 96,596 (49%)
Puts: 101,647 (51%)
Prior (07/01) 172,611
Calls: 94,807 (55%)
Puts: 77,804 (45%)
Current vs Prior +14.85%
Prior 7-Day Total 1,150,828
Calls: 657,418 (54%)
Puts: 551,118 (46%)
Prior 7-Day Average 164,404
Calls: 93,916 (54%)
Puts: 78,731 (46%)
Current vs Prior 7-Day Avg +20.58%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 0.60% | 4.09%6.55% | 12.52%
Prior 1.96% | 4.67%-- | --
Current vs Prior +109.23% | +40.24%-- | --
Prior 7-Day Avg 2.71% | 4.77%-- | --
Current vs 7-Day Avg +50.76% | +37.45%-- | --
Prior 7-Day Eod 1.96% | 4.67%-- | --
Current vs 7-Day Eod +109.23% | +40.24%-- | --
Sentiment BEARISH--

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 28.76% | 21.94%
Calls: 27.60% | 21.67%
Puts: 31.28% | 22.44%
Current vs 7-Day Avg -14.18% | -3.07%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($79.42M) vs puts ($18.55M). Elevated premium activity with dollar volume up 55% vs prior. Above-average activity with volume up 75% vs prior. Bullish P/C ratio of 0.62.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 85 of results (avg 7.9%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Jul 17207.55217.20$212.384.5%231.00261
$1030.00Jul 17177.00186.30$181.655.1%11.00124
$1000.00Aug 7215.05226.90$220.985.4%10.92--
$1010.00Jul 17197.00208.15$202.585.5%11.00--
$1000.00Jul 24207.90220.00$213.955.7%11.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Jul 24187.60197.00$192.304.9%20.931
$1420.00Jul 2203.80216.00$209.905.8%21.001
$1360.00Aug 7160.35171.45$165.906.7%50.782
$1355.00Jul 10140.10151.00$145.557.5%10.96--
$1340.00Aug 7143.75155.00$149.387.5%20.754

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 190 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Jul 2203.50216.70$210.106.3%161.0017
$1010.00Jul 2194.00206.80$200.406.4%31.00--
$1015.00Jul 2189.00200.00$194.505.7%11.009
$1030.00Jul 2174.00188.00$181.007.7%11.00--
$1065.00Jul 2139.00151.00$145.008.3%11.0014
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 285.0094.00$89.5010.1%11.00--
$1420.00Jul 2203.80216.00$209.905.8%21.001
$1240.00Jul 225.0531.75$28.4023.6%251.004
$1250.00Jul 235.0043.00$39.0020.5%81.008
$1245.00Jul 230.0039.00$34.5026.1%20.993

Most actively traded options today. High liquidity = easy entry/exit. 515 active (total vol 44.0K, top 6.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Jul 171.451.65$1.5512.9%6.1K0.041.6K
$1300.00Jul 178.009.20$8.6014.0%2.3K0.181.5K
$1250.00Jul 20.000.01$0.01100.0%2.0K0.001.7K
$1320.00Jul 3111.6017.30$14.4539.4%1.8K0.2133
$1240.00Jul 20.000.01$0.01100.0%1.7K0.00295
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Jul 20.000.02$0.01200.0%1.2K0.00124
$1090.00Jul 20.000.02$0.01200.0%1.1K0.0060
$1145.00Jul 20.014.30$2.15199.5%4290.0953
$1200.00Jul 20.030.51$0.27177.8%3690.08177
$1150.00Jul 20.000.10$0.05200.0%3030.01285

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 109 strikes (avg 923.1%, max 3165.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1015.00Jul 2Jul 171379.0%43.0%3107.0%3511
$1040.00Jul 2Jul 171221.0%42.0%2807.1%411
$1075.00Jul 2Jul 241002.0%39.0%2469.2%2793
$1080.00Jul 2Jul 17970.0%39.0%2387.2%47218
$1045.00Jul 2Jul 101190.0%52.0%2188.5%436
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$980.00Jul 2Jul 171502.0%46.0%3165.2%771.3K
$1015.00Jul 2Aug 71379.0%45.0%2964.4%22133
$1045.00Jul 2Aug 71190.0%44.0%2604.5%147187
$1095.00Jul 2Jul 31876.0%37.0%2267.6%4127
$1080.00Jul 2Aug 7970.0%43.0%2155.8%12890

