Tour v308
LLY
ELI LILLY AND CO
$1216.95 +0.09%
$1216.00 (-0.08%)🌙
as of 07/09 06:43 PM
7/9 18:43

Option Volume

Detail
Current (07/09) 38,009
Calls: 15,048 (40%)
Puts: 22,961 (60%)
Prior (07/08) 33,880
Calls: 15,984 (47%)
Puts: 17,896 (53%)
Current vs Prior +12.19%
Calls: -5.86% (Calls)
Puts: +28.30% (Puts)
Prior 7-Day Total 335,167
Calls: 178,637 (53%)
Puts: 156,530 (47%)
Prior 7-Day Average 47,881
Calls: 25,519 (53%)
Puts: 22,361 (47%)
Current vs Prior 7-Day Avg -20.62%
Calls: -41.03%
Puts: +2.68%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/09) $49.73M
Calls: $32.40M (65%)
Puts: $17.33M (35%)
Prior (07/08) $77.47M
Calls: $51.55M (67%)
Puts: $25.92M (33%)
Current vs Prior -35.80%
Calls: -37.15%
Puts: -33.12%
Prior 7-Day Total $597.74M
Calls: $448.60M (75%)
Puts: $149.14M (25%)
Prior 7-Day Average $85.39M
Calls: $64.09M (75%)
Puts: $21.31M (25%)
Current vs Prior 7-Day Avg -41.76%
Calls: -49.44%
Puts: -18.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 1.53
Prior (07/08) 1.12
Current vs Prior +36.28%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +64.68%
Sentiment BEARISH

Open Interest

Detail
Current (07/09) 167,957
Calls: 86,902 (52%)
Puts: 81,055 (48%)
Prior (07/08) 173,416
Calls: 92,594 (53%)
Puts: 80,822 (47%)
Current vs Prior -3.15%
Prior 7-Day Total 1,228,080
Calls: 656,598 (53%)
Puts: 571,482 (47%)
Prior 7-Day Average 175,440
Calls: 93,799 (53%)
Puts: 81,640 (47%)
Current vs Prior 7-Day Avg -4.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.91% | 4.27%4.27% | 11.75%
Prior 2.28% | 4.87%4.87% | 12.13%
Current vs Prior -16.38% | -12.38%-12.38% | -3.12%
Prior 7-Day Avg 2.94% | 5.41%5.64% | 12.32%
Current vs 7-Day Avg -35.21% | -21.10%-24.27% | -4.62%
Prior 7-Day Eod 2.28% | 4.87%-- | --
Current vs 7-Day Eod -16.38% | -12.38%-- | --
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 24.68% | 21.27%
Calls: 21.94% | 19.87%
Puts: 27.42% | 22.66%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($32.40M). Extreme bearish P/C ratio of 1.53 - heavy put buying. P/C ratio rising 36% - 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 BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 89 of results (avg 7.7%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Jul 10210.00219.70$214.854.5%11.00--
$980.00Jul 17230.45241.10$235.774.5%41.00--
$1050.00Jul 17161.65169.55$165.604.8%11.00--
$1000.00Aug 21220.40231.35$225.884.8%30.91379
$990.00Jul 24220.40231.40$225.904.9%11.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1460.00Aug 21246.20255.90$251.053.9%10.872
$1300.00Aug 21114.90122.80$118.856.6%10.6516
$1300.00Jul 1082.0088.00$85.007.1%20.996
$1305.00Jul 1788.2095.00$91.607.4%20.902
$1340.00Aug 21141.00152.00$146.507.5%10.7323

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. 174 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$995.00Jul 10213.60225.15$219.385.3%11.006
$1000.00Jul 10210.00219.70$214.854.5%11.00--
$1010.00Jul 10199.00210.40$204.705.6%21.008
$1030.00Jul 10179.00191.00$185.006.5%21.00--
$1045.00Jul 10164.00176.00$170.007.1%31.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 1082.0088.00$85.007.1%20.996
$1260.00Jul 1041.0049.00$45.0017.8%10.93--
$1340.00Jul 24121.50134.00$127.759.8%20.911
$1305.00Jul 1788.2095.00$91.607.4%20.902
$1250.00Jul 1033.0040.00$36.5019.2%20.8923

