Tour v344
LLY
ELI LILLY AND CO
$1169.17 +1.08%
$1172.05 (+0.25%)🌙
as of 07/16 06:41 PM
7/16 18:41

Option Volume

Detail
Current (07/16) 59,781
Calls: 30,767 (51%)
Puts: 29,014 (49%)
Prior (07/15) 42,046
Calls: 16,447 (39%)
Puts: 25,599 (61%)
Current vs Prior +42.18%
Calls: +87.07% (Calls)
Puts: +13.34% (Puts)
Prior 7-Day Total 303,348
Calls: 136,778 (45%)
Puts: 166,570 (55%)
Prior 7-Day Average 43,335
Calls: 19,539 (45%)
Puts: 23,795 (55%)
Current vs Prior 7-Day Avg +37.95%
Calls: +57.46%
Puts: +21.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $82.24M
Calls: $46.44M (56%)
Puts: $35.80M (44%)
Prior (07/15) $48.80M
Calls: $26.00M (53%)
Puts: $22.80M (47%)
Current vs Prior +68.51%
Calls: +78.61%
Puts: +57.00%
Prior 7-Day Total $480.56M
Calls: $312.16M (65%)
Puts: $168.40M (35%)
Prior 7-Day Average $68.65M
Calls: $44.59M (65%)
Puts: $24.06M (35%)
Current vs Prior 7-Day Avg +19.79%
Calls: +4.15%
Puts: +48.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.94
Prior (07/15) 1.56
Current vs Prior -39.41%
Prior 7-Day Average 1.33
Current vs Prior 7-Day Avg -29.36%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16) 187,132
Calls: 91,791 (49%)
Puts: 95,341 (51%)
Prior (07/15) 171,548
Calls: 87,583 (51%)
Puts: 83,965 (49%)
Current vs Prior +9.08%
Prior 7-Day Total 1,235,899
Calls: 648,919 (53%)
Puts: 586,980 (47%)
Prior 7-Day Average 176,557
Calls: 92,702 (53%)
Puts: 83,854 (47%)
Current vs Prior 7-Day Avg +5.99%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.96% | 4.41%1.96% | 11.14%
Prior 2.66% | 4.70%2.66% | 11.43%
Current vs Prior -26.09% | -6.11%-26.09% | -2.49%
Prior 7-Day Avg 2.81% | 5.04%3.89% | 11.74%
Current vs 7-Day Avg -30.14% | -12.41%-49.53% | -5.13%
Prior 7-Day Eod 2.66% | 4.70%2.66% | 11.43%
Current vs 7-Day Eod -26.09% | -6.11%-26.09% | -2.49%
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
+
Add Card

🤖 AI Insights

Elevated premium activity with dollar volume up 69% vs prior. P/C ratio dropping 39% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
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 90 of results (avg 7.9%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Jul 17167.65174.95$171.304.3%70.99240
$950.00Jul 17218.10228.70$223.404.7%11.00--
$970.00Jul 17197.00208.00$202.505.4%10.99--
$960.00Jul 17206.20217.80$212.005.5%130.9991
$1040.00Jul 17127.75135.00$131.385.5%50.99190
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Jul 17221.85233.50$227.685.1%71.00--
$1385.00Jul 17207.10218.50$212.805.4%100.95--
$1390.00Jul 17211.65223.50$217.585.4%41.00--
$1360.00Aug 28193.75204.80$199.285.5%320.82--
$1170.00Aug 1455.0058.30$56.655.8%1090.4746

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. 149 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Jul 17218.10228.70$223.404.7%11.00--
$1010.00Jul 17157.00168.00$162.506.8%51.00--
$980.00Jul 17187.00198.00$192.505.7%61.00137
$1030.00Jul 17137.00148.00$142.507.7%11.00124
$1035.00Jul 17132.00143.00$137.508.0%11.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1215.00Jul 1741.0047.90$44.4515.5%91.0019
$1220.00Jul 1745.0053.20$49.1016.7%31.00--
$1225.00Jul 1750.0057.20$53.6013.4%321.005
$1250.00Jul 1775.0084.00$79.5011.3%31.00--
$1255.00Jul 1780.0089.00$84.5010.7%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 558 active (total vol 37.0K, top 5.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Jul 171.752.38$2.0730.4%5.6K0.152.2K
$1300.00Jul 240.801.10$0.9531.6%4.9K0.04260
$1200.00Jul 2410.1515.40$12.7841.1%1.3K0.33102
$1180.00Jul 173.708.00$5.8573.5%1.3K0.37409
$1220.00Jul 170.430.83$0.6363.5%8840.051.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1095.00Jul 242.034.30$3.1771.6%8460.1068
$1155.00Aug 1447.4552.70$50.0810.5%4740.4314
$1155.00Aug 743.4548.70$46.0811.4%4700.4317
$1160.00Aug 746.0050.95$48.4810.2%3490.4542
$1150.00Jul 172.703.75$3.2332.5%3400.21578