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 285 found (best R:R 152.85, avg 7.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1400.00$1420.00Jul 17$0.13$19.87$0.13152.85$1400.13
$1380.00$1400.00Jul 10$0.16$19.84$0.16124.00$1380.16
$1360.00$1380.00Jul 10$0.29$19.71$0.2967.97$1360.29
$1230.00$1235.00Jul 2$0.10$4.90$0.1049.00$1230.10
$1315.00$1320.00Jul 10$0.10$4.90$0.1049.00$1315.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$990.00$980.00Jul 17$0.10$9.90$0.1099.00$989.90
$1070.00$1065.00Jul 2$0.10$4.90$0.1049.00$1069.90
$1045.00$1040.00Jul 10$0.12$4.88$0.1240.67$1044.88
$1070.00$1065.00Jul 24$0.12$4.88$0.1240.67$1069.88
$1010.00$1000.00Jul 17$0.26$9.74$0.2637.46$1009.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 378 found (best R:R 60.11, avg 2.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1010.00$1020.00Jul 10$9.80$9.80$0.2049.00$1019.80
$1045.00$1075.00Jul 10$29.40$29.40$0.6049.00$1074.40
$1000.00$1010.00Jul 17$9.80$9.80$0.2049.00$1009.80
$1060.00$1080.00Jul 17$19.45$19.45$0.5535.36$1079.45
$1000.00$1010.00Jul 2$9.70$9.70$0.3032.33$1009.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1355.00$1300.00Jul 10$54.10$54.10$0.9060.11$1300.90
$1400.00$1300.00Jul 24$92.30$92.30$7.7011.99$1307.70
$1220.00$1215.00Jul 2$4.61$4.61$0.3911.82$1215.39
$1300.00$1270.00Jul 10$27.45$27.45$2.5510.76$1272.55
$1225.00$1220.00Jul 2$4.55$4.55$0.4510.11$1220.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 106 found (avg debit $7.85, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1440.00Jul 10Jul 17$0.3451.0%41.0%
$1400.00Jul 2Jul 10$0.37567.0%44.0%
$1010.00Jul 2Jul 10$0.80884.0%72.0%
$1360.00Jul 2Jul 10$0.82462.0%41.0%
$1420.00Jul 2Jul 10$0.82618.0%53.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Jul 2Jul 10$0.10892.0%51.0%
$1120.00Jul 2Jul 10$0.27718.0%38.0%
$1112.50Jul 2Jul 10$0.29766.0%40.0%
$990.00Jul 10Jul 17$0.3755.0%46.0%
$1040.00Jul 10Jul 17$0.6552.0%42.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 159 found (cheapest 0.40% of stock, avg 8.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1215.00Jul 2$0.50$4.34$4.84$1210.16$1219.840.40%
$1210.00Jul 2$2.90$2.80$5.70$1204.30$1215.700.47%
$1205.00Jul 2$6.15$0.50$6.65$1198.35$1211.650.55%
$1220.00Jul 2$0.20$8.95$9.15$1210.85$1229.150.75%
$1200.00Jul 2$11.23$0.27$11.50$1188.50$1211.500.95%
$1225.00Jul 2$0.13$13.50$13.63$1211.37$1238.631.12%
$1195.00Jul 2$16.55$0.25$16.80$1178.20$1211.801.38%
$1230.00Jul 2$0.16$19.25$19.41$1210.59$1249.411.60%
$1190.00Jul 2$21.30$0.78$22.08$1167.92$1212.081.82%
$1235.00Jul 2$0.06$23.48$23.54$1211.46$1258.541.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.06% of stock, avg 5.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1220.00$1205.00Jul 2$0.20$0.50$0.70$1204.30$1220.70
$1215.00$1205.00Jul 2$0.50$0.50$1.00$1204.00$1216.00
$1220.00$1190.00Jul 2$0.20$0.78$0.98$1189.02$1220.98
$1215.00$1190.00Jul 2$0.50$0.78$1.28$1188.72$1216.28
$1265.00$1205.00Jul 2$1.13$0.50$1.63$1203.37$1266.63
$1265.00$1190.00Jul 2$1.13$0.78$1.91$1188.09$1266.91
