Tour v509
LLY
ELI LILLY AND CO
$1183.16 +0.25%
$1184.12 (+0.08%)🌙
as of 08/17 06:44 PM
8/17 18:44

Option Volume

Detail
Current (08/17) 31,695
Calls: 13,111 (41%)
Puts: 18,584 (59%)
Prior (08/14) 68,912
Calls: 27,440 (40%)
Puts: 41,472 (60%)
Current vs Prior -54.01%
Calls: -52.22% (Calls)
Puts: -55.19% (Puts)
Prior 7-Day Total 394,007
Calls: 216,732 (55%)
Puts: 177,275 (45%)
Prior 7-Day Average 56,286
Calls: 30,961 (55%)
Puts: 25,325 (45%)
Current vs Prior 7-Day Avg -43.69%
Calls: -57.65%
Puts: -26.62%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/17) $50.22M
Calls: $30.34M (60%)
Puts: $19.88M (40%)
Prior (08/14) $80.15M
Calls: $48.86M (61%)
Puts: $31.30M (39%)
Current vs Prior -37.34%
Calls: -37.90%
Puts: -36.47%
Prior 7-Day Total $816.75M
Calls: $630.69M (77%)
Puts: $186.06M (23%)
Prior 7-Day Average $116.68M
Calls: $90.10M (77%)
Puts: $26.58M (23%)
Current vs Prior 7-Day Avg -56.96%
Calls: -66.33%
Puts: -25.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 1.42
Prior (08/14) 1.51
Current vs Prior -6.22%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +63.93%
Sentiment BEARISH

Open Interest

Detail
Current (08/17) 169,408
Calls: 90,139 (53%)
Puts: 79,269 (47%)
Prior (08/14) 196,819
Calls: 103,601 (53%)
Puts: 93,218 (47%)
Current vs Prior -13.93%
Prior 7-Day Total 1,347,126
Calls: 716,307 (53%)
Puts: 630,819 (47%)
Prior 7-Day Average 192,446
Calls: 102,329 (53%)
Puts: 90,117 (47%)
Current vs Prior 7-Day Avg -11.97%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.96% | 4.63%2.96% | 7.70%
Prior 3.20% | 4.64%3.20% | 7.59%
Current vs Prior -7.51% | -0.22%-7.51% | +1.44%
Prior 7-Day Avg 2.57% | 4.43%4.45% | 8.73%
Current vs 7-Day Avg +15.33% | +4.48%-33.39% | -11.74%
Prior 7-Day Eod 3.20% | 4.64%3.20% | 7.59%
Current vs 7-Day Eod -7.51% | -0.22%-7.51% | +1.44%
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 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 60% call dollar volume ($30.34M). Below-average activity with volume down 54% vs prior. Bearish P/C ratio of 1.42 indicates protective 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 40 of results (avg 7.8%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 21181.60190.05$185.834.5%101.0033
$1050.00Aug 21131.70138.50$135.105.0%20.99--
$990.00Aug 21191.75202.00$196.885.2%11.00--
$1020.00Aug 21159.35170.10$164.736.5%21.0013
$1100.00Aug 2184.2589.95$87.106.5%580.98748
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1380.00Aug 21188.00199.35$193.685.9%11.00--
$1400.00Aug 21207.55222.65$215.107.0%21.00--
$1360.00Aug 21168.00180.85$174.437.4%11.00--
$1400.00Sep 25207.45223.35$215.407.4%21.006
$1275.00Sep 490.0097.05$93.537.5%100.871

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. 133 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$990.00Aug 21191.75202.00$196.885.2%11.00--
$1000.00Aug 21181.60190.05$185.834.5%101.0033
$1020.00Aug 21159.35170.10$164.736.5%21.0013
$1020.00Aug 28160.00174.00$167.008.4%20.998
$1050.00Aug 21131.70138.50$135.105.0%20.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1265.00Aug 2176.0084.00$80.0010.0%21.0010
$1340.00Aug 21148.00159.75$153.887.6%61.00--
$1360.00Aug 21168.00180.85$174.437.4%11.00--
$1380.00Aug 21188.00199.35$193.685.9%11.00--
$1400.00Aug 21207.55222.65$215.107.0%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 453 active (total vol 17.5K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1245.00Aug 211.042.00$1.5263.2%6780.08192
$1250.00Aug 211.001.40$1.2033.3%6330.071.6K
$1200.00Aug 218.4011.25$9.8229.0%6190.362.0K
$1260.00Aug 210.651.15$0.9055.6%4020.05783
$1300.00Aug 210.080.17$0.1369.2%3630.013.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1060.00Sep 257.359.75$8.5528.1%1.0K0.13513
$960.00Sep 40.000.54$0.27200.0%4150.0128
$990.00Aug 280.001.04$0.52200.0%3240.0150
$1020.00Aug 280.000.55$0.28196.4%2650.01106
$1015.00Aug 280.000.73$0.37197.3%2020.0126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 35 strikes (avg 4.8%, max 14.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1195.00Aug 21Sep 1134.9%30.5%14.4%3498
$1175.00Aug 21Sep 1133.0%29.8%10.7%12135
$1185.00Aug 21Sep 2532.3%29.6%9.2%87100
$1165.00Aug 21Sep 1132.3%30.0%7.5%973
$1160.00Aug 21Sep 1833.2%30.9%7.4%59746
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1195.00Aug 21Sep 1134.9%30.5%14.4%42116
$1185.00Aug 21Sep 1132.3%29.7%8.8%71236
$1155.00Aug 21Sep 1133.2%30.9%7.2%95172
$1160.00Aug 21Sep 2533.2%31.1%6.9%92296
$1175.00Aug 21Sep 2533.0%31.0%6.7%39241

