Tour v505
LLY
ELI LILLY AND CO
$1220.28 +0.43%
$1221.29 (+0.08%)🌙
as of 08/12 06:46 PM
8/12 18:46

Option Volume

Detail
Current (08/12) 38,342
Calls: 21,845 (57%)
Puts: 16,497 (43%)
Prior (08/11) 57,830
Calls: 25,520 (44%)
Puts: 32,310 (56%)
Current vs Prior -33.70%
Calls: -14.40% (Calls)
Puts: -48.94% (Puts)
Prior 7-Day Total 418,629
Calls: 230,382 (55%)
Puts: 188,247 (45%)
Prior 7-Day Average 59,804
Calls: 32,911 (55%)
Puts: 26,892 (45%)
Current vs Prior 7-Day Avg -35.89%
Calls: -33.63%
Puts: -38.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/12) $75.70M
Calls: $48.35M (64%)
Puts: $27.35M (36%)
Prior (08/11) $79.51M
Calls: $44.60M (56%)
Puts: $34.91M (44%)
Current vs Prior -4.80%
Calls: +8.42%
Puts: -21.67%
Prior 7-Day Total $762.79M
Calls: $500.61M (66%)
Puts: $262.18M (34%)
Prior 7-Day Average $108.97M
Calls: $71.52M (66%)
Puts: $37.45M (34%)
Current vs Prior 7-Day Avg -30.53%
Calls: -32.39%
Puts: -26.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/12) 0.76
Prior (08/11) 1.27
Current vs Prior -40.35%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg -13.24%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/12) 177,556
Calls: 97,756 (55%)
Puts: 79,800 (45%)
Prior (08/11) 194,172
Calls: 108,411 (56%)
Puts: 85,761 (44%)
Current vs Prior -8.56%
Prior 7-Day Total 1,663,558
Calls: 817,779 (49%)
Puts: 845,779 (51%)
Prior 7-Day Average 237,651
Calls: 116,825 (49%)
Puts: 120,825 (51%)
Current vs Prior 7-Day Avg -25.29%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 2.11% | 4.10%4.10% | 8.41%
Prior 2.61% | 4.62%4.62% | 8.85%
Current vs Prior -19.13% | -11.31%-11.31% | -4.92%
Prior 7-Day Avg 4.15% | 5.79%6.41% | 10.20%
Current vs 7-Day Avg -49.17% | -29.25%-36.11% | -17.53%
Prior 7-Day Eod 2.61% | 4.62%4.62% | 8.85%
Current vs 7-Day Eod -19.13% | -11.31%-11.31% | -4.92%
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 23.76% | 19.67%
Calls: 15.72% | 16.74%
Puts: 31.81% | 22.59%
Current vs 7-Day Avg +14.37% | +8.69%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($48.35M). P/C ratio dropping 40% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 63 of results (avg 8.0%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 21214.25226.45$220.355.5%71.00355
$1000.00Sep 11218.95232.00$225.485.8%121.00--
$1000.00Sep 18221.50234.95$228.235.9%30.94396
$1080.00Sep 25149.00158.05$153.535.9%10.871
$1040.00Sep 4178.95190.00$184.486.0%100.955
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Aug 28175.00186.00$180.506.1%40.97--
$1460.00Sep 11233.95249.30$241.636.4%20.961
$1300.00Sep 1893.00100.00$96.507.3%10.71--
$1400.00Sep 25178.00192.00$185.007.6%20.865
$1290.00Sep 1886.0093.00$89.507.8%140.696

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. 177 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 14214.45230.00$222.237.0%21.00--
$1050.00Aug 14165.00177.00$171.007.0%11.00--
$1110.00Aug 14105.45115.50$110.489.1%31.00--
$1115.00Aug 14101.00110.00$105.508.5%31.00--
$1130.00Aug 1488.0095.00$91.507.7%41.00166
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Aug 28175.00186.00$180.506.1%40.97--
$1280.00Aug 1457.0065.00$61.0013.1%30.965
$1460.00Sep 11233.95249.30$241.636.4%20.961
$1265.00Aug 1442.0049.90$45.9517.2%60.919
$1260.00Aug 1438.0045.00$41.5016.9%60.8916

Most actively traded options today. High liquidity = easy entry/exit. 587 active (total vol 25.9K, top 4.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Aug 142.503.60$3.0536.1%4.2K0.18898
$1300.00Aug 140.120.25$0.1968.4%1.5K0.012.1K
$1300.00Aug 212.704.00$3.3538.8%9480.112.5K
$1250.00Aug 219.9513.50$11.7330.3%6200.311.5K
$1280.00Aug 140.270.67$0.4785.1%4750.04402
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 110.791.45$1.1258.9%1.0K0.0220
$1000.00Sep 40.461.09$0.7880.8%6690.0229
$1150.00Aug 140.210.60$0.4195.1%2170.03361
$1215.00Aug 2118.6025.00$21.8029.4%1810.47137
$1200.00Aug 143.907.20$5.5559.5%1730.27252

