Tour v526
LLY
ELI LILLY AND CO
$1255.40 +0.88%
$1256.16 (+0.06%)🌙
as of 08/21 06:46 PM
8/21 18:46

Option Volume

Detail
Current (08/21) 52,773
Calls: 29,152 (55%)
Puts: 23,621 (45%)
Prior (08/20) 41,480
Calls: 22,025 (53%)
Puts: 19,455 (47%)
Current vs Prior +27.23%
Calls: +32.36% (Calls)
Puts: +21.41% (Puts)
Prior 7-Day Total 341,060
Calls: 191,594 (56%)
Puts: 149,466 (44%)
Prior 7-Day Average 48,722
Calls: 27,370 (56%)
Puts: 21,352 (44%)
Current vs Prior 7-Day Avg +8.31%
Calls: +6.51%
Puts: +10.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $123.11M
Calls: $87.45M (71%)
Puts: $35.66M (29%)
Prior (08/20) $89.41M
Calls: $52.83M (59%)
Puts: $36.58M (41%)
Current vs Prior +37.69%
Calls: +65.52%
Puts: -2.52%
Prior 7-Day Total $937.75M
Calls: $746.03M (80%)
Puts: $191.72M (20%)
Prior 7-Day Average $133.96M
Calls: $106.58M (80%)
Puts: $27.39M (20%)
Current vs Prior 7-Day Avg -8.10%
Calls: -17.95%
Puts: +30.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.81
Prior (08/20) 0.88
Current vs Prior -8.27%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -7.84%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/21) 200,772
Calls: 111,395 (55%)
Puts: 89,377 (45%)
Prior (08/20) 186,039
Calls: 101,012 (54%)
Puts: 85,027 (46%)
Current vs Prior +7.92%
Prior 7-Day Total 1,333,299
Calls: 713,752 (54%)
Puts: 619,547 (46%)
Prior 7-Day Average 190,471
Calls: 101,964 (54%)
Puts: 88,506 (46%)
Current vs Prior 7-Day Avg +5.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 0.54% | 3.38%0.54% | 7.27%
Prior 1.71% | 3.75%1.71% | 7.34%
Current vs Prior +97.13% | +37.56%-68.76% | -1.04%
Prior 7-Day Avg 2.46% | 4.19%3.05% | 7.81%
Current vs 7-Day Avg +37.29% | +23.35%-82.45% | -6.93%
Prior 7-Day Eod 1.71% | 3.75%1.71% | 7.34%
Current vs 7-Day Eod +97.13% | +37.56%-68.76% | -1.04%
Sentiment BEARISHBULLISH

Relative Spread

Detail
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 25.00% | 21.88%
Calls: 17.74% | 21.52%
Puts: 32.26% | 22.24%
Current vs 7-Day Avg -21.80% | +5.74%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($87.45M).

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 7.3%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1040.00Aug 21213.05220.30$216.683.3%20.91--
$1020.00Aug 21230.90239.85$235.383.8%20.9711
$1110.00Aug 21143.15149.85$146.504.6%41.0046
$1060.00Aug 21190.90199.85$195.384.6%210.93--
$1060.00Sep 18196.65206.10$201.384.7%130.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Sep 18107.70116.10$111.907.5%400.815
$1440.00Oct 2179.75194.00$186.887.6%20.87--
$1400.00Sep 18141.15152.45$146.807.7%10.88--
$1405.00Sep 4142.60155.85$149.238.9%20.95--
$1370.00Aug 21108.70119.25$113.989.3%10.91--

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. 212 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1010.00Aug 21240.75253.75$247.255.3%11.00--
$1070.00Aug 21180.90191.15$186.035.5%11.00--
$1100.00Aug 21150.90159.85$155.385.8%221.00738
$1110.00Aug 21143.15149.85$146.504.6%41.0046
$1150.00Aug 21101.15109.85$105.508.2%331.00128
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1260.00Aug 211.477.20$4.34132.0%3961.0081
$1265.00Aug 216.1012.00$9.0565.2%3031.0056
$1270.00Aug 219.9520.25$15.1068.2%591.0063
$1280.00Aug 2122.0030.75$26.3833.2%21.0065
$1290.00Aug 2126.2540.20$33.2342.0%21.001

