Tour v303
LLY
ELI LILLY AND CO
$1215.83 -1.60%
$1219.45 (+0.30%)🌙
as of 07/08 06:44 PM
7/8 18:44

Option Volume

Detail
Current (07/08) 33,880
Calls: 15,984 (47%)
Puts: 17,896 (53%)
Prior (07/07) 44,378
Calls: 28,417 (64%)
Puts: 15,961 (36%)
Current vs Prior -23.66%
Calls: -43.75% (Calls)
Puts: +12.12% (Puts)
Prior 7-Day Total 423,005
Calls: 242,284 (57%)
Puts: 180,721 (43%)
Prior 7-Day Average 60,429
Calls: 34,612 (57%)
Puts: 25,817 (43%)
Current vs Prior 7-Day Avg -43.93%
Calls: -53.82%
Puts: -30.68%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/08) $77.47M
Calls: $51.55M (67%)
Puts: $25.92M (33%)
Prior (07/07) $97.10M
Calls: $77.66M (80%)
Puts: $19.44M (20%)
Current vs Prior -20.22%
Calls: -33.62%
Puts: +33.30%
Prior 7-Day Total $805.91M
Calls: $655.17M (81%)
Puts: $150.74M (19%)
Prior 7-Day Average $115.13M
Calls: $93.60M (81%)
Puts: $21.53M (19%)
Current vs Prior 7-Day Avg -32.71%
Calls: -44.92%
Puts: +20.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 1.12
Prior (07/07) 0.56
Current vs Prior +99.34%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +32.95%
Sentiment BEARISH

Open Interest

Detail
Current (07/08) 173,416
Calls: 92,594 (53%)
Puts: 80,822 (47%)
Prior (07/07) 184,894
Calls: 107,815 (58%)
Puts: 77,079 (42%)
Current vs Prior -6.21%
Prior 7-Day Total 1,260,130
Calls: 682,471 (54%)
Puts: 577,659 (46%)
Prior 7-Day Average 180,018
Calls: 97,495 (54%)
Puts: 82,522 (46%)
Current vs Prior 7-Day Avg -3.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.28% | 4.87%4.87% | 12.13%
Prior 3.12% | 5.72%5.72% | 12.34%
Current vs Prior -26.86% | -14.87%-14.87% | -1.71%
Prior 7-Day Avg 3.16% | 5.54%6.02% | 12.41%
Current vs 7-Day Avg -27.79% | -12.01%-19.06% | -2.30%
Prior 7-Day Eod 3.12% | 5.72%-- | --
Current vs 7-Day Eod -26.86% | -14.87%-- | --
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 25.40% | 21.06%
Calls: 23.38% | 19.99%
Puts: 27.43% | 22.11%
Current vs 7-Day Avg -2.85% | +1.02%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($51.55M). Slightly bearish P/C ratio of 1.12. P/C ratio rising 99% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
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 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 110 of results (avg 7.7%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Aug 2180.3583.70$82.034.1%660.572.1K
$980.00Jul 17232.70243.70$238.204.6%20.98--
$1020.00Jul 17194.10203.90$199.004.9%30.98498
$1020.00Jul 31196.95208.00$202.485.5%60.9618
$1180.00Aug 2190.0095.10$92.555.5%130.61289
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Aug 14187.85198.55$193.205.5%40.82--
$1380.00Aug 14170.00181.05$175.536.3%40.80--
$1270.00Aug 2196.55102.85$99.706.3%10.58--
$1420.00Aug 21206.35220.10$213.236.4%100.821
$1320.00Jul 17101.00108.00$104.506.7%10.921

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. 194 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Jul 10212.00225.05$218.536.0%31.0024
$1005.00Jul 10206.10220.05$213.086.5%11.00--
$1040.00Jul 10172.00184.00$178.006.7%11.0025
$1095.00Jul 10118.00128.80$123.408.8%30.99566
$1100.00Jul 10112.95124.00$118.489.3%10.9935
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 1079.0085.95$82.488.4%41.0014
$1325.00Jul 10101.00114.45$107.7312.5%21.00--
$1380.00Jul 10157.00168.00$162.506.8%21.005
$1380.00Jul 17156.00169.00$162.508.0%20.977
$1290.00Jul 1069.0077.60$73.3011.7%20.96--