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 13.2%, max 20.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1225.00Aug 14Sep 2536.4%30.3%20.0%134183
$1207.50Aug 14Aug 2835.5%29.8%19.2%3819
$1212.50Aug 14Aug 2835.9%30.2%18.7%3761
$1200.00Aug 14Sep 2537.0%31.6%17.4%69248
$1195.00Aug 14Sep 2535.7%31.0%15.2%3589
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1212.50Aug 14Aug 2835.9%30.2%18.7%3418
$1200.00Aug 14Sep 2537.0%31.6%17.4%177252
$1190.00Aug 14Sep 1834.8%29.7%17.2%133214
$1235.00Aug 14Aug 2138.0%32.5%16.9%1726
$1215.00Aug 14Sep 1134.2%29.5%15.9%46122

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 369 found (best R:R 16.09, avg 8.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1360.00$1380.00Sep 25$1.17$18.83$1.1718%16.09$1361.17
$1250.00$1260.00Sep 18$2.13$7.87$2.1342%3.69$1252.13
$1340.00$1360.00Sep 18$1.50$18.50$1.5018%12.33$1341.50
$1320.00$1340.00Aug 28$0.68$19.32$0.6812%28.41$1320.68
$1240.00$1245.00Sep 4$0.83$4.17$0.8344%5.02$1240.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1205.00$1200.00Sep 25$0.85$4.15$0.8543%4.88$1204.15
$1135.00$1125.00Sep 11$0.77$9.23$0.7720%11.99$1134.23
$1060.00$1035.00Sep 11$0.93$24.07$0.939%25.88$1059.07
$1225.00$1220.00Sep 11$1.50$3.50$1.5050%2.33$1223.50
$1205.00$1202.50Aug 21$0.10$2.40$0.1040%24.00$1204.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 302 found (best R:R 1.60, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1250.00$1260.00Aug 28$4.68$4.68$5.3263%0.88$1254.68
$1270.00$1275.00Sep 4$2.80$2.80$2.2067%1.27$1272.80
$1300.00$1320.00Sep 4$4.60$4.60$15.4078%0.30$1304.60
$1225.00$1230.00Aug 21$3.45$3.45$1.5553%2.23$1228.45
$1320.00$1340.00Sep 18$5.00$5.00$15.0077%0.33$1325.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1005.00$1000.00Sep 11$3.08$3.08$1.9294%1.60$1001.92
$1030.00$1025.00Sep 11$2.70$2.70$2.3093%1.17$1027.30
$1120.00$1115.00Sep 11$2.75$2.75$2.2582%1.22$1117.25
$1090.00$1085.00Sep 11$2.27$2.27$2.7388%0.83$1087.73
$1150.00$1145.00Sep 11$2.78$2.78$2.2276%1.25$1147.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $11.04, cheapest $10.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1235.00Aug 14Aug 21$10.4738.0%32.5%
$1212.50Aug 14Aug 21$11.7735.9%30.5%
$1230.00Aug 14Aug 21$10.3836.6%31.3%
$1207.50Aug 14Aug 21$12.0035.5%31.8%
$1225.00Aug 14Aug 21$11.9336.4%33.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1235.00Aug 14Aug 21$10.3038.0%32.5%
$1212.50Aug 14Aug 21$10.6235.9%30.5%
$1230.00Aug 14Aug 21$10.9036.6%31.3%
$1225.00Aug 14Aug 21$11.4336.4%33.0%
$1215.00Aug 14Aug 21$11.7734.2%31.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 132 found (cheapest 1.97% of stock, avg 6.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1222.50Aug 14$10.30$13.75$24.05$1198.45$1246.551.97%
$1220.00Aug 14$11.98$12.50$24.48$1195.52$1244.482.01%
$1217.50Aug 14$14.05$10.70$24.75$1192.75$1242.252.03%
$1225.00Aug 14$10.20$14.60$24.80$1200.20$1249.802.03%
$1227.50Aug 14$8.80$16.75$25.55$1201.95$1253.052.09%
$1215.00Aug 14$15.75$10.03$25.78$1189.22$1240.782.11%
$1212.50Aug 14$16.58$9.53$26.11$1186.39$1238.612.14%
$1210.00Aug 14$18.25$7.95$26.20$1183.80$1236.202.15%
$1230.00Aug 14$8.30$18.10$26.40$1203.60$1256.402.16%
$1205.00Aug 14$21.50$5.98$27.48$1177.52$1232.482.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.17% of stock, avg 4.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1230.00$1205.00Aug 14$8.30$5.98$14.28$1190.72$1244.28