Most actively traded options today. High liquidity = easy entry/exit. 640 active (total vol 34.8K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 210.000.01$0.01100.0%1.8K0.003.0K
$1280.00Aug 210.000.02$0.01200.0%1.2K0.00959
$1300.00Sep 1824.7527.70$26.2311.2%1.2K0.362.8K
$1270.00Aug 210.020.14$0.08150.0%1.1K0.03547
$1220.00Sep 1861.5071.90$66.7015.6%9210.651.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Aug 210.000.08$0.04200.0%6990.03221
$1220.00Aug 210.000.05$0.03166.7%6150.01190
$1260.00Aug 211.477.20$4.34132.0%3961.0081
$1240.00Aug 210.000.01$0.01100.0%3760.00218
$1265.00Aug 216.1012.00$9.0565.2%3031.0056

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 1569.3%, max 3247.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1365.00Aug 21Aug 281078.1%32.2%3247.3%34114
$1345.00Aug 21Oct 2951.7%33.2%2770.0%3438
$1202.50Aug 21Aug 28739.1%34.1%2064.7%631
$1315.00Aug 21Oct 2657.8%33.3%1872.7%11874
$1207.50Aug 21Aug 28697.4%35.4%1872.6%1650
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1192.50Aug 21Aug 28693.5%36.7%1789.8%1629
$1210.00Aug 21Oct 2544.1%30.1%1709.7%75250
$1255.00Aug 21Oct 246.4%30.5%52.3%273336
$1207.50Aug 28Sep 435.4%30.0%17.8%1229

