Tour v526
LLY
ELI LILLY AND CO
$1233.66 -1.06%
$1232.31 (-0.11%)🌙
as of 08/25 06:44 PM
8/25 18:44

Option Volume

Detail
Current (08/25) 24,827
Calls: 11,463 (46%)
Puts: 13,364 (54%)
Prior (08/21) 52,773
Calls: 29,152 (55%)
Puts: 23,621 (45%)
Current vs Prior -52.96%
Calls: -60.68% (Calls)
Puts: -43.42% (Puts)
Prior 7-Day Total 355,491
Calls: 198,901 (56%)
Puts: 156,590 (44%)
Prior 7-Day Average 50,784
Calls: 28,414 (56%)
Puts: 22,370 (44%)
Current vs Prior 7-Day Avg -51.11%
Calls: -59.66%
Puts: -40.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/25) $62.37M
Calls: $35.12M (56%)
Puts: $27.25M (44%)
Prior (08/21) $123.11M
Calls: $87.45M (71%)
Puts: $35.66M (29%)
Current vs Prior -49.33%
Calls: -59.84%
Puts: -23.58%
Prior 7-Day Total $985.15M
Calls: $785.13M (80%)
Puts: $200.03M (20%)
Prior 7-Day Average $140.74M
Calls: $112.16M (80%)
Puts: $28.58M (20%)
Current vs Prior 7-Day Avg -55.68%
Calls: -68.69%
Puts: -4.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/25) 1.17
Prior (08/21) 0.81
Current vs Prior +43.88%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg +31.42%
Sentiment BEARISH

Open Interest

Detail
Current (08/25) 152,875
Calls: 77,218 (51%)
Puts: 75,657 (49%)
Prior (08/21) 200,772
Calls: 111,395 (55%)
Puts: 89,377 (45%)
Current vs Prior -23.86%
Prior 7-Day Total 1,356,515
Calls: 727,391 (54%)
Puts: 629,124 (46%)
Prior 7-Day Average 193,787
Calls: 103,913 (54%)
Puts: 89,874 (46%)
Current vs Prior 7-Day Avg -21.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 2.58% | 4.46%6.70% | 10.80%
Prior 3.38% | 5.16%0.54% | 7.27%
Current vs Prior -23.61% | -13.56%+1152.01% | +48.61%
Prior 7-Day Avg 2.64% | 4.34%2.54% | 7.64%
Current vs 7-Day Avg -2.32% | +2.88%+163.78% | +41.28%
Prior 7-Day Eod 3.38% | 5.16%0.54% | 7.27%
Current vs 7-Day Eod -23.61% | -13.56%+1152.01% | +48.61%
Sentiment BULLISHBEARISH

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 23.91% | 22.13%
Calls: 18.35% | 23.31%
Puts: 29.47% | 20.95%
Current vs 7-Day Avg -18.24% | +4.54%
Liquidity Expensive
+
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🤖 AI Insights

Below-average activity with volume down 53% vs prior. Slightly bearish P/C ratio of 1.17. P/C ratio rising 44% - increased hedging/bearish positioning. Declining open interest (down 24%) indicates positions being closed.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 25 of results (avg 7.8%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 18230.65240.35$235.504.1%21.00389
$1040.00Sep 18191.25200.95$196.104.9%80.95554
$1050.00Sep 18181.90191.95$186.935.4%70.95174
$1300.00Sep 1816.5517.50$17.025.6%4930.282.3K
$1085.00Oct 2154.60164.25$159.436.1%20.89--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1440.00Oct 2201.90215.85$208.886.7%80.921
$1420.00Oct 2182.90197.20$190.057.5%420.89--
$1395.00Sep 4155.85169.85$162.858.6%31.001
$1400.00Sep 4160.60175.05$167.838.6%31.00--

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. 155 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 18230.65240.35$235.504.1%21.00389
$1030.00Sep 18200.90213.80$207.356.2%11.00--
$1110.00Aug 28117.40130.00$123.7010.2%10.99--
$1130.00Aug 2897.35110.10$103.7312.3%30.9912
$1150.00Aug 2879.0589.05$84.0511.9%300.9737
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Aug 2880.8594.60$87.7315.7%11.0011
$1355.00Aug 28115.40130.00$122.7011.9%11.00--
$1395.00Sep 4155.85169.85$162.858.6%31.001
$1400.00Sep 4160.60175.05$167.838.6%31.00--
$1300.00Aug 2861.9072.00$66.9515.1%20.97--

