Tour v528
LLY
ELI LILLY AND CO
$1181.89 +2.68%
$1184.80 (+0.25%)🌙
as of 09/24 06:46 PM
(9/24 16:00) ◀
|
Thursday, September 24, 2026 (6:46pm)
January 2026
|
▶ (9/25 15:15)
◀ 9/24 18:46 ▶

Option Volume

Detail
ℹ
Current (09/24) 38,113
Calls: 23,504 (62%)
Puts: 14,609 (38%)
Prior (09/21) 28,289
Calls: 16,275 (58%)
Puts: 12,014 (42%)
Current vs Prior +34.73%
Calls: +44.42% (Calls)
Puts: +21.60% (Puts)
Prior 7-Day Total 198,779
Calls: 106,297 (53%)
Puts: 92,482 (47%)
Prior 7-Day Average 28,397
Calls: 15,185 (53%)
Puts: 13,211 (47%)
Current vs Prior 7-Day Avg +34.21%
Calls: +54.78%
Puts: +10.58%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $62.67M
Calls: $44.36M (71%)
Puts: $18.31M (29%)
Prior (09/21) $59.67M
Calls: $44.12M (74%)
Puts: $15.55M (26%)
Current vs Prior +5.02%
Calls: +0.54%
Puts: +17.75%
Prior 7-Day Total $362.86M
Calls: $216.63M (60%)
Puts: $146.23M (40%)
Prior 7-Day Average $51.84M
Calls: $30.95M (60%)
Puts: $20.89M (40%)
Current vs Prior 7-Day Avg +20.90%
Calls: +43.35%
Puts: -12.36%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.62
Prior (09/21) 0.74
Current vs Prior -15.80%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg -33.83%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 170,132
Calls: 88,650 (52%)
Puts: 81,482 (48%)
Prior (09/21) 150,452
Calls: 73,428 (49%)
Puts: 77,024 (51%)
Current vs Prior +13.08%
Prior 7-Day Total 1,194,217
Calls: 623,575 (52%)
Puts: 570,642 (48%)
Prior 7-Day Average 170,602
Calls: 89,082 (52%)
Puts: 81,520 (48%)
Current vs Prior 7-Day Avg -0.28%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 1.68% | 3.98%6.37% | 12.42%
Prior 3.09% | 4.84%6.96% | 12.51%
Current vs Prior -45.57% | -17.69%-8.46% | -0.76%
Prior 7-Day Avg 2.89% | 4.60%3.68% | 8.78%
Current vs 7-Day Avg -41.63% | -13.38%+73.29% | +41.52%
Prior 7-Day Eod 3.09% | 4.84%6.96% | 12.51%
Current vs 7-Day Eod -45.57% | -17.69%-8.46% | -0.76%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 43.30% | 22.54%
Calls: 45.37% | 13.15%
Puts: 41.24% | 31.93%
Prior 21.77% | 30.80%
Calls: 20.35% | 18.04%
Puts: 23.20% | 43.56%
Current vs Prior +98.90% | -26.82%
Prior 7-Day Avg 21.77% | 30.80%
Calls: 20.35% | 18.04%
Puts: 23.20% | 43.56%
Current vs 7-Day Avg +98.90% | -26.82%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($44.36M). Bullish P/C ratio of 0.62.

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 BULLISH
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 29 of results (avg 7.9%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1050.00Oct 16137.70144.50$141.104.8%100.94--
$980.00Oct 2200.15211.75$205.955.6%40.94--
$1000.00Oct 2182.20193.15$187.685.8%10.9911
$1050.00Oct 2130.60139.65$135.136.7%10.98--
$1000.00Oct 9179.35192.05$185.706.8%10.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1240.00Oct 1668.6072.35$70.475.3%160.70110
$1220.00Oct 1655.0558.35$56.705.8%40.62--
$1360.00Oct 23169.45181.75$175.607.0%10.96--
$1340.00Oct 16149.25160.35$154.807.2%30.9537
$1320.00Oct 16131.50141.40$136.457.3%40.9219

