Tour v531
LLY
ELI LILLY AND CO
$1257.03 +0.43%
$1256.01 (-0.08%)🌙
as of 10/16 11:04 PM
◀ 10/16 23:04

Option Volume

Detail
ℹ
Current (10/16) 47,161
Calls: 23,105 (49%)
Puts: 24,056 (51%)
Prior (10/14) 48,042
Calls: 31,284 (65%)
Puts: 16,758 (35%)
Current vs Prior -1.83%
Calls: -26.14% (Calls)
Puts: +43.55% (Puts)
Prior 7-Day Total 229,671
Calls: 127,631 (56%)
Puts: 102,040 (44%)
Prior 7-Day Average 32,810
Calls: 18,233 (56%)
Puts: 14,577 (44%)
Current vs Prior 7-Day Avg +43.74%
Calls: +26.72%
Puts: +65.03%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/16) $126.34M
Calls: $74.42M (59%)
Puts: $51.92M (41%)
Prior (10/14) $111.33M
Calls: $84.50M (76%)
Puts: $26.83M (24%)
Current vs Prior +13.48%
Calls: -11.94%
Puts: +93.53%
Prior 7-Day Total $553.55M
Calls: $385.33M (70%)
Puts: $168.21M (30%)
Prior 7-Day Average $79.08M
Calls: $55.05M (70%)
Puts: $24.03M (30%)
Current vs Prior 7-Day Avg +59.76%
Calls: +35.18%
Puts: +116.06%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/16) 1.04
Prior (10/14) 0.54
Current vs Prior +94.36%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg +14.05%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/16) 195,935
Calls: 98,828 (50%)
Puts: 97,107 (50%)
Prior (10/14) 186,570
Calls: 101,046 (54%)
Puts: 85,524 (46%)
Current vs Prior +5.02%
Prior 7-Day Total 1,108,257
Calls: 574,298 (52%)
Puts: 533,959 (48%)
Prior 7-Day Average 158,322
Calls: 82,042 (52%)
Puts: 76,279 (48%)
Current vs Prior 7-Day Avg +23.76%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 0.61% | 3.72%0.61% | 10.34%
Prior 2.47% | 4.41%2.47% | 11.02%
Current vs Prior +50.28% | +80.30%-75.27% | -6.17%
Prior 7-Day Avg 2.55% | 4.35%3.57% | 11.00%
Current vs 7-Day Avg +45.70% | +82.79%-82.88% | -5.95%
Prior 7-Day Eod 2.47% | 4.41%2.47% | 11.02%
Current vs 7-Day Eod +50.28% | +80.30%-75.27% | -6.17%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 28.25% | 12.96%
Calls: 29.77% | 12.21%
Puts: 26.73% | 13.72%
Prior 25.45% | 15.48%
Calls: 28.27% | 17.64%
Puts: 22.64% | 13.31%
Current vs Prior +11.00% | -16.28%
Prior 7-Day Avg 32.86% | 22.33%
Calls: 31.68% | 21.59%
Puts: 34.06% | 23.06%
Current vs 7-Day Avg -14.04% | -41.95%
Liquidity Expensive
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🤖 AI Insights

Dollar volume significantly above 7-day average (60% higher). Slightly bearish P/C ratio of 1.04. P/C ratio rising 94% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 61 of results (avg 8.0%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1050.00Nov 20213.20224.70$218.955.3%150.9170
$1015.00Nov 13242.35256.00$249.185.5%40.89--
$1100.00Nov 20167.65178.10$172.886.0%60.85105
$1050.00Oct 16203.10215.85$209.486.1%61.00--
$1025.00Nov 13232.90248.00$240.456.3%20.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1440.00Nov 20184.30195.45$189.885.9%60.8621
$1500.00Nov 6236.10250.40$243.255.9%40.92--
$1440.00Nov 13182.35194.10$188.236.2%120.86--
$1480.00Nov 6216.85231.05$223.956.3%20.91--
$1460.00Oct 30196.95210.60$203.776.7%20.94--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.84, cheapest $0.84)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Oct 230.780.90$0.8414.3%5920.04576
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 260 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1050.00Oct 16203.10215.85$209.486.1%61.00--
$1070.00Oct 16180.40196.00$188.208.3%11.00--
$1100.00Oct 16154.05165.80$159.937.3%31.00129
$1155.00Oct 1699.40106.70$103.057.1%11.00110
$1145.00Oct 16107.00117.20$112.109.1%131.0063
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1265.00Oct 165.0515.90$10.48103.5%2741.0052
$1270.00Oct 164.6017.80$11.20117.9%911.00333
$1275.00Oct 1612.8522.75$17.8055.6%201.0019
$1280.00Oct 1615.6529.55$22.6061.5%351.0074
$1285.00Oct 1623.2534.05$28.6537.7%121.00--

