Tour v494
LLY
ELI LILLY AND CO
$1185.71 -0.52%
8/7 18:49

Option Volume

Detail
Current (08/07) 59,679
Calls: 39,427 (66%)
Puts: 20,252 (34%)
Prior (08/06) 67,261
Calls: 42,773 (64%)
Puts: 24,488 (36%)
Current vs Prior -11.27%
Calls: -7.82% (Calls)
Puts: -17.30% (Puts)
Prior 7-Day Total 378,435
Calls: 176,502 (47%)
Puts: 201,933 (53%)
Prior 7-Day Average 54,062
Calls: 25,214 (47%)
Puts: 28,847 (53%)
Current vs Prior 7-Day Avg +10.39%
Calls: +56.37%
Puts: -29.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $68.56M
Calls: $51.62M (75%)
Puts: $16.94M (25%)
Prior (08/06) $87.79M
Calls: $65.29M (74%)
Puts: $22.50M (26%)
Current vs Prior -21.90%
Calls: -20.94%
Puts: -24.71%
Prior 7-Day Total $787.93M
Calls: $448.25M (57%)
Puts: $339.68M (43%)
Prior 7-Day Average $112.56M
Calls: $64.04M (57%)
Puts: $48.53M (43%)
Current vs Prior 7-Day Avg -39.09%
Calls: -19.38%
Puts: -65.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.51
Prior (08/06) 0.57
Current vs Prior -10.28%
Prior 7-Day Average 1.57
Current vs Prior 7-Day Avg -67.38%
Sentiment BULLISH

Open Interest

Detail
Current (08/07) 189,209
Calls: 99,621 (53%)
Puts: 89,588 (47%)
Prior (08/06) 213,088
Calls: 106,566 (50%)
Puts: 106,522 (50%)
Current vs Prior -11.21%
Prior 7-Day Total 1,603,681
Calls: 741,829 (46%)
Puts: 861,852 (54%)
Prior 7-Day Average 229,097
Calls: 105,975 (46%)
Puts: 123,121 (54%)
Current vs Prior 7-Day Avg -17.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 0.53% | 3.47%5.04% | 9.34%
Prior 2.05% | 4.32%5.89% | 9.86%
Current vs Prior +69.51% | +16.48%-14.46% | -5.31%
Prior 7-Day Avg 4.52% | 7.13%8.32% | 11.52%
Current vs 7-Day Avg -23.28% | -29.38%-39.46% | -18.92%
Prior 7-Day Eod 2.05% | 4.32%5.89% | 9.86%
Current vs 7-Day Eod +69.51% | +16.48%-14.46% | -5.31%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Prior 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 22.69% | 19.62%
Calls: 18.04% | 17.57%
Puts: 27.34% | 21.67%
Current vs 7-Day Avg +19.77% | +8.95%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($51.62M) vs puts ($16.94M). Bullish P/C ratio of 0.51.

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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 56 of results (avg 8.1%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 7228.80241.65$235.235.5%31.00--
$995.00Aug 7185.00196.00$190.505.8%21.001
$970.00Aug 21209.20222.20$215.706.0%40.9931
$980.00Aug 21199.95212.50$206.236.1%10.99--
$980.00Aug 7200.00213.00$206.506.3%41.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1390.00Aug 7199.00210.00$204.505.4%21.00--
$1270.00Sep 18100.00108.00$104.007.7%10.71--
$1250.00Sep 1886.0093.00$89.507.8%30.6619
$1335.00Aug 7142.75155.00$148.888.2%11.00--
$1240.00Sep 1879.0086.00$82.508.5%100.6454

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. 182 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 7228.80241.65$235.235.5%31.00--
$980.00Aug 7200.00213.00$206.506.3%41.003
$995.00Aug 7185.00196.00$190.505.8%21.001
$1000.00Aug 7180.00193.00$186.507.0%71.0034
$1010.00Aug 7170.00183.00$176.507.4%31.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1190.00Aug 70.018.30$4.16199.3%461.0073
$1192.50Aug 73.0011.00$7.00114.3%11.00--
$1195.00Aug 75.0013.60$9.3092.5%161.0054
$1200.00Aug 710.0019.00$14.5062.1%661.00150
$1205.00Aug 715.0023.50$19.2544.2%21.0061

Most actively traded options today. High liquidity = easy entry/exit. 610 active (total vol 44.5K, top 4.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.000.01$0.01100.0%4.7K0.002.0K
$1220.00Aug 70.000.01$0.01100.0%2.9K0.002.1K
$1200.00Aug 70.000.01$0.01100.0%2.1K0.001.4K
$1240.00Aug 70.000.01$0.01100.0%1.1K0.001.3K
$1190.00Aug 70.000.65$0.33197.0%8530.17246
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1120.00Aug 70.000.04$0.02200.0%5790.00198
$1070.00Aug 70.000.01$0.01100.0%5120.00344
$1115.00Aug 70.000.01$0.01100.0%4650.00391
$1100.00Aug 70.000.01$0.01100.0%4510.00923
$1150.00Aug 70.000.05$0.03166.7%4400.01276

