Tour v509
LLY
ELI LILLY AND CO
$1225.73 +3.60%
$1224.71 (-0.08%)🌙
as of 08/18 06:43 PM
8/18 18:43

Option Volume

Detail
Current (08/18) 39,240
Calls: 23,541 (60%)
Puts: 15,699 (40%)
Prior (08/17) 31,695
Calls: 13,111 (41%)
Puts: 18,584 (59%)
Current vs Prior +23.81%
Calls: +79.55% (Calls)
Puts: -15.52% (Puts)
Prior 7-Day Total 358,441
Calls: 187,070 (52%)
Puts: 171,371 (48%)
Prior 7-Day Average 51,205
Calls: 26,724 (52%)
Puts: 24,481 (48%)
Current vs Prior 7-Day Avg -23.37%
Calls: -11.91%
Puts: -35.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/18) $80.48M
Calls: $59.44M (74%)
Puts: $21.05M (26%)
Prior (08/17) $50.22M
Calls: $30.34M (60%)
Puts: $19.88M (40%)
Current vs Prior +60.26%
Calls: +95.92%
Puts: +5.84%
Prior 7-Day Total $779.18M
Calls: $595.73M (76%)
Puts: $183.45M (24%)
Prior 7-Day Average $111.31M
Calls: $85.10M (76%)
Puts: $26.21M (24%)
Current vs Prior 7-Day Avg -27.69%
Calls: -30.16%
Puts: -19.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/18) 0.67
Prior (08/17) 1.42
Current vs Prior -52.95%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -32.32%
Sentiment BULLISH

Open Interest

Detail
Current (08/18) 206,826
Calls: 103,942 (50%)
Puts: 102,884 (50%)
Prior (08/17) 169,408
Calls: 90,139 (53%)
Puts: 79,269 (47%)
Current vs Prior +22.09%
Prior 7-Day Total 1,303,446
Calls: 699,880 (54%)
Puts: 603,566 (46%)
Prior 7-Day Average 186,206
Calls: 99,982 (54%)
Puts: 86,223 (46%)
Current vs Prior 7-Day Avg +11.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.66% | 4.37%2.66% | 7.66%
Prior 2.96% | 4.63%2.96% | 7.70%
Current vs Prior -10.19% | -5.50%-10.19% | -0.54%
Prior 7-Day Avg 2.70% | 4.47%4.03% | 8.42%
Current vs 7-Day Avg -1.44% | -2.23%-33.98% | -8.99%
Prior 7-Day Eod 2.96% | 4.63%2.96% | 7.70%
Current vs 7-Day Eod -10.19% | -5.50%-10.19% | -0.54%
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 74% call dollar volume ($59.44M). Elevated premium activity with dollar volume up 60% vs prior. Bullish P/C ratio of 0.67. P/C ratio dropping 53% - 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 BULLISH
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 75 of results (avg 7.5%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 18225.70235.90$230.804.4%50.97394
$1000.00Aug 28222.05232.25$227.154.5%10.98--
$1000.00Aug 21220.75231.40$226.084.7%21.00--
$1000.00Sep 11223.75234.70$229.234.8%60.9812
$1100.00Aug 21125.00131.25$128.134.9%100.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1460.00Aug 28229.15239.35$234.254.4%11.00--
$1320.00Sep 1197.00104.00$100.507.0%10.827
$1320.00Sep 1899.70106.95$103.337.0%10.7784
$1340.00Sep 25118.30127.30$122.807.3%20.811
$1360.00Sep 25135.05145.35$140.207.3%40.836

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.55, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 210.500.60$0.5518.2%1.7K0.042.9K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 190 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 21220.75231.40$226.084.7%21.00--
$1050.00Aug 21172.10182.50$177.305.9%11.00--
$1020.00Aug 21201.30211.40$206.354.9%51.0013
$1080.00Aug 21142.10151.45$146.776.4%20.9921
$1060.00Aug 21161.25170.80$166.035.8%30.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1460.00Aug 28229.15239.35$234.254.4%11.00--
$1300.00Aug 2170.0076.35$73.188.7%510.95--
$1280.00Aug 2151.0058.00$54.5012.8%30.901
$1275.00Aug 2146.0053.70$49.8515.4%230.891
$1270.00Aug 2142.0049.00$45.5015.4%40.8724

