Tour v509
LLY
ELI LILLY AND CO
$1180.16 -2.25%
$1180.95 (+0.07%)🌙
as of 08/14 06:43 PM
8/14 18:43

Option Volume

Detail
Current (08/14) 68,912
Calls: 27,440 (40%)
Puts: 41,472 (60%)
Prior (08/13) 46,465
Calls: 31,108 (67%)
Puts: 15,357 (33%)
Current vs Prior +48.31%
Calls: -11.79% (Calls)
Puts: +170.05% (Puts)
Prior 7-Day Total 412,125
Calls: 237,921 (58%)
Puts: 174,204 (42%)
Prior 7-Day Average 58,875
Calls: 33,988 (58%)
Puts: 24,886 (42%)
Current vs Prior 7-Day Avg +17.05%
Calls: -19.27%
Puts: +66.65%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/14) $80.15M
Calls: $48.86M (61%)
Puts: $31.30M (39%)
Prior (08/13) $299.37M
Calls: $281.70M (94%)
Puts: $17.66M (6%)
Current vs Prior -73.23%
Calls: -82.66%
Puts: +77.19%
Prior 7-Day Total $892.50M
Calls: $697.26M (78%)
Puts: $195.24M (22%)
Prior 7-Day Average $127.50M
Calls: $99.61M (78%)
Puts: $27.89M (22%)
Current vs Prior 7-Day Avg -37.13%
Calls: -50.95%
Puts: +12.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/14) 1.51
Prior (08/13) 0.49
Current vs Prior +206.15%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +98.47%
Sentiment BEARISH

Open Interest

Detail
Current (08/14) 196,819
Calls: 103,601 (53%)
Puts: 93,218 (47%)
Prior (08/13) 178,689
Calls: 94,034 (53%)
Puts: 84,655 (47%)
Current vs Prior +10.15%
Prior 7-Day Total 1,507,896
Calls: 772,557 (51%)
Puts: 735,339 (49%)
Prior 7-Day Average 215,413
Calls: 110,365 (51%)
Puts: 105,048 (49%)
Current vs Prior 7-Day Avg -8.63%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 0.54% | 3.20%3.20% | 7.59%
Prior 1.47% | 3.61%3.61% | 8.09%
Current vs Prior +117.79% | +28.51%-11.24% | -6.16%
Prior 7-Day Avg 2.53% | 4.49%4.90% | 9.09%
Current vs 7-Day Avg +26.64% | +3.32%-34.57% | -16.43%
Prior 7-Day Eod 1.47% | 3.61%3.61% | 8.09%
Current vs 7-Day Eod +117.79% | +28.51%-11.24% | -6.16%
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 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($48.86M). Light premium activity with dollar volume down 73% vs prior. Extreme bearish P/C ratio of 1.51 - heavy put buying. P/C ratio rising 206% - 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 55 of results (avg 7.9%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 14224.40234.90$229.654.6%21.00--
$1050.00Sep 18136.00143.35$139.685.3%180.90170
$1000.00Aug 21176.80186.80$181.805.5%10.99--
$1000.00Sep 18182.65193.00$187.835.5%10.95--
$950.00Sep 25231.05244.55$237.805.7%40.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Sep 11135.45142.95$139.205.4%10.90--
$1320.00Aug 14135.15145.00$140.077.0%11.00--
$1280.00Aug 1495.00102.00$98.507.1%11.00--
$1285.00Aug 28101.00109.00$105.007.6%60.88--
$1270.00Aug 2888.0095.00$91.507.7%160.889

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. 192 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 14224.40234.90$229.654.6%21.00--
$1000.00Aug 14175.90188.00$181.956.7%151.0021
$1025.00Aug 14150.00161.75$155.887.5%21.00--
$1050.00Aug 14125.00136.95$130.989.1%111.0011
$1070.00Aug 14105.00117.00$111.0010.8%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1185.00Aug 141.546.05$3.80118.7%1791.00124
$1190.00Aug 147.9512.50$10.2344.5%1311.00168
$1192.50Aug 147.5014.50$11.0063.6%201.0045
$1195.00Aug 1413.0017.55$15.2829.8%1061.00142
$1200.00Aug 1415.5520.90$18.2329.3%1671.00297

