Tour v526
LLY
ELI LILLY AND CO
$1156.73 -1.52%
$1161.00 (+0.37%)🌙
as of 08/31 06:42 PM
8/31 18:42

Option Volume

Detail
Current (08/31) 49,641
Calls: 28,737 (58%)
Puts: 20,904 (42%)
Prior (08/28) 44,497
Calls: 25,074 (56%)
Puts: 19,423 (44%)
Current vs Prior +11.56%
Calls: +14.61% (Calls)
Puts: +7.62% (Puts)
Prior 7-Day Total 335,976
Calls: 179,330 (53%)
Puts: 156,646 (47%)
Prior 7-Day Average 47,996
Calls: 25,618 (53%)
Puts: 22,378 (47%)
Current vs Prior 7-Day Avg +3.43%
Calls: +12.17%
Puts: -6.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/31) $85.30M
Calls: $53.72M (63%)
Puts: $31.58M (37%)
Prior (08/28) $77.54M
Calls: $45.54M (59%)
Puts: $32.01M (41%)
Current vs Prior +10.00%
Calls: +17.97%
Puts: -1.34%
Prior 7-Day Total $818.50M
Calls: $538.23M (66%)
Puts: $280.28M (34%)
Prior 7-Day Average $116.93M
Calls: $76.89M (66%)
Puts: $40.04M (34%)
Current vs Prior 7-Day Avg -27.05%
Calls: -30.14%
Puts: -21.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 0.73
Prior (08/28) 0.77
Current vs Prior -6.09%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg -27.89%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/31) 172,294
Calls: 88,717 (51%)
Puts: 83,577 (49%)
Prior (08/28) 177,779
Calls: 95,496 (54%)
Puts: 82,283 (46%)
Current vs Prior -3.09%
Prior 7-Day Total 1,298,362
Calls: 692,439 (53%)
Puts: 605,923 (47%)
Prior 7-Day Average 185,480
Calls: 98,919 (53%)
Puts: 86,560 (47%)
Current vs Prior 7-Day Avg -7.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.93% | 4.32%5.98% | 9.65%
Prior 3.22% | 4.82%6.19% | 9.73%
Current vs Prior -8.92% | -10.32%-3.34% | -0.90%
Prior 7-Day Avg 2.58% | 4.37%4.53% | 9.01%
Current vs 7-Day Avg +13.89% | -1.03%+32.21% | +7.03%
Prior 7-Day Eod 3.22% | 4.82%6.19% | 9.73%
Current vs 7-Day Eod -8.92% | -10.32%-3.34% | -0.90%
Sentiment BULLISHBULLISH

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 20.50% | 26.42%
Calls: 20.61% | 25.15%
Puts: 20.40% | 27.70%
Current vs 7-Day Avg +6.19% | +16.57%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($53.72M).

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 36 of results (avg 7.2%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$980.00Sep 18178.15187.10$182.634.9%150.9886
$950.00Sep 18207.05217.60$212.335.0%100.99179
$1000.00Sep 18160.20168.60$164.405.1%60.97386
$960.00Sep 25198.70209.60$204.155.3%20.98--
$960.00Sep 18196.90208.00$202.455.5%10.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Sep 18175.05186.15$180.606.1%801.00109
$1280.00Sep 18116.70125.70$121.207.4%10.94--
$1265.00Sep 18102.80111.60$107.208.2%30.904
$1255.00Sep 1894.10102.90$98.508.9%10.88--
$1260.00Sep 25100.50110.90$105.709.8%10.84--

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. 172 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 4154.95168.00$161.488.1%21.005
$940.00Sep 18217.60230.00$223.805.5%20.9949
$950.00Sep 18207.05217.60$212.335.0%100.99179
$960.00Sep 18196.90208.00$202.455.5%10.99--
$1000.00Sep 11154.90169.15$162.038.8%10.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1230.00Sep 465.6576.15$70.9014.8%11.0063
$1235.00Sep 470.4580.45$75.4513.3%41.0023
$1250.00Sep 484.9596.70$90.8312.9%11.0050
$1260.00Sep 495.05106.10$100.5711.0%11.00--
$1340.00Sep 18175.05186.15$180.606.1%801.00109

Most actively traded options today. High liquidity = easy entry/exit. 549 active (total vol 24.0K, top 806)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1355.00Sep 110.000.75$0.38197.4%8060.01--
$1215.00Sep 41.202.44$1.8268.1%4430.1039
$1360.00Sep 110.020.73$0.38186.8%4150.0190
$1250.00Sep 40.300.60$0.4566.7%3790.03371
$1200.00Sep 43.354.10$3.7220.2%3680.17175
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1090.00Sep 185.958.35$7.1533.6%3470.17140
$1070.00Sep 184.355.45$4.9022.4%3130.12389
$1100.00Sep 41.161.65$1.4035.0%3000.07437
$1100.00Sep 188.6510.20$9.4316.4%2620.211.0K
$1090.00Sep 258.3512.75$10.5541.7%2290.2069

