Tour v509
LLY
ELI LILLY AND CO
$1209.00 -0.92%
$1210.88 (+0.16%)🌙
as of 08/13 06:45 PM
8/13 18:45

Option Volume

Detail
Current (08/13) 46,465
Calls: 31,108 (67%)
Puts: 15,357 (33%)
Prior (08/12) 38,342
Calls: 21,845 (57%)
Puts: 16,497 (43%)
Current vs Prior +21.19%
Calls: +42.40% (Calls)
Puts: -6.91% (Puts)
Prior 7-Day Total 415,906
Calls: 230,869 (56%)
Puts: 185,037 (44%)
Prior 7-Day Average 59,415
Calls: 32,981 (56%)
Puts: 26,433 (44%)
Current vs Prior 7-Day Avg -21.80%
Calls: -5.68%
Puts: -41.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/13) $299.37M
Calls: $281.70M (94%)
Puts: $17.66M (6%)
Prior (08/12) $75.70M
Calls: $48.35M (64%)
Puts: $27.35M (36%)
Current vs Prior +295.48%
Calls: +482.62%
Puts: -35.41%
Prior 7-Day Total $739.25M
Calls: $498.09M (67%)
Puts: $241.16M (33%)
Prior 7-Day Average $105.61M
Calls: $71.16M (67%)
Puts: $34.45M (33%)
Current vs Prior 7-Day Avg +183.48%
Calls: +295.90%
Puts: -48.73%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/13) 0.49
Prior (08/12) 0.76
Current vs Prior -34.63%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -41.68%
Sentiment BULLISH

Open Interest

Detail
Current (08/13) 178,689
Calls: 94,034 (53%)
Puts: 84,655 (47%)
Prior (08/12) 177,556
Calls: 97,756 (55%)
Puts: 79,800 (45%)
Current vs Prior +0.64%
Prior 7-Day Total 1,665,180
Calls: 828,087 (50%)
Puts: 837,093 (50%)
Prior 7-Day Average 237,882
Calls: 118,298 (50%)
Puts: 119,584 (50%)
Current vs Prior 7-Day Avg -24.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 1.47% | 3.61%3.61% | 8.09%
Prior 2.11% | 4.10%4.10% | 8.41%
Current vs Prior -30.25% | -11.89%-11.89% | -3.81%
Prior 7-Day Avg 3.41% | 5.19%5.70% | 9.68%
Current vs 7-Day Avg -56.92% | -30.50%-36.68% | -16.41%
Prior 7-Day Eod 2.11% | 4.10%4.10% | 8.41%
Current vs 7-Day Eod -30.25% | -11.89%-11.89% | -3.81%
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 24.12% | 19.69%
Calls: 14.94% | 16.47%
Puts: 33.30% | 22.89%
Current vs 7-Day Avg +12.68% | +8.61%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($281.70M) vs puts ($17.66M). Massive premium surge with dollar volume up 295% vs prior. Dollar volume significantly above 7-day average (183% higher). Extreme bullish P/C ratio of 0.49 - heavy call buying (31,108 calls vs 15,357 puts).

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 80 of results (avg 7.8%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 14204.50213.55$209.034.3%1301.0030
$1000.00Aug 21204.65215.05$209.855.0%1.3K1.00353
$980.00Sep 18228.50240.40$234.455.1%40.9787
$1000.00Sep 18209.00220.90$214.955.5%230.97--
$1050.00Aug 14154.70163.55$159.135.6%2151.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Sep 25188.00200.00$194.006.2%20.896
$1400.00Aug 28186.00198.80$192.406.7%40.98--
$1160.00Sep 1823.0524.75$23.907.1%240.31203
$1320.00Sep 11113.15122.05$117.607.6%10.83--
$1300.00Sep 18100.00108.00$104.007.7%20.75--

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. 210 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 14204.50213.55$209.034.3%1301.0030
$1000.00Aug 28203.85217.30$210.586.4%11.00--
$1045.00Aug 28159.30171.20$165.257.2%21.00--
$985.00Aug 14217.30231.75$224.536.4%51.00--
$1010.00Aug 14194.30206.00$200.155.8%131.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1280.00Aug 1468.0077.00$72.5012.4%11.004
$1290.00Aug 1478.0087.00$82.5010.9%51.00--
$1300.00Aug 1487.8097.00$92.4010.0%51.00--
$1320.00Aug 14106.00115.85$110.938.9%11.00--
$1345.00Aug 14131.00143.05$137.038.8%21.001

