Tour v504
LLY
ELI LILLY AND CO
$1215.02 -1.37%
$1215.99 (+0.08%)🌙
as of 08/11 06:51 PM
8/11 18:51

Option Volume

Detail
Current (08/11) 57,830
Calls: 25,520 (44%)
Puts: 32,310 (56%)
Prior (08/10) 55,518
Calls: 28,619 (52%)
Puts: 26,899 (48%)
Current vs Prior +4.16%
Calls: -10.83% (Calls)
Puts: +20.12% (Puts)
Prior 7-Day Total 413,784
Calls: 223,315 (54%)
Puts: 190,469 (46%)
Prior 7-Day Average 59,112
Calls: 31,902 (54%)
Puts: 27,209 (46%)
Current vs Prior 7-Day Avg -2.17%
Calls: -20.01%
Puts: +18.74%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/11) $79.51M
Calls: $44.60M (56%)
Puts: $34.91M (44%)
Prior (08/10) $125.67M
Calls: $90.26M (72%)
Puts: $35.41M (28%)
Current vs Prior -36.73%
Calls: -50.59%
Puts: -1.40%
Prior 7-Day Total $816.99M
Calls: $531.35M (65%)
Puts: $285.65M (35%)
Prior 7-Day Average $116.71M
Calls: $75.91M (65%)
Puts: $40.81M (35%)
Current vs Prior 7-Day Avg -31.87%
Calls: -41.25%
Puts: -14.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 1.27
Prior (08/10) 0.94
Current vs Prior +34.70%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +32.31%
Sentiment BEARISH

Open Interest

Detail
Current (08/11) 194,172
Calls: 108,411 (56%)
Puts: 85,761 (44%)
Prior (08/10) 197,593
Calls: 106,318 (54%)
Puts: 91,275 (46%)
Current vs Prior -1.73%
Prior 7-Day Total 1,655,741
Calls: 796,161 (48%)
Puts: 859,580 (52%)
Prior 7-Day Average 236,534
Calls: 113,737 (48%)
Puts: 122,797 (52%)
Current vs Prior 7-Day Avg -17.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 2.61% | 4.62%4.62% | 8.85%
Prior 3.07% | 4.68%4.68% | 8.94%
Current vs Prior -15.14% | -1.40%-1.40% | -1.00%
Prior 7-Day Avg 4.86% | 6.37%7.07% | 10.67%
Current vs 7-Day Avg -46.40% | -27.45%-34.71% | -17.07%
Prior 7-Day Eod 3.07% | 4.68%4.68% | 8.94%
Current vs 7-Day Eod -15.14% | -1.40%-1.40% | -1.00%
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 23.41% | 19.65%
Calls: 16.49% | 17.02%
Puts: 30.32% | 22.28%
Current vs 7-Day Avg +16.12% | +8.78%
Liquidity Expensive
+
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🤖 AI Insights

Bearish P/C ratio of 1.27 indicates protective positioning. P/C ratio rising 35% - 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 BULLISH
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 73 of results (avg 7.3%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$980.00Sep 18232.85243.85$238.354.6%11.00--
$1000.00Aug 14205.85216.05$210.954.8%61.0029
$1020.00Sep 18193.00202.85$197.935.0%20.94119
$990.00Sep 18220.00231.30$225.655.0%51.00131
$1000.00Sep 18212.00222.90$217.455.0%111.00396
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1440.00Sep 25226.50237.00$231.754.5%100.89--
$1380.00Sep 25171.00180.00$175.505.1%120.84--
$1420.00Sep 4203.60215.00$209.305.4%60.91--
$1400.00Sep 25188.00199.75$193.886.1%100.86--
$1400.00Sep 4184.00195.60$189.806.1%20.93--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.43, cheapest $0.43)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 140.400.46$0.4314.0%5.3K0.031.6K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 201 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$990.00Aug 14216.60228.25$222.435.2%11.003
$1000.00Aug 14205.85216.05$210.954.8%61.0029
$1070.00Aug 14137.00148.00$142.507.7%21.0010
$1100.00Aug 14107.90116.70$112.307.8%21.0061
$1105.00Aug 14102.00111.30$106.658.7%11.0060
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Aug 14104.00115.15$109.5810.2%100.987
$1300.00Aug 1485.5092.00$88.757.3%10.9710
$1280.00Aug 1466.2573.00$69.639.7%40.944
$1400.00Sep 4184.00195.60$189.806.1%20.93--
$1275.00Aug 1461.0568.00$64.5310.8%20.931