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 6.3%, max 17.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1160.00Sep 4Oct 235.0%29.9%17.2%15585
$1165.00Sep 4Oct 935.0%30.4%15.2%7145
$1192.50Sep 4Sep 1134.6%31.2%11.0%5234
$1182.50Sep 4Sep 1135.8%32.6%9.9%17511
$1187.50Sep 4Sep 1134.1%31.1%9.6%12515
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1160.00Sep 4Oct 235.0%29.9%17.2%89208
$1145.00Sep 4Sep 2532.9%29.9%10.0%8894
$1150.00Sep 4Oct 233.6%31.1%8.1%151287
$1130.00Sep 4Oct 932.7%30.6%6.7%12190
$1155.00Sep 4Oct 932.1%30.1%6.7%68123

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 329 found (best R:R 0.79, avg 9.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1100.00$1150.00Oct 9$27.98$22.02$27.9873%0.79$1127.98
$1140.00$1150.00Sep 18$3.60$6.40$3.6062%1.78$1143.60
$1275.00$1320.00Oct 9$4.38$40.62$4.3820%9.27$1279.38
$1175.00$1180.00Sep 11$0.13$4.87$0.1341%37.46$1175.13
$1170.00$1175.00Sep 25$1.07$3.93$1.0748%3.67$1171.07
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1255.00$1250.00Sep 18$2.70$2.30$2.7088%0.85$1252.30
$1160.00$1150.00Oct 2$3.33$6.67$3.3348%2.00$1156.67
$1155.00$1140.00Oct 9$5.23$9.77$5.2346%1.87$1149.77
$1120.00$1110.00Sep 18$1.35$8.65$1.3528%6.41$1118.65
$1182.50$1180.00Sep 4$0.65$1.85$0.6571%2.85$1181.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 275 found (best R:R 4.38, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1285.00$1290.00Sep 25$2.80$2.80$2.2088%1.27$1287.80
$1235.00$1240.00Sep 11$2.76$2.76$2.2485%1.23$1237.76
$1215.00$1220.00Sep 11$2.93$2.93$2.0777%1.42$1217.93
$1170.00$1175.00Sep 11$4.07$4.07$0.9355%4.38$1174.07
$1225.00$1230.00Sep 11$2.60$2.60$2.4081%1.08$1227.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$965.00$960.00Sep 11$4.07$4.07$0.9393%4.38$960.93
$965.00$960.00Oct 9$3.87$3.87$1.1392%3.42$961.13
$945.00$935.00Sep 11$3.16$3.16$6.8495%0.46$941.84
$1075.00$1070.00Sep 25$3.03$3.03$1.9782%1.54$1071.97
$1110.00$1100.00Oct 9$4.95$4.95$5.0569%0.98$1105.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $8.01, cheapest $6.93)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1160.00Sep 4Sep 11$8.7535.0%28.2%
$1150.00Sep 4Sep 11$8.2733.6%28.7%
$1175.00Sep 4Sep 11$7.6034.2%30.1%
$1182.50Sep 4Sep 11$8.4335.8%32.6%
$1165.00Sep 4Sep 11$9.1335.0%32.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1160.00Sep 4Sep 11$6.9335.0%28.2%
$1150.00Sep 4Sep 11$6.4233.6%28.7%
$1175.00Sep 4Sep 11$8.0834.2%30.1%
$1165.00Sep 4Sep 11$6.8235.0%32.1%
$1155.00Sep 4Sep 11$7.7332.1%29.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 130 found (cheapest 2.73% of stock, avg 6.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1155.00Sep 4$18.23$13.30$31.53$1123.47$1186.532.73%
$1160.00Sep 4$16.50$15.70$32.20$1127.80$1192.202.78%
$1165.00Sep 4$14.20$18.43$32.63$1132.37$1197.632.82%
$1150.00Sep 4$20.93$11.78$32.71$1117.29$1182.712.83%
$1170.00Sep 4$11.65$21.23$32.88$1137.12$1202.882.84%
$1167.50Sep 4$12.85$20.18$33.03$1134.47$1200.532.86%
$1172.50Sep 4$11.30$22.15$33.45$1139.05$1205.952.89%
$1175.00Sep 4$9.88$23.60$33.48$1141.52$1208.482.89%
$1145.00Sep 4$25.67$9.50$35.17$1109.83$1180.173.04%
$1180.00Sep 4$7.60$28.30$35.90$1144.10$1215.903.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.38% of stock, avg 4.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1175.00$1135.00Sep 4$9.88$6.07$15.95$1119.05$1190.95
