Tour v526
LLY
ELI LILLY AND CO
$1244.40 -2.81%
$1248.50 (+0.33%)🌙
as of 08/20 06:45 PM
(8/19 18:42) ◀
|
Thursday, August 20, 2026 (6:45pm)
January 2026
|
▶ (8/21 18:46)
◀ 8/20 18:45 ▶

Option Volume

Detail
ℹ
Current (08/20) 41,480
Calls: 22,025 (53%)
Puts: 19,455 (47%)
Prior (08/19) 74,926
Calls: 52,524 (70%)
Puts: 22,402 (30%)
Current vs Prior -44.64%
Calls: -58.07% (Calls)
Puts: -13.16% (Puts)
Prior 7-Day Total 357,410
Calls: 195,089 (55%)
Puts: 162,321 (45%)
Prior 7-Day Average 51,058
Calls: 27,869 (55%)
Puts: 23,188 (45%)
Current vs Prior 7-Day Avg -18.76%
Calls: -20.97%
Puts: -16.10%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (08/20) $89.41M
Calls: $52.83M (59%)
Puts: $36.58M (41%)
Prior (08/19) $262.41M
Calls: $224.51M (86%)
Puts: $37.90M (14%)
Current vs Prior -65.93%
Calls: -76.47%
Puts: -3.49%
Prior 7-Day Total $927.85M
Calls: $737.79M (80%)
Puts: $190.05M (20%)
Prior 7-Day Average $132.55M
Calls: $105.40M (80%)
Puts: $27.15M (20%)
Current vs Prior 7-Day Avg -32.55%
Calls: -49.87%
Puts: +34.72%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (08/20) 0.88
Prior (08/19) 0.43
Current vs Prior +107.10%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -5.42%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (08/20) 186,039
Calls: 101,012 (54%)
Puts: 85,027 (46%)
Prior (08/19) 217,962
Calls: 123,268 (57%)
Puts: 94,694 (43%)
Current vs Prior -14.65%
Prior 7-Day Total 1,341,432
Calls: 721,151 (54%)
Puts: 620,281 (46%)
Prior 7-Day Average 191,633
Calls: 103,021 (54%)
Puts: 88,611 (46%)
Current vs Prior 7-Day Avg -2.92%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.71% | 3.75%1.71% | 7.34%
Prior 3.10% | 4.20%3.10% | 7.85%
Current vs Prior -44.77% | -10.66%-44.77% | -6.48%
Prior 7-Day Avg 2.59% | 4.31%3.46% | 8.02%
Current vs 7-Day Avg -33.79% | -12.90%-50.55% | -8.47%
Prior 7-Day Eod 3.10% | 4.20%3.10% | 7.85%
Current vs 7-Day Eod -44.77% | -10.66%-44.77% | -6.48%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 19.55% | 23.14%
Calls: 20.80% | 30.48%
Puts: 18.30% | 15.81%
Prior 19.55% | 23.14%
Calls: 20.80% | 30.48%
Puts: 18.30% | 15.81%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 26.09% | 21.63%
Calls: 17.13% | 19.73%
Puts: 35.05% | 23.52%
Current vs 7-Day Avg -25.07% | +6.97%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 66% vs prior. Below-average activity with volume down 45% vs prior. P/C ratio rising 107% - increased hedging/bearish positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 83 of results (avg 7.8%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1110.00Sep 18142.50148.30$145.404.0%330.90153
$1040.00Sep 18208.00217.15$212.584.3%10.96--
$1000.00Sep 18245.95256.95$251.454.4%30.98391
$1030.00Sep 18216.60227.65$222.135.0%10.9756
$1060.00Aug 21183.00192.45$187.735.0%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1480.00Aug 28227.70241.25$234.485.8%31.00--
$1400.00Sep 18150.75160.05$155.406.0%40.89107
$1420.00Sep 18169.45180.55$175.006.3%100.91--
$1420.00Aug 21167.75179.00$173.386.5%61.00--
$1285.00Sep 2566.2070.95$68.586.9%240.604

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.35, cheapest $0.35)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 210.320.37$0.3514.3%2.2K0.032.9K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 199 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 21240.15252.60$246.385.1%81.0034
$1100.00Aug 21142.80152.70$147.756.7%101.00740
$1060.00Aug 21183.00192.45$187.735.0%11.00--
$1130.00Aug 21111.75123.00$117.389.6%11.00--
$1120.00Aug 21123.05130.00$126.535.5%61.00345
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1275.00Aug 2126.0033.00$29.5023.7%291.0052
$1280.00Aug 2131.0038.70$34.8522.1%661.0087
$1285.00Aug 2135.0042.20$38.6018.7%21.00--
$1290.00Aug 2140.0047.00$43.5016.1%21.00--
$1300.00Aug 2150.0058.00$54.0014.8%81.0040

