Tour v531
LLY
ELI LILLY AND CO
$1169.60 -1.61%
$1167.00 (-0.22%)🌙
as of 10/08 06:29 PM
◀ 10/8 18:29 ▶

Option Volume

Detail
ℹ
Current (10/08) 47,318
Calls: 25,231 (53%)
Puts: 22,087 (47%)
Prior (10/07) 38,645
Calls: 23,775 (62%)
Puts: 14,870 (38%)
Current vs Prior +22.44%
Calls: +6.12% (Calls)
Puts: +48.53% (Puts)
Prior 7-Day Total 209,464
Calls: 121,971 (58%)
Puts: 87,493 (42%)
Prior 7-Day Average 29,923
Calls: 17,424 (58%)
Puts: 12,499 (42%)
Current vs Prior 7-Day Avg +58.13%
Calls: +44.80%
Puts: +76.71%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/08) $101.25M
Calls: $68.75M (68%)
Puts: $32.50M (32%)
Prior (10/07) $88.58M
Calls: $52.61M (59%)
Puts: $35.97M (41%)
Current vs Prior +14.31%
Calls: +30.68%
Puts: -9.63%
Prior 7-Day Total $491.26M
Calls: $299.32M (61%)
Puts: $191.94M (39%)
Prior 7-Day Average $70.18M
Calls: $42.76M (61%)
Puts: $27.42M (39%)
Current vs Prior 7-Day Avg +44.27%
Calls: +60.77%
Puts: +18.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/08) 0.88
Prior (10/07) 0.63
Current vs Prior +39.96%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +18.46%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/08) 175,642
Calls: 90,039 (51%)
Puts: 85,603 (49%)
Prior (10/07) 163,151
Calls: 88,515 (54%)
Puts: 74,636 (46%)
Current vs Prior +7.66%
Prior 7-Day Total 1,051,456
Calls: 553,342 (53%)
Puts: 498,114 (47%)
Prior 7-Day Average 150,208
Calls: 79,048 (53%)
Puts: 71,159 (47%)
Current vs Prior 7-Day Avg +16.93%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 1.85% | 3.73%3.73% | 11.09%
Prior 2.25% | 4.27%4.27% | 11.21%
Current vs Prior -18.16% | -12.48%-12.48% | -1.04%
Prior 7-Day Avg 2.66% | 4.40%4.99% | 11.51%
Current vs 7-Day Avg -30.53% | -15.11%-25.25% | -3.66%
Prior 7-Day Eod 2.25% | 4.27%4.27% | 11.21%
Current vs 7-Day Eod -18.16% | -12.48%-12.48% | -1.04%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 29.50% | 23.93%
Calls: 25.68% | 26.79%
Puts: 33.33% | 21.07%
Prior 29.50% | 23.93%
Calls: 25.68% | 26.79%
Puts: 33.33% | 21.07%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 41.33% | 22.74%
Calls: 42.56% | 15.10%
Puts: 40.11% | 30.38%
Current vs 7-Day Avg -28.62% | +5.24%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($68.75M). P/C ratio rising 40% - increased hedging/bearish positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.1%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1170.00Nov 2063.5567.00$65.285.3%530.52151
$1000.00Nov 20175.30186.35$180.836.1%10.88--
$1150.00Oct 1631.6534.00$32.837.2%2130.64350
$995.00Oct 9166.85179.50$173.187.3%81.001
$990.00Oct 9171.85185.20$178.527.5%61.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Nov 20228.40241.75$235.085.7%60.9022
$1380.00Nov 20211.35223.85$217.605.7%20.8816
$1380.00Oct 9203.80218.60$211.207.0%60.95--
$1150.00Nov 2050.1054.00$52.057.5%650.43203
$1270.00Nov 20119.10129.05$124.088.0%120.71--

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
$990.00Oct 9171.85185.20$178.527.5%61.00--
$995.00Oct 9166.85179.50$173.187.3%81.001
$1050.00Oct 9111.90123.95$117.9310.2%661.0046
$1080.00Oct 981.4595.75$88.6016.1%111.0023
$1095.00Oct 967.0080.05$73.5317.7%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1280.00Oct 9106.00118.60$112.3011.2%11.001
$1260.00Oct 986.6098.60$92.6013.0%40.99--
$1265.00Oct 991.25103.95$97.6013.0%10.99--
$1275.00Oct 9101.65112.40$107.0310.0%40.99--
$1235.00Oct 961.6573.60$67.6317.7%20.984