$1220.00$1147.50Jul 2$0.20$2.15$2.35$1145.15$1222.35
$1220.00$1145.00Jul 2$0.20$2.15$2.35$1142.65$1222.35
$1215.00$1147.50Jul 2$0.50$2.15$2.65$1144.85$1217.65
$1215.00$1145.00Jul 2$0.50$2.15$2.65$1142.35$1217.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 280 found (best R:R 110.11, avg credit $10.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1040/10501060/1080Jul 17$19.82$0.18110.11$1030.18$1079.82
980/9901000/1010Jul 17$9.90$0.1099.00$980.10$1009.90
1030/10351060/1080Jul 17$19.80$0.2099.00$1015.20$1079.80
1040/10501090/1100Jul 17$9.89$0.1189.91$1040.11$1099.89
1030/10351090/1100Jul 17$9.87$0.1375.92$1025.13$1099.87
1000/10101060/1080Jul 17$19.71$0.2967.97$990.29$1079.71
1035/10401060/1080Jul 17$19.70$0.3065.67$1020.30$1079.70
1075/10801090/1100Jul 17$9.80$0.2049.00$1070.20$1099.80
1080/10851090/1100Jul 17$9.80$0.2049.00$1075.20$1099.80
1020/10251060/1080Jul 17$19.58$0.4246.62$1005.42$1079.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 152 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1040.00$1050.00$1060.00Jul 17$0.05$9.95199.00
$1360.00$1380.00$1400.00Jul 10$0.13$19.87152.85
$1200.00$1220.00$1240.00Jul 17$0.15$19.85132.33
$1065.00$1070.00$1075.00Jul 2$0.05$4.9599.00
$1230.00$1235.00$1240.00Jul 2$0.05$4.9599.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1155.00$1160.00$1165.00Jul 2$0.06$4.9482.33
$1195.00$1200.00$1205.00Jul 24$0.06$4.9482.33
$1015.00$1020.00$1025.00Jul 17$0.08$4.9261.50
$1070.00$1080.00$1090.00Jul 31$0.17$9.8357.82
$1155.00$1160.00$1165.00Jul 17$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 206 found (best net $-7.70, 179 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1360.00$1400.001:2Jul 2-$0.01$39.99
$1400.00$1440.001:2Jul 24-$0.69$39.31
$1165.00$1230.001:2Aug 14-$28.00$37.00
$1000.00$1085.001:2Jul 31-$58.12$26.88
$1280.00$1300.001:2Jul 2-$0.01$19.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1400.00$1300.001:2Jul 24-$7.70$92.30
$1300.00$1240.001:2Jul 17-$5.60$54.40
$1320.00$1250.001:2Aug 7-$37.47$32.53
$1020.00$1000.001:2Jul 24-$0.84$19.16
$1355.00$1300.001:2Jul 10-$37.35$17.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 82 found (best yield 5.11%, avg 1.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1215.00Aug 7$62.000.520.1%5.11%5.20%27--
$1220.00Aug 7$59.000.510.5%4.86%5.36%329
$1230.00Aug 14$59.000.481.3%4.86%6.19%1--
$1225.00Aug 7$57.000.490.9%4.70%5.61%3--
$1235.00Aug 14$56.000.471.7%4.61%6.35%1--
$1230.00Aug 7$55.000.481.3%4.53%5.86%836
$1245.00Aug 14$52.000.452.6%4.28%6.84%10--
$1240.00Aug 7$50.000.462.1%4.12%6.27%745
$1245.00Aug 7$48.000.452.6%3.95%6.52%2--
$1250.00Aug 7$46.000.433.0%3.79%6.76%923

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 39,099
Total Puts 24,376
Put/Call Ratio 0.62
Net Difference 14,723

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 209,415
Total Puts 161,346
Average Put/Call Ratio 0.89
Ratio Trend Falling

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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