Most actively traded options today. High liquidity = easy entry/exit. 551 active (total vol 19.3K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 174.555.00$4.789.4%2.0K0.142.5K
$1300.00Jul 100.190.29$0.2441.7%2.0K0.022.9K
$1400.00Jul 170.200.60$0.40100.0%6730.012.5K
$1250.00Jul 102.383.65$3.0142.2%6460.17582
$1280.00Jul 100.451.01$0.7376.7%6150.051.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1160.00Jul 100.821.09$0.9628.1%3500.06151
$1200.00Jul 104.707.25$5.9842.6%3240.29174
$1090.00Jul 315.458.25$6.8540.9%2070.1227
$980.00Jul 100.010.78$0.40192.5%1880.0126
$1150.00Jul 100.000.75$0.38197.4%1410.03355

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 78 strikes (avg 47.8%, max 189.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1000.00Jul 10Aug 21100.2%45.4%120.7%19404
$1440.00Jul 10Aug 2192.8%43.7%112.4%65111
$1040.00Jul 10Aug 2182.4%43.3%90.0%1125
$1420.00Jul 10Aug 2182.5%43.8%88.5%68166
$1095.00Jul 10Jul 2462.8%36.1%73.9%5591
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$980.00Jul 10Aug 21130.5%45.1%189.5%193435
$1085.00Jul 10Jul 3199.7%38.1%161.3%4--
$1060.00Jul 10Aug 2199.9%43.9%127.9%12200
$1020.00Jul 10Aug 21101.7%45.3%124.6%18449
$1000.00Jul 10Aug 21100.2%45.4%120.7%901.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 342 found (best R:R 104.26, avg 6.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1380.00$1400.00Jul 10$0.19$19.81$0.19104.26$1380.19
$1380.00$1400.00Jul 24$0.24$19.76$0.2482.33$1380.24
$1300.00$1310.00Jul 17$0.19$9.81$0.1951.63$1300.19
$1340.00$1350.00Jul 17$0.20$9.80$0.2049.00$1340.20
$1420.00$1440.00Jul 17$0.40$19.60$0.4049.00$1420.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1015.00$1000.00Aug 7$0.28$14.72$0.2852.57$1014.72
$1130.00$1125.00Jul 10$0.11$4.89$0.1144.45$1129.89
$1020.00$1015.00Jul 10$0.12$4.88$0.1240.67$1019.88
$1140.00$1135.00Jul 17$0.12$4.88$0.1240.67$1139.88
$1020.00$1015.00Aug 14$0.13$4.87$0.1337.46$1019.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 448 found (best R:R 238.13, avg 3.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1040.00$1095.00Jul 10$54.60$54.60$0.40136.50$1094.60
$1100.00$1110.00Jul 10$9.85$9.85$0.1565.67$1109.85
$980.00$1010.00Jul 17$29.50$29.50$0.5059.00$1009.50
$1000.00$1070.00Jul 24$68.30$68.30$1.7040.18$1068.30
$1010.00$1020.00Jul 17$9.70$9.70$0.3032.33$1019.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1380.00$1325.00Jul 10$54.77$54.77$0.23238.13$1325.23
$1380.00$1320.00Jul 17$58.00$58.00$2.0029.00$1322.00
$1290.00$1270.00Jul 10$19.02$19.02$0.9819.41$1270.98
$1360.00$1340.00Jul 31$18.80$18.80$1.2015.67$1341.20
$1320.00$1305.00Jul 17$14.00$14.00$1.0014.00$1306.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 124 found (avg debit $7.66, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1400.00Jul 10Jul 17$0.3766.0%40.4%
$1420.00Jul 10Jul 17$0.4882.5%46.5%
$1100.00Jul 10Jul 17$0.9760.0%39.0%
$1360.00Jul 10Jul 17$1.3158.2%40.6%
$1380.00Jul 10Jul 17$1.3274.0%45.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Jul 10Jul 17$0.09100.2%50.7%
$1050.00Jul 10Jul 17$0.3281.0%44.4%
$1055.00Jul 17Jul 24$0.3356.1%43.1%
$1020.00Jul 10Jul 17$0.48101.7%55.4%
$1025.00Jul 10Jul 17$0.4899.2%54.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 168 found (cheapest 2.13% of stock, avg 9.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1220.00Jul 10$12.20$13.65$25.85$1194.15$1245.852.13%
$1215.00Jul 10$14.08$12.23$26.31$1188.69$1241.312.16%
$1205.00Jul 10$20.35$6.85$27.20$1177.80$1232.202.24%
$1225.00Jul 10$10.25$16.95$27.20$1197.80$1252.202.24%
$1210.00Jul 10$17.65$9.70$27.35$1182.65$1237.352.25%
$1230.00Jul 10$8.30$20.70$29.00$1201.00$1259.002.39%