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 292 found (best R:R 10.63, avg 8.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1195.00$1200.00Sep 11$0.43$4.57$0.4349%10.63$1195.43
$1130.00$1165.00Sep 11$23.05$11.95$23.0575%0.52$1153.05
$1300.00$1320.00Sep 18$1.15$18.85$1.1516%16.39$1301.15
$1180.00$1185.00Aug 28$1.32$3.68$1.3256%2.79$1181.32
$1175.00$1177.50Aug 21$0.10$2.40$0.1060%24.00$1175.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1100.00$1080.00Sep 4$0.45$19.55$0.4513%43.44$1099.55
$1180.00$1170.00Sep 18$2.65$7.35$2.6546%2.77$1177.35
$1175.00$1170.00Sep 11$0.50$4.50$0.5043%9.00$1174.50
$1130.00$1120.00Sep 18$1.48$8.52$1.4828%5.76$1128.52
$1192.50$1190.00Aug 21$0.27$2.23$0.2757%8.26$1192.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 243 found (best R:R 3.76, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1260.00$1290.00Sep 11$7.45$7.45$22.5575%0.33$1267.45
$1250.00$1260.00Aug 28$3.02$3.02$6.9882%0.43$1253.02
$1235.00$1240.00Aug 28$2.48$2.48$2.5275%0.98$1237.48
$1380.00$1400.00Sep 25$2.20$2.20$17.8092%0.12$1382.20
$1185.00$1190.00Aug 28$3.80$3.80$1.2047%3.17$1188.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1125.00$1120.00Sep 11$3.95$3.95$1.0575%3.76$1121.05
$975.00$955.00Sep 11$3.37$3.37$16.6393%0.20$971.63
$1145.00$1140.00Sep 11$3.52$3.52$1.4868%2.38$1141.48
$1135.00$1125.00Sep 25$4.85$4.85$5.1569%0.94$1130.15
$1110.00$1100.00Sep 4$3.33$3.33$6.6782%0.50$1106.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $10.23, cheapest $9.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1195.00Aug 21Aug 28$10.4334.9%32.4%
$1190.00Aug 21Aug 28$10.4534.1%31.8%
$1200.00Aug 21Aug 28$10.3333.3%31.7%
$1205.00Aug 21Aug 28$10.5033.5%32.5%
$1202.50Aug 21Aug 28$10.8633.5%32.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1195.00Aug 21Aug 28$9.0534.9%32.4%
$1190.00Aug 21Aug 28$9.3534.1%31.8%
$1200.00Aug 21Aug 28$8.6033.3%31.7%
$1202.50Aug 21Aug 28$9.0033.5%32.7%
$1205.00Aug 21Sep 4$14.6733.5%32.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 2.65% of stock, avg 6.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1180.00Aug 21$19.00$12.35$31.35$1148.65$1211.352.65%
$1192.50Aug 21$12.75$19.00$31.75$1160.75$1224.252.68%
$1185.00Aug 21$16.10$16.05$32.15$1152.85$1217.152.72%
$1190.00Aug 21$14.18$18.73$32.91$1157.09$1222.912.78%
$1175.00Aug 21$21.50$11.78$33.28$1141.72$1208.282.81%
$1172.50Aug 21$24.45$9.40$33.85$1138.65$1206.352.86%
$1195.00Aug 21$12.45$21.45$33.90$1161.10$1228.902.87%
$1177.50Aug 21$21.40$12.68$34.08$1143.42$1211.582.88%
$1200.00Aug 21$9.82$24.45$34.27$1165.73$1234.272.90%
$1202.50Aug 21$9.07$26.00$35.07$1167.43$1237.572.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.53% of stock, avg 4.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1202.50$1170.00Aug 21$9.07$9.07$18.14$1151.86$1220.64
$1202.50$1172.50Aug 21$9.07$9.40$18.47$1154.03$1220.97
$1200.00$1170.00Aug 21$9.82$9.07$18.89$1151.11$1218.89
$1200.00$1172.50Aug 21$9.82$9.40$19.22$1153.28$1219.22
$1202.50$1175.00Aug 21$9.07$11.78$20.85$1154.15$1223.35
$1200.00$1175.00Aug 21$9.82$11.78$21.60$1153.40$1221.60
$1195.00$1172.50Aug 21$12.45$9.40$21.85$1150.65$1216.85
$1195.00$1170.00Aug 21$12.45$9.07$21.52$1148.48$1216.52
$1192.50$1172.50Aug 21$12.75$9.40$22.15$1150.35$1214.65
$1192.50$1170.00Aug 21$12.75$9.07$21.82$1148.18$1214.32

