Tour v309
LLY
ELI LILLY AND CO
$1188.58 -2.33%
$1187.95 (-0.05%)🌙
as of 07/10 06:44 PM
7/10 18:44

Option Volume

Detail
Current (07/10) 48,512
Calls: 26,527 (55%)
Puts: 21,985 (45%)
Prior (07/09) 38,009
Calls: 15,048 (40%)
Puts: 22,961 (60%)
Current vs Prior +27.63%
Calls: +76.28% (Calls)
Puts: -4.25% (Puts)
Prior 7-Day Total 328,366
Calls: 173,003 (53%)
Puts: 155,363 (47%)
Prior 7-Day Average 46,909
Calls: 24,714 (53%)
Puts: 22,194 (47%)
Current vs Prior 7-Day Avg +3.42%
Calls: +7.33%
Puts: -0.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $64.25M
Calls: $43.80M (68%)
Puts: $20.45M (32%)
Prior (07/09) $49.73M
Calls: $32.40M (65%)
Puts: $17.33M (35%)
Current vs Prior +29.19%
Calls: +35.19%
Puts: +17.96%
Prior 7-Day Total $543.23M
Calls: $399.65M (74%)
Puts: $143.59M (26%)
Prior 7-Day Average $77.60M
Calls: $57.09M (74%)
Puts: $20.51M (26%)
Current vs Prior 7-Day Avg -17.21%
Calls: -23.28%
Puts: -0.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.83
Prior (07/09) 1.53
Current vs Prior -45.68%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg -15.25%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/10) 181,761
Calls: 98,771 (54%)
Puts: 82,990 (46%)
Prior (07/09) 167,957
Calls: 86,902 (52%)
Puts: 81,055 (48%)
Current vs Prior +8.22%
Prior 7-Day Total 1,225,000
Calls: 647,628 (53%)
Puts: 577,372 (47%)
Prior 7-Day Average 175,000
Calls: 92,518 (53%)
Puts: 82,481 (47%)
Current vs Prior 7-Day Avg +3.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 0.46% | 3.51%3.51% | 11.40%
Prior 1.91% | 4.27%4.27% | 11.75%
Current vs Prior +84.08% | +21.54%-17.77% | -3.00%
Prior 7-Day Avg 2.76% | 5.30%5.30% | 12.18%
Current vs 7-Day Avg +27.05% | -2.06%-33.71% | -6.40%
Prior 7-Day Eod 1.91% | 4.27%-- | --
Current vs 7-Day Eod +84.08% | +21.54%-- | --
Sentiment BEARISHBULLISH

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
+
Add Card

🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($43.80M). P/C ratio dropping 46% - 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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 112 of results (avg 7.5%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Jul 17185.10193.05$189.084.2%150.99250
$1150.00Aug 2184.3588.15$86.254.4%70.6225
$960.00Jul 10225.00235.50$230.254.6%11.002
$970.00Jul 17215.00225.15$220.084.6%10.99--
$980.00Jul 24205.90216.00$210.954.8%10.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1420.00Aug 21230.50241.90$236.204.8%20.88--
$1420.00Jul 17224.55235.95$230.255.0%11.00--
$1360.00Aug 21177.70186.95$182.335.1%20.8219
$1200.00Aug 757.7561.00$59.385.5%10.51--
$1380.00Jul 24186.00197.00$191.505.7%10.961

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. 211 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$960.00Jul 10225.00235.50$230.254.6%11.002
$1110.00Jul 1075.0082.00$78.508.9%71.00--
$1050.00Jul 10132.40145.00$138.709.1%81.00--
$1060.00Jul 10123.30134.30$128.808.5%91.0020
$1075.00Jul 10108.00120.00$114.0010.5%201.0025
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1195.00Jul 102.9110.00$6.46109.8%1231.0079
$1200.00Jul 108.0514.50$11.2857.2%2681.00363
$1205.00Jul 1012.7020.00$16.3544.6%641.00169
$1210.00Jul 1017.8024.85$21.3333.1%681.00113
$1215.00Jul 1022.8029.95$26.3827.1%141.0045