$1200.00Jul 10$24.05$5.98$30.03$1169.97$1230.032.47%
$1235.00Jul 10$7.23$23.55$30.78$1204.22$1265.782.53%
$1195.00Jul 10$28.20$4.26$32.46$1162.54$1227.462.67%
$1240.00Jul 10$5.00$27.67$32.67$1207.33$1272.672.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.76% of stock, avg 6.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1240.00$1195.00Jul 10$5.00$4.26$9.26$1185.74$1249.26
$1240.00$1200.00Jul 10$5.00$5.98$10.98$1189.02$1250.98
$1235.00$1195.00Jul 10$7.23$4.26$11.49$1183.51$1246.49
$1240.00$1205.00Jul 10$5.00$6.85$11.85$1193.15$1251.85
$1230.00$1195.00Jul 10$8.30$4.26$12.56$1182.44$1242.56
$1235.00$1200.00Jul 10$7.23$5.98$13.21$1186.79$1248.21
$1235.00$1205.00Jul 10$7.23$6.85$14.08$1190.92$1249.08
$1230.00$1200.00Jul 10$8.30$5.98$14.28$1185.72$1244.28
$1225.00$1195.00Jul 10$10.25$4.26$14.51$1180.49$1239.51
$1240.00$1210.00Jul 10$5.00$9.70$14.70$1195.30$1254.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 360 found (best R:R 195.43, avg credit $12.27)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1015/10201040/1095Jul 10$54.72$0.28195.43$965.28$1094.72
1050/10551070/1090Jul 24$19.83$0.17116.65$1035.17$1089.83
1015/10301070/1085Jul 31$14.76$0.2461.50$1015.24$1084.76
1050/10601070/1085Jul 31$14.73$0.2754.56$1045.27$1084.73
1060/10701080/1090Aug 21$9.82$0.1854.56$1060.18$1089.82
1065/10751140/1150Jul 24$9.81$0.1951.63$1065.19$1149.81
1090/11001140/1150Jul 24$9.81$0.1951.63$1090.19$1149.81
1110/11151140/1150Jul 24$9.75$0.2539.00$1105.25$1149.75
990/10001080/1090Aug 21$9.75$0.2539.00$990.25$1089.75
990/10001070/1080Aug 21$9.73$0.2736.04$990.27$1079.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 166 found (best R:R 152.85, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1340.00$1360.00$1380.00Aug 7$0.13$19.87152.85
$1300.00$1320.00$1340.00Jul 31$0.15$19.85132.33
$1280.00$1300.00$1320.00Aug 14$0.17$19.83116.65
$1335.00$1340.00$1345.00Jul 10$0.05$4.9599.00
$1380.00$1400.00$1420.00Jul 10$0.28$19.7270.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1030.00$1040.00$1050.00Jul 10$0.10$9.9099.00
$1200.00$1205.00$1210.00Jul 17$0.06$4.9482.33
$1070.00$1080.00$1090.00Aug 7$0.15$9.8565.67
$1150.00$1155.00$1160.00Jul 10$0.08$4.9261.50
$1020.00$1025.00$1030.00Jul 17$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. 183 found (best net $-3.95, 162 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1340.00$1400.001:2Aug 14-$3.95$56.05
$1025.00$1120.001:2Aug 7-$43.50$51.50
$1400.00$1440.001:2Jul 31-$0.88$39.12
$1400.00$1440.001:2Aug 7-$3.06$36.94
$1400.00$1420.001:2Jul 10-$0.21$19.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1320.00$1250.001:2Aug 7-$31.44$38.56
$1340.00$1280.001:2Jul 31-$30.95$29.05
$1050.00$1020.001:2Aug 21-$8.55$21.45
$1000.00$975.001:2Aug 14-$4.39$20.61
$1000.00$980.001:2Jul 10-$0.71$19.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 113 found (best yield 5.78%, avg 1.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1220.00Aug 21$70.250.520.3%5.78%6.12%28298
$1230.00Aug 21$64.550.501.2%5.31%6.47%29100
$1225.00Aug 14$61.000.510.8%5.02%5.77%61
$1240.00Aug 21$60.050.482.0%4.94%6.93%26456
$1230.00Aug 14$59.000.501.2%4.85%6.02%3--
$1220.00Aug 7$58.000.520.3%4.77%5.11%2831
$1250.00Aug 21$55.000.462.8%4.52%7.33%75215
$1240.00Aug 14$54.000.472.0%4.44%6.43%165
$1230.00Aug 7$53.000.491.2%4.36%5.52%438
$1260.00Aug 21$53.000.443.6%4.36%7.99%15641

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 15,984
Total Puts 17,896
Put/Call Ratio 1.12
Net Difference -1,912

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 242,284
Total Puts 180,721
Average Put/Call Ratio 0.84
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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