Tour v325
LLY
ELI LILLY AND CO
$1181.87 -0.56%
$1184.18 (+0.20%)🌙
as of 07/13 06:43 PM
7/13 18:43

Option Volume

Detail
Current (07/13) 49,977
Calls: 14,843 (30%)
Puts: 35,134 (70%)
Prior (07/10) 48,512
Calls: 26,527 (55%)
Puts: 21,985 (45%)
Current vs Prior +3.02%
Calls: -44.05% (Calls)
Puts: +59.81% (Puts)
Prior 7-Day Total 310,710
Calls: 165,838 (53%)
Puts: 144,872 (47%)
Prior 7-Day Average 44,387
Calls: 23,691 (53%)
Puts: 20,696 (47%)
Current vs Prior 7-Day Avg +12.59%
Calls: -37.35%
Puts: +69.76%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/13) $72.80M
Calls: $41.24M (57%)
Puts: $31.55M (43%)
Prior (07/10) $64.25M
Calls: $43.80M (68%)
Puts: $20.45M (32%)
Current vs Prior +13.31%
Calls: -5.84%
Puts: +54.32%
Prior 7-Day Total $516.15M
Calls: $379.04M (73%)
Puts: $137.11M (27%)
Prior 7-Day Average $73.74M
Calls: $54.15M (73%)
Puts: $19.59M (27%)
Current vs Prior 7-Day Avg -1.27%
Calls: -23.83%
Puts: +61.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 2.37
Prior (07/10) 0.83
Current vs Prior +185.61%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +146.92%
Sentiment BEARISH

Open Interest

Detail
Current (07/13) 171,609
Calls: 84,540 (49%)
Puts: 87,069 (51%)
Prior (07/10) 181,761
Calls: 98,771 (54%)
Puts: 82,990 (46%)
Current vs Prior -5.59%
Prior 7-Day Total 1,236,376
Calls: 661,461 (53%)
Puts: 574,915 (47%)
Prior 7-Day Average 176,625
Calls: 94,494 (54%)
Puts: 82,130 (46%)
Current vs Prior 7-Day Avg -2.84%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.32% | 5.29%3.32% | 11.63%
Prior 3.51% | 5.19%3.51% | 11.40%
Current vs Prior -5.53% | +1.95%-5.53% | +2.07%
Prior 7-Day Avg 2.92% | 5.37%4.94% | 12.02%
Current vs 7-Day Avg +13.54% | -1.48%-32.84% | -3.22%
Prior 7-Day Eod 3.51% | 5.19%3.51% | 11.40%
Current vs 7-Day Eod -5.53% | +1.95%-5.53% | +2.07%
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

Extreme bearish P/C ratio of 2.37 - heavy put buying. P/C ratio rising 186% - 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 65 of results (avg 7.6%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Jul 17233.50242.70$238.103.9%251.00131
$950.00Aug 21237.95247.70$242.834.0%100.94--
$1000.00Jul 17181.15189.75$185.454.6%240.99256
$980.00Aug 21211.35222.65$217.005.2%30.92--
$980.00Jul 17200.25212.00$206.135.7%20.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Aug 21215.40228.40$221.905.9%10.87--
$1415.00Jul 17222.60236.15$229.385.9%41.00--
$1410.00Jul 17217.85231.30$224.586.0%161.00--
$1405.00Jul 17212.85226.25$219.556.1%161.00--
$1380.00Jul 31189.00201.15$195.086.2%20.96--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.48, cheapest $0.48)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 170.450.50$0.4810.4%5710.023.4K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 161 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Jul 17233.50242.70$238.103.9%251.00131
$980.00Jul 17200.25212.00$206.135.7%20.99--
$1010.00Jul 17170.05182.00$176.036.8%10.99--
$1000.00Jul 17181.15189.75$185.454.6%240.99256
$1050.00Jul 17131.45139.80$135.636.2%50.99283
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1280.00Jul 1792.00100.65$96.339.0%811.0084
$1300.00Jul 17109.00120.65$114.8310.1%101.00125
$1320.00Jul 17128.00143.00$135.5011.1%11.00--
$1395.00Jul 17202.65215.85$209.256.3%21.00--
$1400.00Jul 17207.65221.25$214.456.3%101.001

