Tour v531
LLY
ELI LILLY AND CO
$1166.51 -1.36%
$1166.25 (-0.02%)🌙
as of 10/13 06:31 PM
◀ 10/13 18:31 ▶

Option Volume

Detail
ℹ
Current (10/13) 23,384
Calls: 10,027 (43%)
Puts: 13,357 (57%)
Prior (10/12) 24,021
Calls: 9,523 (40%)
Puts: 14,498 (60%)
Current vs Prior -2.65%
Calls: +5.29% (Calls)
Puts: -7.87% (Puts)
Prior 7-Day Total 215,484
Calls: 118,747 (55%)
Puts: 96,737 (45%)
Prior 7-Day Average 30,783
Calls: 16,963 (55%)
Puts: 13,819 (45%)
Current vs Prior 7-Day Avg -24.04%
Calls: -40.89%
Puts: -3.35%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/13) $52.46M
Calls: $31.12M (59%)
Puts: $21.33M (41%)
Prior (10/12) $37.65M
Calls: $23.88M (63%)
Puts: $13.77M (37%)
Current vs Prior +39.31%
Calls: +30.32%
Puts: +54.90%
Prior 7-Day Total $504.68M
Calls: $327.65M (65%)
Puts: $177.04M (35%)
Prior 7-Day Average $72.10M
Calls: $46.81M (65%)
Puts: $25.29M (35%)
Current vs Prior 7-Day Avg -27.24%
Calls: -33.50%
Puts: -15.66%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/13) 1.33
Prior (10/12) 1.52
Current vs Prior -12.50%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg +53.97%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/13) 165,737
Calls: 84,287 (51%)
Puts: 81,450 (49%)
Prior (10/12) 135,220
Calls: 66,470 (49%)
Puts: 68,750 (51%)
Current vs Prior +22.57%
Prior 7-Day Total 1,062,874
Calls: 554,129 (52%)
Puts: 508,745 (48%)
Prior 7-Day Average 151,839
Calls: 79,161 (52%)
Puts: 72,677 (48%)
Current vs Prior 7-Day Avg +9.15%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 2.64% | 4.46%2.64% | 10.63%
Prior 2.93% | 4.59%2.93% | 10.60%
Current vs Prior -9.78% | -2.86%-9.78% | +0.27%
Prior 7-Day Avg 2.55% | 4.32%4.29% | 11.19%
Current vs 7-Day Avg +3.50% | +3.21%-38.51% | -5.01%
Prior 7-Day Eod 2.93% | 4.59%2.93% | 10.60%
Current vs 7-Day Eod -9.78% | -2.86%-9.78% | +0.27%
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 37.39% | 23.14%
Calls: 36.93% | 19.00%
Puts: 37.85% | 27.28%
Current vs 7-Day Avg -21.09% | +3.43%
Liquidity Expensive
+
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🤖 AI Insights

Bearish P/C ratio of 1.33 indicates protective positioning. Rising open interest (up 23%) indicates new positions being established.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 21 of results (avg 7.9%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Nov 2099.00105.00$102.005.9%160.70100
$1050.00Nov 20133.10141.30$137.206.0%100.81--
$940.00Oct 23220.60234.35$227.486.0%11.001
$1060.00Nov 20125.75134.60$130.186.8%200.7922
$975.00Nov 6192.20205.85$199.026.9%20.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1380.00Oct 30208.10221.90$215.006.4%10.92--
$1360.00Oct 30188.95203.05$196.007.2%10.91--
$1360.00Nov 13191.45206.00$198.737.3%40.89--
$1255.00Oct 30100.10109.15$104.638.6%30.74--
$1330.00Oct 30160.50175.50$168.008.9%10.88--

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. 171 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Oct 16160.25174.00$167.138.2%501.00100
$940.00Oct 23220.60234.35$227.486.0%11.001
$1035.00Oct 16124.85138.80$131.8210.6%380.9911
$1040.00Oct 16120.35134.00$127.1810.7%330.9977
$1030.00Oct 16129.75144.00$136.8810.4%380.9952
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Oct 1677.1590.70$83.9316.1%21.003
$1270.00Oct 1697.15110.95$104.0513.3%11.00--
$1300.00Oct 16127.15140.65$133.9010.1%141.0015
$1235.00Oct 1662.4076.60$69.5020.4%50.95--
$1270.00Oct 2397.85111.50$104.6813.0%10.93--