Most actively traded options today. High liquidity = easy entry/exit. 691 active (total vol 35.7K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Oct 90.010.08$0.05140.0%1.1K0.01624
$1200.00Oct 169.0010.75$9.8817.7%9440.291.5K
$1200.00Oct 90.641.00$0.8243.9%8480.081.2K
$1150.00Oct 920.0024.00$22.0018.2%6490.8590
$1215.00Oct 90.090.49$0.29137.9%6180.03362
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1145.00Oct 90.833.15$1.99116.6%1.0K0.1687
$1100.00Oct 90.050.26$0.16131.2%1.0K0.01451
$1045.00Oct 231.222.95$2.0982.8%9880.0642
$1140.00Oct 90.801.50$1.1560.9%8240.11264
$1125.00Oct 90.300.88$0.5998.3%5030.05253

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 22.8%, max 44.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1167.50Oct 9Oct 2344.1%30.5%44.6%5552
$1162.50Oct 9Oct 2342.7%31.2%37.0%14841
$1182.50Oct 9Oct 2341.6%31.5%32.1%5653
$1147.50Oct 9Oct 2341.5%32.5%27.6%7963
$1152.50Oct 9Oct 2339.0%30.9%26.1%11849
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1167.50Oct 9Oct 2344.1%30.5%44.6%2021
$1142.50Oct 9Oct 2345.7%32.5%40.7%25459
$1162.50Oct 9Oct 2342.7%31.2%37.0%5732
$1182.50Oct 9Oct 2341.6%31.5%32.1%318
$1147.50Oct 9Oct 2341.5%32.5%27.6%4552

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 413 found (best R:R 1.75, avg 7.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1160.00$1170.00Nov 20$2.44$7.56$2.4455%3.10$1162.44
$1130.00$1135.00Oct 16$1.53$3.47$1.5376%2.27$1131.53
$1142.50$1145.00Oct 9$0.20$2.30$0.2088%11.50$1142.70
$1155.00$1165.00Nov 13$3.63$6.37$3.6356%1.75$1158.63
$1320.00$1340.00Nov 20$1.82$18.18$1.8220%9.99$1321.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1250.00$1240.00Nov 20$3.63$6.37$3.6367%1.75$1246.37
$1165.00$1160.00Nov 13$0.37$4.63$0.3746%12.51$1164.63
$1270.00$1260.00Oct 30$5.73$4.27$5.7377%0.75$1264.27
$1200.00$1190.00Oct 23$4.73$5.27$4.7364%1.11$1195.27
$1177.50$1175.00Oct 9$0.17$2.33$0.1768%13.71$1177.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 341 found (best R:R 2.92, avg 0.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1190.00$1200.00Nov 20$7.45$7.45$2.5552%2.92$1197.45
$1205.00$1210.00Oct 23$3.47$3.47$1.5367%2.27$1208.47
$1290.00$1295.00Nov 6$2.42$2.42$2.5878%0.94$1292.42
$1170.00$1175.00Nov 13$3.95$3.95$1.0548%3.76$1173.95
$1210.00$1220.00Nov 6$5.23$5.23$4.7760%1.10$1215.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$950.00$945.00Nov 13$2.77$2.77$2.2392%1.24$947.23
$1000.00$990.00Oct 9$2.42$2.42$7.5895%0.32$997.58
$1080.00$1070.00Nov 13$4.38$4.38$5.6275%0.78$1075.62
$955.00$950.00Oct 30$2.32$2.32$2.6894%0.87$952.68
$1160.00$1155.00Nov 13$4.23$4.23$0.7755%5.49$1155.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $12.28, cheapest $19.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1165.00Oct 9Oct 16$13.1745.6%32.4%
$1167.50Oct 9Oct 16$11.2344.1%31.1%
$1175.00Oct 9Oct 16$10.1342.2%29.3%
$1170.00Oct 9Oct 16$11.9742.2%31.8%
$1162.50Oct 9Oct 16$10.6542.7%32.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1167.50Oct 9Oct 23$19.3044.1%30.5%
$1165.00Oct 9Oct 16$11.4245.6%32.4%
$1175.00Oct 9Oct 16$10.9242.2%29.3%
$1170.00Oct 9Oct 16$10.8542.2%31.8%
$1162.50Oct 9Oct 16$12.1442.7%32.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 194 found (cheapest 1.49% of stock, avg 7.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1172.50Oct 9$6.38$11.08$17.46$1155.04$1189.961.49%
$1177.50Oct 9$4.43$13.50$17.93$1159.57$1195.431.53%
$1160.00Oct 9$13.48$5.00$18.48$1141.52$1178.481.58%
$1157.50Oct 9$15.50$4.01$19.51$1137.99$1177.011.67%
$1167.50Oct 9$10.15$9.43$19.58$1147.92$1187.081.67%
$1175.00Oct 9$6.45$13.33$19.78$1155.22$1194.781.69%
$1155.00Oct 9$16.63$3.41$20.04$1134.96$1175.041.71%
$1170.00Oct 9$8.53$11.43$19.96$1150.04$1189.961.71%
$1165.00Oct 9$10.88$9.68$20.56$1144.44$1185.561.76%
$1162.50Oct 9$13.28$7.88$21.16$1141.34$1183.661.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.68% of stock, avg 6.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1180.00$1155.00Oct 9$4.60$3.41$8.01$1146.99$1188.01
$1177.50$1155.00Oct 9$4.43$3.41$7.84$1147.16$1185.34
$1177.50$1157.50Oct 9$4.43$4.01$8.44$1149.06$1185.94
$1180.00$1157.50Oct 9$4.60$4.01$8.61$1148.89$1188.61
$1177.50$1160.00Oct 9$4.43$5.00$9.43$1150.57$1186.93
$1180.00$1160.00Oct 9$4.60$5.00$9.60$1150.40$1189.60
$1175.00$1155.00Oct 9$6.45$3.41$9.86$1145.14$1184.86
$1175.00$1157.50Oct 9$6.45$4.01$10.46$1147.04$1185.46
$1172.50$1155.00Oct 9$6.38$3.41$9.79$1145.21$1182.29
$1172.50$1157.50Oct 9$6.38$4.01$10.39$1147.11$1182.89