Most actively traded options today. High liquidity = easy entry/exit. 514 active (total vol 13.0K, top 954)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 280.701.21$0.9653.1%9540.06601
$1300.00Sep 1816.5517.50$17.025.6%4930.282.3K
$1320.00Aug 280.150.91$0.53143.4%3940.03611
$1340.00Aug 280.020.35$0.19173.7%3050.01781
$1400.00Sep 254.556.50$5.5335.3%2960.1085
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1180.00Aug 281.382.00$1.6936.7%1360.09689
$1220.00Aug 287.209.80$8.5030.6%1250.34151
$1150.00Aug 280.250.89$0.57112.3%930.03288
$1180.00Oct 219.2031.05$25.1347.2%920.3030
$1175.00Aug 280.181.77$0.98162.2%910.06336

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 9.2%, max 17.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1245.00Aug 28Oct 238.6%32.9%17.3%49128
$1255.00Aug 28Oct 238.5%33.6%14.5%10173
$1225.00Aug 28Oct 236.1%31.7%13.8%1244
$1210.00Aug 28Sep 1833.5%30.3%10.6%31292
$1200.00Aug 28Oct 234.5%31.2%10.4%15487
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1245.00Aug 28Sep 2538.6%32.9%17.2%6799
$1255.00Aug 28Sep 2538.5%34.0%13.4%4296
$1200.00Aug 28Sep 2534.5%30.6%12.8%73243
$1225.00Aug 28Sep 2536.1%32.2%12.3%34100
$1240.00Aug 28Oct 234.3%30.5%12.3%65160