Most actively traded options today. High liquidity = easy entry/exit. 637 active (total vol 39.8K, top 5.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 140.400.46$0.4314.0%5.3K0.031.6K
$1280.00Aug 140.781.43$1.1158.6%1.6K0.06213
$1400.00Aug 280.801.35$1.0850.9%1.2K0.03821
$1300.00Aug 213.504.00$3.7513.3%9790.112.5K
$1250.00Aug 143.354.70$4.0333.5%5900.19919
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$995.00Aug 140.000.11$0.06183.3%1.0K0.0049
$1110.00Aug 140.040.30$0.17152.9%9140.01202
$1020.00Aug 140.000.94$0.47200.0%7270.0192
$985.00Aug 140.010.16$0.09166.7%7200.0058
$1005.00Aug 140.000.18$0.09200.0%6860.0082

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 12.8%, max 26.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1175.00Aug 14Sep 2539.0%31.6%23.6%3059
$1210.00Aug 14Sep 1837.9%31.1%21.7%54212
$1190.00Aug 14Sep 2537.5%31.3%19.8%49173
$1205.00Aug 14Sep 1135.7%30.6%16.8%2587
$1180.00Aug 14Sep 2535.9%31.3%14.6%45183
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1177.50Aug 14Aug 2840.1%31.8%26.0%2836
$1185.00Aug 14Sep 437.7%30.1%25.1%51179
$1175.00Aug 14Sep 2539.0%31.6%23.6%5664
$1210.00Aug 14Sep 1837.9%31.1%21.7%104258
$1190.00Aug 14Sep 2537.5%31.3%19.8%194131

