Tour v531
LLY
ELI LILLY AND CO
$1182.62 +0.28%
$1181.92 (-0.06%)🌙
as of 10/12 06:31 PM
◀ 10/12 18:31 ▶

Option Volume

Detail
ℹ
Current (10/12) 24,021
Calls: 9,523 (40%)
Puts: 14,498 (60%)
Prior (10/08) 47,318
Calls: 25,231 (53%)
Puts: 22,087 (47%)
Current vs Prior -49.23%
Calls: -62.26% (Calls)
Puts: -34.36% (Puts)
Prior 7-Day Total 235,056
Calls: 135,489 (58%)
Puts: 99,567 (42%)
Prior 7-Day Average 33,579
Calls: 19,355 (58%)
Puts: 14,223 (42%)
Current vs Prior 7-Day Avg -28.47%
Calls: -50.80%
Puts: +1.93%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12) $37.65M
Calls: $23.88M (63%)
Puts: $13.77M (37%)
Prior (10/08) $101.25M
Calls: $68.75M (68%)
Puts: $32.50M (32%)
Current vs Prior -62.81%
Calls: -65.26%
Puts: -57.63%
Prior 7-Day Total $544.75M
Calls: $338.79M (62%)
Puts: $205.96M (38%)
Prior 7-Day Average $77.82M
Calls: $48.40M (62%)
Puts: $29.42M (38%)
Current vs Prior 7-Day Avg -51.61%
Calls: -50.65%
Puts: -53.19%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 1.52
Prior (10/08) 0.88
Current vs Prior +73.91%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +105.20%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12) 135,220
Calls: 66,470 (49%)
Puts: 68,750 (51%)
Prior (10/08) 175,642
Calls: 90,039 (51%)
Puts: 85,603 (49%)
Current vs Prior -23.01%
Prior 7-Day Total 1,075,570
Calls: 567,149 (53%)
Puts: 508,421 (47%)
Prior 7-Day Average 153,652
Calls: 81,021 (53%)
Puts: 72,631 (47%)
Current vs Prior 7-Day Avg -12.00%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 2.93% | 4.59%2.93% | 10.60%
Prior 1.85% | 3.73%3.73% | 11.09%
Current vs Prior +58.61% | +22.93%-21.60% | -4.40%
Prior 7-Day Avg 2.53% | 4.29%4.71% | 11.39%
Current vs 7-Day Avg +15.90% | +6.96%-37.88% | -6.92%
Prior 7-Day Eod 1.85% | 3.73%3.73% | 11.09%
Current vs 7-Day Eod +58.61% | +22.93%-21.60% | -4.40%
Sentiment BEARISHBULLISH

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 39.36% | 22.94%
Calls: 39.74% | 17.05%
Puts: 38.98% | 28.83%
Current vs 7-Day Avg -25.05% | +4.33%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($23.88M). Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 49% vs prior. Extreme bearish P/C ratio of 1.52 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 19 of results (avg 8.4%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Oct 16177.05186.75$181.905.3%81.00106
$1190.00Nov 2057.4561.00$59.236.0%320.50288
$950.00Oct 16227.40241.80$234.606.1%21.0028
$1000.00Nov 6184.50198.85$191.687.5%10.92--
$1020.00Oct 16159.35172.00$165.687.6%61.0043
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1180.00Nov 2055.5060.65$58.088.9%320.47146

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. 147 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1020.00Oct 16159.35172.00$165.687.6%61.0043
$1000.00Oct 16177.05186.75$181.905.3%81.00106
$1010.00Oct 16167.45181.85$174.658.2%11.00--
$1030.00Oct 16147.40161.25$154.329.0%381.0052
$950.00Oct 16227.40241.80$234.606.1%21.0028
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Oct 16109.90125.05$117.4812.9%141.001
$1260.00Oct 1670.2084.00$77.1017.9%20.9771
$1270.00Oct 2381.0598.00$89.5318.9%20.901
$1325.00Oct 30140.00156.50$148.2511.1%10.86--
$1220.00Oct 1637.1545.55$41.3520.3%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 509 active (total vol 14.9K, top 619)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Oct 168.6010.65$9.6321.3%6190.351.8K
$1360.00Nov 2011.3514.35$12.8523.3%5710.16593
$1240.00Oct 161.492.20$1.8538.4%5500.10931
$1255.00Oct 160.721.04$0.8836.4%3960.0572
$1260.00Oct 160.600.95$0.7745.5%3490.041.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Oct 160.440.68$0.5642.9%5330.03935
$1010.00Oct 160.000.10$0.05200.0%4120.00599
$1050.00Oct 160.060.32$0.19136.8%3200.01682
$1060.00Oct 160.100.33$0.22104.5%2910.01925
$1105.00Oct 160.211.05$0.63133.3%2830.04158