Most actively traded options today. High liquidity = easy entry/exit. 715 active (total vol 34.2K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1280.00Oct 160.000.04$0.02200.0%1.4K0.011.0K
$1300.00Oct 160.000.01$0.01100.0%1.3K0.001.3K
$1275.00Oct 160.000.20$0.10200.0%7110.03740
$1285.00Oct 160.000.01$0.01100.0%6270.00135
$1260.00Oct 160.602.02$1.31108.4%6190.35946
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Oct 160.000.26$0.13200.0%1.7K0.0692
$1260.00Oct 162.005.25$3.6389.5%8270.83211
$1260.00Nov 1354.8562.80$58.8313.5%7670.491
$1245.00Oct 160.000.19$0.10190.0%5840.0375
$1315.00Nov 1385.6095.75$90.6811.2%5180.63--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 53.3%, max 66.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1255.00Oct 16Nov 2761.8%37.2%66.0%348248
$1260.00Oct 16Nov 2759.4%36.7%61.9%620954
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1260.00Oct 16Nov 2759.4%36.7%61.9%857222
$1255.00Oct 16Nov 1361.8%41.9%47.4%34230
$1325.00Oct 30Nov 2750.7%39.2%29.4%2310

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 406 found (best R:R 5.94, avg 6.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1165.00$1185.00Oct 30$12.90$7.10$12.9079%0.55$1177.90
$1280.00$1290.00Nov 27$2.07$7.93$2.0747%3.83$1282.07
$1440.00$1460.00Nov 27$0.60$19.40$0.6016%32.33$1440.60
$1380.00$1400.00Nov 27$2.32$17.68$2.3225%7.62$1382.32
$1145.00$1150.00Oct 16$2.95$2.05$2.95100%0.69$1147.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1270.00$1265.00Oct 16$0.72$4.28$0.72100%5.94$1269.28
$1265.00$1260.00Oct 30$0.71$4.29$0.7151%6.04$1264.29
$1200.00$1185.00Nov 6$2.75$12.25$2.7532%4.45$1197.25
$1295.00$1290.00Nov 27$1.20$3.80$1.2057%3.17$1293.80
$1225.00$1220.00Nov 13$0.52$4.48$0.5239%8.62$1224.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 317 found (best R:R 4.00, avg 0.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1420.00$1440.00Nov 6$5.33$5.33$14.6784%0.36$1425.33
$1275.00$1280.00Nov 6$4.69$4.69$0.3153%15.13$1279.69
$1360.00$1380.00Nov 27$7.43$7.43$12.5770%0.59$1367.43
$1295.00$1300.00Nov 13$4.18$4.18$0.8258%5.10$1299.18
$1260.00$1265.00Oct 30$4.20$4.20$0.8049%5.25$1264.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1130.00$1125.00Nov 13$4.00$4.00$1.0081%4.00$1126.00
$1055.00$1050.00Nov 6$3.45$3.45$1.5591%2.23$1051.55
$1055.00$1050.00Nov 13$3.43$3.43$1.5790%2.18$1051.57
$1030.00$1025.00Nov 13$2.75$2.75$2.2592%1.22$1027.25
$1020.00$1010.00Oct 16$2.44$2.44$7.5696%0.32$1017.56

