Tour v531
LLY
ELI LILLY AND CO
$1143.12 +0.02%
$1146.42 (+0.29%)🌙
as of 10/05 06:32 PM
◀ 10/5 18:32 ▶

Option Volume

Detail
ℹ
Current (10/05) 24,163
Calls: 12,691 (53%)
Puts: 11,472 (47%)
Prior (10/02) 29,361
Calls: 15,934 (54%)
Puts: 13,427 (46%)
Current vs Prior -17.70%
Calls: -20.35% (Calls)
Puts: -14.56% (Puts)
Prior 7-Day Total 222,755
Calls: 130,125 (58%)
Puts: 92,630 (42%)
Prior 7-Day Average 31,822
Calls: 18,589 (58%)
Puts: 13,232 (42%)
Current vs Prior 7-Day Avg -24.07%
Calls: -31.73%
Puts: -13.31%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/05) $63.72M
Calls: $48.15M (76%)
Puts: $15.57M (24%)
Prior (10/02) $50.99M
Calls: $28.78M (56%)
Puts: $22.21M (44%)
Current vs Prior +24.96%
Calls: +67.30%
Puts: -29.89%
Prior 7-Day Total $407.46M
Calls: $236.23M (58%)
Puts: $171.23M (42%)
Prior 7-Day Average $58.21M
Calls: $33.75M (58%)
Puts: $24.46M (42%)
Current vs Prior 7-Day Avg +9.47%
Calls: +42.67%
Puts: -36.33%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 0.90
Prior (10/02) 0.84
Current vs Prior +7.27%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +24.23%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/05) 131,852
Calls: 65,590 (50%)
Puts: 66,262 (50%)
Prior (10/02) 154,351
Calls: 84,166 (55%)
Puts: 70,185 (45%)
Current vs Prior -14.58%
Prior 7-Day Total 1,055,483
Calls: 555,264 (53%)
Puts: 500,219 (47%)
Prior 7-Day Average 150,783
Calls: 79,323 (53%)
Puts: 71,459 (47%)
Current vs Prior 7-Day Avg -12.56%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.96% | 4.52%4.52% | 11.26%
Prior 3.38% | 4.87%4.87% | 11.29%
Current vs Prior -12.46% | -7.12%-7.12% | -0.24%
Prior 7-Day Avg 2.77% | 4.51%5.76% | 11.99%
Current vs 7-Day Avg +6.79% | +0.26%-21.45% | -6.07%
Prior 7-Day Eod 3.38% | 4.87%4.87% | 11.29%
Current vs 7-Day Eod -12.46% | -7.12%-7.12% | -0.24%
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 43.30% | 22.54%
Calls: 45.37% | 13.15%
Puts: 41.24% | 31.93%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($48.15M) vs puts ($15.57M).

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
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 17 of results (avg 8.3%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$920.00Nov 6226.45238.10$232.275.0%100.95--
$950.00Nov 6198.45209.80$204.135.6%100.94--
$950.00Oct 9189.75202.80$196.286.6%100.96--
$920.00Oct 9218.60234.00$226.306.8%100.94--
$1000.00Nov 6152.15165.40$158.788.3%20.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Oct 16148.45160.25$154.357.6%61.00--
$1295.00Oct 9143.50155.90$149.708.3%61.00--
$1070.00Oct 3019.5021.20$20.358.4%210.2525
$1280.00Oct 30135.70149.10$142.409.4%10.83--
$1280.00Oct 16128.20140.90$134.559.4%71.00--

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. 146 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Oct 9138.75152.85$145.809.7%21.00--
$1050.00Oct 989.55101.95$95.7513.0%910.9935
$950.00Oct 9189.75202.80$196.286.6%100.96--
$1040.00Oct 16103.95114.70$109.339.8%10.96--
$920.00Nov 6226.45238.10$232.275.0%100.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Oct 950.6561.00$55.8318.5%21.0016
$1205.00Oct 954.2068.05$61.1322.7%21.0036
$1210.00Oct 958.2572.65$65.4522.0%21.00--
$1215.00Oct 964.3574.40$69.3814.5%11.00--
$1225.00Oct 973.1087.00$80.0517.4%21.003

Most actively traded options today. High liquidity = easy entry/exit. 485 active (total vol 13.9K, top 713)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Oct 91.601.93$1.7718.6%7130.10306
$1220.00Oct 90.550.75$0.6530.8%6300.04219
$1215.00Oct 90.701.15$0.9348.4%4730.05360
$1240.00Nov 620.5025.40$22.9521.4%3070.2810
$1200.00Oct 166.808.25$7.5319.3%2370.221.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1115.00Oct 93.706.30$5.0052.0%3410.21205
$1100.00Oct 92.093.20$2.6541.9%2320.12337
$1050.00Oct 90.000.39$0.20195.0%2150.0191
$1100.00Oct 166.009.00$7.5040.0%2010.21943
$1055.00Oct 90.000.30$0.15200.0%1870.0144

