Tour v531
LLY
ELI LILLY AND CO
$1149.85 -0.62%
$1150.01 (+0.01%)🌙
as of 10/01 06:32 PM
◀ 10/1 18:32

Option Volume

Detail
ℹ
Current (10/01) 27,878
Calls: 16,493 (59%)
Puts: 11,385 (41%)
Prior (09/30) 43,593
Calls: 26,265 (60%)
Puts: 17,328 (40%)
Current vs Prior -36.05%
Calls: -37.21% (Calls)
Puts: -34.30% (Puts)
Prior 7-Day Total 224,808
Calls: 131,065 (58%)
Puts: 93,743 (42%)
Prior 7-Day Average 32,115
Calls: 18,723 (58%)
Puts: 13,391 (42%)
Current vs Prior 7-Day Avg -13.19%
Calls: -11.91%
Puts: -14.99%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/01) $63.93M
Calls: $29.17M (46%)
Puts: $34.77M (54%)
Prior (09/30) $77.72M
Calls: $35.02M (45%)
Puts: $42.70M (55%)
Current vs Prior -17.73%
Calls: -16.71%
Puts: -18.57%
Prior 7-Day Total $393.92M
Calls: $252.71M (64%)
Puts: $141.22M (36%)
Prior 7-Day Average $56.27M
Calls: $36.10M (64%)
Puts: $20.17M (36%)
Current vs Prior 7-Day Avg +13.61%
Calls: -19.21%
Puts: +72.33%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 0.69
Prior (09/30) 0.66
Current vs Prior +4.63%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -5.48%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/01) 152,573
Calls: 80,998 (53%)
Puts: 71,575 (47%)
Prior (09/30) 147,916
Calls: 79,490 (54%)
Puts: 68,426 (46%)
Current vs Prior +3.15%
Prior 7-Day Total 1,049,282
Calls: 542,733 (52%)
Puts: 506,549 (48%)
Prior 7-Day Average 149,897
Calls: 77,533 (52%)
Puts: 72,364 (48%)
Current vs Prior 7-Day Avg +1.78%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 1.74% | 3.80%5.29% | 11.73%
Prior 2.74% | 4.39%5.85% | 12.00%
Current vs Prior -36.79% | -13.53%-9.58% | -2.25%
Prior 7-Day Avg 2.98% | 4.69%5.44% | 11.51%
Current vs 7-Day Avg -41.82% | -19.05%-2.75% | +1.91%
Prior 7-Day Eod 2.74% | 4.39%5.85% | 12.00%
Current vs 7-Day Eod -36.79% | -13.53%-9.58% | -2.25%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 43.30% | 22.54%
Calls: 45.37% | 13.15%
Puts: 41.24% | 31.93%
Prior 43.30% | 22.54%
Calls: 45.37% | 13.15%
Puts: 41.24% | 31.93%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 37.15% | 24.90%
Calls: 38.22% | 14.55%
Puts: 36.09% | 35.25%
Current vs 7-Day Avg +16.56% | -9.48%
Liquidity Expensive
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🤖 AI Insights

Bullish P/C ratio of 0.69.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 25 of results (avg 8.6%, best 6.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1150.00Oct 3054.7058.20$56.456.2%180.5431
$990.00Oct 16160.25172.00$166.137.1%60.98--
$1145.00Oct 3056.3560.50$58.437.1%210.5614
$1100.00Oct 3082.2588.40$85.337.2%10.6812
$1085.00Nov 695.80103.35$99.577.6%20.72--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Nov 6169.20180.25$174.736.3%10.85--
$1240.00Oct 1689.4596.40$92.937.5%80.86119
$1200.00Oct 3075.7581.75$78.757.6%2760.61101
$1220.00Oct 1671.3077.05$74.187.8%90.84220
$1200.00Oct 1654.9560.25$57.609.2%540.74754

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.53, cheapest $0.53)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1190.00Oct 20.500.55$0.539.4%8060.05358
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 174 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1065.00Oct 281.6594.45$88.0514.5%11.00--
$1050.00Oct 296.40109.45$102.9312.7%381.0015
$990.00Oct 16160.25172.00$166.137.1%60.98--
$1050.00Oct 997.70110.55$104.1312.3%10.97--
$1070.00Oct 979.0090.80$84.9013.9%10.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1190.00Oct 233.4542.50$37.9823.8%91.0095
$1200.00Oct 242.0553.80$47.9324.5%91.00158
$1205.00Oct 246.9558.70$52.8322.2%61.0090
$1215.00Oct 254.8069.75$62.2824.0%121.0069
$1225.00Oct 269.0079.65$74.3314.3%61.0021

