Tour v334
LLY
ELI LILLY AND CO
$1152.54 -2.48%
$1156.40 (+0.33%)🌙
as of 07/14 07:07 PM
7/14 19:07

Option Volume

Detail
Current (07/14) 46,546
Calls: 19,512 (42%)
Puts: 27,034 (58%)
Prior (07/13) 49,977
Calls: 14,843 (30%)
Puts: 35,134 (70%)
Current vs Prior -6.87%
Calls: +31.46% (Calls)
Puts: -23.05% (Puts)
Prior 7-Day Total 324,496
Calls: 162,987 (50%)
Puts: 161,509 (50%)
Prior 7-Day Average 46,356
Calls: 23,283 (50%)
Puts: 23,072 (50%)
Current vs Prior 7-Day Avg +0.41%
Calls: -16.20%
Puts: +17.17%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14) $70.41M
Calls: $39.50M (56%)
Puts: $30.92M (44%)
Prior (07/13) $72.80M
Calls: $41.24M (57%)
Puts: $31.55M (43%)
Current vs Prior -3.27%
Calls: -4.24%
Puts: -2.00%
Prior 7-Day Total $525.59M
Calls: $373.76M (71%)
Puts: $151.83M (29%)
Prior 7-Day Average $75.08M
Calls: $53.39M (71%)
Puts: $21.69M (29%)
Current vs Prior 7-Day Avg -6.22%
Calls: -26.03%
Puts: +42.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 1.39
Prior (07/13) 2.37
Current vs Prior -41.47%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg +20.75%
Sentiment BEARISH

Open Interest

Detail
Current (07/14) 184,714
Calls: 90,714 (49%)
Puts: 94,000 (51%)
Prior (07/13) 171,609
Calls: 84,540 (49%)
Puts: 87,069 (51%)
Current vs Prior +7.64%
Prior 7-Day Total 1,235,374
Calls: 651,194 (53%)
Puts: 584,180 (47%)
Prior 7-Day Average 176,482
Calls: 93,027 (53%)
Puts: 83,454 (47%)
Current vs Prior 7-Day Avg +4.66%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.89% | 5.23%2.89% | 11.52%
Prior 3.32% | 5.29%3.32% | 11.63%
Current vs Prior -12.97% | -1.19%-12.97% | -0.99%
Prior 7-Day Avg 3.12% | 5.46%4.67% | 11.96%
Current vs 7-Day Avg -7.35% | -4.24%-38.17% | -3.66%
Prior 7-Day Eod 3.32% | 5.29%3.32% | 11.63%
Current vs 7-Day Eod -12.97% | -1.19%-12.97% | -0.99%
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

Bearish P/C ratio of 1.39 indicates protective positioning. P/C ratio dropping 41% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 80 of results (avg 7.7%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$970.00Aug 21192.80201.80$197.304.6%40.9012
$950.00Jul 17202.40212.00$207.204.6%20.99--
$940.00Aug 21219.90231.30$225.605.1%20.9379
$950.00Aug 28212.70224.00$218.355.2%10.911
$940.00Jul 17211.70223.25$217.485.3%51.0059
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1365.00Jul 17202.35215.00$208.686.1%21.00--
$1200.00Aug 2185.3090.70$88.006.1%60.58177
$1355.00Jul 17193.00205.50$199.256.3%21.00--
$1380.00Jul 31216.80230.90$223.856.3%11.002
$1200.00Aug 777.8582.95$80.406.3%10.6058

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.46, cheapest $0.11)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 170.100.12$0.1118.2%1.1K0.013.5K
$1250.00Jul 170.500.60$0.5518.2%9660.03398
$1240.00Jul 170.660.80$0.7319.2%3540.041.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 192 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$940.00Jul 17211.70223.25$217.485.3%51.0059
$960.00Jul 17189.95202.00$195.986.1%21.0093
$980.00Jul 17169.45182.00$175.737.1%100.99--
$950.00Jul 17202.40212.00$207.204.6%20.99--
$1000.00Jul 17150.80160.95$155.886.5%120.99248
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1225.00Jul 1767.0076.00$71.5012.6%21.005
$1230.00Jul 1772.0080.00$76.0010.5%41.00--
$1260.00Jul 17101.00109.25$105.137.8%31.00--
$1280.00Jul 17118.00130.50$124.2510.1%11.00--
$1355.00Jul 17193.00205.50$199.256.3%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 595 active (total vol 22.5K, top 1.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Jul 173.203.80$3.5017.1%1.9K0.161.8K
$1300.00Jul 170.100.12$0.1118.2%1.1K0.013.5K
$1250.00Jul 170.500.60$0.5518.2%9660.03398
$1315.00Jul 170.011.04$0.53194.3%4290.02--
$1230.00Jul 170.801.25$1.0244.1%3580.06347
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$970.00Aug 144.708.75$6.7360.2%8430.09--
$1040.00Jul 240.541.95$1.25112.8%2410.04220
$1150.00Jul 3130.2536.70$33.4819.3%2390.4648
$1110.00Jul 172.803.55$3.1823.6%2330.14350
$1200.00Jul 3158.8064.20$61.508.8%2080.67110