Most actively traded options today. High liquidity = easy entry/exit. 507 active (total vol 19.7K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Jul 179.8013.55$11.6832.1%1.6K0.382.4K
$1250.00Aug 2141.0043.95$42.486.9%1.2K0.39256
$1300.00Jul 170.450.50$0.4810.4%5710.023.4K
$1250.00Jul 172.002.50$2.2522.2%5590.10192
$1300.00Aug 2126.2529.60$27.9312.0%5350.28978
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1140.00Aug 2139.0046.65$42.8317.9%8140.36183
$950.00Jul 170.050.12$0.0977.8%4810.00583
$1100.00Jul 243.106.50$4.8070.8%3350.1298
$1185.00Aug 752.0059.10$55.5512.8%2180.4813
$1185.00Aug 1457.0064.35$60.6812.1%2180.4712

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 28.8%, max 83.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$980.00Jul 17Aug 2180.7%45.4%77.6%5--
$950.00Jul 17Aug 2178.3%45.3%72.8%35131
$1000.00Jul 17Aug 2173.6%45.3%62.4%26630
$1380.00Jul 17Aug 2163.1%44.7%41.2%132717
$1400.00Jul 17Aug 2159.4%43.7%35.8%3253.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$960.00Jul 17Aug 2183.6%45.6%83.2%321.1K
$970.00Jul 17Aug 2182.7%45.4%82.1%45246
$980.00Jul 17Aug 2180.7%45.4%77.6%51674
$950.00Jul 17Aug 2178.3%45.3%72.8%500627
$1000.00Jul 17Aug 2173.6%45.3%62.4%1762.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 337 found (best R:R 265.67, avg 7.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1360.00$1400.00Jul 24$0.15$39.85$0.15265.67$1360.15
$1380.00$1400.00Jul 31$0.33$19.67$0.3359.61$1380.33
$1390.00$1395.00Jul 17$0.10$4.90$0.1049.00$1390.10
$1320.00$1340.00Jul 24$0.40$19.60$0.4049.00$1320.40
$1300.00$1305.00Jul 17$0.11$4.89$0.1144.45$1300.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1070.00$1060.00Jul 17$0.11$9.89$0.1189.91$1069.89
$960.00$950.00Jul 17$0.14$9.86$0.1470.43$959.86
$1060.00$1050.00Jul 17$0.20$9.80$0.2049.00$1059.80
$1035.00$1030.00Jul 24$0.10$4.90$0.1049.00$1034.90
$1085.00$1080.00Jul 17$0.13$4.87$0.1337.46$1084.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 415 found (best R:R 59.00, avg 1.99)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1020.00$1030.00Jul 17$9.80$9.80$0.2049.00$1029.80
$1030.00$1040.00Jul 17$9.75$9.75$0.2539.00$1039.75
$1100.00$1110.00Jul 17$9.75$9.75$0.2539.00$1109.75
$1085.00$1100.00Jul 17$14.40$14.40$0.6024.00$1099.40
$1000.00$1010.00Jul 17$9.42$9.42$0.5816.24$1009.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1395.00$1320.00Jul 17$73.75$73.75$1.2559.00$1321.25
$1415.00$1410.00Jul 17$4.80$4.80$0.2024.00$1410.20
$1280.00$1240.00Jul 17$38.30$38.30$1.7022.53$1241.70
$1380.00$1360.00Jul 31$19.10$19.10$0.9021.22$1360.90
$1360.00$1300.00Jul 31$56.70$56.70$3.3017.18$1303.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 112 found (avg debit $7.36, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1360.00Jul 17Jul 24$0.3057.5%38.3%
$1400.00Jul 17Jul 24$0.3459.4%43.1%
$1040.00Jul 17Jul 24$1.0364.5%50.2%
$1305.00Jul 17Jul 24$1.2344.4%34.2%
$1320.00Jul 17Jul 24$1.3653.8%39.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$980.00Jul 17Jul 31$0.6080.7%43.5%
$1050.00Jul 17Jul 24$0.8052.3%38.9%
$990.00Jul 17Jul 31$0.8574.6%42.7%
$1000.00Jul 17Jul 31$1.0273.6%42.2%
$1055.00Jul 24Jul 31$1.0944.8%38.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 146 found (cheapest 3.12% of stock, avg 9.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1180.00Jul 17$21.00$15.85$36.85$1143.15$1216.853.12%
$1190.00Jul 17$16.15$21.35$37.50$1152.50$1227.503.17%
$1175.00Jul 17$24.88$12.78$37.66$1137.34$1212.663.19%
$1185.00Jul 17$20.00$18.20$38.20$1146.80$1223.203.23%
$1200.00Jul 17$11.68$27.63$39.31$1160.69$1239.313.33%
$1170.00Jul 17$27.90$11.60$39.50$1130.50$1209.503.34%
$1195.00Jul 17$15.43$24.50$39.93$1155.07$1234.933.38%