Most actively traded options today. High liquidity = easy entry/exit. 539 active (total vol 20.0K, top 960)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Oct 20.190.39$0.2969.0%9600.03648
$1190.00Oct 20.500.55$0.539.4%8060.05358
$1230.00Oct 90.722.87$1.80119.4%6280.08752
$1220.00Oct 20.010.08$0.05140.0%5400.011.3K
$1260.00Oct 162.153.00$2.5832.9%4290.081.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Nov 674.0585.15$79.6013.9%2800.6188
$1200.00Oct 3075.7581.75$78.757.6%2760.61101
$1090.00Oct 20.010.21$0.11181.8%2670.01220
$1130.00Oct 21.082.21$1.6568.5%2070.15409
$1110.00Oct 20.100.44$0.27125.9%2040.03219

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 14.8%, max 25.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1162.50Oct 2Oct 937.3%29.8%25.0%26144
$1157.50Oct 2Oct 936.8%29.6%24.5%4416
$1142.50Oct 2Oct 935.6%31.5%12.9%2417
$1152.50Oct 2Oct 936.6%33.5%9.2%5026
$1135.00Oct 2Nov 639.0%37.8%3.2%10404
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1162.50Oct 2Oct 937.3%29.8%25.0%238
$1157.50Oct 2Oct 936.8%29.6%24.5%2242
$1155.00Oct 2Oct 2337.0%30.7%20.5%67163
$1147.50Oct 2Oct 935.9%30.0%19.8%64114
$1137.50Oct 2Oct 937.1%31.7%17.2%29105