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 90 strikes (avg 72.8%, max 301.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1360.00Jul 17Aug 28176.9%44.1%301.2%32260
$1000.00Jul 17Aug 21137.0%42.2%224.6%8627
$1380.00Jul 17Aug 21129.4%44.0%194.0%113721
$1400.00Jul 17Aug 28114.7%43.5%163.6%1652.5K
$1330.00Jul 17Jul 24116.3%48.1%141.9%3--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$960.00Jul 17Aug 21166.2%45.1%268.8%1581.2K
$950.00Jul 17Aug 21154.4%45.0%243.1%95903
$940.00Jul 17Aug 21154.7%45.1%242.7%271.4K
$1000.00Jul 17Aug 21137.0%42.2%224.6%2032.2K
$980.00Jul 17Aug 28144.9%44.8%223.6%17--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 355 found (best R:R 135.36, avg 7.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1340.00$1400.00Jul 31$0.44$59.56$0.44135.36$1340.44
$1380.00$1400.00Jul 24$0.18$19.82$0.18110.11$1380.18
$1300.00$1315.00Jul 24$0.17$14.83$0.1787.24$1300.17
$1360.00$1380.00Jul 24$0.36$19.64$0.3654.56$1360.36
$1315.00$1320.00Jul 24$0.12$4.88$0.1240.67$1315.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1025.00$1010.00Jul 17$0.15$14.85$0.1599.00$1024.85
$985.00$950.00Jul 31$0.40$34.60$0.4086.50$984.60
$960.00$950.00Jul 17$0.16$9.84$0.1661.50$959.84
$1095.00$1090.00Jul 17$0.10$4.90$0.1049.00$1094.90
$1015.00$1010.00Jul 24$0.11$4.89$0.1144.45$1014.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 430 found (best R:R 199.00, avg 2.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1000.00$1040.00Jul 24$39.73$39.73$0.27147.15$1039.73
$1040.00$1050.00Jul 17$9.75$9.75$0.2539.00$1049.75
$1000.00$1050.00Jul 31$48.45$48.45$1.5531.26$1048.45
$1040.00$1050.00Jul 24$9.62$9.62$0.3825.32$1049.62
$960.00$970.00Jul 17$9.50$9.50$0.5019.00$969.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1375.00$1255.00Jul 17$119.40$119.40$0.60199.00$1255.60
$1390.00$1385.00Jul 17$4.78$4.78$0.2221.73$1385.22
$1205.00$1200.00Jul 17$4.70$4.70$0.3015.67$1200.30
$1220.00$1215.00Jul 17$4.65$4.65$0.3513.29$1215.35
$1190.00$1185.00Jul 24$4.59$4.59$0.4111.20$1185.41