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $14.11, cheapest $19.56)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1255.00Oct 16Oct 23$20.6461.8%32.7%
$1260.00Oct 16Oct 23$20.2759.4%33.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1255.00Oct 16Oct 23$19.5661.8%32.7%
$1325.00Oct 30Nov 6$5.0550.7%45.7%
$1295.00Oct 30Nov 6$5.0250.1%46.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 207 found (cheapest 0.39% of stock, avg 7.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1260.00Oct 16$1.31$3.63$4.94$1255.06$1264.940.39%
$1255.00Oct 16$4.06$1.29$5.35$1249.65$1260.350.43%
$1250.00Oct 16$8.78$0.13$8.91$1241.09$1258.910.71%
$1265.00Oct 16$0.09$10.48$10.57$1254.43$1275.570.84%
$1270.00Oct 16$0.06$11.20$11.26$1258.74$1281.260.90%
$1245.00Oct 16$12.40$0.10$12.50$1232.50$1257.500.99%
$1240.00Oct 16$17.77$0.01$17.78$1222.22$1257.781.41%
$1275.00Oct 16$0.10$17.80$17.90$1257.10$1292.901.42%
$1235.00Oct 16$22.28$0.04$22.32$1212.68$1257.321.78%
$1280.00Oct 16$0.02$22.60$22.62$1257.38$1302.621.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.21% of stock, avg 6.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1260.00$1255.00Oct 16$1.31$1.29$2.60$1252.40$1262.60
$1260.00$1225.00Oct 16$1.31$2.45$3.76$1221.24$1263.76
$1260.00$1157.50Oct 16$1.31$2.45$3.76$1153.74$1263.76
$1260.00$1137.50Oct 16$1.31$2.45$3.76$1133.74$1263.76
$1260.00$1135.00Oct 16$1.31$2.45$3.76$1131.24$1263.76
$1280.00$1235.00Oct 23$12.58$12.40$24.98$1210.02$1304.98
$1280.00$1240.00Oct 23$12.58$14.10$26.68$1213.32$1306.68
$1275.00$1235.00Oct 23$14.10$12.40$26.50$1208.50$1301.50
$1280.00$1245.00Oct 23$12.58$14.88$27.46$1217.54$1307.46
$1275.00$1240.00Oct 23$14.10$14.10$28.20$1211.80$1303.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 110 found (best R:R 2.76, avg credit $3.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1090/10951290/1295Oct 23$3.67$1.3367%2.76$1091.33$1293.67
1090/10951260/1265Oct 16$3.64$1.3660%2.68$1091.36$1263.64
1090/10951300/1305Oct 23$3.00$2.0072%1.50$1092.00$1303.00
1130/11351260/1265Oct 16$3.60$1.4059%2.57$1131.40$1263.60
1090/10951285/1290Oct 23$3.35$1.6563%2.03$1091.65$1288.35
1125/11301290/1295Oct 23$3.11$1.8967%1.65$1126.89$1293.11
1030/10351260/1265Oct 16$3.14$1.8661%1.69$1031.86$1263.14
1090/10951305/1310Oct 23$2.38$2.6276%0.91$1092.62$1307.38
1100/11051290/1295Oct 23$2.67$2.3368%1.15$1102.33$1292.67
1125/11301300/1305Oct 23$2.44$2.5672%0.95$1127.56$1302.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 278 found (best R:R 3.24, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1340.00$1360.00$1380.00Nov 13$0.25$19.759%79.00
$1255.00$1260.00$1265.00Oct 16$1.53$3.4764%2.27
$1280.00$1300.00$1320.00Nov 20$0.63$19.3710%30.75
$1420.00$1440.00$1460.00Oct 30$0.28$19.725%70.43
$1210.00$1220.00$1230.00Nov 20$0.08$9.925%124.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1250.00$1255.00$1260.00Oct 16$1.18$3.8277%3.24
$1300.00$1320.00$1340.00Nov 20$0.73$19.279%26.40
$1240.00$1250.00$1260.00Nov 27$0.07$9.935%141.86
$1190.00$1200.00$1210.00Nov 20$0.17$9.835%57.82
$1265.00$1270.00$1275.00Oct 23$0.13$4.877%37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 215 found (best net $-27.09, 177 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1135.00$1200.001:2Nov 13-$46.06$18.94
$1420.00$1440.001:2Nov 6-$1.49$18.51
$1345.00$1360.001:2Oct 23-$0.20$14.80
$1380.00$1400.001:2Oct 23-$0.18$19.82
$1265.00$1270.001:2Oct 16-$0.03$4.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1460.00$1360.001:2Oct 30-$27.09$72.91
$1275.00$1270.001:2Oct 16-$4.60$0.40
$1250.00$1245.001:2Oct 16-$0.07$4.93
$1145.00$1142.501:2Oct 16$0.00$2.50
$1192.50$1190.001:2Oct 16-$0.01$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 123 found (best yield 4.49%, avg 1.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1270.00Nov 27$56.500.491.0%4.49%5.53%246
$1265.00Nov 27$58.200.510.6%4.63%5.26%143
$1290.00Nov 27$47.250.452.6%3.76%6.38%55
$1270.00Nov 20$55.000.491.0%4.38%5.41%602220
$1300.00Nov 20$43.200.423.4%3.44%6.86%2411.6K
$1260.00Nov 20$59.700.510.2%4.75%4.99%152886
$1280.00Nov 27$50.150.471.8%3.99%5.82%1918
$1280.00Nov 20$50.000.471.8%3.98%5.80%1231.4K
$1320.00Nov 27$36.550.385.0%2.91%7.92%1626
$1300.00Nov 27$41.950.423.4%3.34%6.76%3428

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 23,105
Total Puts 24,056
Put/Call Ratio 1.04
Net Difference -951

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 127,631
Total Puts 102,040
Average Put/Call Ratio 0.91
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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