Tour v526
LLY
ELI LILLY AND CO
$1174.61 -0.13%
$1172.32 (-0.19%)🌙
as of 08/28 06:42 PM
8/28 18:42

Option Volume

Detail
Current (08/28) 44,497
Calls: 25,074 (56%)
Puts: 19,423 (44%)
Prior (08/27) 45,701
Calls: 17,741 (39%)
Puts: 27,960 (61%)
Current vs Prior -2.63%
Calls: +41.33% (Calls)
Puts: -30.53% (Puts)
Prior 7-Day Total 330,719
Calls: 177,797 (54%)
Puts: 152,922 (46%)
Prior 7-Day Average 47,245
Calls: 25,399 (54%)
Puts: 21,846 (46%)
Current vs Prior 7-Day Avg -5.82%
Calls: -1.28%
Puts: -11.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/28) $77.54M
Calls: $45.54M (59%)
Puts: $32.01M (41%)
Prior (08/27) $98.16M
Calls: $34.43M (35%)
Puts: $63.73M (65%)
Current vs Prior -21.00%
Calls: +32.26%
Puts: -49.78%
Prior 7-Day Total $821.44M
Calls: $552.13M (67%)
Puts: $269.31M (33%)
Prior 7-Day Average $117.35M
Calls: $78.88M (67%)
Puts: $38.47M (33%)
Current vs Prior 7-Day Avg -33.92%
Calls: -42.27%
Puts: -16.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/28) 0.77
Prior (08/27) 1.58
Current vs Prior -50.85%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -22.02%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/28) 177,779
Calls: 95,496 (54%)
Puts: 82,283 (46%)
Prior (08/27) 172,086
Calls: 88,167 (51%)
Puts: 83,919 (49%)
Current vs Prior +3.31%
Prior 7-Day Total 1,327,409
Calls: 700,885 (53%)
Puts: 626,524 (47%)
Prior 7-Day Average 189,629
Calls: 100,126 (53%)
Puts: 89,503 (47%)
Current vs Prior 7-Day Avg -6.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 0.46% | 3.22%6.19% | 9.73%
Prior 1.62% | 3.80%6.62% | 10.10%
Current vs Prior +98.83% | +26.82%-6.51% | -3.62%
Prior 7-Day Avg 2.50% | 4.30%4.02% | 8.72%
Current vs 7-Day Avg +29.06% | +12.01%+53.94% | +11.66%
Prior 7-Day Eod 1.62% | 3.80%6.62% | 10.10%
Current vs 7-Day Eod +98.83% | +26.82%-6.51% | -3.62%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.77% | 30.80%
Calls: 20.35% | 18.04%
Puts: 23.20% | 43.56%
Prior 21.77% | 30.80%
Calls: 20.35% | 18.04%
Puts: 23.20% | 43.56%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 21.27% | 25.08%
Calls: 20.06% | 25.13%
Puts: 22.49% | 25.02%
Current vs 7-Day Avg +2.33% | +22.82%
Liquidity Expensive
+
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🤖 AI Insights

P/C ratio dropping 51% - 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 13 of results (avg 7.8%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 18168.90177.60$173.255.0%11.00--
$1000.00Sep 11166.85179.15$173.007.1%11.00--
$1000.00Sep 25170.60183.45$177.027.3%11.001
$1050.00Sep 18122.80132.65$127.737.7%20.97--
$1050.00Oct 2127.10139.00$133.058.9%20.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1240.00Sep 1874.2578.10$76.185.1%10.78--
$1300.00Sep 25126.10135.50$130.807.2%10.86--
$1320.00Sep 25145.30156.85$151.077.6%20.885
$1260.00Sep 2592.10100.75$96.439.0%20.79--
$1285.00Sep 18111.55122.30$116.939.2%40.88--

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. 176 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1050.00Aug 28114.85128.40$121.6311.1%31.006
$1060.00Aug 28104.85116.70$110.7810.7%31.003
$1070.00Aug 2894.85107.85$101.3512.8%11.005
$1095.00Aug 2869.8584.10$76.9718.5%81.00--
$1100.00Aug 2864.8578.45$71.6519.0%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1172.50Aug 280.016.00$3.01199.0%591.0046
$1225.00Aug 2849.1059.05$54.0818.4%51.008
$1230.00Aug 2853.9563.45$58.7016.2%11.009
$1240.00Aug 2862.2575.75$69.0019.6%11.001
$1250.00Aug 2872.3582.75$77.5513.4%101.0010