$1175.00$1140.00Sep 4$9.88$7.35$17.23$1122.77$1192.23
$1175.00$1145.00Sep 4$9.88$9.50$19.38$1125.62$1194.38
$1172.50$1135.00Sep 4$11.30$6.07$17.37$1117.63$1189.87
$1172.50$1140.00Sep 4$11.30$7.35$18.65$1121.35$1191.15
$1170.00$1135.00Sep 4$11.65$6.07$17.72$1117.28$1187.72
$1170.00$1140.00Sep 4$11.65$7.35$19.00$1121.00$1189.00
$1172.50$1145.00Sep 4$11.30$9.50$20.80$1124.20$1193.30
$1170.00$1145.00Sep 4$11.65$9.50$21.15$1123.85$1191.15
$1175.00$1150.00Sep 4$9.88$11.78$21.66$1128.34$1196.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 155 found (best R:R 1.91, avg credit $2.17)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
935/9451190/1192Sep 11$6.56$3.4460%1.91$938.44$1196.56
1065/10701190/1192Sep 11$4.22$0.7857%5.41$1065.78$1194.22
1060/10651190/1192Sep 11$3.83$1.1759%3.27$1061.17$1193.83
1055/10601190/1192Sep 11$3.71$1.2960%2.88$1056.29$1193.71
1075/10801190/1192Sep 11$3.80$1.2056%3.17$1076.20$1193.80
935/9451195/1198Sep 11$5.06$4.9463%1.02$939.94$1200.06
1085/10901195/1198Sep 11$3.49$1.5157%2.31$1086.51$1198.49
935/9451198/1200Sep 11$4.79$5.2165%0.92$940.21$1202.29
1085/10901198/1200Sep 11$3.22$1.7859%1.81$1086.78$1200.72
1065/10701195/1198Sep 11$2.72$2.2860%1.19$1067.28$1197.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 204 found (best R:R 48.38, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1000.00$1040.00$1080.00Sep 11$0.81$39.197%48.38
$1230.00$1240.00$1250.00Sep 25$0.20$9.807%49.00
$1130.00$1135.00$1140.00Sep 11$0.13$4.876%37.46
$1260.00$1265.00$1270.00Oct 2$0.06$4.943%82.33
$1160.00$1165.00$1170.00Sep 11$0.14$4.866%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1140.00$1145.00$1150.00Sep 4$0.13$4.8710%37.46
$1180.00$1190.00$1200.00Sep 18$0.37$9.639%26.03
$1060.00$1070.00$1080.00Sep 18$0.16$9.844%61.50
$1130.00$1135.00$1140.00Sep 4$0.21$4.798%22.81
$1175.00$1180.00$1185.00Oct 2$0.12$4.884%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. 196 found (best net $-40.08, 187 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1000.00$1060.001:2Sep 4-$40.08$19.92
$1100.00$1150.001:2Oct 9-$30.02$19.98
$980.00$1050.001:2Oct 9-$62.23$7.77
$1275.00$1320.001:2Oct 9-$3.82$41.18
$1340.00$1380.001:2Sep 25-$0.46$39.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1210.00$1155.001:2Oct 9-$10.50$44.50
$1030.00$1000.001:2Oct 9-$1.63$28.37
$1005.00$980.001:2Oct 2-$0.44$24.56
$1090.00$1085.001:2Sep 11-$0.26$4.74
$1025.00$1005.001:2Sep 11-$0.27$19.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 161 found (best yield 3.38%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1175.00Oct 9$39.100.481.6%3.38%4.96%2--
$1170.00Oct 9$40.900.501.1%3.54%4.68%5--
$1185.00Oct 9$34.850.452.4%3.01%5.46%2--
$1190.00Oct 9$32.550.432.9%2.81%5.69%21
$1165.00Oct 9$42.500.510.7%3.67%4.39%1--
$1200.00Oct 9$28.850.403.7%2.49%6.23%214
$1205.00Oct 9$26.850.394.2%2.32%6.49%10--
$1210.00Oct 9$25.050.374.6%2.17%6.77%10--
$1230.00Oct 9$20.450.326.3%1.77%8.10%11--
$1225.00Oct 9$21.100.335.9%1.82%7.73%11--

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 28,737
Total Puts 20,904
Put/Call Ratio 0.73
Net Difference 7,833

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 179,330
Total Puts 156,646
Average Put/Call Ratio 1.01
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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