Tour v531
LLY
ELI LILLY AND CO
$1188.72 +2.70%
$1190.93 (+0.19%)🌙
as of 10/07 06:31 PM
◀ 10/7 18:31

Option Volume

Detail
ℹ
Current (10/07) 38,645
Calls: 23,775 (62%)
Puts: 14,870 (38%)
Prior (10/06) 24,098
Calls: 15,100 (63%)
Puts: 8,998 (37%)
Current vs Prior +60.37%
Calls: +57.45% (Calls)
Puts: +65.26% (Puts)
Prior 7-Day Total 194,072
Calls: 111,854 (58%)
Puts: 82,218 (42%)
Prior 7-Day Average 27,724
Calls: 15,979 (58%)
Puts: 11,745 (42%)
Current vs Prior 7-Day Avg +39.39%
Calls: +48.79%
Puts: +26.60%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $88.58M
Calls: $52.61M (59%)
Puts: $35.97M (41%)
Prior (10/06) $98.56M
Calls: $76.32M (77%)
Puts: $22.23M (23%)
Current vs Prior -10.12%
Calls: -31.07%
Puts: +61.77%
Prior 7-Day Total $452.52M
Calls: $278.20M (61%)
Puts: $174.32M (39%)
Prior 7-Day Average $64.65M
Calls: $39.74M (61%)
Puts: $24.90M (39%)
Current vs Prior 7-Day Avg +37.02%
Calls: +32.37%
Puts: +44.44%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.63
Prior (10/06) 0.60
Current vs Prior +4.96%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -16.61%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/07) 163,151
Calls: 88,515 (54%)
Puts: 74,636 (46%)
Prior (10/06) 150,085
Calls: 78,351 (52%)
Puts: 71,734 (48%)
Current vs Prior +8.71%
Prior 7-Day Total 1,022,992
Calls: 534,387 (52%)
Puts: 488,605 (48%)
Prior 7-Day Average 146,141
Calls: 76,341 (52%)
Puts: 69,800 (48%)
Current vs Prior 7-Day Avg +11.64%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.25% | 4.27%4.27% | 11.21%
Prior 2.77% | 4.46%4.46% | 11.17%
Current vs Prior -18.48% | -4.38%-4.38% | +0.35%
Prior 7-Day Avg 2.81% | 4.48%5.22% | 11.64%
Current vs 7-Day Avg -19.91% | -4.77%-18.30% | -3.75%
Prior 7-Day Eod 2.77% | 4.46%4.46% | 11.17%
Current vs 7-Day Eod -18.48% | -4.38%-4.38% | +0.35%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 29.50% | 23.93%
Calls: 25.68% | 26.79%
Puts: 33.33% | 21.07%
Prior 43.30% | 22.54%
Calls: 45.37% | 13.15%
Puts: 41.24% | 31.93%
Current vs Prior -31.87% | +6.17%
Prior 7-Day Avg 43.30% | 22.54%
Calls: 45.37% | 13.15%
Puts: 41.24% | 31.93%
Current vs 7-Day Avg -31.87% | +6.17%
Liquidity Expensive
+
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🤖 AI Insights

Above-average activity with volume up 60% vs prior. Bullish P/C ratio of 0.63.

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 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 56 of results (avg 8.1%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$990.00Nov 20204.40215.10$209.755.1%150.9071
$1000.00Nov 20194.45205.45$199.955.5%3110.8976
$1000.00Oct 16184.95195.50$190.235.5%11.00108
$1020.00Nov 20177.90188.35$183.135.7%30.876
$1030.00Nov 20169.35179.85$174.606.0%20.8614
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Nov 20158.55169.20$163.886.5%30.8021
$1280.00Nov 20113.65121.45$117.556.6%120.68138
$1360.00Oct 30170.80182.95$176.886.9%10.88--
$1320.00Nov 20142.30152.85$147.577.1%80.7617
$1300.00Nov 20127.05137.20$132.137.7%100.7231

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. 224 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1020.00Oct 9164.15175.70$169.936.8%71.006
$1025.00Oct 9159.15170.70$164.937.0%121.00--
$1030.00Oct 9154.15165.70$159.937.2%21.003
$1000.00Oct 16184.95195.50$190.235.5%11.00108
$1040.00Oct 16145.20154.50$149.856.2%11.0088
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1265.00Oct 969.9084.75$77.3319.2%11.00--
$1300.00Oct 9104.90119.75$112.3313.2%301.00--
$1340.00Oct 9144.90159.90$152.409.8%421.00--
$1250.00Oct 955.0569.90$62.4823.8%180.98--
$1240.00Oct 950.0060.30$55.1518.7%110.96--

