Tour v531
LLY
ELI LILLY AND CO
$1208.74 +3.62%
$1211.55 (+0.23%)🌙
as of 10/14 06:32 PM
◀ 10/14 18:32 ▶

Option Volume

Detail
ℹ
Current (10/14) 48,042
Calls: 31,284 (65%)
Puts: 16,758 (35%)
Prior (10/13) 23,384
Calls: 10,027 (43%)
Puts: 13,357 (57%)
Current vs Prior +105.45%
Calls: +212.00% (Calls)
Puts: +25.46% (Puts)
Prior 7-Day Total 210,990
Calls: 112,281 (53%)
Puts: 98,709 (47%)
Prior 7-Day Average 30,141
Calls: 16,040 (53%)
Puts: 14,101 (47%)
Current vs Prior 7-Day Avg +59.39%
Calls: +95.04%
Puts: +18.84%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/14) $111.33M
Calls: $84.50M (76%)
Puts: $26.83M (24%)
Prior (10/13) $52.46M
Calls: $31.12M (59%)
Puts: $21.33M (41%)
Current vs Prior +112.24%
Calls: +171.51%
Puts: +25.77%
Prior 7-Day Total $493.21M
Calls: $329.61M (67%)
Puts: $163.60M (33%)
Prior 7-Day Average $70.46M
Calls: $47.09M (67%)
Puts: $23.37M (33%)
Current vs Prior 7-Day Avg +58.01%
Calls: +79.47%
Puts: +14.79%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 0.54
Prior (10/13) 1.33
Current vs Prior -59.79%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg -44.01%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/14) 186,570
Calls: 101,046 (54%)
Puts: 85,524 (46%)
Prior (10/13) 165,737
Calls: 84,287 (51%)
Puts: 81,450 (49%)
Current vs Prior +12.57%
Prior 7-Day Total 1,076,038
Calls: 557,418 (52%)
Puts: 518,620 (48%)
Prior 7-Day Average 153,719
Calls: 79,631 (52%)
Puts: 74,088 (48%)
Current vs Prior 7-Day Avg +21.37%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 2.47% | 4.41%2.47% | 11.02%
Prior 2.64% | 4.46%2.64% | 10.63%
Current vs Prior -6.31% | -1.12%-6.31% | +3.69%
Prior 7-Day Avg 2.68% | 4.41%3.92% | 11.03%
Current vs 7-Day Avg -7.71% | -0.12%-36.84% | -0.11%
Prior 7-Day Eod 2.64% | 4.46%2.64% | 10.63%
Current vs 7-Day Eod -6.31% | -1.12%-6.31% | +3.69%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 25.45% | 15.48%
Calls: 28.27% | 17.64%
Puts: 22.64% | 13.31%
Prior 29.50% | 23.93%
Calls: 25.68% | 26.79%
Puts: 33.33% | 21.07%
Current vs Prior -13.73% | -35.31%
Prior 7-Day Avg 35.41% | 23.33%
Calls: 34.12% | 20.94%
Puts: 36.72% | 25.72%
Current vs 7-Day Avg -28.14% | -33.66%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($84.50M) vs puts ($26.83M). Massive premium surge with dollar volume up 112% vs prior. Dollar volume significantly above 7-day average (58% higher). Unusually high activity with volume up 105% vs prior - elevated interest.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 41 of results (avg 7.8%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1050.00Oct 16157.40165.15$161.284.8%721.00112
$1000.00Nov 20215.50226.50$221.005.0%530.93210
$1000.00Oct 16207.60219.65$213.635.6%241.0077
$1080.00Nov 20147.00156.30$151.656.1%50.8240
$1030.00Oct 16177.40188.90$183.156.3%1091.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1420.00Oct 16201.70215.95$208.836.8%61.00--
$1400.00Oct 16182.85196.00$189.436.9%31.00--
$1280.00Nov 2098.30106.45$102.388.0%20.64137
$1360.00Oct 16142.85155.10$148.988.2%121.00--
$1380.00Oct 16161.70175.95$168.838.4%31.00--

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. 207 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Oct 16207.60219.65$213.635.6%241.0077
$1030.00Oct 16177.40188.90$183.156.3%1091.00--
$1035.00Oct 16169.30183.90$176.608.3%1201.00--
$1040.00Oct 16165.95178.90$172.437.5%521.0062
$1045.00Oct 16161.50173.90$167.707.4%541.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1280.00Oct 1663.0575.65$69.3518.2%21.0017
$1300.00Oct 1681.7096.50$89.1016.6%501.001
$1360.00Oct 16142.85155.10$148.988.2%121.00--
$1380.00Oct 16161.70175.95$168.838.4%31.00--
$1400.00Oct 16182.85196.00$189.436.9%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 650 active (total vol 35.6K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Oct 161.982.50$2.2423.2%4.0K0.13173
$1440.00Nov 205.458.45$6.9543.2%1.5K0.10232
$1200.00Oct 1618.2522.40$20.3320.4%1.3K0.631.7K
$1300.00Oct 232.333.00$2.6725.1%1.3K0.09228
$1300.00Nov 2029.1031.60$30.358.2%9420.32904
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1160.00Oct 161.002.01$1.5166.9%8960.09672
$1150.00Oct 160.620.93$0.7839.7%3950.05735
$1000.00Nov 205.006.80$5.9030.5%2570.072.4K
$1200.00Oct 167.809.70$8.7521.7%2520.37666
$1152.50Oct 160.161.01$0.59144.1%2400.0425