Most actively traded options today. High liquidity = easy entry/exit. 563 active (total vol 27.0K, top 5.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Aug 215.456.50$5.9817.6%5.4K0.271.8K
$1300.00Aug 210.500.60$0.5518.2%1.7K0.042.9K
$1250.00Aug 2814.1018.00$16.0524.3%6500.37612
$1200.00Aug 2839.0045.65$42.3315.7%5890.66630
$1220.00Aug 2116.2520.00$18.1320.7%5080.57488
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 210.010.03$0.02100.0%3590.001.5K
$1200.00Aug 214.906.00$5.4520.2%3090.24380
$1060.00Aug 210.050.28$0.17135.3%3010.01447
$1040.00Aug 210.010.24$0.13176.9%2560.01417
$1030.00Sep 181.603.10$2.3563.8%2070.04229

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 9.4%, max 17.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1190.00Aug 21Oct 235.7%30.9%15.7%47254
$1230.00Aug 21Sep 2533.7%29.4%14.9%464600
$1225.00Aug 21Oct 234.1%29.7%14.7%196188
$1200.00Aug 21Oct 234.5%30.3%14.1%2311.9K
$1205.00Aug 21Sep 2534.0%30.1%12.8%77197
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1190.00Aug 21Sep 1835.7%30.5%17.3%168371
$1225.00Aug 21Sep 2534.1%29.4%15.9%2484
$1200.00Aug 21Oct 234.5%30.3%14.1%317385
$1230.00Aug 21Sep 1133.7%29.9%12.8%4154
$1205.00Aug 21Oct 234.0%30.2%12.7%36118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 370 found (best R:R 12.61, avg 7.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1340.00$1360.00Sep 25$1.47$18.53$1.4719%12.61$1341.47
$1200.00$1210.00Sep 18$4.35$5.65$4.3562%1.30$1204.35
$1320.00$1340.00Sep 4$0.82$19.18$0.8214%23.39$1320.82
$1340.00$1360.00Sep 18$1.40$18.60$1.4017%13.29$1341.40
$1260.00$1265.00Sep 4$0.30$4.70$0.3036%15.67$1260.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1190.00$1180.00Sep 4$1.25$8.75$1.2532%7.00$1188.75
$1250.00$1245.00Aug 21$2.30$2.70$2.3073%1.17$1247.70
$1100.00$1090.00Oct 2$0.37$9.63$0.3716%26.03$1099.63
$1180.00$1175.00Sep 11$0.45$4.55$0.4530%10.11$1179.55
$1217.50$1215.00Aug 28$0.13$2.37$0.1344%18.23$1217.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 299 found (best R:R 0.30, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1230.00$1240.00Sep 18$7.35$7.35$2.6549%2.77$1237.35
$1285.00$1290.00Sep 4$3.40$3.40$1.6073%2.13$1288.40
$1265.00$1270.00Sep 4$3.25$3.25$1.7566%1.86$1268.25
$1270.00$1275.00Aug 28$2.70$2.70$2.3074%1.17$1272.70
$1340.00$1360.00Sep 4$2.88$2.88$17.1288%0.17$1342.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1020.00$1000.00Sep 4$4.66$4.66$15.3493%0.30$1015.34
$1070.00$1045.00Sep 4$4.21$4.21$20.7991%0.20$1065.79
$1030.00$1000.00Sep 11$2.39$2.39$27.6195%0.09$1027.61
$1080.00$1070.00Sep 25$2.72$2.72$7.2888%0.37$1077.28
$1100.00$1095.00Sep 25$2.15$2.15$2.8585%0.75$1097.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $11.89, cheapest $16.78)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1207.50Aug 21Aug 28$10.5035.0%32.4%
$1245.00Aug 21Aug 28$10.4035.0%32.6%
$1225.00Aug 21Aug 28$11.6734.1%31.7%
$1230.00Aug 21Aug 28$11.4533.7%32.3%
$1212.50Aug 21Aug 28$11.6533.3%32.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1207.50Aug 21Sep 4$16.7835.0%31.3%
$1245.00Aug 21Sep 4$15.9335.0%32.3%
$1235.00Aug 21Sep 11$22.0034.3%31.7%
$1225.00Aug 21Aug 28$10.5034.1%31.7%
$1230.00Aug 21Aug 28$10.5733.7%32.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 148 found (cheapest 2.42% of stock, avg 6.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1230.00Aug 21$12.78$16.93$29.71$1200.29$1259.712.42%
$1235.00Aug 21$10.90$19.00$29.90$1205.10$1264.902.44%
$1220.00Aug 21$18.13$11.88$30.01$1189.99$1250.012.45%
$1225.00Aug 21$15.68$14.50$30.18$1194.82$1255.182.46%
$1240.00Aug 21$8.80$21.75$30.55$1209.45$1270.552.49%
$1215.00Aug 21$21.58$9.65$31.23$1183.77$1246.232.55%
