Tour v294
LLY
ELI LILLY AND CO
$1200.06 -1.14%
$1202.24 (+0.18%)🌙
as of 07/06 06:40 PM
7/6 18:40

Option Volume

Detail
Current (07/06) 46,265
Calls: 23,069 (50%)
Puts: 23,196 (50%)
Prior (07/02) 63,475
Calls: 39,099 (62%)
Puts: 24,376 (38%)
Current vs Prior -27.11%
Calls: -41.00% (Calls)
Puts: -4.84% (Puts)
Prior 7-Day Total 380,530
Calls: 220,589 (58%)
Puts: 159,941 (42%)
Prior 7-Day Average 63,421
Calls: 31,512 (58%)
Puts: 22,848 (42%)
Current vs Prior 7-Day Avg -27.05%
Calls: -26.79%
Puts: +1.52%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/06) $66.28M
Calls: $47.69M (72%)
Puts: $18.59M (28%)
Prior (07/02) $97.97M
Calls: $79.42M (81%)
Puts: $18.55M (19%)
Current vs Prior -32.35%
Calls: -39.95%
Puts: +0.20%
Prior 7-Day Total $695.05M
Calls: $566.26M (81%)
Puts: $128.79M (19%)
Prior 7-Day Average $115.84M
Calls: $80.89M (81%)
Puts: $18.40M (19%)
Current vs Prior 7-Day Avg -42.79%
Calls: -41.05%
Puts: +1.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 1.01
Prior (07/02) 0.62
Current vs Prior +61.28%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg +22.01%
Sentiment BEARISH

Open Interest

Detail
Current (07/06) 157,494
Calls: 83,976 (53%)
Puts: 73,518 (47%)
Prior (07/02) 198,243
Calls: 96,596 (49%)
Puts: 101,647 (51%)
Current vs Prior -20.56%
Prior 7-Day Total 1,063,516
Calls: 572,920 (54%)
Puts: 490,596 (46%)
Prior 7-Day Average 177,252
Calls: 95,486 (54%)
Puts: 81,766 (46%)
Current vs Prior 7-Day Avg -11.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.58% | 6.32%6.32% | 12.49%
Prior 4.09% | 6.55%-- | --
Current vs Prior -12.45% | -3.57%-- | --
Prior 7-Day Avg 2.88% | 5.11%-- | --
Current vs 7-Day Avg +24.21% | +23.50%-- | --
Prior 7-Day Eod 4.09% | 6.55%-- | --
Current vs 7-Day Eod -12.45% | -3.57%-- | --
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 28.28% | 21.83%
Calls: 25.71% | 20.98%
Puts: 30.84% | 22.67%
Current vs 7-Day Avg -12.73% | -2.56%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($47.69M). Slightly bearish P/C ratio of 1.01. P/C ratio rising 61% - increased hedging/bearish positioning. Declining open interest (down 21%) indicates positions being closed.

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 73 of results (avg 8.0%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$970.00Jul 17228.25237.10$232.683.8%111.00--
$1005.00Jul 10193.45201.50$197.484.1%10.98--
$1000.00Jul 17198.60207.30$202.954.3%121.00--
$1020.00Jul 10177.90186.70$182.304.8%10.99--
$1060.00Jul 17141.40148.50$144.954.9%10.94172
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1380.00Jul 10174.50184.40$179.455.5%51.00--
$1345.00Jul 10139.50149.10$144.306.7%31.00--
$1305.00Jul 10100.00108.00$104.007.7%10.96--
$1300.00Jul 1096.00104.00$100.008.0%10.95--
$1300.00Jul 31106.00115.15$110.588.3%100.772

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. 146 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$970.00Jul 17228.25237.10$232.683.8%111.00--
$1000.00Jul 17198.60207.30$202.954.3%121.00--
$1020.00Jul 17178.85190.00$184.436.0%61.00511
$1030.00Jul 17169.95180.00$174.985.7%21.00--
$1010.00Jul 10186.65196.70$191.685.2%10.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1345.00Jul 10139.50149.10$144.306.7%31.00--
$1380.00Jul 10174.50184.40$179.455.5%51.00--
$1305.00Jul 10100.00108.00$104.007.7%10.96--
$1300.00Jul 1096.00104.00$100.008.0%10.95--
$1295.00Jul 1090.9599.00$94.988.5%40.94--