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 10.0%, max 18.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1137.50Oct 9Oct 2334.0%28.7%18.2%1115
$1147.50Oct 9Oct 2333.7%29.7%13.6%5027
$1157.50Oct 9Oct 2334.9%31.2%11.8%1313
$1152.50Oct 9Oct 2334.9%31.5%10.8%4814
$1162.50Oct 9Oct 2333.6%31.0%8.4%3526
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1137.50Oct 9Oct 2334.0%28.7%18.2%725
$1147.50Oct 9Oct 2333.7%29.7%13.6%345
$1142.50Oct 9Oct 2332.0%29.6%7.9%516
$1152.50Oct 9Oct 1634.9%32.9%6.1%1321
$1195.00Oct 16Oct 2330.9%30.1%2.8%1136

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 333 found (best R:R 2.90, avg 7.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1200.00$1260.00Nov 13$15.40$44.60$15.4039%2.90$1215.40
$1270.00$1285.00Nov 13$1.12$13.88$1.1224%12.39$1271.12
$1170.00$1175.00Oct 23$0.22$4.78$0.2240%21.73$1170.22
$1120.00$1125.00Nov 6$1.30$3.70$1.3061%2.85$1121.30
$1085.00$1100.00Nov 6$8.63$6.37$8.6370%0.74$1093.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1220.00$1215.00Oct 16$2.17$2.83$2.1791%1.30$1217.83
$1110.00$1100.00Oct 23$0.95$9.05$0.9529%9.53$1109.05
$1070.00$1060.00Nov 13$0.93$9.07$0.9327%9.75$1069.07
$1125.00$1120.00Oct 23$0.15$4.85$0.1537%32.33$1124.85
$1115.00$1110.00Oct 30$0.60$4.40$0.6038%7.33$1114.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 267 found (best R:R 5.25, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1180.00$1190.00Nov 13$6.27$6.27$3.7356%1.68$1186.27
$1190.00$1195.00Oct 16$2.83$2.83$2.1772%1.30$1192.83
$1260.00$1265.00Nov 6$2.55$2.55$2.4576%1.04$1262.55
$1205.00$1210.00Oct 23$2.43$2.43$2.5774%0.95$1207.43
$1285.00$1295.00Nov 13$3.28$3.28$6.7277%0.49$1288.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1130.00$1125.00Oct 23$4.20$4.20$0.8060%5.25$1125.80
$1120.00$1115.00Oct 16$3.65$3.65$1.3567%2.70$1116.35
$1100.00$1095.00Nov 6$3.43$3.43$1.5766%2.18$1096.57
$990.00$985.00Oct 30$2.18$2.18$2.8290%0.77$987.82
$1090.00$1080.00Nov 6$4.52$4.52$5.4869%0.82$1085.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $9.33, cheapest $15.02)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1137.50Oct 9Oct 23$15.0234.0%28.7%
$1145.00Oct 9Oct 16$9.4535.0%30.7%
$1147.50Oct 9Oct 16$10.6833.7%30.1%
$1155.00Oct 9Oct 16$8.5534.7%31.1%
$1160.00Oct 9Oct 16$8.3733.5%30.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1137.50Oct 9Oct 16$6.5734.0%29.4%
$1145.00Oct 9Oct 16$7.2335.0%30.7%
$1147.50Oct 9Oct 16$6.9833.7%30.1%
$1155.00Oct 9Oct 16$8.1534.7%31.1%
$1160.00Oct 9Oct 16$8.3733.5%30.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 125 found (cheapest 2.73% of stock, avg 6.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1142.50Oct 9$17.98$13.18$31.16$1111.34$1173.662.73%
$1150.00Oct 9$14.50$17.20$31.70$1118.30$1181.702.77%
$1135.00Oct 9$21.45$10.58$32.03$1102.97$1167.032.80%
$1152.50Oct 9$13.90$18.20$32.10$1120.40$1184.602.81%
$1147.50Oct 9$15.65$16.80$32.45$1115.05$1179.952.84%
$1145.00Oct 9$17.00$15.80$32.80$1112.20$1177.802.87%
$1157.50Oct 9$11.83$21.45$33.28$1124.22$1190.782.91%
$1155.00Oct 9$12.73$20.65$33.38$1121.62$1188.382.92%
$1137.50Oct 9$21.73$11.88$33.61$1103.89$1171.112.94%
$1160.00Oct 9$10.23$23.55$33.78$1126.22$1193.782.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.82% of stock, avg 5.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1160.00$1135.00Oct 9$10.23$10.58$20.81$1114.19$1180.81