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 76 strikes (avg 34.9%, max 114.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Jul 17Aug 2893.7%43.8%114.1%31
$940.00Jul 17Aug 2888.0%42.3%108.1%659
$990.00Jul 17Aug 2180.8%44.1%83.3%107
$960.00Jul 17Aug 2178.2%44.7%75.1%4233
$1360.00Jul 17Aug 2874.7%43.5%71.5%49201
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Jul 17Aug 2893.7%43.8%114.1%160894
$930.00Jul 17Aug 2197.6%46.0%112.0%45559
$970.00Jul 17Aug 2192.5%44.2%109.3%33266
$940.00Jul 17Aug 2188.0%46.0%91.4%1211.4K
$990.00Jul 17Aug 2880.8%43.1%87.2%25355

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 394 found (best R:R 265.67, avg 6.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1360.00$1380.00Jul 31$0.36$19.64$0.3654.56$1360.36
$1320.00$1325.00Jul 17$0.13$4.87$0.1337.46$1320.13
$1330.00$1335.00Jul 17$0.16$4.84$0.1630.25$1330.16
$1355.00$1360.00Jul 17$0.17$4.83$0.1728.41$1355.17
$1320.00$1340.00Aug 21$0.73$19.27$0.7326.40$1320.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1000.00$960.00Jul 24$0.15$39.85$0.15265.67$999.85
$960.00$940.00Jul 24$0.10$19.90$0.10199.00$959.90
$950.00$940.00Jul 17$0.17$9.83$0.1757.82$949.83
$990.00$980.00Jul 17$0.21$9.79$0.2146.62$989.79
$1010.00$1005.00Jul 24$0.12$4.88$0.1240.67$1009.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 496 found (best R:R 67.18, avg 2.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$970.00$1000.00Jul 24$29.56$29.56$0.4467.18$999.56
$1025.00$1035.00Jul 24$9.80$9.80$0.2049.00$1034.80
$980.00$990.00Jul 17$9.70$9.70$0.3032.33$989.70
$1020.00$1030.00Jul 17$9.67$9.67$0.3329.30$1029.67
$1035.00$1040.00Jul 24$4.80$4.80$0.2024.00$1039.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1380.00$1280.00Jul 31$97.90$97.90$2.1046.62$1282.10
$1260.00$1230.00Jul 17$29.13$29.13$0.8733.48$1230.87
$1280.00$1260.00Jul 17$19.12$19.12$0.8821.73$1260.88
$1210.00$1200.00Jul 17$9.52$9.52$0.4819.83$1200.48
$1260.00$1240.00Jul 24$18.90$18.90$1.1017.18$1241.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 128 found (avg debit $7.73, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1380.00Jul 17Jul 24$0.2069.5%44.8%
$1300.00Jul 17Jul 24$0.7452.3%37.7%
$1295.00Jul 17Jul 24$1.1354.2%39.6%
$1360.00Jul 17Jul 31$1.2774.7%41.3%
$1320.00Jul 17Jul 31$1.6066.7%37.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$930.00Jul 17Jul 24$0.2297.6%58.2%
$940.00Jul 17Jul 24$0.2488.0%54.7%
$960.00Jul 17Jul 24$0.3678.2%51.4%
$1000.00Jul 17Jul 24$0.3670.0%43.3%
$950.00Jul 17Jul 31$0.4293.7%44.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 171 found (cheapest 2.71% of stock, avg 9.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1155.00Jul 17$16.25$15.00$31.25$1123.75$1186.252.71%
$1160.00Jul 17$13.83$17.95$31.78$1128.22$1191.782.76%
$1150.00Jul 17$18.27$13.73$32.00$1118.00$1182.002.78%
$1165.00Jul 17$11.77$20.90$32.67$1132.33$1197.672.83%
$1145.00Jul 17$22.17$11.35$33.52$1111.48$1178.522.91%
$1170.00Jul 17$9.65$24.20$33.85$1136.15$1203.852.94%
$1140.00Jul 17$26.13$9.13$35.26$1104.74$1175.263.06%
$1175.00Jul 17$8.20$27.88$36.08$1138.92$1211.083.13%
$1135.00Jul 17$28.60$8.07$36.67$1098.33$1171.673.18%
$1180.00Jul 17$7.15$30.78$37.93$1142.07$1217.933.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.32% of stock, avg 6.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1180.00$1135.00Jul 17$7.15$8.07$15.22$1119.78$1195.22