Most actively traded options today. High liquidity = easy entry/exit. 461 active (total vol 24.5K, top 4.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Jul 172.353.05$2.7025.9%4.6K0.07689
$1300.00Jul 101.451.60$1.539.8%3.5K0.061.3K
$1300.00Jul 175.355.70$5.536.3%2.3K0.132.0K
$1400.00Jul 170.901.10$1.0020.0%1.2K0.032.6K
$1280.00Jul 102.503.05$2.7819.8%1.0K0.101.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$990.00Aug 145.3511.00$8.1869.1%7900.09--
$1120.00Jul 101.301.71$1.5127.2%4490.06227
$1097.50Jul 100.340.93$0.6492.2%3270.033
$1100.00Jul 100.560.72$0.6425.0%2540.03254
$1150.00Jul 103.704.85$4.2826.9%1520.15173

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 59 strikes (avg 18.3%, max 87.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1020.00Jul 10Jul 1774.5%46.8%59.2%7511
$1420.00Jul 10Jul 3165.7%42.2%55.8%8058
$1380.00Jul 10Aug 1457.8%45.4%27.4%4647
$1400.00Jul 10Aug 758.6%46.4%26.3%1571.3K
$1295.00Jul 10Jul 2449.7%39.6%25.4%5047
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$980.00Jul 10Jul 3192.6%49.4%87.3%5--
$1045.00Jul 10Aug 778.3%46.4%68.9%225
$990.00Jul 10Aug 1475.6%47.0%60.8%797367
$1000.00Jul 10Aug 1472.5%45.2%60.5%545
$970.00Jul 10Jul 1783.7%54.2%54.3%1425