Most actively traded options today. High liquidity = easy entry/exit. 683 active (total vol 30.6K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Oct 90.340.73$0.5472.2%1.3K0.04554
$1200.00Oct 96.059.05$7.5539.7%1.2K0.371.1K
$1220.00Oct 92.263.00$2.6328.1%1.2K0.17517
$1295.00Oct 233.854.70$4.2819.9%1.0K0.1185
$1230.00Oct 91.021.80$1.4155.3%8900.10443
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1140.00Oct 90.991.49$1.2440.3%3140.08259
$1125.00Oct 90.210.95$0.58127.6%3070.04274
$1120.00Oct 90.160.80$0.48133.3%2800.03261
$1130.00Oct 90.331.00$0.67100.0%2790.04290
$1100.00Oct 90.000.36$0.18200.0%2490.01510

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 17.7%, max 27.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1162.50Oct 9Oct 2339.5%31.1%27.1%1140
$1167.50Oct 9Oct 2337.6%30.9%21.7%1947
$1172.50Oct 9Oct 2336.8%30.7%19.8%4159
$1157.50Oct 9Oct 2337.9%32.3%17.5%1320
$1160.00Oct 9Nov 2038.3%37.5%2.3%73270
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1162.50Oct 9Oct 2339.5%31.1%27.1%2524
$1167.50Oct 9Oct 2337.6%30.9%21.7%1616
$1172.50Oct 9Oct 2336.8%30.7%19.8%3965
$1157.50Oct 9Oct 2337.9%32.3%17.5%3442
$1160.00Oct 9Nov 2038.3%37.5%2.3%156282