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 5.1%, max 16.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1187.50Oct 16Oct 2339.6%34.0%16.5%1411
$1215.00Oct 16Nov 2739.2%36.7%6.6%24689
$1190.00Oct 16Nov 2740.7%38.5%5.8%111681
$1205.00Oct 16Nov 2738.4%36.6%5.0%250251
$1180.00Oct 16Nov 2739.5%37.7%4.6%178631
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1182.50Oct 16Oct 2339.2%34.2%14.7%2130
$1210.00Oct 16Nov 2738.0%37.3%1.9%18121
$1190.00Oct 16Nov 2040.7%40.5%0.7%186275

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 436 found (best R:R 2.70, avg 6.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1190.00$1200.00Nov 20$2.70$7.30$2.7058%2.70$1192.70
$1145.00$1150.00Oct 23$1.82$3.18$1.8286%1.75$1146.82
$1170.00$1180.00Nov 20$3.85$6.15$3.8563%1.60$1173.85
$1260.00$1270.00Nov 6$1.55$8.45$1.5539%5.45$1261.55
$1200.00$1205.00Nov 13$0.55$4.45$0.5556%8.09$1200.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1265.00$1260.00Oct 30$0.44$4.56$0.4464%10.36$1264.56
$1235.00$1230.00Oct 30$0.85$4.15$0.8555%4.88$1234.15
$1240.00$1230.00Nov 20$3.60$6.40$3.6054%1.78$1236.40
$1245.00$1225.00Oct 23$11.25$8.75$11.2569%0.78$1233.75
$1185.00$1180.00Nov 6$0.40$4.60$0.4040%11.50$1184.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 356 found (best R:R 20.74, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1255.00$1260.00Oct 30$4.77$4.77$0.2360%20.74$1259.77
$1240.00$1245.00Nov 6$4.12$4.12$0.8855%4.68$1244.12
$1270.00$1275.00Nov 6$3.55$3.55$1.4563%2.45$1273.55
$1215.00$1220.00Oct 30$4.25$4.25$0.7548%5.67$1219.25
$1245.00$1250.00Oct 30$3.68$3.68$1.3257%2.79$1248.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1160.00$1155.00Nov 6$4.09$4.09$0.9166%4.49$1155.91
$1175.00$1165.00Oct 30$5.55$5.55$4.4563%1.25$1169.45
$1070.00$1050.00Nov 13$4.43$4.43$15.5784%0.28$1065.57
$1180.00$1150.00Nov 13$11.95$11.95$18.0561%0.66$1168.05
$1205.00$1195.00Nov 13$6.05$6.05$3.9554%1.53$1198.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $13.77, cheapest $11.38)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1200.00Oct 16Oct 23$12.0938.8%33.6%
$1205.00Oct 16Oct 23$12.7838.4%33.5%
$1225.00Oct 16Oct 23$12.1239.8%35.1%
$1197.50Oct 16Oct 23$12.6038.0%33.7%
$1210.00Oct 16Oct 23$12.7838.0%33.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1200.00Oct 16Oct 23$11.3838.8%33.6%
$1205.00Oct 16Oct 23$11.7338.4%33.5%
$1225.00Oct 16Oct 23$10.6739.8%35.1%
$1197.50Oct 16Oct 23$11.5838.0%33.7%
$1210.00Oct 16Oct 23$12.2038.0%33.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 152 found (cheapest 2.23% of stock, avg 7.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1210.00Oct 16$14.15$12.85$27.00$1183.00$1237.002.23%
$1215.00Oct 16$11.85$15.68$27.53$1187.47$1242.532.28%
$1205.00Oct 16$17.05$10.65$27.70$1177.30$1232.702.29%
$1220.00Oct 16$9.73$18.40$28.13$1191.87$1248.132.33%
$1197.50Oct 16$21.43$7.57$29.00$1168.50$1226.502.40%
$1200.00Oct 16$20.33$8.75$29.08$1170.92$1229.082.41%
$1195.00Oct 16$23.35$6.65$30.00$1165.00$1225.002.48%
$1225.00Oct 16$8.13$21.83$29.96$1195.04$1254.962.48%
$1230.00Oct 16$6.13$24.70$30.83$1199.17$1260.832.55%
$1192.50Oct 16$24.93$6.40$31.33$1161.17$1223.832.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.00% of stock, avg 6.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1235.00$1195.00Oct 16$5.38$6.65$12.03$1182.97$1247.03
$1230.00$1195.00Oct 16$6.13$6.65$12.78$1182.22$1242.78
$1235.00$1197.50Oct 16$5.38$7.57$12.95$1184.55$1247.95
$1230.00$1197.50Oct 16$6.13$7.57$13.70$1183.80$1243.70
$1225.00$1195.00Oct 16$8.13$6.65$14.78$1180.22$1239.78
$1225.00$1197.50Oct 16$8.13$7.57$15.70$1181.80$1240.70
$1235.00$1200.00Oct 16$5.38$8.75$14.13$1185.87$1249.13
$1230.00$1200.00Oct 16$6.13$8.75$14.88$1185.12$1244.88
$1225.00$1200.00Oct 16$8.13$8.75$16.88$1183.12$1241.88
$1220.00$1195.00Oct 16$9.73$6.65$16.38$1178.62$1236.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 2.03, avg credit $2.38)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1040/10451245/1250Oct 23$3.35$1.6564%2.03$1041.65$1248.35
1040/10451255/1260Oct 23$3.00$2.0069%1.50$1042.00$1258.00
1040/10451240/1245Oct 23$3.27$1.7361%1.89$1041.73$1243.27
1050/10551245/1250Oct 23$2.91$2.0964%1.39$1052.09$1247.91
1050/10551255/1260Oct 23$2.56$2.4469%1.05$1052.44$1257.56
1040/10451250/1255Oct 23$2.59$2.4167%1.07$1042.41$1252.59
1050/10551240/1245Oct 23$2.83$2.1761%1.30$1052.17$1242.83
1025/10301245/1250Oct 23$2.22$2.7867%0.80$1027.78$1247.22
970/9751245/1250Oct 23$2.14$2.8667%0.75$972.86$1247.14
1158/11601235/1240Oct 16$2.21$2.7966%0.79$1157.79$1237.21