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 315 found (best R:R 152.85, avg 7.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1380.00$1400.00Jul 10$0.13$19.87$0.13152.85$1380.13
$1340.00$1360.00Jul 24$0.32$19.68$0.3261.50$1340.32
$1300.00$1305.00Jul 10$0.11$4.89$0.1144.45$1300.11
$1355.00$1360.00Jul 10$0.11$4.89$0.1144.45$1355.11
$1380.00$1400.00Jul 17$0.47$19.53$0.4741.55$1380.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1010.00$1000.00Jul 17$0.13$9.87$0.1375.92$1009.87
$1040.00$1030.00Jul 17$0.24$9.76$0.2440.67$1039.76
$1045.00$1040.00Jul 17$0.12$4.88$0.1240.67$1044.88
$1025.00$1020.00Jul 17$0.13$4.87$0.1337.46$1024.87
$1055.00$1050.00Jul 24$0.14$4.86$0.1434.71$1054.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 381 found (best R:R 110.11, avg 2.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$970.00$1000.00Jul 17$29.73$29.73$0.27110.11$999.73
$1020.00$1040.00Jul 10$19.70$19.70$0.3065.67$1039.70
$1010.00$1015.00Jul 10$4.85$4.85$0.1532.33$1014.85
$1040.00$1045.00Jul 10$4.82$4.82$0.1826.78$1044.82
$1185.00$1190.00Jul 31$4.80$4.80$0.2024.00$1189.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1250.00$1245.00Jul 10$4.63$4.63$0.3712.51$1245.37
$1295.00$1260.00Jul 10$31.98$31.98$3.0210.59$1263.02
$1260.00$1250.00Jul 10$8.57$8.57$1.435.99$1251.43
$1210.00$1205.00Aug 14$4.05$4.05$0.954.26$1205.95
$1182.50$1180.00Jul 10$2.00$2.00$0.504.00$1180.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 101 found (avg debit $9.25, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1400.00Jul 10Jul 17$0.8558.6%45.8%
$1420.00Jul 10Jul 17$0.8765.7%49.9%
$1380.00Jul 10Jul 17$1.1957.8%45.1%
$1440.00Jul 17Jul 24$1.4047.2%45.4%
$1360.00Jul 10Jul 17$1.6853.8%43.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$970.00Jul 10Jul 17$0.2083.7%54.2%
$1000.00Jul 10Jul 17$0.3172.5%48.9%
$990.00Jul 10Jul 17$0.6575.6%55.1%
$1050.00Jul 10Jul 17$1.1854.6%43.9%
$1055.00Jul 17Jul 24$1.3745.0%40.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 127 found (cheapest 3.37% of stock, avg 8.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1200.00Jul 10$21.30$19.15$40.45$1159.55$1240.453.37%
$1192.50Jul 10$25.55$15.90$41.45$1151.05$1233.953.45%
$1195.00Jul 10$23.88$17.55$41.43$1153.57$1236.433.45%
$1187.50Jul 10$28.73$13.03$41.76$1145.74$1229.263.48%
$1205.00Jul 10$20.18$21.70$41.88$1163.12$1246.883.49%
$1190.00Jul 10$27.45$15.43$42.88$1147.12$1232.883.57%
$1185.00Jul 10$29.90$13.05$42.95$1142.05$1227.953.58%
$1210.00Jul 10$18.18$24.83$43.01$1166.99$1253.013.58%
$1177.50Jul 10$34.10$9.90$44.00$1133.50$1221.503.67%
$1180.00Jul 10$33.50$10.53$44.03$1135.97$1224.033.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.13% of stock, avg 6.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1225.00$1187.50Jul 10$12.48$13.03$25.51$1161.99$1250.51
$1300.00$1175.00Jul 17$5.53$20.70$26.23$1148.77$1326.23
$1220.00$1187.50Jul 10$13.63$13.03$26.66$1160.84$1246.66
$1300.00$1180.00Jul 17$5.53$22.10$27.63$1152.37$1327.63
$1225.00$1190.00Jul 10$12.48$15.43$27.91$1162.09$1252.91
$1215.00$1187.50Jul 10$15.35$13.03$28.38$1159.12$1243.38
$1225.00$1192.50Jul 10$12.48$15.90$28.38$1164.12$1253.38
$1280.00$1175.00Jul 17$7.63$20.70$28.33$1146.67$1308.33
$1220.00$1190.00Jul 10$13.63$15.43$29.06$1160.94$1249.06
$1220.00$1192.50Jul 10$13.63$15.90$29.53$1162.97$1249.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 359 found (best R:R 54.56, avg credit $8.11)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
980/9901020/1030Jul 17$9.82$0.1854.56$980.18$1029.82
1065/10701075/1085Jul 24$9.82$0.1854.56$1060.18$1084.82
1090/10951155/1160Jul 24$4.90$0.1049.00$1090.10$1159.90
975/9801075/1100Jul 10$24.48$0.5247.08$955.52$1099.48
1065/10701090/1105Jul 24$14.67$0.3344.45$1055.33$1104.67
1050/10551105/1110Jul 24$4.87$0.1337.46$1050.13$1109.87
1065/10701120/1125Jul 31$4.87$0.1337.46$1065.13$1124.87
1090/10951115/1120Jul 31$4.87$0.1337.46$1090.13$1119.87
1030/10351115/1120Jul 31$4.85$0.1532.33$1030.15$1119.85
1090/10951190/1195Aug 14$4.85$0.1532.33$1090.15$1194.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 159 found (best R:R 284.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1360.00$1380.00$1400.00Jul 17$0.07$19.93284.71
$1300.00$1320.00$1340.00Jul 17$0.13$19.87152.85
$1340.00$1360.00$1380.00Jul 17$0.15$19.85132.33
$1380.00$1400.00$1420.00Jul 10$0.19$19.81104.26
$1300.00$1320.00$1340.00Aug 7$0.19$19.81104.26
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1015.00$1020.00$1025.00Jul 17$0.05$4.9599.00
$1070.00$1075.00$1080.00Jul 10$0.06$4.9482.33
$1010.00$1015.00$1020.00Jul 17$0.06$4.9482.33
$1130.00$1135.00$1140.00Jul 10$0.07$4.9370.43
$1140.00$1145.00$1150.00Jul 24$0.08$4.9261.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 140 found (best net $-32.61, 136 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1000.00$1110.001:2Aug 7-$32.61$77.39
$1400.00$1440.001:2Jul 24-$0.58$39.42
$1380.00$1400.001:2Jul 10-$0.02$19.98
$1360.00$1380.001:2Jul 10-$0.23$19.77
$1400.00$1420.001:2Jul 10-$0.27$19.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1300.00$1235.001:2Jul 31-$18.98$46.02
$1085.00$1050.001:2Aug 14-$7.90$27.10
$1005.00$980.001:2Jul 31-$4.44$20.56
$1150.00$1115.001:2Aug 14-$19.25$15.75
$1020.00$1005.001:2Jul 31-$0.19$14.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 99 found (best yield 5.59%, avg 1.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1205.00Aug 14$67.050.520.4%5.59%6.00%7--
$1210.00Aug 14$63.000.510.8%5.25%6.08%4--
$1205.00Aug 7$62.550.520.4%5.21%5.62%2914
$1220.00Aug 14$58.750.491.7%4.90%6.56%3--
$1210.00Aug 7$58.000.510.8%4.83%5.66%3--
$1215.00Aug 7$56.000.501.2%4.67%5.91%3027
$1220.00Aug 7$54.250.491.7%4.52%6.18%1131
$1230.00Aug 14$54.000.472.5%4.50%6.99%41
$1240.00Aug 14$51.950.453.3%4.33%7.66%1--
$1230.00Aug 7$49.800.462.5%4.15%6.64%2336

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 23,069
Total Puts 23,196
Put/Call Ratio 1.01
Net Difference -127

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 220,589
Total Puts 159,941
Average Put/Call Ratio 0.82
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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