$1160.00$1137.50Oct 9$10.23$11.88$22.11$1115.39$1182.11
$1157.50$1135.00Oct 9$11.83$10.58$22.41$1112.59$1179.91
$1157.50$1137.50Oct 9$11.83$11.88$23.71$1113.79$1181.21
$1155.00$1135.00Oct 9$12.73$10.58$23.31$1111.69$1178.31
$1160.00$1140.00Oct 9$10.23$13.27$23.50$1116.50$1183.50
$1155.00$1137.50Oct 9$12.73$11.88$24.61$1112.89$1179.61
$1160.00$1142.50Oct 9$10.23$13.18$23.41$1119.09$1183.41
$1157.50$1140.00Oct 9$11.83$13.27$25.10$1114.90$1182.60
$1155.00$1140.00Oct 9$12.73$13.27$26.00$1114.00$1181.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 1.54, avg credit $2.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1050/10601260/1270Nov 13$6.07$3.9348%1.54$1053.93$1266.07
1070/10751175/1180Oct 16$2.81$2.1952%1.28$1072.19$1177.81
1080/10851175/1180Oct 16$2.65$2.3550%1.13$1082.35$1177.65
1085/10901175/1180Oct 16$2.65$2.3548%1.13$1087.35$1177.65
1055/10601165/1168Oct 9$1.45$3.5565%0.41$1058.55$1166.45
1080/10851165/1168Oct 9$1.69$3.3160%0.51$1083.31$1166.69
1095/11001165/1168Oct 9$1.87$3.1354%0.60$1098.13$1166.87
1090/10951175/1180Oct 16$2.25$2.7546%0.82$1092.75$1177.25
1060/10651165/1168Oct 9$1.34$3.6664%0.37$1063.66$1166.34
1065/10701165/1168Oct 9$1.35$3.6563%0.37$1068.65$1166.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 156 found (best R:R 165.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1240.00$1260.00$1280.00Oct 16$0.12$19.886%165.67
$950.00$1000.00$1050.00Oct 9$0.43$49.573%115.28
$1280.00$1300.00$1320.00Oct 16$0.06$19.941%332.33
$1320.00$1330.00$1340.00Nov 6$0.14$9.863%70.43
$1205.00$1210.00$1215.00Oct 9$0.07$4.932%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1105.00$1110.00$1115.00Oct 9$0.08$4.926%61.50
$1100.00$1105.00$1110.00Oct 9$0.10$4.906%49.00
$1050.00$1060.00$1070.00Oct 16$0.20$9.805%49.00
$1040.00$1045.00$1050.00Nov 13$0.06$4.942%82.33
$1145.00$1150.00$1155.00Nov 6$0.09$4.913%54.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 123 found (best net $-10.40, 120 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1200.00$1260.001:2Nov 13-$7.50$52.50
$1000.00$1050.001:2Oct 9-$45.70$4.30
$1320.00$1360.001:2Nov 13-$3.22$36.78
$1220.00$1240.001:2Oct 16-$0.45$19.55
$1240.00$1260.001:2Oct 16-$0.48$19.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1295.00$1225.001:2Oct 9-$10.40$59.60
$1280.00$1220.001:2Oct 16-$17.05$42.95
$1000.00$960.001:2Nov 6-$1.23$38.77
$1075.00$1060.001:2Oct 23-$0.80$14.20
$1025.00$1005.001:2Oct 9-$0.03$19.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 164 found (best yield 3.75%, avg 1.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1180.00Nov 13$42.900.453.2%3.75%6.98%8--
$1200.00Nov 13$35.600.395.0%3.11%8.09%1814
$1175.00Nov 13$42.700.462.8%3.74%6.52%11--
$1150.00Nov 13$53.100.520.6%4.65%5.25%1--
$1175.00Nov 6$41.800.462.8%3.66%6.45%154
$1155.00Nov 13$49.850.511.0%4.36%5.40%1--
$1145.00Nov 13$54.800.530.2%4.79%4.96%22
$1160.00Nov 13$47.500.491.5%4.16%5.63%51
$1160.00Nov 6$47.400.491.5%4.15%5.62%1--
$1180.00Nov 6$39.300.443.2%3.44%6.66%194

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 12,691
Total Puts 11,472
Put/Call Ratio 0.90
Net Difference 1,219

Prior's Put/Call Breakdown

Total Calls 15,934
Total Puts 13,427
Put/Call Ratio 0.84
Net Difference 2,507

Prior 7-Day Put/Call Summary

Total Calls 130,125
Total Puts 92,630
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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