Most actively traded options today. High liquidity = easy entry/exit. 584 active (total vol 28.5K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Sep 181.672.65$2.1645.4%1.1K0.064.1K
$1400.00Sep 180.500.80$0.6546.2%8380.022.7K
$1190.00Aug 280.000.01$0.01100.0%8260.0096
$1300.00Sep 40.220.31$0.2733.3%6340.01475
$1200.00Aug 280.000.01$0.01100.0%5330.00743
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1150.00Aug 280.000.01$0.01100.0%6850.001.0K
$1170.00Aug 280.002.84$1.42200.0%4170.37188
$1100.00Sep 41.242.30$1.7759.9%3480.08309
$1140.00Aug 280.011.39$0.70197.1%3140.07176
$1040.00Aug 280.000.05$0.03166.7%3050.00382

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 509.8%, max 1498.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1207.50Aug 28Sep 11482.0%30.2%1498.7%28818
$1202.50Aug 28Sep 11339.3%30.3%1021.0%2319
$1175.00Aug 28Oct 940.1%29.2%37.0%17628
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1202.50Aug 28Sep 4339.3%27.5%1133.6%610
$1165.00Aug 28Oct 978.0%30.6%155.1%294145
$1167.50Aug 28Sep 457.7%27.5%109.6%6658
$1170.00Aug 28Oct 962.9%31.2%101.4%418189
$1175.00Aug 28Oct 240.1%32.8%21.9%188420