Most actively traded options today. High liquidity = easy entry/exit. 610 active (total vol 36.8K, top 3.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 210.300.42$0.3633.3%3.1K0.023.2K
$1250.00Aug 211.552.23$1.8936.0%1.2K0.091.5K
$1200.00Aug 140.000.01$0.01100.0%8530.00254
$1300.00Sep 188.008.90$8.4510.7%6440.162.6K
$1200.00Aug 2818.0021.95$19.9819.8%6180.4072
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1105.00Aug 140.000.98$0.49200.0%1.6K0.03324
$1150.00Aug 140.000.50$0.25200.0%6290.04415
$1070.00Aug 210.230.58$0.4185.4%5780.02618
$1160.00Aug 140.000.14$0.07200.0%5710.02256
$1060.00Sep 256.1512.25$9.2066.3%5120.14--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 807.2%, max 1747.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1227.50Aug 14Aug 28559.3%30.3%1747.5%1358
$1222.50Aug 14Aug 28522.2%31.5%1555.9%58070
$1202.50Aug 14Aug 21361.5%27.5%1213.5%94100
$1207.50Aug 14Aug 28305.9%28.5%971.9%2731
$1180.00Aug 14Sep 2553.5%27.5%94.5%56324
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1145.00Aug 14Sep 11497.1%27.8%1687.7%74212
$1202.50Aug 14Aug 28361.5%30.1%1101.0%919
$1207.50Aug 14Aug 21305.9%26.9%1036.9%3633
$1180.00Aug 14Sep 2553.5%27.5%94.5%396441
$1177.50Aug 14Aug 2851.3%27.4%87.6%15644

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 335 found (best R:R 0.69, avg 8.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1220.00$1230.00Sep 18$1.75$8.25$1.7538%4.71$1221.75
$1320.00$1340.00Sep 25$1.17$18.83$1.1715%16.09$1321.17
$1270.00$1280.00Sep 11$0.41$9.59$0.4120%23.39$1270.41
$1225.00$1230.00Sep 4$0.15$4.85$0.1531%32.33$1225.15
$1195.00$1200.00Aug 28$0.72$4.28$0.7243%5.94$1195.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1200.00$1195.00Aug 14$2.95$2.05$2.95100%0.69$1197.05
$1192.50$1190.00Aug 14$0.77$1.73$0.77100%2.25$1191.73
$1185.00$1180.00Aug 14$2.36$2.64$2.36100%1.12$1182.64
$1165.00$1160.00Aug 28$0.75$4.25$0.7539%5.67$1164.25
$1100.00$1090.00Sep 4$0.27$9.73$0.2715%36.04$1099.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 277 found (best R:R 19.83, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1280.00$1290.00Aug 28$3.52$3.52$6.4886%0.54$1283.52
$1220.00$1225.00Sep 4$3.70$3.70$1.3065%2.85$1223.70
$1200.00$1207.50Aug 28$4.83$4.83$2.6760%1.81$1204.83
$1220.00$1225.00Sep 25$3.77$3.77$1.2360%3.07$1223.77
$1235.00$1240.00Aug 28$2.85$2.85$2.1576%1.33$1237.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1145.00$1140.00Aug 14$4.76$4.76$0.2480%19.83$1140.24
$960.00$955.00Aug 28$2.17$2.17$2.8396%0.77$957.83
$1010.00$1000.00Sep 25$2.44$2.44$7.5692%0.32$1007.56
$1085.00$1080.00Sep 25$2.55$2.55$2.4581%1.04$1082.45
$1145.00$1140.00Aug 28$2.92$2.92$2.0872%1.40$1142.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $15.18, cheapest $14.79)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1180.00Aug 14Aug 21$15.5853.5%25.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1180.00Aug 14Aug 21$14.7953.5%25.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 164 found (cheapest 0.34% of stock, avg 5.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1180.00Aug 14$2.57$1.44$4.01$1175.99$1184.010.34%
$1185.00Aug 14$0.54$3.80$4.34$1180.66$1189.340.37%
$1177.50Aug 14$5.39$0.56$5.95$1171.55$1183.450.50%
$1175.00Aug 14$6.63$0.19$6.82$1168.18$1181.820.58%
$1172.50Aug 14$9.00$0.60$9.60$1162.90$1182.100.81%
$1190.00Aug 14$0.35$10.23$10.58$1179.42$1200.580.90%
$1192.50Aug 14$0.06$11.00$11.06$1181.44$1203.560.94%
$1170.00Aug 14$11.55$0.58$12.13$1157.87$1182.131.03%
$1167.50Aug 14$13.75$0.31$14.06$1153.44$1181.561.19%
$1195.00Aug 14$0.05$15.28$15.33$1179.67$1210.331.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.09% of stock, avg 3.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1185.00$1177.50Aug 14$0.54$0.56$1.10$1176.40$1186.10
$1185.00$1170.00Aug 14$0.54$0.58$1.12$1168.88$1186.12
$1185.00$1172.50Aug 14$0.54$0.60$1.14$1171.36$1186.14
$1185.00$1180.00Aug 14$0.54$1.44$1.98$1178.02$1186.98
$1207.50$1172.50Aug 14$2.50$0.60$3.10$1169.40$1210.60
$1207.50$1177.50Aug 14$2.50$0.56$3.06$1174.44$1210.56
$1207.50$1170.00Aug 14$2.50$0.58$3.08$1166.92$1210.58
$1207.50$1180.00Aug 14$2.50$1.44$3.94$1176.06$1211.44
$1185.00$1145.00Aug 14$0.54$5.00$5.54$1139.46$1190.54
$1222.50$1177.50Aug 14$5.00$0.56$5.56$1171.94$1228.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 260 found (best R:R 26.78, avg credit $2.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1110/11151220/1225Sep 4$4.82$0.1846%26.78$1110.18$1224.82
955/9601218/1220Aug 28$3.74$1.2665%2.97$956.26$1221.24
1085/10901250/1255Sep 25$4.52$0.4849%9.42$1085.48$1254.52
1025/10301250/1255Sep 25$3.93$1.0761%3.67$1026.07$1253.93
1100/11051208/1210Aug 14$2.97$2.0380%1.46$1102.03$1210.47
1100/11051220/1225Sep 4$4.45$0.5549%8.09$1100.55$1224.45
1115/11201220/1225Sep 4$4.65$0.3544%13.29$1115.35$1224.65
1080/10851240/1245Sep 25$4.47$0.5348%8.43$1080.53$1244.47
955/9601222/1225Aug 28$3.42$1.5866%2.16$956.58$1225.92
1050/10551250/1255Sep 25$3.93$1.0756%3.67$1051.07$1253.93