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 404 found (best R:R 79.00, avg 7.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1340.00$1360.00Sep 18$0.25$19.75$0.2517%79.00$1340.25
$1250.00$1260.00Sep 18$1.93$8.07$1.9340%4.18$1251.93
$1340.00$1360.00Sep 25$1.97$18.03$1.9722%9.15$1341.97
$1400.00$1440.00Sep 4$0.34$39.66$0.346%116.65$1400.34
$1230.00$1235.00Aug 21$0.48$4.52$0.4840%9.42$1230.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1180.00$1170.00Sep 18$2.20$7.80$2.2038%3.55$1177.80
$1212.50$1207.50Aug 28$1.28$3.72$1.2848%2.91$1211.22
$1185.00$1170.00Sep 4$4.07$10.93$4.0737%2.69$1180.93
$1160.00$1155.00Sep 25$0.70$4.30$0.7032%6.14$1159.30
$1220.00$1215.00Sep 11$1.63$3.37$1.6351%2.07$1218.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 321 found (best R:R 0.52, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1380.00$1400.00Aug 14$2.87$2.87$17.1393%0.17$1382.87
$1320.00$1340.00Sep 18$5.30$5.30$14.7077%0.36$1325.30
$1290.00$1295.00Sep 11$2.53$2.53$2.4772%1.02$1292.53
$1220.00$1222.50Aug 14$2.27$2.27$0.2357%9.87$1222.27
$1290.00$1295.00Sep 4$2.25$2.25$2.7575%0.82$1292.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1060.00$1050.00Aug 28$3.42$3.42$6.5891%0.52$1056.58
$1150.00$1140.00Sep 18$5.48$5.48$4.5271%1.21$1144.52
$1020.00$1010.00Aug 21$2.72$2.72$7.2895%0.37$1017.28
$1010.00$1000.00Sep 4$2.72$2.72$7.2894%0.37$1007.28
$1105.00$1100.00Aug 28$2.38$2.38$2.6288%0.91$1102.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $10.27, cheapest $9.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1210.00Aug 14Aug 21$10.3237.9%31.7%
$1207.50Aug 14Aug 21$11.1537.1%31.6%
$1205.00Aug 14Aug 21$11.0035.7%31.9%
$1200.00Aug 14Aug 21$9.8034.7%31.1%
$1195.00Aug 14Aug 21$10.0334.5%31.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1210.00Aug 14Aug 21$9.5037.9%31.7%
$1207.50Aug 14Aug 21$9.7537.1%31.6%
$1205.00Aug 14Aug 21$10.4535.7%31.9%
$1200.00Aug 14Aug 21$10.0234.7%31.1%
$1195.00Aug 14Aug 21$9.9234.5%31.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 156 found (cheapest 2.40% of stock, avg 6.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1212.50Aug 14$14.35$14.75$29.10$1183.40$1241.602.40%
$1215.00Aug 14$14.18$16.00$30.18$1184.82$1245.182.48%
$1202.50Aug 14$20.50$9.90$30.40$1172.10$1232.902.50%
$1205.00Aug 14$19.00$11.80$30.80$1174.20$1235.802.53%
$1217.50Aug 14$13.18$17.50$30.68$1186.82$1248.182.53%
$1207.50Aug 14$17.50$13.50$31.00$1176.50$1238.502.55%
$1200.00Aug 14$22.20$9.38$31.58$1168.42$1231.582.60%
$1210.00Aug 14$16.68$15.00$31.68$1178.32$1241.682.61%
$1222.50Aug 14$9.73$22.00$31.73$1190.77$1254.232.61%
$1220.00Aug 14$12.00$20.20$32.20$1187.80$1252.202.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.58% of stock, avg 5.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1225.00$1202.50Aug 14$9.28$9.90$19.18$1183.32$1244.18
$1222.50$1202.50Aug 14$9.73$9.90$19.63$1182.87$1242.13
$1222.50$1205.00Aug 14$9.73$11.80$21.53$1183.47$1244.03
$1225.00$1205.00Aug 14$9.28$11.80$21.08$1183.92$1246.08
$1220.00$1202.50Aug 14$12.00$9.90$21.90$1180.60$1241.90
$1222.50$1207.50Aug 14$9.73$13.50$23.23$1184.27$1245.73
$1225.00$1207.50Aug 14$9.28$13.50$22.78$1184.72$1247.78
$1220.00$1205.00Aug 14$12.00$11.80$23.80$1181.20$1243.80
$1217.50$1202.50Aug 14$13.18$9.90$23.08$1179.42$1240.58
$1220.00$1207.50Aug 14$12.00$13.50$25.50$1182.00$1245.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 260 found (best R:R 3.59, avg credit $2.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1030/10351270/1275Sep 11$3.91$1.0960%3.59$1031.09$1273.91
1050/10601270/1275Aug 28$5.47$4.5364%1.21$1054.53$1275.47
1040/10451270/1275Sep 11$3.94$1.0659%3.72$1041.06$1273.94
1030/10351270/1275Aug 28$3.32$1.6869%1.98$1031.68$1273.32
1010/10201265/1270Aug 21$4.57$5.4372%0.84$1015.43$1269.57
1105/11101280/1285Sep 4$3.65$1.3559%2.70$1106.35$1283.65
1000/10101280/1285Sep 4$4.67$5.3367%0.88$1005.33$1284.67
1005/10101270/1275Aug 28$2.76$2.2471%1.23$1007.24$1272.76
1010/10201255/1260Aug 21$4.47$5.5367%0.81$1015.53$1259.47
1080/10851270/1275Sep 11$3.43$1.5755%2.18$1081.57$1273.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 223 found (best R:R 15.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1300.00$1320.00$1340.00Aug 21$0.48$19.526%40.67
$1240.00$1245.00$1250.00Aug 14$0.06$4.948%82.33
$1170.00$1180.00$1190.00Sep 18$0.19$9.816%51.63
$1380.00$1400.00$1420.00Sep 18$0.59$19.416%32.90
$1300.00$1320.00$1340.00Sep 11$0.83$19.179%23.10
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1280.00$1320.00$1360.00Sep 25$2.50$37.5016%15.00
$1360.00$1380.00$1400.00Sep 25$0.06$19.946%332.33
$1300.00$1320.00$1340.00Sep 11$0.48$19.529%40.67
$1270.00$1280.00$1290.00Sep 18$0.05$9.955%199.00
$1150.00$1160.00$1170.00Sep 18$0.13$9.876%75.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 207 found (best net $-0.22, 186 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1340.00$1400.001:2Sep 4-$0.22$59.78
$1300.00$1320.001:2Aug 28-$1.03$18.97
$1280.00$1300.001:2Aug 21-$1.18$18.82
$1340.00$1360.001:2Aug 28-$0.12$19.88
$1300.00$1320.001:2Aug 21-$1.15$18.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1065.00$1050.001:2Sep 4-$0.49$14.51
$1090.00$1085.001:2Aug 14$0.00$5.00
$1030.00$1025.001:2Aug 14-$0.03$4.97
$1010.00$1005.001:2Aug 14-$0.03$4.97
$1100.00$1090.001:2Aug 21-$0.35$9.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 125 found (best yield 3.66%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1235.00Sep 25$44.450.461.6%3.66%5.30%52
$1265.00Sep 25$33.800.394.1%2.78%6.90%202
$1240.00Sep 25$42.000.452.1%3.46%5.51%1--
$1230.00Sep 25$46.000.471.2%3.79%5.02%4--
$1225.00Sep 25$48.000.490.8%3.95%4.77%151
$1255.00Sep 25$36.000.413.3%2.96%6.25%10--
$1260.00Sep 25$34.300.403.7%2.82%6.52%3712
$1270.00Sep 25$31.200.374.5%2.57%7.09%30--
$1275.00Sep 25$29.550.364.9%2.43%7.37%4--
$1280.00Sep 25$28.000.355.3%2.30%7.65%241

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 25,520
Total Puts 32,310
Put/Call Ratio 1.27
Net Difference -6,790

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 223,315
Total Puts 190,469
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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