Most actively traded options today. High liquidity = easy entry/exit. 606 active (total vol 28.1K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 210.320.37$0.3514.3%2.2K0.032.9K
$1320.00Sep 1816.3021.55$18.9327.7%1.3K0.282.7K
$1280.00Aug 210.801.48$1.1459.6%1.1K0.101.0K
$1270.00Aug 2810.7515.60$13.1836.8%1.0K0.3562
$1320.00Aug 210.120.15$0.1421.4%8320.011.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1055.00Sep 110.417.10$3.76177.9%6190.0611
$1000.00Sep 180.871.35$1.1143.2%4340.022.4K
$1100.00Aug 210.030.05$0.0450.0%3100.00939
$1105.00Aug 210.000.41$0.21195.2%2780.0161
$1110.00Aug 210.000.36$0.18200.0%2620.01243

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 19.4%, max 39.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1235.00Aug 21Sep 1140.4%29.0%39.3%2797
$1230.00Aug 21Sep 1839.4%30.1%30.8%721.1K
$1240.00Aug 21Oct 238.7%30.5%26.9%613917
$1250.00Aug 21Oct 236.0%30.1%19.5%4511.8K
$1245.00Aug 21Oct 234.7%30.4%14.0%160319
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1235.00Aug 21Oct 240.4%30.0%34.8%131207
$1230.00Aug 21Sep 2539.4%29.6%33.2%176136
$1240.00Aug 21Sep 1838.7%30.0%29.0%131285
$1225.00Aug 21Oct 236.1%30.2%19.5%78100
$1250.00Aug 21Oct 236.0%30.1%19.5%154228