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 136 strikes (avg 841.9%, max 2692.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$980.00Aug 7Sep 18742.0%34.6%2042.1%891
$1000.00Aug 7Sep 18668.3%34.5%1837.0%15440
$1400.00Aug 7Sep 18641.3%34.2%1777.3%1701.4K
$1010.00Aug 7Sep 18631.9%34.8%1717.2%741
$1380.00Aug 7Sep 18589.6%35.1%1577.4%252560
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$960.00Aug 7Sep 181021.5%36.6%2692.4%43541
$950.00Aug 7Sep 18854.8%36.5%2239.5%451.1K
$980.00Aug 7Sep 18742.0%34.6%2042.1%76520
$970.00Aug 7Sep 18779.3%36.7%2023.0%8152
$990.00Aug 7Sep 18705.1%35.3%1898.1%41518

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 321 found (best R:R 152.85, avg 9.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1380.00$1400.00Aug 14$0.17$19.83$0.17116.65$1380.17
$1320.00$1340.00Aug 14$0.22$19.78$0.2289.91$1320.22
$1400.00$1420.00Sep 18$0.23$19.77$0.2385.96$1400.23
$1340.00$1360.00Aug 21$0.33$19.67$0.3359.61$1340.33
$1380.00$1400.00Aug 28$0.38$19.62$0.3851.63$1380.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1020.00$1000.00Aug 21$0.13$19.87$0.13152.85$1019.87
$980.00$970.00Aug 21$0.10$9.90$0.1099.00$979.90
$980.00$960.00Aug 14$0.21$19.79$0.2194.24$979.79
$1060.00$1050.00Aug 21$0.17$9.83$0.1757.82$1059.83
$1030.00$1020.00Aug 21$0.19$9.81$0.1951.63$1029.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 405 found (best R:R 132.33, avg 2.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1030.00$1050.00Aug 14$19.85$19.85$0.15132.33$1049.85
$1070.00$1075.00Aug 7$4.90$4.90$0.1049.00$1074.90
$1020.00$1050.00Aug 21$29.30$29.30$0.7041.86$1049.30
$1080.00$1100.00Aug 7$19.50$19.50$0.5039.00$1099.50
$1070.00$1090.00Aug 14$19.50$19.50$0.5039.00$1089.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1212.50$1210.00Aug 14$2.38$2.38$0.1219.83$1210.12
$1205.00$1200.00Aug 7$4.75$4.75$0.2519.00$1200.25
$1195.00$1192.50Aug 7$2.30$2.30$0.2011.50$1192.70
$1227.50$1220.00Aug 7$6.50$6.50$1.006.50$1221.00
$980.00$975.00Aug 28$4.14$4.14$0.864.81$975.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 135 found (avg debit $5.89, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1400.00Aug 7Aug 14$0.12641.3%47.0%
$1365.00Aug 7Aug 14$0.18550.1%42.7%
$1420.00Aug 14Aug 21$0.2156.4%42.1%
$1000.00Aug 7Aug 21$0.23668.3%39.0%
$1350.00Aug 7Aug 14$0.29509.9%42.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$950.00Aug 7Aug 21$0.14854.8%44.3%
$1050.00Aug 7Aug 14$0.17488.3%37.0%
$995.00Aug 7Aug 14$0.19686.7%52.2%
$1055.00Aug 7Aug 14$0.19470.6%36.3%
$1040.00Aug 7Aug 14$0.22523.9%40.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 173 found (cheapest 0.33% of stock, avg 7.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1185.00Aug 7$2.16$1.80$3.96$1181.04$1188.960.33%
$1190.00Aug 7$0.33$4.16$4.49$1185.51$1194.490.38%
$1180.00Aug 7$6.75$0.37$7.12$1172.88$1187.120.60%
$1192.50Aug 7$0.20$7.00$7.20$1185.30$1199.700.61%
$1177.50Aug 7$9.00$0.17$9.17$1168.33$1186.670.77%
$1195.00Aug 7$0.32$9.30$9.62$1185.38$1204.620.81%
$1175.00Aug 7$11.50$0.38$11.88$1163.12$1186.881.00%
$1172.50Aug 7$14.00$0.12$14.12$1158.38$1186.621.19%
$1200.00Aug 7$0.01$14.50$14.51$1185.49$1214.511.22%
$1170.00Aug 7$16.50$0.93$17.43$1152.57$1187.431.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.06% of stock, avg 4.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1190.00$1180.00Aug 7$0.33$0.37$0.70$1179.30$1190.70