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 326 found (best R:R 7.06, avg 9.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1240.00$1245.00Sep 11$0.62$4.38$0.6258%7.06$1240.62
$1270.00$1275.00Oct 2$0.38$4.62$0.3848%12.16$1270.38
$1220.00$1225.00Oct 2$1.15$3.85$1.1563%3.35$1221.15
$1290.00$1295.00Sep 25$0.12$4.88$0.1241%40.67$1290.12
$1235.00$1240.00Aug 28$1.37$3.63$1.3767%2.65$1236.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1275.00$1270.00Aug 21$2.85$2.15$2.8598%0.75$1272.15
$1200.00$1185.00Sep 11$1.30$13.70$1.3025%10.54$1198.70
$1260.00$1255.00Sep 4$0.93$4.07$0.9352%4.38$1259.07
$1265.00$1260.00Sep 4$1.14$3.86$1.1454%3.39$1263.86
$1245.00$1240.00Oct 2$0.85$4.15$0.8545%4.88$1244.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 278 found (best R:R 5.76, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1390.00$1400.00Aug 21$8.52$8.52$1.4885%5.76$1398.52
$1480.00$1500.00Aug 21$4.99$4.99$15.0192%0.33$1484.99
$1345.00$1350.00Aug 21$3.53$3.53$1.4782%2.40$1348.53
$1370.00$1380.00Aug 21$2.87$2.87$7.1392%0.40$1372.87
$1340.00$1345.00Sep 25$3.41$3.41$1.5972%2.14$1343.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1210.00$1205.00Aug 21$4.30$4.30$0.7082%6.14$1205.70
$1200.00$1195.00Sep 25$4.50$4.50$0.5069%9.00$1195.50
$1205.00$1200.00Oct 2$4.35$4.35$0.6567%6.69$1200.65
$1180.00$1170.00Sep 18$4.67$4.67$5.3377%0.88$1175.33
$1230.00$1225.00Oct 2$4.47$4.47$0.5360%8.43$1225.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $14.41, cheapest $17.73)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1255.00Aug 21Aug 28$18.9746.4%28.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1255.00Aug 21Aug 28$17.7346.4%28.6%
$1285.00Aug 28Sep 11$15.8532.4%33.1%
$1310.00Sep 25Oct 2$5.1031.7%32.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 175 found (cheapest 0.29% of stock, avg 6.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1255.00Aug 21$2.38$1.29$3.67$1251.33$1258.670.29%
$1260.00Aug 21$0.28$4.34$4.62$1255.38$1264.620.37%
$1250.00Aug 21$5.40$0.04$5.44$1244.56$1255.440.43%
$1265.00Aug 21$0.20$9.05$9.25$1255.75$1274.250.74%
$1245.00Aug 21$10.98$0.01$10.99$1234.01$1255.990.88%
$1270.00Aug 21$0.08$15.10$15.18$1254.82$1285.181.21%
$1240.00Aug 21$15.43$0.01$15.44$1224.56$1255.441.23%
$1275.00Aug 21$0.30$17.95$18.25$1256.75$1293.251.45%
$1235.00Aug 21$21.38$0.03$21.41$1213.59$1256.411.71%
$1230.00Aug 21$25.50$0.01$25.51$1204.49$1255.512.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.50% of stock, avg 4.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1310.00$1255.00Aug 21$5.00$1.29$6.29$1248.71$1316.29
$1315.00$1255.00Aug 21$6.15$1.29$7.44$1247.56$1322.44
$1310.00$1210.00Aug 21$5.00$5.00$10.00$1200.00$1320.00
$1310.00$1177.50Aug 21$5.00$5.00$10.00$1167.50$1320.00
$1310.00$1192.50Aug 21$5.00$5.43$10.43$1182.07$1320.43
$1315.00$1210.00Aug 21$6.15$5.00$11.15$1198.85$1326.15
$1315.00$1177.50Aug 21$6.15$5.00$11.15$1166.35$1326.15
$1315.00$1192.50Aug 21$6.15$5.43$11.58$1180.92$1326.58
$1345.00$1255.00Aug 21$8.53$1.29$9.82$1245.18$1354.82
$1355.00$1255.00Aug 21$8.53$1.29$9.82$1245.18$1364.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 198 found (best R:R 24.64, avg credit $2.86)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1115/11201390/1400Aug 21$9.61$0.3982%24.64$1110.39$1399.61
1172/11751390/1400Aug 21$8.65$1.3584%6.41$1166.35$1398.65
1190/11921370/1380Aug 21$8.27$1.7376%4.78$1184.23$1378.27
1070/10901390/1400Aug 21$8.64$11.3685%0.76$1081.36$1398.64
1175/11781370/1380Aug 21$7.71$2.2978%3.37$1169.79$1377.71
1070/10901355/1360Aug 21$8.64$11.3682%0.76$1081.36$1363.64
1205/12101370/1380Aug 21$7.17$2.8374%2.53$1202.83$1377.17
1115/11201345/1350Aug 21$4.62$0.3879%12.16$1115.38$1349.62
1205/12101275/1280Aug 21$4.59$0.4176%11.20$1205.41$1279.59
1205/12101290/1295Aug 21$4.40$0.6080%7.33$1205.60$1294.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 199 found (best R:R 4.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1250.00$1255.00$1260.00Aug 21$0.92$4.0882%4.43
$1320.00$1340.00$1360.00Sep 18$0.37$19.6311%53.05
$1400.00$1420.00$1440.00Oct 2$0.22$19.785%89.91
$1270.00$1280.00$1290.00Sep 18$0.12$9.887%82.33
$1260.00$1270.00$1280.00Sep 18$0.13$9.877%75.92
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1250.00$1255.00$1260.00Aug 21$1.80$3.2097%1.78
$1300.00$1320.00$1340.00Sep 18$0.96$19.0412%19.83
$1255.00$1260.00$1265.00Aug 21$1.66$3.3458%2.01
$1320.00$1340.00$1360.00Sep 18$1.04$18.9611%18.23
$1260.00$1265.00$1270.00Aug 28$0.12$4.888%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 218 found (best net $-6.18, 187 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1015.00$1110.001:2Sep 4-$55.16$39.84
$1115.00$1180.001:2Oct 2-$51.80$13.20
$1420.00$1460.001:2Sep 25-$2.17$37.83
$1260.00$1265.001:2Aug 21-$0.12$4.88
$1460.00$1480.001:2Sep 11-$0.30$19.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1440.00$1330.001:2Oct 2-$6.18$103.82
$1340.00$1300.001:2Aug 21-$5.91$34.09
$1270.00$1265.001:2Aug 21-$3.00$2.00
$1060.00$1020.001:2Sep 18-$0.42$39.58
$1090.00$1080.001:2Sep 11-$0.20$9.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 123 found (best yield 3.37%, avg 1.29%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1280.00Oct 2$42.300.462.0%3.37%5.33%360
$1275.00Oct 2$44.100.471.6%3.51%5.07%131
$1270.00Oct 2$45.900.481.2%3.66%4.82%561
$1260.00Oct 2$50.350.510.4%4.01%4.38%313
$1290.00Oct 2$37.850.432.8%3.01%5.77%830
$1285.00Oct 2$39.450.442.4%3.14%5.50%1019
$1265.00Oct 2$47.550.490.8%3.79%4.55%224
$1295.00Oct 2$35.200.413.1%2.80%5.96%1061
$1300.00Oct 2$33.300.403.5%2.65%6.21%4849
$1310.00Oct 2$30.900.374.3%2.46%6.81%42--

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 29,152
Total Puts 23,621
Put/Call Ratio 0.81
Net Difference 5,531

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 191,594
Total Puts 149,466
Average Put/Call Ratio 0.88
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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