Most actively traded options today. High liquidity = easy entry/exit. 584 active (total vol 13.7K, top 561)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Oct 2311.5013.80$12.6518.2%5610.32242
$1230.00Oct 235.007.20$6.1036.1%5120.1855
$1200.00Oct 163.254.75$4.0037.5%3880.201.7K
$1240.00Oct 160.380.65$0.5251.9%3560.031.0K
$1250.00Oct 3017.8020.35$19.0813.4%2910.27152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1150.00Oct 166.659.00$7.8330.0%2480.32703
$1080.00Oct 160.050.78$0.42173.8%2340.02468
$1140.00Oct 3032.9038.65$35.7816.1%1860.3955
$1040.00Oct 160.100.14$0.1233.3%1780.01631
$955.00Oct 300.922.94$1.93104.7%1690.0447

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 9.7%, max 19.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1182.50Oct 16Oct 2334.9%33.3%4.9%1212
$1135.00Oct 16Nov 2736.9%36.6%0.8%1044
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1240.00Oct 30Nov 2048.0%40.1%19.6%366
$1142.50Oct 16Oct 2337.0%32.9%12.7%866
$1137.50Oct 16Oct 2336.5%32.8%11.5%545
$1230.00Nov 6Nov 1346.4%42.6%8.7%820