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 180 found (best R:R 13.71, avg credit $1.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1055/10601205/1210Oct 23$4.66$0.3459%13.71$1055.34$1209.66
1000/10051205/1210Oct 23$3.77$1.2364%3.07$1001.23$1208.77
1040/10451205/1210Oct 23$3.91$1.0961%3.59$1041.09$1208.91
1045/10501205/1210Oct 23$3.74$1.2661%2.97$1046.26$1208.74
1035/10401205/1210Oct 23$3.63$1.3762%2.65$1036.37$1208.63
990/10001215/1220Oct 9$2.53$7.4792%0.34$997.47$1217.53
990/10001205/1210Oct 9$2.74$7.2689%0.38$997.26$1207.74
1065/10701205/1210Oct 23$3.65$1.3558%2.70$1066.35$1208.65
1060/10651205/1210Oct 23$3.61$1.3958%2.60$1061.39$1208.61
990/10001200/1205Oct 9$2.62$7.3887%0.36$997.38$1202.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 253 found (best R:R 37.46, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1185.00$1190.00$1195.00Oct 9$0.13$4.8710%37.46
$1190.00$1195.00$1200.00Oct 9$0.13$4.879%37.46
$1195.00$1200.00$1205.00Oct 30$0.06$4.943%82.33
$1225.00$1230.00$1235.00Oct 30$0.06$4.942%82.33
$1280.00$1285.00$1290.00Oct 23$0.06$4.942%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1080.00$1085.00$1090.00Oct 30$0.06$4.943%82.33
$1110.00$1115.00$1120.00Nov 6$0.07$4.933%70.43
$1115.00$1120.00$1125.00Nov 6$0.12$4.883%40.67
$1050.00$1055.00$1060.00Oct 9$0.08$4.920%61.50
$1040.00$1045.00$1050.00Nov 13$0.14$4.862%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 188 found (best net $-13.40, 175 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1330.00$1380.001:2Nov 13-$3.04$46.96
$1285.00$1300.001:2Oct 16-$0.14$14.86
$1195.00$1200.001:2Oct 9-$0.23$4.77
$1340.00$1360.001:2Oct 16-$0.02$19.98
$1320.00$1340.001:2Oct 16-$0.21$19.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1380.00$1280.001:2Oct 9-$13.40$86.60
$1235.00$1210.001:2Oct 9-$18.37$6.63
$1105.00$1100.001:2Oct 9$0.00$5.00
$1045.00$1040.001:2Oct 16-$0.01$4.99
$955.00$950.001:2Oct 30-$0.18$4.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 179 found (best yield 4.68%, avg 1.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1190.00Nov 20$54.700.481.7%4.68%6.42%36278
$1180.00Nov 20$58.850.500.9%5.03%5.92%55145
$1170.00Nov 20$63.550.520.0%5.43%5.47%53151
$1200.00Nov 20$46.300.452.6%3.96%6.56%176300
$1210.00Nov 20$42.650.423.5%3.65%7.10%1863
$1230.00Nov 20$35.200.385.2%3.01%8.17%1838
$1170.00Nov 13$57.000.520.0%4.87%4.91%813
$1240.00Nov 20$32.450.356.0%2.77%8.79%311.0K
$1220.00Nov 20$35.000.404.3%2.99%7.30%22275
$1195.00Nov 13$43.000.462.2%3.68%5.85%615

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 25,231
Total Puts 22,087
Put/Call Ratio 0.88
Net Difference 3,144

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 121,971
Total Puts 87,493
Average Put/Call Ratio 0.74
Ratio Trend Rising

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