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 217 found (best R:R 25.32, avg credit $2.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1110/11151250/1255Sep 11$4.81$0.1952%25.32$1110.19$1254.81
1120/11251245/1250Sep 11$4.45$0.5546%8.09$1120.55$1249.45
1135/11401250/1255Sep 11$4.56$0.4443%10.36$1135.44$1254.56
1135/11401230/1235Sep 11$4.89$0.1136%44.45$1135.11$1234.89
1000/10051245/1250Sep 25$3.47$1.5357%2.27$1001.53$1248.47
1035/10401250/1255Sep 11$2.99$2.0167%1.49$1037.01$1252.99
1035/10401230/1235Sep 11$3.32$1.6859%1.98$1036.68$1233.32
1000/10051285/1290Sep 25$2.74$2.2668%1.21$1002.26$1287.74
1120/11251235/1245Sep 11$6.80$3.2043%2.13$1118.20$1241.80
1130/11351250/1255Sep 11$3.69$1.3146%2.82$1131.31$1253.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 139 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1000.00$1050.00$1100.00Sep 11$1.20$48.8012%40.67
$1200.00$1210.00$1220.00Sep 18$0.11$9.897%89.91
$1220.00$1225.00$1230.00Aug 21$0.07$4.936%70.43
$1320.00$1340.00$1360.00Sep 18$0.49$19.516%39.82
$1320.00$1340.00$1360.00Aug 28$0.10$19.902%199.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1200.00$1210.00$1220.00Sep 18$0.10$9.907%99.00
$1080.00$1090.00$1100.00Sep 18$0.09$9.915%110.11
$1090.00$1100.00$1110.00Sep 18$0.23$9.775%42.48
$1180.00$1190.00$1200.00Sep 18$0.35$9.657%27.57
$1210.00$1215.00$1220.00Aug 21$0.17$4.836%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 163 found (best net $-10.11, 144 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$970.00$1090.001:2Sep 25-$10.11$109.89
$1320.00$1360.001:2Sep 25-$2.36$37.64
$1250.00$1260.001:2Aug 28-$0.16$9.84
$1300.00$1320.001:2Sep 4-$0.72$19.28
$1300.00$1320.001:2Aug 28-$0.47$19.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1340.00$1265.001:2Aug 21-$6.12$68.88
$1275.00$1220.001:2Sep 4-$9.77$45.23
$1040.00$1025.001:2Sep 4-$0.06$14.94
$1070.00$1040.001:2Sep 4-$1.50$28.50
$980.00$950.001:2Sep 18-$0.46$29.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 122 found (best yield 3.44%, avg 1.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1200.00Sep 25$40.650.481.4%3.44%4.86%46
$1205.00Sep 25$38.350.471.9%3.24%5.09%33
$1185.00Sep 25$47.000.530.2%3.97%4.13%914
$1230.00Sep 25$27.900.394.0%2.36%6.32%1--
$1190.00Sep 18$41.750.510.6%3.53%4.11%4852
$1240.00Sep 25$24.000.364.8%2.03%6.83%1--
$1200.00Sep 18$36.150.471.4%3.06%4.48%3261.2K
$1245.00Sep 25$22.000.345.2%1.86%7.09%2--
$1250.00Sep 25$21.000.335.7%1.77%7.42%820
$1220.00Sep 18$28.050.403.1%2.37%5.48%981.9K

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 13,111
Total Puts 18,584
Put/Call Ratio 1.42
Net Difference -5,473

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 216,732
Total Puts 177,275
Average Put/Call Ratio 0.86
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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