Tour v500
LLY
ELI LILLY AND CO
$1231.94 +3.90%
$1229.94 (-0.16%)🌙
as of 08/10 06:50 PM
8/10 18:50

Option Volume

Detail
Current (08/10) 55,518
Calls: 28,619 (52%)
Puts: 26,899 (48%)
Prior (08/07) 59,679
Calls: 39,427 (66%)
Puts: 20,252 (34%)
Current vs Prior -6.97%
Calls: -27.41% (Calls)
Puts: +32.82% (Puts)
Prior 7-Day Total 399,000
Calls: 207,354 (52%)
Puts: 191,646 (48%)
Prior 7-Day Average 57,000
Calls: 29,622 (52%)
Puts: 27,378 (48%)
Current vs Prior 7-Day Avg -2.60%
Calls: -3.39%
Puts: -1.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10) $125.67M
Calls: $90.26M (72%)
Puts: $35.41M (28%)
Prior (08/07) $68.56M
Calls: $51.62M (75%)
Puts: $16.94M (25%)
Current vs Prior +83.29%
Calls: +74.84%
Puts: +109.05%
Prior 7-Day Total $778.00M
Calls: $474.28M (61%)
Puts: $303.72M (39%)
Prior 7-Day Average $111.14M
Calls: $67.75M (61%)
Puts: $43.39M (39%)
Current vs Prior 7-Day Avg +13.07%
Calls: +33.21%
Puts: -18.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10) 0.94
Prior (08/07) 0.51
Current vs Prior +82.98%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg -17.52%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/10) 197,593
Calls: 106,318 (54%)
Puts: 91,275 (46%)
Prior (08/07) 189,209
Calls: 99,621 (53%)
Puts: 89,588 (47%)
Current vs Prior +4.43%
Prior 7-Day Total 1,637,049
Calls: 768,093 (47%)
Puts: 868,956 (53%)
Prior 7-Day Average 233,864
Calls: 109,727 (47%)
Puts: 124,136 (53%)
Current vs Prior 7-Day Avg -15.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 3.07% | 4.68%4.68% | 8.94%
Prior 3.47% | 5.04%5.04% | 9.34%
Current vs Prior -11.49% | -6.99%-6.99% | -4.32%
Prior 7-Day Avg 4.69% | 6.76%7.70% | 11.12%
Current vs 7-Day Avg -34.45% | -30.71%-39.15% | -19.64%
Prior 7-Day Eod 3.47% | 5.04%5.04% | 9.34%
Current vs 7-Day Eod -11.49% | -6.99%-6.99% | -4.32%
Sentiment BULLISHBULLISH

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 23.05% | 19.64%
Calls: 17.27% | 17.29%
Puts: 28.83% | 21.97%
Current vs 7-Day Avg +17.92% | +8.87%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($90.26M). Elevated premium activity with dollar volume up 83% vs prior. P/C ratio rising 83% - increased hedging/bearish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 85 of results (avg 7.8%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1270.00Aug 145.355.50$5.432.8%2220.20105
$1000.00Sep 18230.50237.50$234.003.0%91.00403
$1400.00Aug 282.472.55$2.513.2%2.3K0.0687
$1250.00Aug 1410.0010.40$10.203.9%2.4K0.33999
$1040.00Sep 18192.65201.85$197.254.7%300.94558
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Aug 21166.00178.00$172.007.0%20.967
$1380.00Sep 4149.40160.30$154.857.0%10.87--
$1320.00Aug 2192.0099.00$95.507.3%20.8712
$1300.00Sep 1890.2098.00$94.108.3%360.68215
$1335.00Aug 14101.00110.00$105.508.5%10.97--

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. 209 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$990.00Aug 14233.15246.95$240.055.7%51.002
$1000.00Aug 14225.25240.00$232.636.3%51.0029
$1045.00Aug 14178.00193.95$185.988.6%21.003
$1050.00Aug 14174.50185.70$180.106.2%21.0065
$1060.00Aug 14163.65179.00$171.339.0%41.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1335.00Aug 14101.00110.00$105.508.5%10.97--
$1400.00Aug 21166.00178.00$172.007.0%20.967
$1380.00Aug 21144.00159.00$151.509.9%10.95--
$1300.00Aug 1468.2577.00$72.6312.0%100.915
$1290.00Aug 1458.0068.00$63.0015.9%50.89--