$1227.50$1205.00Aug 14$8.80$5.98$14.78$1190.22$1242.28
$1230.00$1210.00Aug 14$8.30$7.95$16.25$1193.75$1246.25
$1227.50$1210.00Aug 14$8.80$7.95$16.75$1193.25$1244.25
$1230.00$1212.50Aug 14$8.30$9.53$17.83$1194.67$1247.83
$1227.50$1212.50Aug 14$8.80$9.53$18.33$1194.17$1245.83
$1225.00$1205.00Aug 14$10.20$5.98$16.18$1188.82$1241.18
$1222.50$1205.00Aug 14$10.30$5.98$16.28$1188.72$1238.78
$1225.00$1210.00Aug 14$10.20$7.95$18.15$1191.85$1243.15
$1227.50$1215.00Aug 14$8.80$10.03$18.83$1196.17$1246.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 237 found (best R:R 5.94, avg credit $2.14)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1100/11051270/1275Sep 11$4.28$0.7252%5.94$1100.72$1274.28
1085/10901270/1275Sep 4$3.98$1.0258%3.90$1086.02$1273.98
1110/11151255/1260Aug 21$3.55$1.4564%2.45$1111.45$1258.55
1115/11201270/1275Sep 4$3.83$1.1753%3.27$1116.17$1273.83
1120/11251255/1260Aug 21$3.33$1.6763%1.99$1121.67$1258.33
1080/10851270/1275Sep 11$3.60$1.4055%2.57$1081.40$1273.60
1140/11451255/1260Aug 21$3.31$1.6959%1.96$1141.69$1258.31
1145/11501270/1275Sep 4$3.92$1.0846%3.63$1146.08$1273.92
1130/11351255/1260Aug 21$3.14$1.8662%1.69$1131.86$1258.14
1110/11151265/1270Aug 21$2.75$2.2569%1.22$1112.25$1267.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 215 found (best R:R 34.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1320.00$1340.00$1360.00Sep 25$0.57$19.438%34.09
$1360.00$1380.00$1400.00Aug 28$0.11$19.893%180.82
$1280.00$1300.00$1320.00Aug 21$1.10$18.9012%17.18
$1320.00$1360.00$1400.00Sep 4$1.95$38.0510%19.51
$1320.00$1340.00$1360.00Aug 21$0.24$19.764%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1250.00$1260.00$1270.00Sep 18$0.11$9.896%89.91
$1230.00$1235.00$1240.00Aug 21$0.10$4.906%49.00
$1255.00$1260.00$1265.00Aug 14$0.08$4.925%61.50
$1100.00$1110.00$1120.00Sep 18$0.15$9.854%65.67
$1180.00$1185.00$1190.00Sep 11$0.07$4.934%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 213 found (best net $-40.47, 187 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1080.00$1155.001:2Sep 25-$40.47$34.53
$1050.00$1110.001:2Aug 14-$49.96$10.04
$1320.00$1360.001:2Sep 4-$0.36$39.64
$1280.00$1300.001:2Aug 21-$0.55$19.45
$1360.00$1400.001:2Sep 4-$0.89$39.11
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1275.00$1220.001:2Sep 25-$19.50$35.50
$1015.00$1000.001:2Aug 28$0.00$15.00
$1000.00$990.001:2Aug 21$0.00$10.00
$1055.00$1050.001:2Aug 14-$0.03$4.97
$1080.00$1070.001:2Aug 21-$0.14$9.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 122 found (best yield 3.77%, avg 1.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1235.00Sep 25$46.000.481.2%3.77%4.98%1--
$1230.00Sep 25$48.000.500.8%3.93%4.73%5--
$1225.00Sep 25$50.000.510.4%4.10%4.48%313
$1240.00Sep 25$43.000.471.6%3.52%5.14%56
$1245.00Sep 25$41.000.452.0%3.36%5.39%172
$1250.00Sep 25$39.000.442.4%3.20%5.63%1112
$1255.00Sep 25$37.000.422.9%3.03%5.88%2--
$1260.00Sep 25$35.000.413.2%2.87%6.12%1--
$1265.00Sep 25$32.000.403.7%2.62%6.29%1--
$1275.00Sep 25$29.000.374.5%2.38%6.86%32

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 21,845
Total Puts 16,497
Put/Call Ratio 0.76
Net Difference 5,348

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 230,382
Total Puts 188,247
Average Put/Call Ratio 0.87
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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