Most actively traded options today. High liquidity = easy entry/exit. 609 active (total vol 34.2K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1280.00Jul 100.000.01$0.01100.0%3.0K0.002.3K
$1300.00Jul 170.750.96$0.8624.4%2.3K0.042.8K
$1320.00Jul 312.537.05$4.7994.4%1.9K0.111.9K
$1200.00Jul 100.010.30$0.16181.2%8380.06166
$1195.00Jul 100.000.59$0.30196.7%7000.1256
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1180.00Jul 100.000.20$0.10200.0%8290.04195
$1185.00Jul 100.001.21$0.61198.4%4970.2183
$990.00Jul 100.004.30$2.15200.0%4260.04497
$1190.00Jul 101.303.80$2.5598.0%4260.61158
$985.00Jul 100.001.99$1.00199.0%4020.02126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 115 strikes (avg 910.0%, max 3480.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1020.00Jul 10Jul 311236.9%39.7%3012.4%4--
$1000.00Jul 10Aug 211291.0%41.6%3002.3%23402
$1010.00Jul 10Jul 171301.2%55.4%2249.0%2--
$1420.00Jul 10Aug 21820.5%42.8%1816.6%4142
$1330.00Jul 10Jul 17816.8%43.8%1765.9%7151
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$980.00Jul 10Aug 211495.4%41.8%3480.4%30511
$990.00Jul 10Aug 211430.4%41.1%3380.9%480577
$995.00Jul 10Aug 71398.0%43.5%3113.8%8449
$1010.00Jul 10Aug 211301.2%41.1%3069.3%58125
$1000.00Jul 10Aug 211291.0%41.6%3002.3%2271.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 367 found (best R:R 124.00, avg 7.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1340.00$1360.00Jul 24$0.19$19.81$0.19104.26$1340.19
$1360.00$1400.00Jul 24$0.38$39.62$0.38104.26$1360.38
$1350.00$1380.00Jul 17$0.35$29.65$0.3584.71$1350.35
$1320.00$1340.00Jul 31$0.44$19.56$0.4444.45$1320.44
$1380.00$1400.00Jul 31$0.45$19.55$0.4543.44$1380.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1000.00$985.00Aug 14$0.12$14.88$0.12124.00$999.88
$980.00$970.00Aug 21$0.15$9.85$0.1565.67$979.85
$1090.00$1085.00Jul 24$0.10$4.90$0.1049.00$1089.90
$970.00$960.00Jul 17$0.21$9.79$0.2146.62$969.79
$1010.00$1000.00Jul 17$0.21$9.79$0.2146.62$1009.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 466 found (best R:R 121.45, avg 3.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$980.00$1000.00Jul 17$19.82$19.82$0.18110.11$999.82
$1050.00$1060.00Jul 10$9.90$9.90$0.1099.00$1059.90
$1000.00$1020.00Jul 31$19.75$19.75$0.2579.00$1019.75
$1060.00$1075.00Jul 10$14.80$14.80$0.2074.00$1074.80
$1090.00$1100.00Jul 10$9.85$9.85$0.1565.67$1099.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1420.00$1300.00Jul 17$119.02$119.02$0.98121.45$1300.98
$1360.00$1340.00Jul 10$19.80$19.80$0.2099.00$1340.20
$1295.00$1275.00Jul 10$19.50$19.50$0.5039.00$1275.50
$1200.00$1195.00Jul 10$4.82$4.82$0.1826.78$1195.18
$1300.00$1280.00Jul 17$19.23$19.23$0.7724.97$1280.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 112 found (avg debit $6.98, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1380.00Jul 10Jul 17$0.09645.5%41.8%
$1400.00Jul 10Jul 17$0.14632.2%46.7%
$1020.00Jul 10Jul 17$0.281236.9%61.3%
$1335.00Jul 10Jul 17$0.41459.7%39.7%
$1350.00Jul 10Jul 17$0.45500.6%43.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$960.00Jul 10Jul 17$0.18825.9%62.4%
$1120.00Jul 10Jul 17$0.19591.1%33.0%
$1300.00Jul 10Jul 17$0.23361.2%35.9%
$1090.00Jul 10Jul 17$0.47593.6%36.5%
$1050.00Jul 10Jul 17$0.64567.0%46.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 194 found (cheapest 0.32% of stock, avg 8.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1190.00Jul 10$1.31$2.55$3.86$1186.14$1193.860.32%
$1187.50Jul 10$2.97$1.10$4.07$1183.43$1191.570.34%
$1185.00Jul 10$4.43$0.61$5.04$1179.96$1190.040.42%
$1192.50Jul 10$0.62$4.60$5.22$1187.28$1197.720.44%
$1195.00Jul 10$0.30$6.46$6.76$1188.24$1201.760.57%
$1182.50Jul 10$6.58$0.26$6.84$1175.66$1189.340.58%
