Tour v297
LLY
ELI LILLY AND CO
$1235.56 +2.96%
$1236.60 (+0.08%)🌙
as of 07/07 06:43 PM
7/7 18:43

Option Volume

Detail
Current (07/07) 44,378
Calls: 28,417 (64%)
Puts: 15,961 (36%)
Prior (07/06) 46,265
Calls: 23,069 (50%)
Puts: 23,196 (50%)
Current vs Prior -4.08%
Calls: +23.18% (Calls)
Puts: -31.19% (Puts)
Prior 7-Day Total 426,795
Calls: 243,658 (57%)
Puts: 183,137 (43%)
Prior 7-Day Average 60,970
Calls: 34,808 (57%)
Puts: 26,162 (43%)
Current vs Prior 7-Day Avg -27.21%
Calls: -18.36%
Puts: -38.99%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $97.10M
Calls: $77.66M (80%)
Puts: $19.44M (20%)
Prior (07/06) $66.28M
Calls: $47.69M (72%)
Puts: $18.59M (28%)
Current vs Prior +46.51%
Calls: +62.86%
Puts: +4.57%
Prior 7-Day Total $761.33M
Calls: $613.95M (81%)
Puts: $147.38M (19%)
Prior 7-Day Average $108.76M
Calls: $87.71M (81%)
Puts: $21.05M (19%)
Current vs Prior 7-Day Avg -10.72%
Calls: -11.45%
Puts: -7.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.56
Prior (07/06) 1.01
Current vs Prior -44.14%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -33.92%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 184,894
Calls: 107,815 (58%)
Puts: 77,079 (42%)
Prior (07/06) 157,494
Calls: 83,976 (53%)
Puts: 73,518 (47%)
Current vs Prior +17.40%
Prior 7-Day Total 1,221,010
Calls: 656,896 (54%)
Puts: 564,114 (46%)
Prior 7-Day Average 174,430
Calls: 93,842 (54%)
Puts: 80,587 (46%)
Current vs Prior 7-Day Avg +6.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.12% | 5.72%5.72% | 12.34%
Prior 3.58% | 6.32%6.32% | 12.49%
Current vs Prior -12.97% | -9.37%-9.37% | -1.19%
Prior 7-Day Avg 2.98% | 5.29%6.32% | 12.49%
Current vs 7-Day Avg +4.49% | +8.29%-9.37% | -1.19%
Prior 7-Day Eod 3.58% | 6.32%-- | --
Current vs 7-Day Eod -12.97% | -9.37%-- | --
Sentiment BULLISHBULLISH

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 27.77% | 21.75%
Calls: 25.17% | 20.83%
Puts: 30.36% | 22.66%
Current vs 7-Day Avg -11.11% | -2.20%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($77.66M) vs puts ($19.44M). Bullish P/C ratio of 0.56. P/C ratio dropping 44% - sentiment shifting bullish.

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 BULLISH
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 81 of results (avg 7.9%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1010.00Aug 21232.30244.50$238.405.1%10.91--
$1000.00Aug 21240.20253.50$246.855.4%150.91384
$1000.00Jul 17230.60243.50$237.055.4%141.00250
$1000.00Jul 24231.20244.45$237.835.6%11.009
$1000.00Aug 14238.85252.60$245.735.6%40.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1460.00Aug 21227.90239.10$233.504.8%10.841
$1480.00Aug 14242.55255.30$248.935.1%20.88--
$1440.00Jul 10197.65212.00$204.837.0%10.98--
$1320.00Jul 1787.0094.00$90.507.7%30.852
$1400.00Aug 21176.10191.00$183.558.1%10.78--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.37, cheapest $0.21)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Jul 100.190.22$0.2114.3%4200.011.3K
$1350.00Jul 100.480.58$0.5318.9%1050.03208
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 181 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Jul 10229.85243.70$236.775.8%51.00--
$1090.00Jul 10140.00153.60$146.809.3%21.0013
$1100.00Jul 10129.80143.40$136.6010.0%11.00--
$1105.00Jul 10123.10138.80$130.9512.0%211.00--
$1110.00Jul 10118.75131.40$125.0810.1%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1440.00Jul 10197.65212.00$204.837.0%10.98--
$1480.00Aug 14242.55255.30$248.935.1%20.88--
$1360.00Jul 24123.00134.60$128.809.0%20.871
$1320.00Jul 1787.0094.00$90.507.7%30.852
$1285.00Jul 1051.0058.00$54.5012.8%40.84--