$1175.00$1135.00Jul 17$8.20$8.07$16.27$1118.73$1191.27
$1180.00$1140.00Jul 17$7.15$9.13$16.28$1123.72$1196.28
$1175.00$1140.00Jul 17$8.20$9.13$17.33$1122.67$1192.33
$1170.00$1135.00Jul 17$9.65$8.07$17.72$1117.28$1187.72
$1180.00$1145.00Jul 17$7.15$11.35$18.50$1126.50$1198.50
$1170.00$1140.00Jul 17$9.65$9.13$18.78$1121.22$1188.78
$1175.00$1145.00Jul 17$8.20$11.35$19.55$1125.45$1194.55
$1165.00$1135.00Jul 17$11.77$8.07$19.84$1115.16$1184.84
$1165.00$1140.00Jul 17$11.77$9.13$20.90$1119.10$1185.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 477 found (best R:R 87.24, avg credit $10.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
940/960970/1000Jul 24$29.66$0.3487.24$930.34$999.66
980/9901020/1030Jul 17$9.88$0.1282.33$980.12$1029.88
940/950980/990Jul 17$9.87$0.1375.92$940.13$989.87
940/9501020/1030Jul 17$9.84$0.1661.50$940.16$1029.84
1005/10151100/1110Jul 31$9.77$0.2342.48$1005.23$1109.77
955/9601010/1020Aug 28$9.77$0.2342.48$950.23$1019.77
990/10001020/1030Aug 21$9.76$0.2440.67$990.24$1029.76
975/9851000/1010Aug 28$9.75$0.2539.00$975.25$1009.75
985/9901010/1020Aug 28$9.72$0.2834.71$980.28$1019.72
950/9551090/1095Jul 31$4.85$0.1532.33$950.15$1094.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 208 found (best R:R 199.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1340.00$1360.00$1380.00Aug 7$0.10$19.90199.00
$1140.00$1145.00$1150.00Jul 17$0.06$4.9482.33
$1315.00$1320.00$1325.00Jul 17$0.06$4.9482.33
$1300.00$1320.00$1340.00Aug 28$0.25$19.7579.00
$1360.00$1365.00$1370.00Jul 17$0.08$4.9261.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1085.00$1090.00$1095.00Aug 28$0.06$4.9482.33
$1045.00$1050.00$1055.00Jul 31$0.07$4.9370.43
$960.00$970.00$980.00Aug 21$0.15$9.8565.67
$1025.00$1030.00$1035.00Jul 17$0.08$4.9261.50
$980.00$985.00$990.00Aug 14$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. 177 found (best net $-0.58, 167 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1300.00$1360.001:2Aug 14-$2.22$57.78
$1300.00$1350.001:2Jul 24-$3.75$46.25
$1250.00$1295.001:2Aug 28-$12.90$32.10
$1340.00$1360.001:2Jul 31-$0.66$19.34
$1360.00$1380.001:2Jul 31-$0.76$19.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1320.00$1205.001:2Aug 14-$0.58$114.42
$1380.00$1280.001:2Jul 31-$28.05$71.95
$1000.00$960.001:2Jul 24-$0.30$39.70
$970.00$930.001:2Aug 14-$0.79$39.21
$1355.00$1280.001:2Jul 17-$49.25$25.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 153 found (best yield 5.70%, avg 1.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1155.00Aug 28$65.650.530.2%5.70%5.91%5--
$1165.00Aug 28$61.600.511.1%5.34%6.43%1--
$1160.00Aug 21$60.600.510.7%5.26%5.91%52370
$1155.00Aug 14$57.950.520.2%5.03%5.24%5--
$1155.00Aug 7$55.750.530.2%4.84%5.05%515
$1170.00Aug 21$55.800.491.5%4.84%6.36%1656
$1160.00Aug 14$55.000.510.7%4.77%5.42%121
$1160.00Aug 7$52.950.520.7%4.59%5.24%3--
$1180.00Aug 21$52.000.472.4%4.51%6.89%30297
$1185.00Aug 28$52.000.462.8%4.51%7.33%2--

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 19,512
Total Puts 27,034
Put/Call Ratio 1.39
Net Difference -7,522

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 162,987
Total Puts 161,509
Average Put/Call Ratio 1.15
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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