$1180.00Jul 10$8.40$0.10$8.50$1171.50$1188.500.72%
$1177.50Jul 10$10.88$0.32$11.20$1166.30$1188.700.94%
$1200.00Jul 10$0.16$11.28$11.44$1188.56$1211.440.96%
$1175.00Jul 10$14.25$0.13$14.38$1160.62$1189.381.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.05% of stock, avg 5.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1195.00$1182.50Jul 10$0.30$0.26$0.56$1181.94$1195.56
$1205.00$1182.50Jul 10$0.28$0.26$0.54$1181.96$1205.54
$1192.50$1182.50Jul 10$0.62$0.26$0.88$1181.62$1193.38
$1205.00$1185.00Jul 10$0.28$0.61$0.89$1184.11$1205.89
$1195.00$1185.00Jul 10$0.30$0.61$0.91$1184.09$1195.91
$1192.50$1185.00Jul 10$0.62$0.61$1.23$1183.77$1193.73
$1195.00$1187.50Jul 10$0.30$1.10$1.40$1186.10$1196.40
$1205.00$1187.50Jul 10$0.28$1.10$1.38$1186.12$1206.38
$1190.00$1182.50Jul 10$1.31$0.26$1.57$1180.93$1191.57
$1192.50$1187.50Jul 10$0.62$1.10$1.72$1185.78$1194.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 356 found (best R:R 63.52, avg credit $9.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
960/9701080/1100Jul 17$19.69$0.3163.52$950.31$1099.69
1000/10101080/1100Jul 17$19.69$0.3163.52$990.31$1099.69
1015/10201080/1100Jul 17$19.66$0.3457.82$1000.34$1099.66
1070/10751080/1100Jul 17$19.65$0.3556.14$1055.35$1099.65
1050/10601070/1080Aug 21$9.81$0.1951.63$1050.19$1079.81
1080/10851100/1105Jul 17$4.89$0.1144.45$1080.11$1104.89
1045/10501060/1065Jul 31$4.89$0.1144.45$1045.11$1064.89
1015/10201100/1105Jul 17$4.88$0.1240.67$1015.12$1104.88
1070/10751100/1105Jul 17$4.87$0.1337.46$1070.13$1104.87
1040/10501070/1080Aug 21$9.74$0.2637.46$1040.26$1079.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 211 found (best R:R 399.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1380.00$1400.00$1420.00Jul 10$0.05$19.95399.00
$1320.00$1340.00$1360.00Aug 21$0.07$19.93284.71
$1110.00$1120.00$1130.00Jul 24$0.05$9.95199.00
$1070.00$1080.00$1090.00Aug 21$0.13$9.8775.92
$1000.00$1010.00$1020.00Jul 10$0.14$9.8670.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$970.00$980.00$990.00Jul 17$0.06$9.94165.67
$1040.00$1050.00$1060.00Aug 21$0.07$9.93141.86
$1170.00$1180.00$1190.00Aug 21$0.07$9.93141.86
$1205.00$1210.00$1215.00Jul 10$0.07$4.9370.43
$1080.00$1085.00$1090.00Jul 17$0.07$4.9370.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 224 found (best net $-0.63, 187 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1360.00$1400.001:2Jul 24-$0.63$39.37
$1250.00$1300.001:2Aug 14-$11.34$38.66
$1360.00$1400.001:2Aug 14-$4.77$35.23
$1300.00$1340.001:2Aug 14-$5.89$34.11
$1380.00$1400.001:2Jul 10$0.00$20.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1050.00$1020.001:2Jul 10-$4.27$25.73
$1280.00$1225.001:2Aug 7-$36.50$18.50
$1060.00$1035.001:2Aug 14-$7.67$17.33
$995.00$975.001:2Aug 7-$4.82$15.18
$1075.00$1060.001:2Jul 10-$0.03$14.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 125 found (best yield 5.41%, avg 1.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1190.00Aug 21$64.250.520.1%5.41%5.53%3792
$1200.00Aug 21$59.700.501.0%5.02%5.98%2262.1K
$1190.00Aug 14$58.000.520.1%4.88%5.00%206
$1195.00Aug 14$57.200.510.5%4.81%5.35%82
$1210.00Aug 21$55.600.481.8%4.68%6.48%3479
$1200.00Aug 14$55.000.501.0%4.63%5.59%2939
$1190.00Aug 7$52.950.520.1%4.45%4.57%25105
$1195.00Aug 7$51.000.510.5%4.29%4.83%2316
$1205.00Aug 14$51.000.481.4%4.29%5.67%48
$1220.00Aug 21$50.750.462.6%4.27%6.91%58302

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 26,527
Total Puts 21,985
Put/Call Ratio 0.83
Net Difference 4,542

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 173,003
Total Puts 155,363
Average Put/Call Ratio 0.98
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All