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 437 found (best R:R 19.00, avg 7.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1360.00$1380.00Nov 20$1.00$19.00$1.0018%19.00$1361.00
$1160.00$1162.50Oct 9$0.10$2.40$0.1082%24.00$1160.10
$1190.00$1195.00Oct 23$0.63$4.37$0.6351%6.94$1190.63
$1250.00$1265.00Nov 13$3.45$11.55$3.4537%3.35$1253.45
$1130.00$1135.00Oct 9$3.05$1.95$3.0596%0.64$1133.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1190.00$1185.00Nov 6$0.55$4.45$0.5548%8.09$1189.45
$1215.00$1210.00Oct 9$2.35$2.65$2.3580%1.13$1212.65
$1145.00$1140.00Nov 13$0.40$4.60$0.4035%11.50$1144.60
$1215.00$1210.00Oct 30$1.40$3.60$1.4056%2.57$1213.60
$1160.00$1150.00Nov 20$2.52$7.48$2.5240%2.97$1157.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 354 found (best R:R 1.86, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1245.00$1250.00Oct 23$3.34$3.34$1.6673%2.01$1248.34
$1195.00$1200.00Nov 13$4.15$4.15$0.8549%4.88$1199.15
$1220.00$1225.00Oct 23$3.33$3.33$1.6764%1.99$1223.33
$1240.00$1250.00Nov 20$5.48$5.48$4.5259%1.21$1245.48
$1255.00$1260.00Oct 23$2.50$2.50$2.5077%1.00$1257.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1150.00$1140.00Nov 20$6.50$6.50$3.5062%1.86$1143.50
$1165.00$1160.00Nov 6$4.25$4.25$0.7559%5.67$1160.75
$1110.00$1105.00Nov 6$3.42$3.42$1.5874%2.16$1106.58
$1180.00$1175.00Nov 6$4.30$4.30$0.7055%6.14$1175.70
$1115.00$1110.00Oct 23$2.82$2.82$2.1883%1.29$1112.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $11.05, cheapest $9.61)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1175.00Oct 9Oct 16$11.0837.8%30.4%
$1185.00Oct 9Oct 16$11.7037.6%31.2%
$1180.00Oct 9Oct 16$11.5737.0%31.2%
$1200.00Oct 9Oct 16$11.2234.5%32.5%
$1195.00Oct 9Oct 16$11.3534.0%32.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1175.00Oct 9Oct 16$9.6137.8%30.4%
$1185.00Oct 9Oct 16$10.9037.6%31.2%
$1180.00Oct 9Oct 16$10.7737.0%31.2%
$1200.00Oct 9Oct 16$10.3734.5%32.5%
$1195.00Oct 9Oct 16$10.4534.0%32.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 193 found (cheapest 2.03% of stock, avg 7.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1190.00Oct 9$12.13$12.00$24.13$1165.87$1214.132.03%
$1195.00Oct 9$9.35$14.98$24.33$1170.67$1219.332.05%
$1182.50Oct 9$15.38$9.40$24.78$1157.72$1207.282.08%
$1185.00Oct 9$14.80$10.63$25.43$1159.57$1210.432.14%
$1180.00Oct 9$17.18$8.38$25.56$1154.44$1205.562.15%
$1200.00Oct 9$7.55$18.48$26.03$1173.97$1226.032.19%
$1205.00Oct 9$5.33$20.80$26.13$1178.87$1231.132.20%
$1177.50Oct 9$19.65$7.15$26.80$1150.70$1204.302.25%
$1175.00Oct 9$20.80$6.82$27.62$1147.38$1202.622.32%
$1172.50Oct 9$22.88$5.75$28.63$1143.87$1201.132.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.91% of stock, avg 6.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1215.00$1177.50Oct 9$3.66$7.15$10.81$1166.69$1225.81
$1205.00$1177.50Oct 9$5.33$7.15$12.48$1165.02$1217.48
$1210.00$1177.50Oct 9$4.90$7.15$12.05$1165.45$1222.05
$1215.00$1180.00Oct 9$3.66$8.38$12.04$1167.96$1227.04
$1205.00$1180.00Oct 9$5.33$8.38$13.71$1166.29$1218.71
$1210.00$1180.00Oct 9$4.90$8.38$13.28$1166.72$1223.28
$1200.00$1177.50Oct 9$7.55$7.15$14.70$1162.80$1214.70
$1200.00$1180.00Oct 9$7.55$8.38$15.93$1164.07$1215.93
$1215.00$1182.50Oct 9$3.66$9.40$13.06$1169.44$1228.06
$1205.00$1182.50Oct 9$5.33$9.40$14.73$1167.77$1219.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 170 found (best R:R 3.20, avg credit $1.92)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1105/11101235/1240Oct 16$3.81$1.1965%3.20$1106.19$1238.81
1075/10801235/1240Oct 16$2.95$2.0571%1.44$1077.05$1237.95
1080/10851235/1240Oct 16$2.87$2.1370%1.35$1082.13$1237.87
1095/11001235/1240Oct 16$2.95$2.0568%1.44$1097.05$1237.95
1090/10951235/1240Oct 16$2.88$2.1269%1.36$1092.12$1237.88
1105/11101215/1220Oct 16$3.44$1.5656%2.21$1106.56$1218.44
1105/11101225/1230Oct 16$2.94$2.0662%1.43$1107.06$1227.94
1105/11101240/1245Oct 16$2.56$2.4469%1.05$1107.44$1242.56
1075/10801215/1220Oct 16$2.58$2.4262%1.07$1077.42$1217.58
1080/10851215/1220Oct 16$2.50$2.5061%1.00$1082.50$1217.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 252 found (best R:R 75.92, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1120.00$1130.00$1140.00Nov 20$0.08$9.924%124.00
$1185.00$1190.00$1195.00Oct 16$0.10$4.907%49.00
$1210.00$1215.00$1220.00Oct 9$0.21$4.7910%22.81
$1200.00$1210.00$1220.00Nov 20$0.23$9.775%42.48
$1300.00$1320.00$1340.00Oct 16$0.28$19.723%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1260.00$1280.00$1300.00Nov 20$0.26$19.748%75.92
$1090.00$1100.00$1110.00Nov 20$0.13$9.874%75.92
$1090.00$1095.00$1100.00Oct 16$0.07$4.932%70.43
$1075.00$1080.00$1085.00Oct 23$0.06$4.942%82.33
$1030.00$1040.00$1050.00Oct 16$0.06$9.941%165.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 192 found (best net $-46.30, 182 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1340.00$1380.001:2Nov 6-$3.40$36.60
$1360.00$1400.001:2Nov 13-$3.34$36.66
$1300.00$1320.001:2Oct 16-$0.14$19.86
$1320.00$1340.001:2Oct 16-$0.17$19.83
$1285.00$1300.001:2Oct 16-$0.57$14.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1330.00$1265.001:2Oct 30-$46.30$18.70
$985.00$965.001:2Nov 6-$0.10$19.90
$1060.00$1050.001:2Oct 16-$0.11$9.89
$1110.00$1105.001:2Oct 9-$0.04$4.96
$1045.00$1040.001:2Oct 9-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 160 found (best yield 4.16%, avg 1.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1220.00Nov 20$49.500.452.6%4.16%6.80%60269
$1190.00Nov 20$62.500.520.1%5.26%5.37%23278
$1200.00Nov 20$57.500.500.9%4.84%5.79%128313
$1240.00Nov 20$42.000.414.3%3.53%7.85%301.0K
$1210.00Nov 20$52.100.471.8%4.38%6.17%3049
$1230.00Nov 20$43.800.433.5%3.68%7.16%2122
$1250.00Nov 20$36.650.385.2%3.08%8.24%12128
$1260.00Nov 20$33.500.366.0%2.82%8.81%6942
$1195.00Nov 13$55.650.510.5%4.68%5.21%89
$1225.00Nov 13$42.700.443.0%3.59%6.64%261

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 23,775
Total Puts 14,870
Put/Call Ratio 0.63
Net Difference 8,905

Prior's Put/Call Breakdown

Total Calls 15,100
Total Puts 8,998
Put/Call Ratio 0.60
Net Difference 6,102

Prior 7-Day Put/Call Summary

Total Calls 111,854
Total Puts 82,218
Average Put/Call Ratio 0.75
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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