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 231 found (best R:R 399.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1340.00$1360.00$1380.00Nov 20$0.05$19.957%399.00
$1340.00$1360.00$1380.00Oct 30$0.27$19.736%73.07
$1340.00$1360.00$1380.00Nov 6$0.39$19.617%50.28
$1210.00$1215.00$1220.00Oct 16$0.18$4.8212%26.78
$1240.00$1245.00$1250.00Oct 16$0.09$4.917%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1260.00$1280.00$1300.00Oct 16$0.05$19.954%399.00
$1140.00$1145.00$1150.00Oct 30$0.05$4.953%99.00
$1200.00$1205.00$1210.00Oct 16$0.30$4.7012%15.67
$1105.00$1110.00$1115.00Nov 27$0.05$4.952%99.00
$1135.00$1140.00$1145.00Oct 30$0.07$4.933%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 181 found (best net $-30.76, 170 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1050.00$1140.001:2Nov 6-$30.76$59.24
$1345.00$1360.001:2Oct 23-$0.03$14.97
$1300.00$1320.001:2Oct 16-$0.08$19.92
$1420.00$1440.001:2Oct 23-$0.02$19.98
$1320.00$1340.001:2Oct 16-$0.09$19.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1360.00$1300.001:2Oct 16-$29.22$30.78
$1275.00$1220.001:2Nov 13-$30.01$24.99
$1135.00$1130.001:2Oct 16-$0.04$4.96
$1075.00$1070.001:2Oct 16$0.00$5.00
$1085.00$1080.001:2Oct 16-$0.02$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 150 found (best yield 3.86%, avg 1.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1250.00Nov 27$46.650.443.4%3.86%7.27%122
$1260.00Nov 27$43.550.414.2%3.60%7.84%7--
$1240.00Nov 20$49.550.462.6%4.10%6.69%331.0K
$1220.00Nov 20$58.000.510.9%4.80%5.73%17329
$1225.00Nov 27$55.150.491.4%4.56%5.91%1--
$1210.00Nov 27$62.250.530.1%5.15%5.25%3--
$1240.00Nov 27$48.350.462.6%4.00%6.59%541
$1250.00Nov 20$44.750.433.4%3.70%7.12%50139
$1220.00Nov 27$56.950.500.9%4.71%5.64%32
$1235.00Nov 27$50.000.472.2%4.14%6.31%8--

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 31,284
Total Puts 16,758
Put/Call Ratio 0.54
Net Difference 14,526

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 112,281
Total Puts 98,709
Average Put/Call Ratio 0.96
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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