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 8.9%, max 19.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1090.00Oct 30Nov 2046.2%38.6%19.8%831
$1172.50Oct 16Oct 2334.6%31.7%9.3%1613
$1105.00Oct 30Nov 646.5%43.5%6.9%411
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1172.50Oct 16Oct 2334.6%31.7%9.3%1519
$1152.50Oct 16Oct 2334.5%32.5%6.1%1833
$1162.50Oct 16Oct 2334.1%32.2%5.7%526
$1157.50Oct 16Oct 2333.7%32.1%4.9%1441

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 364 found (best R:R 2.16, avg 6.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1165.00$1175.00Nov 13$3.16$6.84$3.1657%2.16$1168.16
$1220.00$1230.00Nov 20$2.08$7.92$2.0843%3.81$1222.08
$1190.00$1205.00Nov 13$5.17$9.83$5.1751%1.90$1195.17
$1140.00$1142.50Oct 16$0.10$2.40$0.1085%24.00$1140.10
$1150.00$1155.00Oct 16$2.15$2.85$2.1581%1.33$1152.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1140.00$1130.00Nov 13$1.60$8.40$1.6036%5.25$1138.40
$1255.00$1240.00Nov 6$8.15$6.85$8.1567%0.84$1246.85
$1180.00$1170.00Nov 13$2.95$7.05$2.9547%2.39$1177.05
$1190.00$1180.00Nov 20$3.27$6.73$3.2750%2.06$1186.73
$1175.00$1170.00Nov 6$0.72$4.28$0.7246%5.94$1174.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 301 found (best R:R 1.56, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1225.00$1230.00Oct 30$3.35$3.35$1.6560%2.03$1228.35
$1230.00$1240.00Nov 20$5.12$5.12$4.8859%1.05$1235.12
$1245.00$1250.00Oct 23$1.93$1.93$3.0780%0.63$1246.93
$1210.00$1215.00Nov 6$3.05$3.05$1.9555%1.56$1213.05
$1205.00$1215.00Nov 13$5.35$5.35$4.6553%1.15$1210.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1130.00$1120.00Nov 13$6.10$6.10$3.9066%1.56$1123.90
$1180.00$1170.00Nov 20$7.38$7.38$2.6253%2.82$1172.62
$1155.00$1150.00Oct 30$4.14$4.14$0.8661%4.81$1150.86
$960.00$950.00Oct 16$2.29$2.29$7.7196%0.30$957.71
$1170.00$1165.00Nov 13$3.65$3.65$1.3556%2.70$1166.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $10.99, cheapest $8.68)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1172.50Oct 16Oct 23$11.2034.6%31.7%
$1165.00Oct 16Oct 23$9.8734.7%32.1%
$1167.50Oct 16Oct 23$11.6534.7%32.1%
$1185.00Oct 16Oct 23$10.3033.8%31.5%
$1180.00Oct 16Oct 23$10.5633.9%31.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1172.50Oct 16Oct 23$8.6834.6%31.7%
$1255.00Nov 6Nov 13$4.1544.9%42.3%
$1185.00Oct 16Oct 23$9.2933.8%31.5%
$1180.00Oct 16Oct 23$9.2533.9%31.7%
$1170.00Oct 16Oct 23$9.1034.1%32.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 111 found (cheapest 2.79% of stock, avg 7.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1185.00Oct 16$15.90$17.13$33.03$1151.97$1218.032.79%
$1182.50Oct 16$17.48$15.78$33.26$1149.24$1215.762.81%
$1190.00Oct 16$13.58$19.70$33.28$1156.72$1223.282.81%
$1180.00Oct 16$18.52$14.78$33.30$1146.70$1213.302.82%
$1175.00Oct 16$21.48$12.30$33.78$1141.22$1208.782.86%
$1172.50Oct 16$22.95$11.85$34.80$1137.70$1207.302.94%
$1170.00Oct 16$24.43$10.65$35.08$1134.92$1205.082.97%
$1167.50Oct 16$25.70$9.98$35.68$1131.82$1203.183.02%
$1200.00Oct 16$9.63$26.08$35.71$1164.29$1235.713.02%
$1165.00Oct 16$27.30$9.13$36.43$1128.57$1201.433.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.89% of stock, avg 6.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1195.00$1170.00Oct 16$11.75$10.65$22.40$1147.60$1217.40
$1195.00$1172.50Oct 16$11.75$11.85$23.60$1148.90$1218.60