Most actively traded options today. High liquidity = easy entry/exit. 517 active (total vol 29.7K, top 7.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 102.252.40$2.336.4%7.9K0.102.8K
$1300.00Jul 178.7010.00$9.3513.9%3.2K0.222.6K
$1400.00Jul 171.101.41$1.2524.8%1.9K0.042.6K
$1250.00Jul 109.4513.30$11.3833.8%1.2K0.37498
$1200.00Jul 1749.0055.45$52.2312.3%8470.693.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1130.00Jul 243.7511.30$7.53100.3%3790.147
$1140.00Jul 245.0012.70$8.8587.0%3790.16122
$1150.00Jul 101.001.45$1.2336.6%2730.05208
$1205.00Jul 103.4010.05$6.7398.8%2570.2530
$1155.00Jul 100.201.89$1.05161.0%1490.0572

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 81 strikes (avg 36.4%, max 189.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1020.00Jul 10Aug 21124.4%47.1%163.9%2--
$1480.00Jul 10Aug 21115.1%44.5%158.5%266
$1000.00Jul 10Aug 21101.6%45.8%121.8%20384
$1460.00Jul 10Aug 782.7%44.9%84.0%7576
$1420.00Jul 10Aug 2171.5%43.6%64.0%15109
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$990.00Jul 10Aug 21135.7%46.9%189.5%12368
$995.00Jul 10Aug 14137.5%47.6%188.7%647
$1070.00Jul 10Aug 2198.5%42.7%130.4%5--
$1000.00Jul 10Aug 21101.6%45.8%121.8%1181.3K
$1065.00Jul 10Aug 7101.3%46.4%118.5%432