Most actively traded options today. High liquidity = easy entry/exit. 559 active (total vol 20.8K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 173.003.80$3.4023.5%1.9K0.112.4K
$1280.00Jul 100.180.40$0.2975.9%1.1K0.031.9K
$1300.00Jul 100.130.16$0.1520.0%8840.013.1K
$1250.00Jul 101.351.50$1.4310.5%6800.11656
$1240.00Jul 101.703.45$2.5867.8%3450.18159
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Jul 103.506.05$4.7853.3%6120.28291
$1010.00Jul 170.161.18$0.67152.2%6010.02744
$1020.00Aug 217.0010.65$8.8241.4%5340.10440
$1150.00Jul 173.457.00$5.2367.9%2890.15266
$1015.00Jul 100.010.25$0.13184.6%2390.0117

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 106 strikes (avg 87.7%, max 351.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1000.00Jul 10Aug 21163.2%44.7%264.7%4379
$1055.00Jul 10Jul 31134.7%37.5%258.9%3--
$1045.00Jul 10Jul 24166.0%46.4%257.5%531
$1460.00Jul 10Aug 21119.3%43.7%173.2%6838
$1050.00Jul 10Aug 21115.6%42.7%170.9%475
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$990.00Jul 10Aug 21204.7%45.4%351.3%192440
$995.00Jul 10Aug 14197.5%46.5%324.7%302
$985.00Jul 10Aug 14168.9%46.2%265.3%15748
$1000.00Jul 10Aug 21163.2%44.7%264.7%2291.3K
$980.00Jul 10Aug 21162.8%45.4%258.9%141451