$1205.00Jul 17$10.20$30.75$40.95$1164.05$1245.953.46%
$1165.00Jul 17$30.48$10.60$41.08$1123.92$1206.083.48%
$1210.00Jul 17$8.60$34.30$42.90$1167.10$1252.903.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.48% of stock, avg 6.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1210.00$1160.00Jul 17$8.60$8.95$17.55$1142.45$1227.55
$1205.00$1160.00Jul 17$10.20$8.95$19.15$1140.85$1224.15
$1210.00$1165.00Jul 17$8.60$10.60$19.20$1145.80$1229.20
$1210.00$1170.00Jul 17$8.60$11.60$20.20$1149.80$1230.20
$1200.00$1160.00Jul 17$11.68$8.95$20.63$1139.37$1220.63
$1205.00$1165.00Jul 17$10.20$10.60$20.80$1144.20$1225.80
$1210.00$1175.00Jul 17$8.60$12.78$21.38$1153.62$1231.38
$1205.00$1170.00Jul 17$10.20$11.60$21.80$1148.20$1226.80
$1200.00$1165.00Jul 17$11.68$10.60$22.28$1142.72$1222.28
$1205.00$1175.00Jul 17$10.20$12.78$22.98$1152.02$1227.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 361 found (best R:R 106.14, avg credit $9.73)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1035/10401085/1100Jul 17$14.86$0.14106.14$1025.14$1099.86
950/9601030/1040Jul 17$9.89$0.1189.91$950.11$1039.89
980/9851045/1070Jul 31$24.70$0.3082.33$960.30$1069.70
980/9901060/1070Aug 21$9.88$0.1282.33$980.12$1069.88
980/9901050/1060Aug 21$9.86$0.1470.43$980.14$1059.86
1030/10401070/1080Aug 21$9.80$0.2049.00$1030.20$1079.80
1070/10751165/1170Jul 31$4.89$0.1144.45$1070.11$1169.89
1015/10201085/1100Jul 17$14.64$0.3640.67$1005.36$1099.64
1030/10401060/1070Aug 21$9.75$0.2539.00$1030.25$1069.75
1000/10201045/1070Jul 31$24.34$0.6636.88$995.66$1069.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 177 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1020.00$1030.00$1040.00Jul 17$0.05$9.95199.00
$1140.00$1150.00$1160.00Aug 21$0.05$9.95199.00
$1130.00$1135.00$1140.00Jul 17$0.07$4.9370.43
$1345.00$1350.00$1355.00Jul 17$0.07$4.9370.43
$1320.00$1340.00$1360.00Aug 7$0.28$19.7270.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1170.00$1175.00$1180.00Jul 24$0.07$4.9370.43
$1225.00$1230.00$1235.00Jul 17$0.08$4.9261.50
$1100.00$1105.00$1110.00Jul 24$0.08$4.9261.50
$1150.00$1155.00$1160.00Jul 24$0.08$4.9261.50
$980.00$990.00$1000.00Jul 17$0.18$9.8254.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 164 found (best net $-27.27, 155 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1000.00$1105.001:2Aug 14-$27.27$77.73
$1000.00$1100.001:2Aug 7-$28.23$71.77
$1360.00$1400.001:2Jul 24-$0.27$39.73
$1240.00$1285.001:2Aug 14-$14.20$30.80
$1300.00$1340.001:2Aug 14-$9.31$30.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1300.00$1235.001:2Jul 31-$13.72$51.28
$1400.00$1300.001:2Aug 21-$52.10$47.90
$1280.00$1240.001:2Jul 17-$19.73$20.27
$1020.00$1000.001:2Jul 31-$0.29$19.71
$1395.00$1320.001:2Jul 17-$61.75$13.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 123 found (best yield 5.20%, avg 1.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1190.00Aug 21$61.500.520.7%5.20%5.89%5102
$1185.00Aug 14$61.000.530.3%5.16%5.43%146
$1190.00Aug 14$59.000.520.7%4.99%5.68%5617
$1200.00Aug 21$58.400.501.5%4.94%6.48%792.2K
$1185.00Aug 7$56.650.530.3%4.79%5.06%611
$1195.00Aug 14$56.050.511.1%4.74%5.85%106
$1190.00Aug 7$54.000.520.7%4.57%5.26%63119
$1210.00Aug 21$52.900.472.4%4.48%6.86%1597
$1200.00Aug 14$52.400.491.5%4.43%5.97%3846
$1195.00Aug 7$51.350.501.1%4.34%5.46%1620

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 14,843
Total Puts 35,134
Put/Call Ratio 2.37
Net Difference -20,291

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 165,838
Total Puts 144,872
Average Put/Call Ratio 0.96
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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