$1195.00$1180.00Aug 7$0.32$0.37$0.69$1179.31$1195.69
$1202.50$1180.00Aug 7$0.56$0.37$0.93$1179.07$1203.43
$1207.50$1180.00Aug 7$0.83$0.37$1.20$1178.80$1208.70
$1190.00$1170.00Aug 7$0.33$0.93$1.26$1168.74$1191.26
$1195.00$1170.00Aug 7$0.32$0.93$1.25$1168.75$1196.25
$1202.50$1170.00Aug 7$0.56$0.93$1.49$1168.51$1203.99
$1190.00$1162.50Aug 7$0.33$1.38$1.71$1160.79$1191.71
$1195.00$1162.50Aug 7$0.32$1.38$1.70$1160.80$1196.70
$1207.50$1170.00Aug 7$0.83$0.93$1.76$1168.24$1209.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 386 found (best R:R 116.65, avg credit $8.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
980/9851070/1090Aug 14$19.83$0.17116.65$965.17$1089.83
1000/10051070/1090Aug 14$19.79$0.2194.24$985.21$1089.79
960/9801070/1090Aug 14$19.71$0.2967.97$960.29$1089.71
1080/10901100/1110Aug 21$9.84$0.1661.50$1080.16$1109.84
980/9851100/1110Aug 14$9.83$0.1757.82$975.17$1109.83
1060/10651070/1090Aug 14$19.66$0.3457.82$1045.34$1089.66
1015/10201070/1090Aug 14$19.65$0.3556.14$1000.35$1089.65
970/9801020/1050Aug 21$29.40$0.6049.00$950.60$1049.40
1000/10051100/1110Aug 14$9.79$0.2146.62$995.21$1109.79
1045/10501155/1160Sep 4$4.89$0.1144.45$1045.11$1159.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 189 found (best R:R 249.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1320.00$1340.00$1360.00Aug 21$0.08$19.92249.00
$1300.00$1320.00$1340.00Sep 18$0.23$19.7785.96
$1115.00$1120.00$1125.00Aug 14$0.08$4.9261.50
$1125.00$1130.00$1135.00Aug 14$0.08$4.9261.50
$1380.00$1400.00$1420.00Aug 14$0.37$19.6353.05
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1070.00$1080.00$1090.00Aug 21$0.08$9.92124.00
$1060.00$1070.00$1080.00Sep 18$0.08$9.92124.00
$1010.00$1020.00$1030.00Sep 18$0.09$9.91110.11
$1050.00$1055.00$1060.00Aug 14$0.06$4.9482.33
$950.00$960.00$970.00Sep 18$0.13$9.8775.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 256 found (best net $-5.21, 227 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1360.00$1400.001:2Sep 11-$5.21$34.79
$1250.00$1280.001:2Sep 4-$7.34$22.66
$1360.00$1380.001:2Aug 21-$0.06$19.94
$1320.00$1340.001:2Aug 14-$0.11$19.89
$1280.00$1300.001:2Aug 21-$0.19$19.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1020.00$1000.001:2Aug 21-$0.23$19.77
$1020.00$1000.001:2Sep 4-$0.35$19.65
$1040.00$1020.001:2Sep 4-$2.97$17.03
$1010.00$995.001:2Sep 11-$2.67$12.33
$960.00$950.001:2Aug 21-$0.09$9.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 112 found (best yield 4.13%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1190.00Sep 18$49.000.510.4%4.13%4.49%1828
$1200.00Sep 18$44.000.481.2%3.71%4.92%871.3K
$1190.00Sep 11$42.000.500.4%3.54%3.90%77
$1210.00Sep 18$39.000.452.0%3.29%5.34%6116
$1190.00Sep 4$37.000.500.4%3.12%3.48%3396
$1200.00Sep 11$37.000.471.2%3.12%4.33%921
$1220.00Sep 18$35.000.422.9%2.95%5.84%41.8K
$1200.00Sep 4$33.000.471.2%2.78%3.99%1856
$1210.00Sep 11$33.000.442.0%2.78%4.83%44
$1190.00Aug 28$31.000.490.4%2.61%2.98%1347

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 39,427
Total Puts 20,252
Put/Call Ratio 0.51
Net Difference 19,175

Prior's Put/Call Breakdown

Total Calls 42,773
Total Puts 24,488
Put/Call Ratio 0.57
Net Difference 18,285

Prior 7-Day Put/Call Summary

Total Calls 176,502
Total Puts 201,933
Average Put/Call Ratio 1.57
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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