Most actively traded options today. High liquidity = easy entry/exit. 590 active (total vol 32.9K, top 2.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Aug 140.450.65$0.5536.4%2.9K0.051.7K
$1300.00Aug 211.702.19$1.9425.3%1.8K0.072.6K
$1230.00Aug 142.392.66$2.5310.7%1.6K0.20291
$1000.00Aug 21204.65215.05$209.855.0%1.3K1.00353
$980.00Aug 21222.15234.90$228.535.6%1.3K1.00297
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1110.00Aug 210.800.98$0.8920.2%3310.04143
$1200.00Aug 143.856.50$5.1851.2%2250.34249
$980.00Aug 280.000.76$0.38200.0%2200.0134
$1140.00Sep 2518.2024.35$21.2828.9%2080.2712
$1060.00Aug 210.100.50$0.30133.3%1870.01453

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 20.5%, max 32.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1195.00Aug 14Sep 2538.5%29.0%32.8%590
$1190.00Aug 14Sep 1838.6%29.4%31.5%25161
$1207.50Aug 14Aug 2838.8%29.7%30.8%2836
$1200.00Aug 14Sep 2538.2%29.2%30.6%52252
$1205.00Aug 14Sep 2537.6%29.4%28.0%2881
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1195.00Aug 14Sep 2538.5%29.0%32.8%12867
$1190.00Aug 14Sep 2538.6%29.2%32.1%106161
$1207.50Aug 14Aug 2838.8%29.7%30.8%3428
$1200.00Aug 14Sep 2538.2%29.2%30.6%227249
$1202.50Aug 14Aug 2838.1%29.3%30.2%2114

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 336 found (best R:R 9.00, avg 8.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1280.00$1290.00Sep 18$1.00$9.00$1.0029%9.00$1281.00
$1340.00$1360.00Sep 18$0.95$19.05$0.9515%20.05$1340.95
$1230.00$1235.00Aug 21$0.17$4.83$0.1737%28.41$1230.17
$1380.00$1400.00Sep 25$0.97$19.03$0.9713%19.62$1380.97
$1150.00$1155.00Aug 21$3.10$1.90$3.1086%0.61$1153.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1170.00$1160.00Sep 11$1.86$8.14$1.8633%4.38$1168.14
$1090.00$1075.00Sep 11$0.62$14.38$0.6211%23.19$1089.38
$1190.00$1185.00Sep 4$1.15$3.85$1.1540%3.35$1188.85
$1210.00$1207.50Aug 14$0.45$2.05$0.4550%4.56$1209.55
$1040.00$1015.00Sep 25$1.03$23.97$1.038%23.27$1038.97