Most actively traded options today. High liquidity = easy entry/exit. 568 active (total vol 32.2K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Aug 1410.0010.40$10.203.9%2.4K0.33999
$1400.00Aug 282.472.55$2.513.2%2.3K0.0687
$1300.00Aug 217.007.60$7.308.2%2.1K0.181.8K
$1300.00Aug 141.902.10$2.0010.0%1.9K0.09708
$1400.00Aug 211.001.28$1.1424.6%6100.031.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 182.022.69$2.3628.4%8310.042.7K
$1050.00Sep 184.355.20$4.7817.8%7940.07251
$1040.00Sep 183.754.60$4.1820.3%5950.07151
$1020.00Aug 210.100.63$0.37143.2%5090.01965
$1150.00Aug 140.441.15$0.8088.8%3000.04195

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 124 strikes (avg 26.6%, max 165.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1380.00Aug 14Sep 1879.9%34.1%134.2%28264
$1050.00Aug 14Sep 1864.9%34.5%88.0%21247
$1000.00Aug 14Sep 1865.3%36.8%77.6%14432
$1060.00Aug 14Sep 1859.7%34.2%74.8%10390
$1440.00Aug 14Sep 1859.4%35.0%70.0%421.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$995.00Aug 14Sep 4112.1%42.3%165.0%13--
$990.00Aug 14Sep 1880.4%37.6%113.8%371.2K
$1040.00Aug 14Sep 1873.0%35.0%108.6%602260
$1030.00Aug 14Sep 1871.7%35.4%102.7%136318
$1050.00Aug 14Sep 1864.9%34.5%88.0%806389

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 326 found (best R:R 199.00, avg 9.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1440.00$1460.00Aug 14$0.10$19.90$0.10199.00$1440.10
$1420.00$1440.00Aug 21$0.21$19.79$0.2194.24$1420.21
$1440.00$1460.00Aug 21$0.27$19.73$0.2773.07$1440.27
$1360.00$1400.00Aug 28$0.73$39.27$0.7353.79$1360.73
$1390.00$1400.00Aug 14$0.21$9.79$0.2146.62$1390.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1030.00$1000.00Aug 14$0.22$29.78$0.22135.36$1029.78
$1070.00$1055.00Sep 4$0.22$14.78$0.2267.18$1069.78
$1040.00$1030.00Aug 14$0.17$9.83$0.1757.82$1039.83
$1060.00$1050.00Aug 28$0.18$9.82$0.1854.56$1059.82
$1040.00$1030.00Aug 21$0.19$9.81$0.1951.63$1039.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 441 found (best R:R 39.00, avg 2.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1080.00$1100.00Aug 28$19.50$19.50$0.5039.00$1099.50
$1227.50$1230.00Aug 14$2.40$2.40$0.1024.00$1229.90
$1090.00$1100.00Aug 21$9.53$9.53$0.4720.28$1099.53
$1100.00$1110.00Aug 14$9.47$9.47$0.5317.87$1109.47
$1150.00$1160.00Aug 21$9.45$9.45$0.5517.18$1159.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1300.00$1290.00Aug 14$9.63$9.63$0.3726.03$1290.37
$1335.00$1300.00Aug 14$32.87$32.87$2.1315.43$1302.13
$1165.00$1160.00Aug 28$4.68$4.68$0.3214.62$1160.32
$1380.00$1320.00Aug 21$56.00$56.00$4.0014.00$1324.00
$1215.00$1212.50Aug 21$2.33$2.33$0.1713.71$1212.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 114 found (avg debit $6.23, cheapest $0.14)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1460.00Aug 14Aug 21$0.5754.9%46.3%
$1120.00Aug 14Aug 21$0.6040.9%35.4%
$1100.00Aug 14Aug 21$0.6846.1%36.4%
$1440.00Aug 14Aug 21$0.7459.4%45.6%
$1400.00Aug 14Aug 21$1.0448.6%40.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Aug 14Aug 21$0.1465.3%47.3%
$1060.00Aug 14Aug 21$0.2459.7%39.8%
$1080.00Aug 14Aug 21$0.3753.6%37.1%
$1005.00Aug 28Sep 4$0.4443.1%39.4%
$1070.00Aug 14Aug 21$0.5559.2%41.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 192 found (cheapest 2.80% of stock, avg 8.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1230.00Aug 14$16.50$18.00$34.50$1195.50$1264.502.80%
$1222.50Aug 14$20.65$14.00$34.65$1187.85$1257.152.81%
$1225.00Aug 14$19.43$15.50$34.93$1190.07$1259.932.84%
$1227.50Aug 14$18.90$16.75$35.65$1191.85$1263.152.89%
$1215.00Aug 14$25.00$10.90$35.90$1179.10$1250.902.91%
$1235.00Aug 14$15.05$21.35$36.40$1198.60$1271.402.95%
$1240.00Aug 14$12.55$24.00$36.55$1203.45$1276.552.97%
$1220.00Aug 14$22.65$14.53$37.18$1182.82$1257.183.02%
$1212.50Aug 14$27.33$11.13$38.46$1174.04$1250.963.12%
$1210.00Aug 14$29.00$10.03$39.03$1170.97$1249.033.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.89% of stock, avg 4.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1250.00$1217.50Aug 14$10.20$13.08$23.28$1194.22$1273.28
$1250.00$1222.50Aug 14$10.20$14.00$24.20$1198.30$1274.20
$1250.00$1220.00Aug 14$10.20$14.53$24.73$1195.27$1274.73
$1245.00$1217.50Aug 14$11.80$13.08$24.88$1192.62$1269.88
$1240.00$1217.50Aug 14$12.55$13.08$25.63$1191.87$1265.63
$1245.00$1222.50Aug 14$11.80$14.00$25.80$1196.70$1270.80
$1250.00$1225.00Aug 14$10.20$15.50$25.70$1199.30$1275.70
$1245.00$1220.00Aug 14$11.80$14.53$26.33$1193.67$1271.33
$1240.00$1222.50Aug 14$12.55$14.00$26.55$1195.95$1266.55
$1250.00$1227.50Aug 14$10.20$16.75$26.95$1200.55$1276.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 270 found (best R:R 70.43, avg credit $7.65)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1110/11151145/1155Sep 11$9.86$0.1470.43$1105.14$1154.86
1050/10601080/1100Aug 28$19.68$0.3261.50$1040.32$1099.68
1005/10101120/1140Sep 4$19.65$0.3556.14$990.35$1139.65
1045/10501080/1100Aug 28$19.62$0.3851.63$1030.38$1099.62
1020/10251100/1120Sep 4$19.60$0.4049.00$1005.40$1119.60
1105/11101175/1180Sep 11$4.90$0.1049.00$1105.10$1179.90
1120/11251175/1180Sep 11$4.90$0.1049.00$1120.10$1179.90
1050/10601090/1100Aug 21$9.77$0.2342.48$1050.23$1099.77
1110/11151200/1205Sep 11$4.88$0.1240.67$1110.12$1204.88
1110/11151205/1210Sep 11$4.88$0.1240.67$1110.12$1209.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 201 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1160.00$1170.00$1180.00Sep 18$0.05$9.95199.00
$1110.00$1120.00$1130.00Sep 18$0.16$9.8461.50
$1340.00$1360.00$1380.00Aug 21$0.34$19.6657.82
$1175.00$1180.00$1185.00Sep 4$0.10$4.9049.00
$1255.00$1260.00$1265.00Aug 14$0.12$4.8840.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$990.00$1000.00$1010.00Sep 18$0.07$9.93141.86
$1040.00$1050.00$1060.00Aug 14$0.11$9.8989.91
$1230.00$1235.00$1240.00Aug 21$0.07$4.9370.43
$1050.00$1060.00$1070.00Aug 21$0.16$9.8461.50
$1040.00$1050.00$1060.00Sep 18$0.17$9.8357.82