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 318 found (best R:R 9.42, avg 11.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1220.00$1225.00Aug 28$0.48$4.52$0.4866%9.42$1220.48
$1085.00$1095.00Oct 2$6.61$3.39$6.6189%0.51$1091.61
$1200.00$1205.00Aug 28$2.15$2.85$2.1583%1.33$1202.15
$1345.00$1360.00Sep 25$0.75$14.25$0.7519%19.00$1345.75
$1255.00$1260.00Sep 11$0.22$4.78$0.2243%21.73$1255.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1250.00$1245.00Sep 11$0.78$4.22$0.7855%5.41$1249.22
$1235.00$1225.00Sep 25$2.72$7.28$2.7248%2.68$1232.28
$1255.00$1250.00Sep 18$0.95$4.05$0.9557%4.26$1254.05
$1190.00$1180.00Sep 25$1.27$8.73$1.2732%6.87$1188.73
$1215.00$1210.00Sep 4$0.20$4.80$0.2036%24.00$1214.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 271 found (best R:R 0.36, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1360.00$1380.00Sep 25$5.33$5.33$14.6783%0.36$1365.33
$1310.00$1320.00Sep 18$4.92$4.92$5.0874%0.97$1314.92
$1310.00$1315.00Sep 11$3.30$3.30$1.7077%1.94$1313.30
$1255.00$1260.00Sep 18$4.25$4.25$0.7557%5.67$1259.25
$1295.00$1300.00Sep 18$3.51$3.51$1.4970%2.36$1298.51
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1030.00$1015.00Oct 2$3.01$3.01$11.9992%0.25$1026.99
$1225.00$1220.00Sep 4$4.10$4.10$0.9058%4.56$1220.90
$1225.00$1220.00Sep 25$4.20$4.20$0.8055%5.25$1220.80
$1225.00$1220.00Sep 18$4.10$4.10$0.9054%4.56$1220.90
$1205.00$1200.00Sep 11$3.43$3.43$1.5766%2.18$1201.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $11.42, cheapest $10.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1255.00Aug 28Sep 4$10.2438.5%33.3%
$1245.00Aug 28Sep 4$11.1538.6%33.8%
$1220.00Aug 28Sep 4$13.8234.0%31.0%
$1225.00Aug 28Sep 4$11.2536.1%33.5%
$1235.00Aug 28Sep 4$12.9233.0%31.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1255.00Aug 28Sep 4$10.2238.5%33.3%
$1245.00Aug 28Sep 4$12.5538.6%33.8%
$1220.00Aug 28Sep 4$8.9534.0%31.0%
$1225.00Aug 28Sep 4$10.3036.1%33.5%
$1235.00Aug 28Sep 4$10.2033.0%31.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 125 found (cheapest 2.39% of stock, avg 6.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1235.00Aug 28$15.03$14.45$29.48$1205.52$1264.482.39%
$1230.00Aug 28$17.95$11.85$29.80$1200.20$1259.802.42%
$1220.00Aug 28$21.98$8.50$30.48$1189.52$1250.482.47%
$1240.00Aug 28$12.88$17.88$30.76$1209.24$1270.762.49%
$1227.50Aug 28$20.10$11.33$31.43$1196.07$1258.932.55%
$1232.50Aug 28$17.38$14.25$31.63$1200.87$1264.132.56%
$1212.50Aug 28$26.90$5.43$32.33$1180.17$1244.832.62%
$1245.00Aug 28$12.63$19.95$32.58$1212.42$1277.582.64%
$1225.00Aug 28$21.50$11.25$32.75$1192.25$1257.752.65%
$1250.00Aug 28$8.82$24.10$32.92$1217.08$1282.922.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.42% of stock, avg 4.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1260.00$1225.00Aug 28$6.25$11.25$17.50$1207.50$1277.50
$1260.00$1227.50Aug 28$6.25$11.33$17.58$1209.92$1277.58
$1250.00$1225.00Aug 28$8.82$11.25$20.07$1204.93$1270.07
$1250.00$1227.50Aug 28$8.82$11.33$20.15$1207.35$1270.15
$1255.00$1225.00Aug 28$9.03$11.25$20.28$1204.72$1275.28
$1260.00$1230.00Aug 28$6.25$11.85$18.10$1211.90$1278.10
$1255.00$1227.50Aug 28$9.03$11.33$20.36$1207.14$1275.36
$1250.00$1230.00Aug 28$8.82$11.85$20.67$1209.33$1270.67
$1255.00$1230.00Aug 28$9.03$11.85$20.88$1209.12$1275.88
$1245.00$1227.50Aug 28$12.63$11.33$23.96$1203.54$1268.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 180 found (best R:R 14.62, avg credit $2.14)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1100/11051300/1305Oct 2$4.68$0.3251%14.62$1100.32$1304.68
1130/11351300/1305Oct 2$4.78$0.2246%21.73$1130.22$1304.78
1130/11351275/1280Sep 4$4.01$0.9961%4.05$1130.99$1279.01
1140/11451275/1280Sep 4$4.09$0.9159%4.49$1140.91$1279.09
1100/11051275/1280Sep 4$3.81$1.1964%3.20$1101.19$1278.81
1105/11101275/1280Sep 4$3.85$1.1563%3.35$1106.15$1278.85
1110/11151275/1280Sep 4$3.84$1.1662%3.31$1111.16$1278.84
1135/11401275/1280Sep 4$3.87$1.1360%3.42$1136.13$1278.87
1145/11501275/1280Sep 4$3.96$1.0458%3.81$1146.04$1278.96
1065/10701300/1305Oct 2$3.75$1.2556%3.00$1066.25$1303.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 177 found (best R:R 249.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1340.00$1360.00$1380.00Sep 18$0.08$19.926%249.00
$1400.00$1420.00$1440.00Sep 18$0.18$19.824%110.11
$1260.00$1265.00$1270.00Sep 4$0.10$4.906%49.00
$1305.00$1310.00$1315.00Sep 4$0.05$4.952%99.00
$1280.00$1285.00$1290.00Aug 28$0.17$4.836%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1280.00$1290.00$1300.00Sep 18$0.05$9.956%199.00
$1255.00$1260.00$1265.00Sep 11$0.08$4.924%61.50
$1060.00$1070.00$1080.00Sep 18$0.08$9.922%124.00
$1220.00$1225.00$1230.00Sep 11$0.13$4.875%37.46
$1255.00$1260.00$1265.00Sep 4$0.15$4.855%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. 177 found (best net $-22.95, 159 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1100.00$1160.001:2Sep 25-$47.01$12.99
$1400.00$1440.001:2Oct 2-$0.68$39.32
$1170.00$1205.001:2Sep 11-$24.06$10.94
$1360.00$1380.001:2Sep 25-$0.02$19.98
$1330.00$1360.001:2Sep 11-$1.76$28.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1420.00$1325.001:2Oct 2-$22.95$72.05
$1125.00$1100.001:2Sep 11-$1.12$23.88
$1090.00$1060.001:2Sep 25-$1.60$28.40
$1050.00$1000.001:2Sep 4-$0.15$49.85
$1090.00$1050.001:2Sep 4-$0.43$39.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 126 found (best yield 3.44%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1250.00Oct 2$42.450.481.3%3.44%4.77%726
$1245.00Oct 2$44.450.500.9%3.60%4.52%813
$1255.00Oct 2$40.100.471.7%3.25%4.98%519
$1265.00Oct 2$35.750.442.5%2.90%5.44%2824
$1235.00Oct 2$47.900.530.1%3.88%3.99%23
$1270.00Oct 2$33.350.423.0%2.70%5.65%261
$1280.00Oct 2$29.700.403.8%2.41%6.16%564
$1300.00Oct 2$23.800.345.4%1.93%7.31%561
$1245.00Sep 25$38.950.490.9%3.16%4.08%1130
$1250.00Sep 25$36.500.471.3%2.96%4.28%1747

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 11,463
Total Puts 13,364
Put/Call Ratio 1.17
Net Difference -1,901

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 198,901
Total Puts 156,590
Average Put/Call Ratio 0.89
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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