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. 178 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 25178.70191.70$185.207.0%101.0022
$1080.00Sep 25100.55112.20$106.3811.0%11.00--
$1100.00Sep 2580.5588.65$84.609.6%121.00--
$1050.00Sep 25128.35141.15$134.759.5%21.00--
$1000.00Oct 2182.20193.15$187.685.8%10.9911
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1205.00Sep 2514.3526.45$20.4059.3%11.00--
$1210.00Sep 2518.8531.35$25.1049.8%131.0054
$1250.00Sep 2558.4569.55$64.0017.3%51.0012
$1255.00Sep 2562.6573.75$68.2016.3%21.00--
$1260.00Sep 2567.6579.70$73.6816.4%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 580 active (total vol 29.8K, top 2.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1220.00Sep 250.610.82$0.7229.2%2.9K0.073.6K
$1200.00Sep 252.823.50$3.1621.5%1.9K0.261.5K
$1250.00Sep 250.010.10$0.06150.0%1.2K0.011.1K
$1225.00Sep 250.450.62$0.5431.5%1.0K0.05369
$1300.00Oct 20.991.46$1.2338.2%6630.05325
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1140.00Sep 250.181.02$0.60140.0%6390.05297
$1130.00Oct 24.556.85$5.7040.4%4120.1793
$1080.00Sep 250.010.05$0.03133.3%3090.00265
$1170.00Sep 252.223.60$2.9147.4%3070.23119
$1150.00Sep 250.460.84$0.6558.5%3030.06331