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 187 found (best net $-0.53, 173 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1400.00$1460.001:2Sep 11-$0.53$59.47
$1400.00$1440.001:2Sep 4-$1.08$38.92
$1360.00$1400.001:2Aug 28-$1.78$38.22
$1440.00$1460.001:2Aug 21-$0.33$19.67
$1380.00$1400.001:2Aug 21-$0.53$19.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1030.00$1000.001:2Sep 11-$0.36$29.64
$1380.00$1320.001:2Aug 21-$39.50$20.50
$1095.00$1075.001:2Sep 4-$6.71$13.29
$1040.00$1030.001:2Aug 21-$0.05$9.95
$1070.00$1060.001:2Aug 21-$0.05$9.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 99 found (best yield 3.70%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1240.00Sep 18$45.600.490.7%3.70%4.36%25790
$1250.00Sep 18$41.000.461.5%3.33%4.79%81199
$1240.00Sep 11$40.000.480.7%3.25%3.90%82
$1260.00Sep 18$38.900.432.3%3.16%5.44%401.1K
$1235.00Sep 4$37.000.490.2%3.00%3.25%61
$1240.00Sep 4$35.000.470.7%2.84%3.50%536
$1250.00Sep 11$35.000.451.5%2.84%4.31%8--
$1270.00Sep 18$34.350.403.1%2.79%5.88%1340
$1255.00Sep 11$33.000.441.9%2.68%4.55%1--
$1260.00Sep 11$31.000.422.3%2.52%4.79%74

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 28,619
Total Puts 26,899
Put/Call Ratio 0.94
Net Difference 1,720

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 207,354
Total Puts 191,646
Average Put/Call Ratio 1.14
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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