$1212.50Aug 21$23.35$8.80$32.15$1180.35$1244.652.62%
$1210.00Aug 21$24.95$7.90$32.85$1177.15$1242.852.68%
$1245.00Aug 21$7.70$26.45$34.15$1210.85$1279.152.79%
$1205.00Aug 21$27.83$6.60$34.43$1170.57$1239.432.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.13% of stock, avg 4.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1250.00$1210.00Aug 21$5.98$7.90$13.88$1196.12$1263.88
$1245.00$1210.00Aug 21$7.70$7.90$15.60$1194.40$1260.60
$1250.00$1212.50Aug 21$5.98$8.80$14.78$1197.72$1264.78
$1245.00$1212.50Aug 21$7.70$8.80$16.50$1196.00$1261.50
$1240.00$1210.00Aug 21$8.80$7.90$16.70$1193.30$1256.70
$1250.00$1215.00Aug 21$5.98$9.65$15.63$1199.37$1265.63
$1240.00$1212.50Aug 21$8.80$8.80$17.60$1194.90$1257.60
$1245.00$1215.00Aug 21$7.70$9.65$17.35$1197.65$1262.35
$1240.00$1215.00Aug 21$8.80$9.65$18.45$1196.55$1258.45
$1235.00$1210.00Aug 21$10.90$7.90$18.80$1191.20$1253.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 230 found (best R:R 13.71, avg credit $2.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1075/10801265/1270Sep 4$4.66$0.3459%13.71$1075.34$1269.66
1135/11401265/1270Sep 4$4.85$0.1549%32.33$1135.15$1269.85
1120/11251265/1270Sep 4$4.24$0.7654%5.58$1120.76$1269.24
1100/11051265/1270Sep 4$3.88$1.1256%3.46$1101.12$1268.88
1090/10951260/1265Aug 28$3.52$1.4863%2.38$1091.48$1263.52
1130/11351265/1270Sep 4$4.05$0.9551%4.26$1130.95$1269.05
1050/10551260/1265Aug 28$3.22$1.7865%1.81$1051.78$1263.22
1075/10801275/1280Sep 4$3.26$1.7464%1.87$1076.74$1278.26
995/10001260/1265Aug 28$3.14$1.8666%1.69$996.86$1263.14
1125/11301265/1270Sep 4$3.65$1.3553%2.70$1126.35$1268.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 189 found (best R:R 17.66, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1080.00$1110.00$1140.00Sep 4$1.18$28.829%24.42
$1320.00$1340.00$1360.00Aug 28$0.57$19.437%34.09
$1245.00$1250.00$1255.00Aug 21$0.17$4.8310%28.41
$1300.00$1320.00$1340.00Aug 21$0.22$19.783%89.91
$1280.00$1300.00$1320.00Aug 21$0.78$19.228%24.64
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1270.00$1295.00$1320.00Sep 11$1.34$23.6617%17.66
$1240.00$1250.00$1260.00Sep 18$0.10$9.907%99.00
$1090.00$1100.00$1110.00Sep 18$0.12$9.884%82.33
$1170.00$1180.00$1190.00Sep 18$0.29$9.716%33.48
$1180.00$1185.00$1190.00Aug 21$0.15$4.856%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 161 found (best net $-58.41, 136 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1000.00$1090.001:2Sep 11-$58.41$31.59
$1360.00$1400.001:2Sep 25-$0.75$39.25
$1420.00$1460.001:2Oct 2-$0.52$39.48
$1320.00$1340.001:2Aug 28-$0.09$19.91
$1360.00$1380.001:2Sep 18-$1.04$18.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1000.00$990.001:2Sep 18-$0.12$9.88
$1090.00$1080.001:2Aug 21-$0.04$9.96
$1010.00$1000.001:2Aug 21-$0.01$9.99
$1000.00$990.001:2Aug 21-$0.04$9.96
$1070.00$1060.001:2Aug 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. 114 found (best yield 3.92%, avg 1.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1235.00Oct 2$48.000.500.8%3.92%4.67%23
$1245.00Oct 2$43.000.471.6%3.51%5.08%236
$1275.00Oct 2$31.000.394.0%2.53%6.55%2426
$1265.00Oct 2$34.000.413.2%2.77%5.98%384
$1270.00Oct 2$32.000.403.6%2.61%6.22%6266
$1280.00Oct 2$29.000.374.4%2.37%6.79%4653
$1285.00Oct 2$27.000.364.8%2.20%7.04%4220
$1230.00Sep 25$46.000.510.3%3.75%4.10%2106
$1240.00Sep 25$41.000.481.2%3.34%4.51%29
$1250.00Sep 25$36.000.452.0%2.94%4.92%421

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 23,541
Total Puts 15,699
Put/Call Ratio 0.67
Net Difference 7,842

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 187,070
Total Puts 171,371
Average Put/Call Ratio 0.99
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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