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 339 found (best R:R 0.67, avg 8.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1090.00$1180.00Nov 6$53.83$36.17$53.8376%0.67$1143.83
$1170.00$1175.00Sep 25$1.15$3.85$1.1578%3.35$1171.15
$1080.00$1090.00Oct 16$6.62$3.38$6.6289%0.51$1086.62
$1205.00$1220.00Oct 30$4.77$10.23$4.7749%2.14$1209.77
$1135.00$1140.00Oct 2$2.22$2.78$2.2282%1.25$1137.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1170.00$1160.00Oct 16$1.73$8.27$1.7342%4.78$1168.27
$1260.00$1240.00Oct 16$13.16$6.84$13.1678%0.52$1246.84
$1195.00$1190.00Oct 2$1.00$4.00$1.0056%4.00$1194.00
$1200.00$1195.00Oct 9$1.37$3.63$1.3756%2.65$1198.63
$1190.00$1185.00Oct 9$1.32$3.68$1.3251%2.79$1188.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 290 found (best R:R 11.50, avg 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1235.00$1240.00Oct 9$4.55$4.55$0.4570%10.11$1239.55
$1295.00$1300.00Oct 23$3.48$3.48$1.5280%2.29$1298.48
$1215.00$1220.00Oct 2$3.75$3.75$1.2567%3.00$1218.75
$1245.00$1250.00Oct 30$3.90$3.90$1.1061%3.55$1248.90
$1305.00$1310.00Oct 23$2.80$2.80$2.2082%1.27$1307.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1030.00$1025.00Sep 25$4.60$4.60$0.4091%11.50$1025.40
$1015.00$1005.00Oct 30$4.34$4.34$5.6688%0.77$1010.66
$990.00$970.00Oct 2$3.50$3.50$16.5094%0.21$986.50
$990.00$985.00Sep 25$3.50$3.50$1.5090%2.33$986.50
$1100.00$1095.00Nov 6$4.33$4.33$0.6773%6.46$1095.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $12.91, cheapest $12.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1180.00Sep 25Oct 2$13.9535.3%31.4%
$1195.00Sep 25Oct 2$13.5334.9%32.0%
$1185.00Sep 25Oct 2$12.5533.5%30.6%
$1162.50Oct 2Oct 9$7.2732.8%31.1%
$1190.00Sep 25Oct 2$14.5031.8%31.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1175.00Sep 25Oct 2$12.1236.9%31.0%
$1180.00Sep 25Oct 2$13.2335.3%31.4%
$1185.00Sep 25Oct 2$13.2033.5%30.6%
$1190.00Sep 25Oct 2$13.2531.8%31.9%
$1215.00Oct 9Oct 16$5.2232.7%34.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 140 found (cheapest 1.44% of stock, avg 6.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1190.00Sep 25$5.90$11.08$16.98$1173.02$1206.981.44%
$1185.00Sep 25$10.25$7.63$17.88$1167.12$1202.881.51%
$1180.00Sep 25$12.28$5.75$18.03$1161.97$1198.031.53%
$1195.00Sep 25$4.72$13.83$18.55$1176.45$1213.551.57%
$1170.00Sep 25$16.80$2.91$19.71$1150.29$1189.711.67%
$1175.00Sep 25$15.65$4.28$19.93$1155.07$1194.931.69%
$1200.00Sep 25$3.16$16.95$20.11$1179.89$1220.111.70%
$1205.00Sep 25$2.40$20.40$22.80$1182.20$1227.801.93%
$1165.00Sep 25$21.70$1.73$23.43$1141.57$1188.431.98%
$1210.00Sep 25$1.50$25.10$26.60$1183.40$1236.602.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.27% of stock, avg 5.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1210.00$1165.00Sep 25$1.50$1.73$3.23$1161.77$1213.23
$1205.00$1165.00Sep 25$2.40$1.73$4.13$1160.87$1209.13
$1210.00$1170.00Sep 25$1.50$2.91$4.41$1165.59$1214.41
$1200.00$1165.00Sep 25$3.16$1.73$4.89$1160.11$1204.89
$1205.00$1170.00Sep 25$2.40$2.91$5.31$1164.69$1210.31
$1200.00$1170.00Sep 25$3.16$2.91$6.07$1163.93$1206.07
$1210.00$1175.00Sep 25$1.50$4.28$5.78$1169.22$1215.78
$1205.00$1175.00Sep 25$2.40$4.28$6.68$1168.32$1211.68
$1200.00$1175.00Sep 25$3.16$4.28$7.44$1167.56$1207.44
$1195.00$1165.00Sep 25$4.72$1.73$6.45$1158.55$1201.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 153 found (best R:R 40.67, avg credit $2.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1025/10301240/1245Sep 25$4.88$0.1288%40.67$1025.12$1244.88
1025/10301220/1225Sep 25$4.78$0.2284%21.73$1025.22$1224.78
985/9901240/1245Sep 25$3.78$1.2287%3.10$986.22$1243.78
985/9901230/1235Sep 25$3.83$1.1785%3.27$986.17$1233.83
1020/10251235/1240Oct 9$4.71$0.2968%16.24$1020.29$1239.71
955/9601240/1245Sep 25$3.61$1.3988%2.60$956.39$1243.61
955/9601230/1235Sep 25$3.66$1.3486%2.73$956.34$1233.66
1080/10851235/1240Oct 9$4.86$0.1461%34.71$1080.14$1239.86
985/9901205/1210Sep 25$4.40$0.6070%7.33$985.60$1209.40
1075/10801235/1240Oct 9$4.75$0.2562%19.00$1075.25$1239.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 219 found (best R:R 34.09, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1260.00$1280.00$1300.00Oct 16$0.57$19.4310%34.09
$1300.00$1320.00$1340.00Oct 16$0.19$19.816%104.26
$1220.00$1240.00$1260.00Oct 16$1.13$18.8715%16.70
$1145.00$1150.00$1155.00Oct 2$0.08$4.926%61.50
$1215.00$1220.00$1225.00Sep 25$0.12$4.885%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1150.00$1165.00$1180.00Oct 23$0.47$14.5311%30.91
$1170.00$1175.00$1180.00Sep 25$0.10$4.9017%49.00
$1195.00$1200.00$1205.00Sep 25$0.33$4.6725%14.15
$1190.00$1195.00$1200.00Sep 25$0.37$4.6323%12.51
$1165.00$1170.00$1175.00Sep 25$0.19$4.8115%25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 207 found (best net $-16.16, 182 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1000.00$1090.001:2Oct 9-$16.16$73.84
$1090.00$1180.001:2Nov 6-$15.99$74.01
$1050.00$1100.001:2Oct 2-$39.67$10.33
$1310.00$1340.001:2Oct 9-$0.60$29.40
$1185.00$1190.001:2Sep 25-$1.55$3.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1320.00$1250.001:2Oct 30-$41.30$28.70
$1240.00$1210.001:2Oct 2-$15.37$14.63
$1360.00$1295.001:2Oct 23-$58.96$6.04
$1075.00$1060.001:2Oct 9-$0.28$14.72
$1170.00$1165.001:2Sep 25-$0.55$4.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 133 found (best yield 3.96%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1220.00Nov 6$46.800.453.2%3.96%7.18%3--
$1210.00Nov 6$50.100.472.4%4.24%6.62%2--
$1200.00Oct 30$53.600.501.5%4.54%6.07%1031
$1185.00Nov 6$60.550.530.3%5.12%5.39%3--
$1190.00Nov 6$57.850.520.7%4.89%5.58%13--
$1205.00Nov 6$50.900.482.0%4.31%6.26%2--
$1200.00Nov 6$52.750.501.5%4.46%6.00%4--
$1195.00Nov 6$54.950.511.1%4.65%5.76%2--
$1195.00Oct 30$54.100.511.1%4.58%5.69%22
$1205.00Oct 30$49.400.492.0%4.18%6.14%321

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 23,504
Total Puts 14,609
Put/Call Ratio 0.62
Net Difference 8,895

Prior's Put/Call Breakdown

Total Calls 16,275
Total Puts 12,014
Put/Call Ratio 0.74
Net Difference 4,261

Prior 7-Day Put/Call Summary

Total Calls 106,297
Total Puts 92,482
Average Put/Call Ratio 0.94
Ratio Trend Falling

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