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 304 found (best R:R 49.00, avg 7.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1205.00$1215.00Oct 30$0.20$9.80$0.2038%49.00$1205.20
$1230.00$1245.00Nov 13$1.60$13.40$1.6034%8.37$1231.60
$1110.00$1120.00Oct 30$3.38$6.62$3.3866%1.96$1113.38
$1200.00$1210.00Nov 6$0.85$9.15$0.8540%10.76$1200.85
$1110.00$1115.00Oct 16$1.28$3.72$1.2874%2.91$1111.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1220.00$1200.00Oct 23$11.75$8.25$11.7576%0.70$1208.25
$1230.00$1225.00Oct 2$2.95$2.05$2.95100%0.69$1227.05
$1205.00$1200.00Oct 16$1.85$3.15$1.8576%1.70$1203.15
$1120.00$1115.00Nov 6$0.12$4.88$0.1238%40.67$1119.88
$1195.00$1190.00Oct 30$1.28$3.72$1.2860%2.91$1193.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 250 found (best R:R 4.56, avg 0.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1275.00$1280.00Oct 23$4.10$4.10$0.9085%4.56$1279.10
$1215.00$1220.00Oct 16$4.33$4.33$0.6777%6.46$1219.33
$1195.00$1200.00Oct 23$4.85$4.85$0.1566%32.33$1199.85
$1255.00$1270.00Oct 23$5.05$5.05$9.9582%0.51$1260.05
$1170.00$1180.00Oct 23$7.10$7.10$2.9055%2.45$1177.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1085.00$1080.00Oct 23$3.30$3.30$1.7078%1.94$1081.70
$1065.00$1060.00Oct 23$2.94$2.94$2.0685%1.43$1062.06
$1020.00$1015.00Nov 6$2.88$2.88$2.1284%1.36$1017.12
$975.00$970.00Oct 9$2.20$2.20$2.8095%0.79$972.80
$1100.00$1095.00Oct 16$3.07$3.07$1.9377%1.59$1096.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $12.27, cheapest $11.77)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1162.50Oct 2Oct 9$11.7737.3%29.8%
$1160.00Oct 2Oct 9$12.0837.3%29.9%
$1157.50Oct 2Oct 9$12.1736.8%29.6%
$1145.00Oct 2Oct 9$14.0835.5%28.5%
$1150.00Oct 2Oct 9$13.6836.0%29.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1160.00Oct 2Oct 9$10.1837.3%29.9%
$1157.50Oct 2Oct 9$13.3236.8%29.6%
$1145.00Oct 2Oct 9$10.1235.5%28.5%
$1150.00Oct 2Oct 9$11.0836.0%29.8%
$1147.50Oct 2Oct 9$11.1235.9%30.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 151 found (cheapest 1.35% of stock, avg 6.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1157.50Oct 2$5.88$9.60$15.48$1142.02$1172.981.35%
$1150.00Oct 2$9.25$7.57$16.82$1133.18$1166.821.46%
$1152.50Oct 2$7.98$8.96$16.94$1135.56$1169.441.47%
$1155.00Oct 2$6.93$10.10$17.03$1137.97$1172.031.48%
$1145.00Oct 2$12.35$5.33$17.68$1127.32$1162.681.54%
$1160.00Oct 2$5.05$13.10$18.15$1141.85$1178.151.58%
$1147.50Oct 2$12.38$6.43$18.81$1128.69$1166.311.64%
$1162.50Oct 2$4.25$14.70$18.95$1143.55$1181.451.65%
$1165.00Oct 2$3.45$16.52$19.97$1145.03$1184.971.74%
$1140.00Oct 2$17.55$3.72$21.27$1118.73$1161.271.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.69% of stock, avg 5.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1162.50$1140.00Oct 2$4.25$3.72$7.97$1132.03$1170.47
$1162.50$1142.50Oct 2$4.25$4.45$8.70$1133.80$1171.20
$1160.00$1140.00Oct 2$5.05$3.72$8.77$1131.23$1168.77
$1160.00$1142.50Oct 2$5.05$4.45$9.50$1133.00$1169.50
$1162.50$1145.00Oct 2$4.25$5.33$9.58$1135.42$1172.08
$1160.00$1145.00Oct 2$5.05$5.33$10.38$1134.62$1170.38
$1157.50$1140.00Oct 2$5.88$3.72$9.60$1130.40$1167.10
$1157.50$1142.50Oct 2$5.88$4.45$10.33$1132.17$1167.83
$1157.50$1145.00Oct 2$5.88$5.33$11.21$1133.79$1168.71
$1162.50$1147.50Oct 2$4.25$6.43$10.68$1136.82$1173.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 2.26, avg credit $1.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1000/10101195/1200Oct 23$6.93$3.0758%2.26$1003.07$1201.93
970/9751182/1185Oct 9$4.48$0.5264%8.62$970.52$1186.98
1070/10751215/1220Oct 23$4.83$0.1755%28.41$1070.17$1219.83
970/9751178/1180Oct 9$4.15$0.8561%4.88$970.85$1181.65
995/10001215/1220Oct 23$3.26$1.7467%1.87$996.74$1218.26
1080/10851205/1210Oct 23$4.12$0.8847%4.68$1080.88$1209.12
1060/10651205/1210Oct 23$3.76$1.2454%3.03$1061.24$1208.76
1045/10501215/1220Oct 23$3.38$1.6261%2.09$1046.62$1218.38
1070/10751182/1185Oct 9$3.30$1.7061%1.94$1071.70$1185.80
1075/10801215/1220Oct 23$3.53$1.4753%2.40$1076.47$1218.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 166 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1155.00$1160.00$1165.00Oct 16$0.08$4.926%61.50
$1185.00$1190.00$1195.00Oct 9$0.10$4.906%49.00
$1195.00$1200.00$1205.00Oct 2$0.06$4.943%82.33
$1160.00$1165.00$1170.00Oct 16$0.14$4.866%34.71
$1137.50$1140.00$1142.50Oct 2$0.10$2.407%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1105.00$1110.00$1115.00Oct 9$0.15$4.855%32.33
$1100.00$1105.00$1110.00Oct 9$0.15$4.855%32.33
$1140.00$1145.00$1150.00Oct 30$0.11$4.893%44.45
$1160.00$1170.00$1180.00Oct 30$0.35$9.656%27.57
$1140.00$1142.50$1145.00Oct 2$0.15$2.359%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 160 found (best net $-26.33, 137 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1300.00$1320.001:2Oct 16-$0.01$19.99
$1310.00$1330.001:2Oct 9-$0.10$19.90
$1165.00$1170.001:2Oct 2-$0.91$4.09
$1200.00$1205.001:2Oct 2-$0.03$4.97
$1195.00$1200.001:2Oct 2-$0.10$4.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1320.00$1230.001:2Nov 6-$26.33$63.67
$1275.00$1230.001:2Oct 2-$31.88$13.12
$1135.00$1130.001:2Oct 2-$0.30$4.70
$1010.00$1000.001:2Oct 2-$0.05$9.95
$1125.00$1120.001:2Oct 2-$0.17$4.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 142 found (best yield 3.65%, avg 1.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1195.00Nov 13$42.000.433.9%3.65%7.58%22--
$1160.00Nov 13$54.900.510.9%4.77%5.66%1--
$1190.00Nov 13$42.350.443.5%3.68%7.17%3--
$1155.00Nov 13$57.150.530.5%4.97%5.42%1--
$1185.00Nov 13$43.050.453.1%3.74%6.80%3--
$1205.00Nov 13$35.550.404.8%3.09%7.89%2--
$1190.00Nov 6$40.100.433.5%3.49%6.98%39
$1195.00Nov 6$38.300.423.9%3.33%7.26%405
$1175.00Nov 6$44.150.472.2%3.84%6.03%21
$1245.00Nov 13$25.400.328.3%2.21%10.48%1--

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 16,493
Total Puts 11,385
Put/Call Ratio 0.69
Net Difference 5,108

Prior's Put/Call Breakdown

Total Calls 26,265
Total Puts 17,328
Put/Call Ratio 0.66
Net Difference 8,937

Prior 7-Day Put/Call Summary

Total Calls 131,065
Total Puts 93,743
Average Put/Call Ratio 0.73
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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