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 351 found (best R:R 7.06, avg 8.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1360.00$1380.00Oct 2$2.48$17.52$2.4824%7.06$1362.48
$1320.00$1340.00Sep 11$2.22$17.78$2.2224%8.01$1322.22
$1270.00$1280.00Sep 18$2.45$7.55$2.4544%3.08$1272.45
$1345.00$1360.00Sep 11$0.87$14.13$0.8718%16.24$1345.87
$1275.00$1285.00Sep 11$2.33$7.67$2.3340%3.29$1277.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1255.00$1250.00Aug 21$1.37$3.63$1.3768%2.65$1253.63
$1220.00$1210.00Sep 18$2.07$7.93$2.0738%3.83$1217.93
$1220.00$1215.00Sep 25$0.45$4.55$0.4539%10.11$1219.55
$1250.00$1245.00Sep 11$1.00$4.00$1.0050%4.00$1249.00
$1150.00$1140.00Sep 25$0.70$9.30$0.7019%13.29$1149.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 290 found (best R:R 0.33, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1395.00$1400.00Aug 21$4.80$4.80$0.2090%24.00$1399.80
$1450.00$1455.00Sep 4$3.97$3.97$1.0392%3.85$1453.97
$1285.00$1290.00Aug 28$2.98$2.98$2.0272%1.48$1287.98
$1265.00$1270.00Aug 28$3.47$3.47$1.5361%2.27$1268.47
$1310.00$1315.00Sep 11$2.92$2.92$2.0872%1.40$1312.92
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1050.00$1030.00Aug 21$4.97$4.97$15.0393%0.33$1045.03
$1145.00$1140.00Sep 4$3.29$3.29$1.7188%1.92$1141.71
$1090.00$1075.00Oct 2$3.67$3.67$11.3388%0.32$1086.33
$1055.00$1050.00Sep 11$2.43$2.43$2.5794%0.95$1052.57
$1070.00$1065.00Sep 25$2.32$2.32$2.6892%0.87$1067.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $12.24, cheapest $11.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1240.00Aug 21Aug 28$11.7038.7%29.2%
$1260.00Aug 21Aug 28$11.6037.0%30.4%
$1245.00Aug 21Aug 28$12.5334.7%29.5%
$1250.00Aug 21Aug 28$12.5736.0%30.8%
$1255.00Aug 21Aug 28$13.8534.4%32.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1235.00Aug 21Aug 28$11.1040.4%28.9%
$1240.00Aug 21Aug 28$12.2038.7%29.2%
$1250.00Aug 21Aug 28$10.8236.0%30.8%
$1245.00Aug 21Aug 28$13.6834.7%29.5%
$1255.00Aug 21Aug 28$12.3734.4%32.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 152 found (cheapest 1.44% of stock, avg 6.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1245.00Aug 21$10.65$7.32$17.97$1227.03$1262.971.44%
$1255.00Aug 21$5.65$13.80$19.45$1235.55$1274.451.56%
$1240.00Aug 21$14.00$6.18$20.18$1219.82$1260.181.62%
$1250.00Aug 21$8.13$12.43$20.56$1229.44$1270.561.65%
$1260.00Aug 21$4.55$17.15$21.70$1238.30$1281.701.74%
$1235.00Aug 21$16.95$4.85$21.80$1213.20$1256.801.75%
$1230.00Aug 21$20.02$3.29$23.31$1206.69$1253.311.87%
$1265.00Aug 21$3.18$21.00$24.18$1240.82$1289.181.94%
$1225.00Aug 21$24.70$1.75$26.45$1198.55$1251.452.13%
$1270.00Aug 21$2.36$25.85$28.21$1241.79$1298.212.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.33% of stock, avg 4.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1270.00$1225.00Aug 21$2.36$1.75$4.11$1220.89$1274.11
$1265.00$1225.00Aug 21$3.18$1.75$4.93$1220.07$1269.93
$1270.00$1230.00Aug 21$2.36$3.29$5.65$1224.35$1275.65
$1265.00$1230.00Aug 21$3.18$3.29$6.47$1223.53$1271.47
$1260.00$1225.00Aug 21$4.55$1.75$6.30$1218.70$1266.30
$1270.00$1235.00Aug 21$2.36$4.85$7.21$1227.79$1277.21
$1260.00$1230.00Aug 21$4.55$3.29$7.84$1222.16$1267.84
$1265.00$1235.00Aug 21$3.18$4.85$8.03$1226.97$1273.03
$1260.00$1235.00Aug 21$4.55$4.85$9.40$1225.60$1269.40
$1255.00$1225.00Aug 21$5.65$1.75$7.40$1217.60$1262.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 230 found (best R:R 0.34, avg credit $2.18)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1030/10501295/1300Aug 21$5.11$14.8988%0.34$1044.89$1300.11
1140/11451295/1300Sep 4$4.69$0.3158%15.13$1140.31$1299.69
1030/10501285/1290Aug 21$5.12$14.8886%0.34$1044.88$1290.12
1050/10551290/1295Sep 11$4.16$0.8460%4.95$1050.84$1294.16
1160/11651285/1290Aug 28$3.80$1.2064%3.17$1161.20$1288.80
1030/10501280/1285Aug 21$5.40$14.6083%0.37$1044.60$1285.40
1150/11551285/1290Aug 28$3.42$1.5866%2.16$1151.58$1288.42
1050/10551295/1300Sep 11$3.63$1.3762%2.65$1051.37$1298.63
1130/11351285/1290Aug 28$3.25$1.7569%1.86$1131.75$1288.25
1100/11051285/1290Aug 28$3.09$1.9170%1.62$1101.91$1288.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 215 found (best R:R 89.91, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1300.00$1320.00$1340.00Sep 18$0.22$19.7812%89.91
$1230.00$1235.00$1240.00Aug 21$0.12$4.8814%40.67
$1265.00$1270.00$1275.00Aug 21$0.06$4.9410%82.33
$1420.00$1440.00$1460.00Sep 18$0.25$19.754%79.00
$1230.00$1235.00$1240.00Sep 4$0.05$4.955%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1300.00$1320.00$1340.00Sep 18$0.63$19.3712%30.75
$1320.00$1340.00$1360.00Sep 18$0.67$19.3310%28.85
$1270.00$1280.00$1290.00Sep 18$0.10$9.907%99.00
$1235.00$1250.00$1265.00Oct 2$0.50$14.508%29.00
$1140.00$1150.00$1160.00Sep 18$0.12$9.885%82.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 239 found (best net $-3.07, 217 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1100.00$1185.001:2Sep 11-$3.07$81.93
$1440.00$1480.001:2Oct 2-$2.13$37.87
$1420.00$1460.001:2Sep 25-$2.71$37.29
$1380.00$1400.001:2Sep 4-$0.85$19.15
$1280.00$1285.001:2Aug 21-$0.28$4.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1360.00$1295.001:2Oct 2-$32.70$32.30
$1040.00$1000.001:2Oct 2-$0.31$39.69
$1230.00$1225.001:2Aug 21-$0.21$4.79
$1250.00$1245.001:2Aug 21-$2.21$2.79
$1095.00$1080.001:2Aug 28-$0.09$14.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 127 found (best yield 4.08%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1255.00Oct 2$50.750.500.8%4.08%4.93%311
$1265.00Oct 2$46.150.481.7%3.71%5.36%323
$1245.00Oct 2$55.250.530.1%4.44%4.49%1410
$1270.00Oct 2$43.800.462.1%3.52%5.58%1--
$1290.00Oct 2$36.450.413.7%2.93%6.59%231
$1250.00Oct 2$52.000.520.5%4.18%4.63%713
$1295.00Oct 2$34.400.404.1%2.76%6.83%1263
$1300.00Oct 2$33.000.384.5%2.65%7.12%3818
$1280.00Oct 2$38.500.432.9%3.09%5.95%5--
$1305.00Oct 2$31.100.374.9%2.50%7.37%2--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 22,025
Total Puts 19,455
Put/Call Ratio 0.88
Net Difference 2,570

Prior's Put/Call Breakdown

Total Calls 52,524
Total Puts 22,402
Put/Call Ratio 0.43
Net Difference 30,122

Prior 7-Day Put/Call Summary

Total Calls 195,089
Total Puts 162,321
Average Put/Call Ratio 0.93
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All