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 315 found (best R:R 0.70, avg 7.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1140.00$1160.00Oct 9$9.58$10.42$9.5862%1.09$1149.58
$1100.00$1110.00Sep 18$6.48$3.52$6.4884%0.54$1106.48
$1190.00$1200.00Sep 18$2.08$7.92$2.0842%3.81$1192.08
$1160.00$1165.00Sep 4$1.22$3.78$1.2260%3.10$1161.22
$1165.00$1175.00Oct 9$3.73$6.27$3.7354%1.68$1168.73
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1240.00$1210.00Oct 2$17.60$12.40$17.6071%0.70$1222.40
$1225.00$1220.00Sep 18$1.57$3.43$1.5773%2.18$1223.43
$1200.00$1195.00Sep 11$1.40$3.60$1.4067%2.57$1198.60
$1250.00$1210.00Oct 9$24.80$15.20$24.8071%0.61$1225.20
$1185.00$1180.00Aug 28$3.10$1.90$3.1096%0.61$1181.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 264 found (best R:R 0.50, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1300.00$1320.00Oct 9$5.85$5.85$14.1580%0.41$1305.85
$1202.50$1205.00Aug 28$2.32$2.32$0.1884%12.89$1204.82
$1300.00$1305.00Oct 2$2.57$2.57$2.4384%1.06$1302.57
$1285.00$1290.00Sep 25$2.49$2.49$2.5185%0.99$1287.49
$1200.00$1202.50Sep 4$2.37$2.37$0.1372%18.23$1202.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$955.00$940.00Aug 28$4.97$4.97$10.0394%0.50$950.03
$985.00$960.00Sep 4$4.84$4.84$20.1693%0.24$980.16
$995.00$980.00Sep 25$3.15$3.15$11.8593%0.27$991.85
$1040.00$960.00Oct 9$6.23$6.23$73.7787%0.08$1033.77
$1075.00$1060.00Oct 2$4.32$4.32$10.6881%0.40$1070.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $10.54, cheapest $17.96)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1175.00Aug 28Sep 4$16.1040.1%29.7%
$1145.00Sep 25Oct 2$4.2530.6%30.0%
$1182.50Sep 4Sep 11$6.8229.4%29.5%
$1187.50Sep 4Sep 11$7.5827.1%28.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1170.00Aug 28Sep 4$17.9662.9%29.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 149 found (cheapest 0.36% of stock, avg 5.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1175.00Aug 28$0.55$3.72$4.27$1170.73$1179.270.36%
$1172.50Aug 28$1.68$3.01$4.69$1167.81$1177.190.40%
$1170.00Aug 28$3.84$1.42$5.26$1164.74$1175.260.45%
$1167.50Aug 28$5.86$0.56$6.42$1161.08$1173.920.55%
$1165.00Aug 28$7.09$0.58$7.67$1157.33$1172.670.65%
$1177.50Aug 28$0.19$9.38$9.57$1167.93$1187.070.81%
$1180.00Aug 28$0.05$10.45$10.50$1169.50$1190.500.89%
$1160.00Aug 28$11.88$0.10$11.98$1148.02$1171.981.02%
$1185.00Aug 28$0.11$13.55$13.66$1171.34$1198.661.16%
$1155.00Aug 28$16.23$0.25$16.48$1138.52$1171.481.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.09% of stock, avg 4.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1175.00$1167.50Aug 28$0.55$0.56$1.11$1166.39$1176.11
$1175.00$1165.00Aug 28$0.55$0.58$1.13$1163.87$1176.13
$1175.00$1140.00Aug 28$0.55$0.70$1.25$1138.75$1176.25
$1175.00$1170.00Aug 28$0.55$1.42$1.97$1168.03$1176.97
$1202.50$1165.00Aug 28$2.50$0.58$3.08$1161.92$1205.58
$1202.50$1167.50Aug 28$2.50$0.56$3.06$1164.44$1205.56
$1202.50$1140.00Aug 28$2.50$0.70$3.20$1136.80$1205.70
$1202.50$1170.00Aug 28$2.50$1.42$3.92$1166.08$1206.42
$1207.50$1167.50Aug 28$5.00$0.56$5.56$1161.94$1213.06
$1207.50$1165.00Aug 28$5.00$0.58$5.58$1159.42$1213.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 335 found (best R:R 8.80, avg credit $2.94)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
940/9551345/1350Aug 28$13.47$1.5380%8.80$941.53$1358.47
940/9551335/1340Aug 28$13.49$1.5180%8.93$941.51$1348.49
940/9551208/1210Aug 28$9.96$5.0472%1.98$945.04$1217.46
1075/10951345/1350Aug 28$8.97$11.0384%0.81$1086.03$1353.97
1075/10951335/1340Aug 28$8.99$11.0184%0.82$1086.01$1343.99
940/9551315/1320Aug 28$6.08$8.9290%0.68$948.92$1321.08
940/9551202/1205Aug 28$7.29$7.7178%0.95$947.71$1209.79
940/9551222/1225Aug 28$5.11$9.8992%0.52$949.89$1227.61
940/9551185/1190Aug 28$5.07$9.9390%0.51$949.93$1190.07
940/9551192/1195Aug 28$5.33$9.6787%0.55$949.67$1197.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 178 found (best R:R 2.25, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1172.50$1175.00$1177.50Aug 28$0.77$1.7389%2.25
$1070.00$1080.00$1090.00Aug 28$0.17$9.8312%57.82
$1170.00$1180.00$1190.00Sep 18$0.27$9.739%36.04
$1150.00$1155.00$1160.00Sep 4$0.07$4.9311%70.43
$1175.00$1177.50$1180.00Aug 28$0.22$2.2829%10.36
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1167.50$1170.00$1172.50Aug 28$0.73$1.7780%2.42
$1135.00$1140.00$1145.00Sep 11$0.11$4.896%44.45
$1130.00$1135.00$1140.00Sep 11$0.12$4.885%40.67
$1110.00$1115.00$1120.00Sep 4$0.10$4.904%49.00
$1130.00$1135.00$1140.00Aug 28$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. 222 found (best net $-4.83, 184 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1075.00$1145.001:2Sep 25-$4.83$65.17
$1000.00$1075.001:2Sep 25-$37.64$37.36
$1100.00$1145.001:2Oct 2-$28.26$16.74
$1160.00$1165.001:2Aug 28-$2.30$2.70
$1167.50$1170.001:2Aug 28-$1.82$0.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1020.00$1000.001:2Sep 25-$0.24$19.76
$1070.00$1040.001:2Oct 9-$3.67$26.33
$1070.00$1060.001:2Sep 11-$0.28$9.72
$1080.00$1065.001:2Sep 4-$0.19$14.81
$1055.00$1050.001:2Sep 4-$0.02$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 157 found (best yield 3.78%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1175.00Oct 9$44.400.510.0%3.78%3.81%1--
$1200.00Oct 9$33.400.432.2%2.84%5.01%31
$1175.00Oct 2$40.550.500.0%3.45%3.49%509
$1235.00Oct 9$20.500.335.1%1.75%6.89%1--
$1230.00Oct 9$20.550.354.7%1.75%6.47%6--
$1180.00Oct 2$37.150.480.5%3.16%3.62%549
$1250.00Oct 9$17.800.296.4%1.52%7.93%10--
$1200.00Oct 2$28.850.412.2%2.46%4.62%1133
$1210.00Oct 2$25.550.383.0%2.18%5.19%26
$1240.00Oct 9$17.800.325.6%1.52%7.08%2--

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 25,074
Total Puts 19,423
Put/Call Ratio 0.77
Net Difference 5,651

Prior's Put/Call Breakdown

Total Calls 17,741
Total Puts 27,960
Put/Call Ratio 1.58
Net Difference -10,219

Prior 7-Day Put/Call Summary

Total Calls 177,797
Total Puts 152,922
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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