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 207 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1130.00$1140.00$1150.00Aug 28$0.14$9.8610%70.43
$1340.00$1360.00$1380.00Sep 18$0.10$19.904%199.00
$1120.00$1130.00$1140.00Aug 21$0.09$9.918%110.11
$1180.00$1190.00$1200.00Sep 18$0.10$9.907%99.00
$1320.00$1340.00$1360.00Sep 18$0.40$19.605%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1210.00$1220.00$1230.00Sep 18$0.15$9.856%65.67
$1220.00$1230.00$1240.00Sep 18$0.22$9.787%44.45
$1150.00$1160.00$1170.00Sep 18$0.30$9.708%32.33
$1180.00$1190.00$1200.00Sep 18$0.27$9.737%36.04
$1175.00$1177.50$1180.00Aug 14$0.51$1.9934%3.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 216 found (best net $-36.22, 184 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1320.00$1360.001:2Sep 4-$1.11$38.89
$1300.00$1320.001:2Sep 4-$0.66$19.34
$1300.00$1320.001:2Sep 11-$1.52$18.48
$1185.00$1190.001:2Aug 14-$0.16$4.84
$1300.00$1320.001:2Aug 28-$0.50$19.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1290.00$1240.001:2Sep 18-$36.22$13.78
$990.00$965.001:2Aug 28-$0.02$24.98
$1170.00$1167.501:2Aug 14-$0.04$2.46
$1020.00$1015.001:2Aug 28$0.00$5.00
$1150.00$1147.501:2Aug 14-$0.03$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 141 found (best yield 3.64%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1185.00Sep 25$43.000.500.4%3.64%4.05%212
$1195.00Sep 25$38.000.471.3%3.22%4.48%23
$1190.00Sep 25$40.000.490.8%3.39%4.22%183
$1200.00Sep 25$35.600.461.7%3.02%4.70%42
$1220.00Sep 25$28.000.403.4%2.37%5.75%37
$1200.00Sep 18$34.850.451.7%2.95%4.63%1191.2K
$1250.00Sep 25$21.500.315.9%1.82%7.74%820
$1230.00Sep 25$24.800.364.2%2.10%6.32%2--
$1190.00Sep 18$37.800.490.8%3.20%4.04%3437
$1225.00Sep 25$25.000.373.8%2.12%5.92%113

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 27,440
Total Puts 41,472
Put/Call Ratio 1.51
Net Difference -14,032

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 237,921
Total Puts 174,204
Average Put/Call Ratio 0.76
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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