$1195.00$1175.00Oct 16$11.75$12.30$24.05$1150.95$1219.05
$1192.50$1170.00Oct 16$12.83$10.65$23.48$1146.52$1215.98
$1192.50$1175.00Oct 16$12.83$12.30$25.13$1149.87$1217.63
$1192.50$1172.50Oct 16$12.83$11.85$24.68$1147.82$1217.18
$1190.00$1170.00Oct 16$13.58$10.65$24.23$1145.77$1214.23
$1190.00$1175.00Oct 16$13.58$12.30$25.88$1149.12$1215.88
$1190.00$1172.50Oct 16$13.58$11.85$25.43$1147.07$1215.43
$1195.00$1180.00Oct 16$11.75$14.78$26.53$1153.47$1221.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 110 found (best R:R 0.54, avg credit $3.16)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
950/9601215/1220Oct 16$3.49$6.5172%0.54$956.51$1218.49
1020/10301270/1280Nov 20$5.15$4.8555%1.06$1024.85$1275.15
995/10001275/1280Nov 13$2.53$2.4762%1.02$997.47$1277.53
1020/10301260/1270Nov 20$5.32$4.6853%1.14$1024.68$1265.32
995/10001280/1285Nov 13$2.35$2.6563%0.89$997.65$1282.35
1020/10251275/1280Nov 13$2.47$2.5359%0.98$1022.53$1277.47
1060/10651215/1220Oct 16$1.67$3.3374%0.50$1063.33$1216.67
1060/10651205/1210Oct 16$2.04$2.9666%0.69$1062.96$1207.04
950/9601205/1210Oct 16$3.86$6.1465%0.63$956.14$1208.86
1020/10251280/1285Nov 13$2.29$2.7160%0.85$1022.71$1282.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 162 found (best R:R 124.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1340.00$1360.00$1380.00Nov 20$0.16$19.845%124.00
$1280.00$1300.00$1320.00Nov 20$0.42$19.587%46.62
$1270.00$1280.00$1290.00Oct 30$0.17$9.835%57.82
$1260.00$1270.00$1280.00Nov 20$0.17$9.834%57.82
$1215.00$1220.00$1225.00Oct 16$0.19$4.817%25.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1210.00$1240.00$1270.00Oct 23$4.17$25.8326%6.19
$1155.00$1157.50$1160.00Oct 16$0.07$2.434%34.71
$1175.00$1180.00$1185.00Nov 6$0.10$4.903%49.00
$1140.00$1142.50$1145.00Oct 16$0.06$2.442%40.67
$1110.00$1115.00$1120.00Oct 23$0.14$4.864%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. 160 found (best net $-5.60, 153 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1040.00$1100.001:2Oct 23-$32.05$27.95
$1360.00$1400.001:2Nov 13-$2.02$37.98
$1360.00$1400.001:2Oct 30-$0.85$39.15
$1310.00$1345.001:2Oct 23-$1.14$33.86
$1285.00$1300.001:2Oct 16-$0.01$14.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1260.00$1220.001:2Oct 16-$5.60$34.40
$1255.00$1180.001:2Nov 13-$10.00$65.00
$1240.00$1210.001:2Oct 23-$18.07$11.93
$1300.00$1260.001:2Oct 16-$36.72$3.28
$1280.00$1220.001:2Nov 20-$37.72$22.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 125 found (best yield 4.86%, avg 1.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1190.00Nov 20$57.450.500.6%4.86%5.48%32288
$1220.00Nov 20$43.750.433.2%3.70%6.86%56280
$1200.00Nov 20$51.300.481.5%4.34%5.81%51367
$1230.00Nov 20$40.300.414.0%3.41%7.41%1237
$1210.00Nov 20$45.900.452.3%3.88%6.20%1567
$1240.00Nov 20$36.350.384.8%3.07%7.93%281.0K
$1250.00Nov 20$33.850.365.7%2.86%8.56%18140
$1260.00Nov 20$30.050.346.5%2.54%9.08%119943
$1270.00Nov 20$28.150.317.4%2.38%9.77%4--
$1205.00Nov 13$44.550.471.9%3.77%5.66%2--

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 9,523
Total Puts 14,498
Put/Call Ratio 1.52
Net Difference -4,975

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 135,489
Total Puts 99,567
Average Put/Call Ratio 0.74
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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