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 276 found (best R:R 2.45, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1255.00$1260.00Aug 28$3.55$3.55$1.4570%2.45$1258.55
$1400.00$1420.00Sep 11$3.13$3.13$16.8790%0.19$1403.13
$1240.00$1245.00Aug 28$3.30$3.30$1.7064%1.94$1243.30
$1270.00$1275.00Sep 11$2.85$2.85$2.1569%1.33$1272.85
$1340.00$1380.00Sep 4$4.00$4.00$36.0087%0.11$1344.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1090.00$1085.00Sep 25$2.43$2.43$2.5784%0.95$1087.57
$1125.00$1120.00Sep 25$2.64$2.64$2.3677%1.12$1122.36
$1055.00$1030.00Sep 11$2.23$2.23$22.7793%0.10$1052.77
$1200.00$1195.00Aug 21$3.15$3.15$1.8558%1.70$1196.85
$1025.00$1015.00Aug 14$1.11$1.11$8.8997%0.12$1023.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $12.61, cheapest $11.78)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1207.50Aug 14Aug 21$13.6538.8%29.9%
$1220.00Aug 14Aug 21$11.0337.2%28.7%
$1205.00Aug 14Aug 21$13.1037.6%30.5%
$1210.00Aug 14Aug 21$13.2336.1%29.4%
$1200.00Aug 14Aug 21$13.6538.2%31.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1207.50Aug 14Aug 21$11.7838.8%29.9%
$1220.00Aug 14Aug 21$12.0037.2%28.7%
$1202.50Aug 14Aug 21$12.2538.1%30.8%
$1205.00Aug 14Aug 21$12.3837.6%30.5%
$1210.00Aug 14Aug 21$12.2036.1%29.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 151 found (cheapest 1.43% of stock, avg 6.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1207.50Aug 14$8.98$8.35$17.33$1190.17$1224.831.43%
$1210.00Aug 14$8.57$8.80$17.37$1192.63$1227.371.44%
$1212.50Aug 14$6.75$10.60$17.35$1195.15$1229.851.44%
$1205.00Aug 14$10.90$6.95$17.85$1187.15$1222.851.48%
$1215.00Aug 14$5.93$12.00$17.93$1197.07$1232.931.48%
$1202.50Aug 14$11.98$6.08$18.06$1184.44$1220.561.49%
$1200.00Aug 14$13.48$5.18$18.66$1181.34$1218.661.54%
$1217.50Aug 14$4.95$14.15$19.10$1198.40$1236.601.58%
$1195.00Aug 14$17.00$3.73$20.73$1174.27$1215.731.71%
$1220.00Aug 14$4.80$16.00$20.80$1199.20$1240.801.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.71% of stock, avg 4.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1220.00$1195.00Aug 14$4.80$3.73$8.53$1186.47$1228.53
$1217.50$1195.00Aug 14$4.95$3.73$8.68$1186.32$1226.18
$1220.00$1200.00Aug 14$4.80$5.18$9.98$1190.02$1229.98
$1217.50$1200.00Aug 14$4.95$5.18$10.13$1189.87$1227.63
$1217.50$1202.50Aug 14$4.95$6.08$11.03$1191.47$1228.53
$1215.00$1195.00Aug 14$5.93$3.73$9.66$1185.34$1224.66
$1220.00$1202.50Aug 14$4.80$6.08$10.88$1191.62$1230.88
$1215.00$1200.00Aug 14$5.93$5.18$11.11$1188.89$1226.11
$1215.00$1202.50Aug 14$5.93$6.08$12.01$1190.49$1227.01
$1217.50$1205.00Aug 14$4.95$6.95$11.90$1193.10$1229.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 220 found (best R:R 17.52, avg credit $2.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1110/11151255/1260Aug 28$4.73$0.2760%17.52$1110.27$1259.73
1080/10851255/1260Aug 28$4.03$0.9766%4.15$1080.97$1259.03
1055/10601255/1260Aug 28$3.73$1.2768%2.94$1056.27$1258.73
1075/10801255/1260Aug 28$3.71$1.2967%2.88$1076.29$1258.71
1070/10751255/1260Aug 28$3.68$1.3267%2.79$1071.32$1258.68
1085/10901255/1260Aug 28$3.74$1.2665%2.97$1086.26$1258.74
1085/10901270/1275Sep 25$4.26$0.7450%5.76$1085.74$1274.26
1120/11251270/1275Sep 25$4.47$0.5342%8.43$1120.53$1274.47
1110/11151240/1245Aug 21$2.84$2.1663%1.31$1112.16$1242.84
1105/11101260/1265Sep 4$3.23$1.7756%1.82$1106.77$1263.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 202 found (best R:R 6.32, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1300.00$1320.00$1340.00Sep 18$0.10$19.9010%199.00
$1300.00$1320.00$1340.00Sep 11$0.50$19.509%39.00
$1190.00$1195.00$1200.00Aug 14$0.06$4.9414%82.33
$1340.00$1360.00$1380.00Sep 11$0.27$19.735%73.07
$1280.00$1300.00$1320.00Aug 21$0.71$19.298%27.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1200.00$1250.00$1300.00Sep 25$6.83$43.1727%6.32
$1260.00$1280.00$1300.00Sep 18$0.90$19.1010%21.22
$1160.00$1170.00$1180.00Sep 18$0.20$9.807%49.00
$1090.00$1100.00$1110.00Sep 18$0.07$9.934%141.86
$1170.00$1180.00$1190.00Sep 18$0.35$9.657%27.57

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 $-19.66, 180 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1400.00$1440.001:2Sep 25-$1.51$38.49
$1280.00$1300.001:2Aug 21-$0.31$19.69
$1300.00$1320.001:2Aug 21-$0.10$19.90
$1300.00$1320.001:2Sep 4-$2.53$17.47
$1340.00$1360.001:2Aug 28-$0.45$19.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1400.00$1300.001:2Sep 25-$19.66$80.34
$1270.00$1230.001:2Aug 28-$12.46$27.54
$1250.00$1200.001:2Sep 25-$16.00$34.00
$1320.00$1270.001:2Sep 11-$36.40$13.60
$1035.00$995.001:2Aug 28-$0.33$39.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 128 found (best yield 3.17%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1235.00Sep 25$38.350.452.1%3.17%5.32%1--
$1215.00Sep 25$47.000.500.5%3.89%4.38%3--
$1230.00Sep 25$40.000.461.7%3.31%5.05%1695
$1210.00Sep 25$49.000.520.1%4.05%4.14%54
$1240.00Sep 25$36.000.432.6%2.98%5.54%710
$1245.00Sep 25$34.000.423.0%2.81%5.79%19
$1225.00Sep 25$41.000.471.3%3.39%4.71%114
$1250.00Sep 25$32.000.403.4%2.65%6.04%218
$1220.00Sep 18$41.700.490.9%3.45%4.36%581.8K
$1290.00Sep 25$22.300.306.7%1.84%8.54%247

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 31,108
Total Puts 15,357
Put/Call Ratio 0.49
Net Difference 15,751

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 230,869
Total Puts 185,037
Average Put/Call Ratio 0.85
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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