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 405 found (best R:R 2.45, avg 5.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1145.00$1160.00Nov 6$4.35$10.65$4.3558%2.45$1149.35
$1090.00$1100.00Nov 20$3.93$6.07$3.9372%1.54$1093.93
$1125.00$1140.00Oct 23$8.28$6.72$8.2876%0.81$1133.28
$1170.00$1175.00Nov 13$0.13$4.87$0.1351%37.46$1170.13
$1125.00$1130.00Oct 30$0.88$4.12$0.8866%4.68$1125.88
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1180.00$1175.00Oct 30$0.32$4.68$0.3252%14.62$1179.68
$1160.00$1150.00Nov 20$2.48$7.52$2.4846%3.03$1157.52
$1205.00$1200.00Oct 30$1.05$3.95$1.0560%3.76$1203.95
$1250.00$1240.00Oct 30$5.33$4.67$5.3373%0.88$1244.67
$1205.00$1200.00Oct 23$1.90$3.10$1.9071%1.63$1203.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 340 found (best R:R 32.33, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1195.00$1200.00Nov 13$4.85$4.85$0.1555%32.33$1199.85
$1200.00$1205.00Oct 30$4.30$4.30$0.7058%6.14$1204.30
$1210.00$1215.00Nov 6$3.65$3.65$1.3560%2.70$1213.65
$1225.00$1230.00Nov 13$3.45$3.45$1.5563%2.23$1228.45
$1230.00$1240.00Nov 20$4.80$4.80$5.2063%0.92$1234.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1130.00$1070.00Nov 27$19.35$19.35$40.6562%0.48$1110.65
$1140.00$1120.00Nov 20$9.73$9.73$10.2760%0.95$1130.27
$1125.00$1120.00Nov 6$3.82$3.82$1.1864%3.24$1121.18
$1140.00$1135.00Nov 6$3.48$3.48$1.5260%2.29$1136.52
$1140.00$1135.00Oct 30$3.30$3.30$1.7061%1.94$1136.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $12.27, cheapest $9.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1152.50Oct 16Oct 23$9.1536.2%32.6%
$1155.00Oct 16Oct 23$10.2536.0%32.5%
$1162.50Oct 16Oct 23$10.9035.5%32.1%
$1150.00Oct 16Oct 23$11.6035.9%32.6%
$1157.50Oct 16Oct 23$10.6535.8%32.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1155.00Oct 16Oct 23$9.5736.0%32.5%
$1162.50Oct 16Oct 23$9.7535.5%32.1%
$1150.00Oct 16Oct 23$9.3235.9%32.6%
$1165.00Oct 16Oct 23$9.9035.1%32.0%
$1160.00Oct 16Oct 23$9.9535.4%32.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 135 found (cheapest 2.50% of stock, avg 7.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1167.50Oct 16$14.60$14.60$29.20$1138.30$1196.702.50%
$1170.00Oct 16$13.45$15.90$29.35$1140.65$1199.352.52%
$1172.50Oct 16$12.23$17.15$29.38$1143.12$1201.882.52%
$1175.00Oct 16$11.15$18.48$29.63$1145.37$1204.632.54%
$1165.00Oct 16$16.20$13.55$29.75$1135.25$1194.752.55%
$1162.50Oct 16$17.65$12.58$30.23$1132.27$1192.732.59%
$1160.00Oct 16$19.00$11.43$30.43$1129.57$1190.432.61%
$1180.00Oct 16$9.07$21.70$30.77$1149.23$1210.772.64%
$1157.50Oct 16$20.60$10.52$31.12$1126.38$1188.622.67%
$1182.50Oct 16$8.20$23.13$31.33$1151.17$1213.832.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.60% of stock, avg 6.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1182.50$1157.50Oct 16$8.20$10.52$18.72$1138.78$1201.22
$1180.00$1157.50Oct 16$9.07$10.52$19.59$1137.91$1199.59
$1182.50$1160.00Oct 16$8.20$11.43$19.63$1140.37$1202.13
$1180.00$1160.00Oct 16$9.07$11.43$20.50$1139.50$1200.50
$1175.00$1157.50Oct 16$11.15$10.52$21.67$1135.83$1196.67
$1175.00$1160.00Oct 16$11.15$11.43$22.58$1137.42$1197.58
$1182.50$1162.50Oct 16$8.20$12.58$20.78$1141.72$1203.28
$1180.00$1162.50Oct 16$9.07$12.58$21.65$1140.85$1201.65
$1172.50$1157.50Oct 16$12.23$10.52$22.75$1134.75$1195.25
$1175.00$1162.50Oct 16$11.15$12.58$23.73$1138.77$1198.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 110 found (best R:R 0.87, avg credit $2.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1010/10151195/1200Oct 23$2.32$2.6862%0.87$1012.68$1197.32
965/9701195/1200Oct 23$2.06$2.9464%0.70$967.94$1197.06
1050/10551195/1200Oct 23$2.11$2.8962%0.73$1052.89$1197.11
960/9701250/1260Nov 20$4.14$5.8660%0.71$965.86$1254.14
1040/10451195/1200Oct 23$2.02$2.9862%0.68$1042.98$1197.02
1010/10201250/1260Nov 20$4.69$5.3154%0.88$1015.31$1254.69
980/9851195/1200Oct 23$1.82$3.1864%0.57$983.18$1196.82
1065/10701195/1200Oct 23$2.05$2.9559%0.69$1067.95$1197.05
995/10001230/1235Nov 6$2.17$2.8357%0.77$997.83$1232.17
995/10001195/1200Oct 23$1.78$3.2264%0.55$998.22$1196.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 189 found (best R:R 19.66, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1190.00$1200.00$1210.00Nov 20$0.21$9.795%46.62
$1210.00$1215.00$1220.00Oct 30$0.08$4.923%61.50
$1260.00$1265.00$1270.00Nov 13$0.06$4.942%82.33
$1162.50$1165.00$1167.50Oct 23$0.06$2.443%40.67
$1250.00$1255.00$1260.00Nov 6$0.08$4.922%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1230.00$1255.00$1280.00Nov 13$1.21$23.7911%19.66
$1130.00$1150.00$1170.00Nov 27$0.94$19.0611%20.28
$1080.00$1090.00$1100.00Nov 20$0.17$9.835%57.82
$1150.00$1155.00$1160.00Oct 23$0.13$4.876%37.46
$980.00$990.00$1000.00Nov 20$0.10$9.902%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 168 found (best net $-24.91, 156 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1025.00$1110.001:2Nov 6-$24.91$60.09
$1090.00$1125.001:2Oct 23-$20.46$14.54
$1340.00$1380.001:2Nov 6-$1.93$38.07
$1225.00$1230.001:2Oct 16-$0.10$4.90
$1265.00$1270.001:2Oct 16-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1270.00$1225.001:2Oct 23-$23.28$21.72
$1130.00$1070.001:2Nov 27-$4.23$55.77
$1360.00$1280.001:2Nov 13-$61.03$18.97
$985.00$950.001:2Nov 6-$1.05$33.95
$1055.00$1050.001:2Oct 23-$0.07$4.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 167 found (best yield 4.13%, avg 1.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1190.00Nov 27$48.150.472.0%4.13%6.14%62
$1170.00Nov 20$56.900.520.3%4.88%5.18%99172
$1205.00Nov 27$41.400.433.3%3.55%6.85%2--
$1250.00Nov 27$30.050.337.2%2.58%9.73%2--
$1225.00Nov 27$34.350.395.0%2.94%7.96%2--
$1200.00Nov 20$42.300.442.9%3.63%6.50%46371
$1220.00Nov 20$36.200.394.6%3.10%7.69%37309
$1180.00Nov 27$50.400.491.2%4.32%5.48%32
$1175.00Nov 27$52.700.500.7%4.52%5.25%31
$1260.00Nov 27$27.800.318.0%2.38%10.40%21

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 10,027
Total Puts 13,357
Put/Call Ratio 1.33
Net Difference -3,330

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 118,747
Total Puts 96,737
Average Put/Call Ratio 0.87
Ratio Trend Falling

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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