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 112 found (avg debit $6.99, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1400.00Jul 17Jul 24$0.08114.7%45.4%
$1380.00Jul 17Jul 24$0.12129.4%47.6%
$1340.00Jul 17Jul 24$0.4395.4%43.3%
$1345.00Jul 17Jul 24$0.5194.2%45.0%
$1320.00Jul 17Jul 24$0.5890.4%41.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$990.00Jul 17Jul 24$0.08141.3%49.7%
$945.00Jul 24Jul 31$0.0983.6%61.6%
$980.00Jul 17Jul 24$0.12144.9%52.2%
$940.00Jul 17Jul 24$0.24154.7%62.9%
$1000.00Jul 17Jul 24$0.24137.0%50.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 137 found (cheapest 1.67% of stock, avg 8.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1170.00Jul 17$10.58$8.93$19.51$1150.49$1189.511.67%
$1175.00Jul 17$8.60$11.60$20.20$1154.80$1195.201.73%
$1180.00Jul 17$5.85$14.55$20.40$1159.60$1200.401.74%
$1165.00Jul 17$14.03$7.08$21.11$1143.89$1186.111.81%
$1160.00Jul 17$16.42$4.85$21.27$1138.73$1181.271.82%
$1155.00Jul 17$20.38$3.13$23.51$1131.49$1178.512.01%
$1185.00Jul 17$4.93$18.60$23.53$1161.47$1208.532.01%
$1190.00Jul 17$3.50$22.13$25.63$1164.37$1215.632.19%
$1150.00Jul 17$23.33$3.23$26.56$1123.44$1176.562.27%
$1195.00Jul 17$2.78$26.40$29.18$1165.82$1224.182.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.51% of stock, avg 6.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1195.00$1155.00Jul 17$2.78$3.13$5.91$1149.09$1200.91
$1195.00$1150.00Jul 17$2.78$3.23$6.01$1143.99$1201.01
$1190.00$1155.00Jul 17$3.50$3.13$6.63$1148.37$1196.63
$1190.00$1150.00Jul 17$3.50$3.23$6.73$1143.27$1196.73
$1195.00$1160.00Jul 17$2.78$4.85$7.63$1152.37$1202.63
$1185.00$1155.00Jul 17$4.93$3.13$8.06$1146.94$1193.06
$1185.00$1150.00Jul 17$4.93$3.23$8.16$1141.84$1193.16
$1190.00$1160.00Jul 17$3.50$4.85$8.35$1151.65$1198.35
$1180.00$1155.00Jul 17$5.85$3.13$8.98$1146.02$1188.98
$1180.00$1150.00Jul 17$5.85$3.23$9.08$1140.92$1189.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 512 found (best R:R 87.24, avg credit $9.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
970/9751070/1085Jul 24$14.83$0.1787.24$960.17$1084.83
995/10001040/1050Jul 24$9.88$0.1282.33$990.12$1049.88
955/9601070/1085Jul 24$14.79$0.2170.43$945.21$1084.79
950/9851000/1050Jul 31$48.85$1.1542.48$936.15$1048.85
1005/10101040/1050Jul 24$9.75$0.2539.00$1000.25$1049.75
940/9451085/1100Jul 24$14.62$0.3838.47$930.38$1099.62
1035/10401130/1135Jul 24$4.87$0.1337.46$1035.13$1134.87
1060/10651130/1135Jul 24$4.87$0.1337.46$1060.13$1134.87
1010/10151040/1050Jul 24$9.73$0.2736.04$1005.27$1049.73
1090/11001130/1140Jul 31$9.66$0.3428.41$1090.34$1139.66

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 188 found (best R:R 110.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1360.00$1380.00$1400.00Jul 24$0.18$19.82110.11
$1080.00$1085.00$1090.00Jul 17$0.05$4.9599.00
$1335.00$1340.00$1345.00Jul 17$0.06$4.9482.33
$1280.00$1285.00$1290.00Jul 24$0.06$4.9482.33
$1300.00$1320.00$1340.00Jul 31$0.26$19.7475.92
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1110.00$1120.00$1130.00Aug 21$0.10$9.9099.00
$1020.00$1030.00$1040.00Aug 21$0.11$9.8989.91
$1085.00$1090.00$1095.00Jul 24$0.06$4.9482.33
$1125.00$1130.00$1135.00Aug 14$0.06$4.9482.33
$980.00$990.00$1000.00Aug 21$0.12$9.8882.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 205 found (best net $-0.05, 181 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1340.00$1400.001:2Jul 31-$0.05$59.95
$1360.00$1400.001:2Aug 7-$2.31$37.69
$1320.00$1360.001:2Aug 7-$3.50$36.50
$1360.00$1400.001:2Aug 28-$5.28$34.72
$1320.00$1360.001:2Aug 28-$10.81$29.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1295.00$1220.001:2Aug 7-$24.73$50.27
$990.00$955.001:2Aug 14-$0.76$34.24
$985.00$950.001:2Jul 31-$1.60$33.40
$1030.00$1005.001:2Jul 31-$0.39$24.61
$980.00$960.001:2Jul 17-$0.32$19.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 149 found (best yield 5.48%, avg 1.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1175.00Aug 28$64.050.520.5%5.48%5.98%1--
$1170.00Aug 21$62.150.530.1%5.32%5.39%2276
$1170.00Aug 14$58.000.530.1%4.96%5.03%2--
$1185.00Aug 28$57.450.501.4%4.91%6.27%19
$1180.00Aug 21$57.000.510.9%4.88%5.80%71336
$1190.00Aug 28$56.050.491.8%4.79%6.58%218
$1175.00Aug 14$55.550.520.5%4.75%5.25%138
$1170.00Aug 7$53.100.520.1%4.54%4.61%2--
$1180.00Aug 14$53.000.500.9%4.53%5.46%1925
$1200.00Aug 28$52.100.462.6%4.46%7.09%1--

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 30,767
Total Puts 29,014
Put/Call Ratio 0.94
Net Difference 1,753

Prior's Put/Call Breakdown

Total Calls 16,447
Total Puts 25,599
Put/Call Ratio 1.56
Net Difference -9,152

Prior 7-Day Put/Call Summary

Total Calls 136,778
Total Puts 166,570
Average Put/Call Ratio 1.33
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