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 361 found (best R:R 186.50, avg 8.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1440.00$1460.00Jul 17$0.17$19.83$0.17116.65$1440.17
$1380.00$1400.00Jul 17$0.25$19.75$0.2579.00$1380.25
$1340.00$1350.00Jul 17$0.18$9.82$0.1854.56$1340.18
$1400.00$1440.00Jul 24$0.75$39.25$0.7552.33$1400.75
$1275.00$1280.00Jul 10$0.10$4.90$0.1049.00$1275.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1045.00$1015.00Jul 31$0.16$29.84$0.16186.50$1044.84
$1040.00$1020.00Jul 17$0.12$19.88$0.12165.67$1039.88
$1035.00$1000.00Jul 24$0.43$34.57$0.4380.40$1034.57
$1025.00$1015.00Jul 10$0.13$9.87$0.1375.92$1024.87
$1080.00$1075.00Jul 24$0.11$4.89$0.1144.45$1079.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 444 found (best R:R 224.00, avg 2.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1000.00$1045.00Jul 24$44.80$44.80$0.20224.00$1044.80
$1010.00$1030.00Jul 10$19.70$19.70$0.3065.67$1029.70
$1180.00$1185.00Jul 10$4.90$4.90$0.1049.00$1184.90
$1075.00$1100.00Jul 24$24.39$24.39$0.6139.98$1099.39
$1080.00$1100.00Jul 17$19.50$19.50$0.5039.00$1099.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1340.00$1295.00Jul 24$40.82$40.82$4.189.77$1299.18
$1305.00$1275.00Jul 17$26.47$26.47$3.537.50$1278.53
$1460.00$1340.00Aug 21$104.55$104.55$15.456.77$1355.45
$1260.00$1250.00Jul 10$8.50$8.50$1.505.67$1251.50
$1245.00$1240.00Jul 10$4.20$4.20$0.805.25$1240.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 123 found (avg debit $7.61, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1400.00Jul 10Jul 17$0.2587.1%41.2%
$1460.00Jul 10Jul 17$0.28119.3%52.7%
$1440.00Jul 10Jul 17$0.45111.1%52.2%
$1380.00Jul 10Jul 17$0.4885.3%41.3%
$1355.00Jul 10Jul 17$0.8388.3%40.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Jul 10Jul 17$0.11163.2%58.0%
$1010.00Jul 10Jul 17$0.41156.1%60.2%
$1065.00Jul 10Jul 17$0.49105.5%44.3%
$1070.00Jul 10Jul 17$0.59100.7%43.9%
$1095.00Jul 10Jul 17$0.59112.5%42.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 154 found (cheapest 1.69% of stock, avg 8.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1215.00Jul 10$10.78$9.75$20.53$1194.47$1235.531.69%
$1220.00Jul 10$8.23$12.43$20.66$1199.34$1240.661.70%
$1205.00Jul 10$16.40$4.60$21.00$1184.00$1226.001.73%
$1210.00Jul 10$13.65$8.10$21.75$1188.25$1231.751.79%
$1225.00Jul 10$7.03$15.98$23.01$1201.99$1248.011.89%
$1230.00Jul 10$4.10$19.38$23.48$1206.52$1253.481.93%
$1200.00Jul 10$20.33$4.78$25.11$1174.89$1225.112.06%
$1235.00Jul 10$3.41$22.05$25.46$1209.54$1260.462.09%
$1195.00Jul 10$24.40$3.01$27.41$1167.59$1222.412.25%
$1240.00Jul 10$2.58$27.05$29.63$1210.37$1269.632.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.46% of stock, avg 5.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1240.00$1195.00Jul 10$2.58$3.01$5.59$1189.41$1245.59
$1235.00$1195.00Jul 10$3.41$3.01$6.42$1188.58$1241.42
$1230.00$1195.00Jul 10$4.10$3.01$7.11$1187.89$1237.11
$1240.00$1205.00Jul 10$2.58$4.60$7.18$1197.82$1247.18
$1240.00$1200.00Jul 10$2.58$4.78$7.36$1192.64$1247.36
$1235.00$1205.00Jul 10$3.41$4.60$8.01$1196.99$1243.01
$1235.00$1200.00Jul 10$3.41$4.78$8.19$1191.81$1243.19
$1230.00$1205.00Jul 10$4.10$4.60$8.70$1196.30$1238.70
$1230.00$1200.00Jul 10$4.10$4.78$8.88$1191.12$1238.88
$1225.00$1195.00Jul 10$7.03$3.01$10.04$1184.96$1235.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 395 found (best R:R 146.06, avg credit $10.87)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1065/10701075/1100Jul 24$24.83$0.17146.06$1045.17$1099.83
1050/10601070/1080Aug 21$9.87$0.1375.92$1050.13$1079.87
1035/10401075/1100Jul 24$24.67$0.3374.76$1015.33$1099.67
1050/10601075/1100Jul 24$24.65$0.3570.43$1035.35$1099.65
1000/10101035/1045Jul 17$9.85$0.1565.67$1000.15$1044.85
1000/10101050/1060Jul 17$9.85$0.1565.67$1000.15$1059.85
1060/10651075/1100Jul 24$24.59$0.4159.98$1040.41$1099.59
1000/10101070/1080Aug 21$9.83$0.1757.82$1000.17$1079.83
1060/10651095/1100Jul 31$4.84$0.1630.25$1060.16$1099.84
990/10001070/1080Aug 21$9.67$0.3329.30$990.33$1079.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 184 found (best R:R 99.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1360.00$1380.00$1400.00Jul 17$0.20$19.8099.00
$1240.00$1245.00$1250.00Jul 24$0.07$4.9370.43
$1150.00$1160.00$1170.00Aug 21$0.17$9.8357.82
$1275.00$1280.00$1285.00Jul 17$0.13$4.8737.46
$1360.00$1380.00$1400.00Jul 24$0.52$19.4837.46
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1150.00$1160.00$1170.00Aug 21$0.14$9.8670.43
$1180.00$1185.00$1190.00Jul 24$0.08$4.9261.50
$990.00$1000.00$1010.00Aug 21$0.16$9.8461.50
$1070.00$1075.00$1080.00Jul 10$0.10$4.9049.00
$1115.00$1120.00$1125.00Jul 17$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. 202 found (best net $-41.95, 189 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1400.00$1460.001:2Aug 14-$0.77$59.23
$1400.00$1440.001:2Jul 24-$0.04$39.96
$1400.00$1440.001:2Aug 7-$1.35$38.65
$1340.00$1380.001:2Jul 31-$3.03$36.97
$1250.00$1300.001:2Aug 14-$15.10$34.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1460.00$1340.001:2Aug 21-$41.95$78.05
$1150.00$1100.001:2Aug 14-$5.36$44.64
$1300.00$1260.001:2Jul 10-$5.00$35.00
$1035.00$1000.001:2Jul 24-$0.25$34.75
$1035.00$1000.001:2Aug 14-$1.55$33.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 117 found (best yield 5.48%, avg 1.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1220.00Aug 21$66.700.520.2%5.48%5.73%42289
$1220.00Aug 14$62.050.510.2%5.10%5.35%353
$1230.00Aug 21$60.350.491.1%4.96%6.03%37104
$1225.00Aug 14$58.000.500.7%4.77%5.43%4--
$1240.00Aug 21$56.050.471.9%4.61%6.50%41452
$1220.00Aug 7$55.000.510.2%4.52%4.77%2651
$1230.00Aug 14$55.000.491.1%4.52%5.59%123
$1225.00Aug 7$53.000.500.7%4.36%5.02%6--
$1235.00Aug 14$53.000.481.5%4.36%5.84%1--
$1250.00Aug 21$51.350.452.7%4.22%6.94%44215

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 15,048
Total Puts 22,961
Put/Call Ratio 1.53
Net Difference -7,913

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 178,637
Total Puts 156,530
Average Put/Call Ratio 0.93
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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