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 334 found (best R:R 94.24, avg 6.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1420.00$1440.00Jul 17$0.21$19.79$0.2194.24$1420.21
$1440.00$1460.00Jul 24$0.30$19.70$0.3065.67$1440.30
$1400.00$1420.00Jul 17$0.32$19.68$0.3261.50$1400.32
$1400.00$1420.00Jul 31$0.43$19.57$0.4345.51$1400.43
$1380.00$1400.00Jul 10$0.44$19.56$0.4444.45$1380.44
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1030.00$1000.00Jul 24$0.49$29.51$0.4960.22$1029.51
$1060.00$1050.00Jul 10$0.26$9.74$0.2637.46$1059.74
$1080.00$1075.00Jul 10$0.13$4.87$0.1337.46$1079.87
$1130.00$1125.00Jul 24$0.13$4.87$0.1337.46$1129.87
$1135.00$1130.00Jul 10$0.14$4.86$0.1434.71$1134.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 426 found (best R:R 258.26, avg 2.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1020.00$1090.00Jul 10$69.73$69.73$0.27258.26$1089.73
$1060.00$1070.00Jul 17$9.83$9.83$0.1757.82$1069.83
$1020.00$1030.00Jul 17$9.82$9.82$0.1854.56$1029.82
$1010.00$1020.00Jul 17$9.80$9.80$0.2049.00$1019.80
$1015.00$1065.00Jul 24$48.58$48.58$1.4234.21$1063.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1440.00$1285.00Jul 10$150.33$150.33$4.6732.19$1289.67
$1285.00$1270.00Jul 10$14.22$14.22$0.7818.23$1270.78
$1320.00$1300.00Jul 17$17.53$17.53$2.477.10$1302.47
$1460.00$1400.00Aug 21$49.95$49.95$10.054.97$1410.05
$1360.00$1300.00Jul 24$49.85$49.85$10.154.91$1310.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 104 found (avg debit $10.39, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1020.00Jul 10Jul 17$0.17124.4%48.0%
$1460.00Jul 10Jul 17$0.2382.7%47.6%
$1000.00Jul 10Jul 17$0.28101.6%59.1%
$1420.00Jul 10Jul 17$0.5071.5%43.4%
$1090.00Jul 10Jul 17$0.8863.2%45.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Jul 10Jul 17$0.22101.6%59.1%
$1060.00Jul 10Jul 17$0.5479.3%48.7%
$1030.00Jul 17Jul 24$0.7654.4%46.2%
$1075.00Jul 10Jul 17$0.8075.9%47.7%
$1050.00Jul 10Jul 17$0.9175.0%52.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 155 found (cheapest 2.88% of stock, avg 9.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1235.00Jul 10$17.63$17.90$35.53$1199.47$1270.532.88%
$1240.00Jul 10$15.50$20.90$36.40$1203.60$1276.402.95%
$1230.00Jul 10$21.15$15.53$36.68$1193.32$1266.682.97%
$1245.00Jul 10$13.53$23.15$36.68$1208.32$1281.682.97%
$1250.00Jul 10$11.38$26.35$37.73$1212.27$1287.733.05%
$1220.00Jul 10$27.10$11.45$38.55$1181.45$1258.553.12%
$1225.00Jul 10$24.95$13.70$38.65$1186.35$1263.653.13%
$1215.00Jul 10$29.95$10.33$40.28$1174.72$1255.283.26%
$1260.00Jul 10$8.70$33.00$41.70$1218.30$1301.703.37%
$1210.00Jul 10$34.17$9.00$43.17$1166.83$1253.173.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.35% of stock, avg 6.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1320.00$1180.00Jul 17$6.00$10.70$16.70$1163.30$1336.70
$1320.00$1185.00Jul 17$6.00$12.18$18.18$1166.82$1338.18
$1260.00$1215.00Jul 10$8.70$10.33$19.03$1195.97$1279.03
$1320.00$1190.00Jul 17$6.00$13.65$19.65$1170.35$1339.65
$1300.00$1180.00Jul 17$9.35$10.70$20.05$1159.95$1320.05
$1260.00$1220.00Jul 10$8.70$11.45$20.15$1199.85$1280.15
$1255.00$1215.00Jul 10$10.13$10.33$20.46$1194.54$1275.46
$1300.00$1185.00Jul 17$9.35$12.18$21.53$1163.47$1321.53
$1255.00$1220.00Jul 10$10.13$11.45$21.58$1198.42$1276.58
$1320.00$1200.00Jul 17$6.00$15.68$21.68$1178.32$1341.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 327 found (best R:R 89.91, avg credit $10.15)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
990/10001010/1020Aug 21$9.89$0.1189.91$990.11$1019.89
1040/10501070/1080Aug 21$9.85$0.1565.67$1040.15$1079.85
1070/10801090/1100Aug 21$9.81$0.1951.63$1070.19$1099.81
1060/10651090/1105Jul 31$14.69$0.3147.39$1050.31$1104.69
1065/10801090/1105Jul 31$14.69$0.3147.39$1065.31$1104.69
1085/10901180/1185Jul 31$4.87$0.1337.46$1085.13$1184.87
1100/11051180/1185Jul 31$4.85$0.1532.33$1100.15$1184.85
1040/10501060/1070Aug 21$9.65$0.3527.57$1040.35$1069.65
1100/11051170/1175Jul 24$4.81$0.1925.32$1100.19$1174.81
1050/10601090/1105Jul 31$14.42$0.5824.86$1045.58$1104.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 177 found (best R:R 180.82, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1400.00$1420.00$1440.00Jul 17$0.11$19.89180.82
$1300.00$1320.00$1340.00Aug 7$0.11$19.89180.82
$1420.00$1440.00$1460.00Jul 17$0.12$19.88165.67
$1420.00$1440.00$1460.00Aug 7$0.12$19.88165.67
$1360.00$1380.00$1400.00Aug 21$0.20$19.8099.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1105.00$1110.00$1115.00Jul 24$0.06$4.9482.33
$1090.00$1095.00$1100.00Aug 14$0.10$4.9049.00
$1260.00$1270.00$1280.00Aug 21$0.22$9.7844.45
$1070.00$1075.00$1080.00Jul 17$0.14$4.8634.71
$1040.00$1050.00$1060.00Aug 21$0.28$9.7234.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 169 found (best net $-34.01, 156 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1420.00$1460.001:2Jul 10-$0.37$39.63
$1340.00$1380.001:2Jul 24-$0.45$39.55
$1440.00$1480.001:2Aug 21-$8.05$31.95
$1400.00$1440.001:2Aug 14-$8.26$31.74
$1340.00$1380.001:2Aug 14-$14.95$25.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1400.00$1300.001:2Aug 21-$34.01$65.99
$1085.00$1040.001:2Aug 14-$4.21$40.79
$1295.00$1245.001:2Jul 24-$11.22$38.78
$1035.00$1000.001:2Jul 10-$0.32$34.68
$1050.00$1015.001:2Jul 31-$1.94$33.06

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 91 found (best yield 5.67%, avg 1.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1240.00Aug 21$70.100.520.4%5.67%6.03%35453
$1250.00Aug 21$66.000.501.2%5.34%6.51%79210
$1240.00Aug 14$65.000.520.4%5.26%5.62%6--
$1245.00Aug 14$62.000.510.8%5.02%5.78%1--
$1250.00Aug 14$61.200.501.2%4.95%6.12%181
$1260.00Aug 21$61.050.482.0%4.94%6.92%68599
$1240.00Aug 7$59.000.520.4%4.78%5.13%5760
$1245.00Aug 7$57.000.500.8%4.61%5.38%122
$1270.00Aug 21$56.800.462.8%4.60%7.38%340
$1260.00Aug 14$56.000.472.0%4.53%6.51%21

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 28,417
Total Puts 15,961
Put/Call Ratio 0.56
Net Difference 12,456

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 243,658
Total Puts 183,137
Average Put/Call Ratio 0.85
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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