Tour v515
LLY
ELI LILLY AND CO
$1268.80 +3.51%
8/19 11:00

Option Volume

Detail
Current (08/19 11:00am) 37,997
Calls: 28,400 (75%)
Puts: 9,597 (25%)
Prior (08/05) 34,638
Calls: 20,059 (58%)
Puts: 14,579 (42%)
Current vs Prior +9.70%
Calls: +41.58% (Calls)
Puts: -34.17% (Puts)
Prior 7-Day Total 261,348
Calls: 154,255 (59%)
Puts: 107,093 (41%)
Prior 7-Day Average 43,558
Calls: 22,036 (59%)
Puts: 15,299 (41%)
Current vs Prior 7-Day Avg -12.77%
Calls: +28.88%
Puts: -37.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19 11:00am) $97.75M
Calls: $78.30M (80%)
Puts: $19.45M (20%)
Prior (08/05) $67.26M
Calls: $45.49M (68%)
Puts: $21.76M (32%)
Current vs Prior +45.33%
Calls: +72.11%
Puts: -10.65%
Prior 7-Day Total $585.24M
Calls: $423.49M (72%)
Puts: $161.75M (28%)
Prior 7-Day Average $97.54M
Calls: $60.50M (72%)
Puts: $23.11M (28%)
Current vs Prior 7-Day Avg +0.21%
Calls: +29.42%
Puts: -15.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19 11:00am) 0.34
Prior (08/05) 0.73
Current vs Prior -53.51%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg -50.28%
Sentiment BULLISH

Open Interest

Detail
Current (08/19 11:00am) 378,985
Calls: 166,808 (44%)
Puts: 212,177 (56%)
Prior (08/05) 357,589
Calls: 159,851 (45%)
Puts: 197,738 (55%)
Current vs Prior +5.98%
Prior 7-Day Total 2,065,028
Calls: 957,912 (46%)
Puts: 1,107,116 (54%)
Prior 7-Day Average 344,171
Calls: 159,652 (46%)
Puts: 184,519 (54%)
Current vs Prior 7-Day Avg +10.12%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.59% | 4.47%2.59% | 7.71%
Prior 2.93% | 5.06%6.34% | 10.11%
Current vs Prior -11.65% | -11.62%-59.20% | -23.72%
Prior 7-Day Avg 4.58% | 6.42%7.78% | 11.17%
Current vs 7-Day Avg -43.56% | -30.31%-66.74% | -30.94%
Prior 7-Day Eod 2.93% | 5.06%2.66% | 7.66%
Current vs 7-Day Eod -11.65% | -11.62%-2.74% | +0.70%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.82% | 19.42%
Calls: 24.79% | 23.97%
Puts: 24.86% | 14.87%
Prior 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Current vs Prior -8.68% | -9.17%
Prior 7-Day Avg 18.85% | 17.58%
Calls: 15.81% | 16.05%
Puts: 21.89% | 19.11%
Current vs 7-Day Avg +31.64% | +10.45%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($78.30M) vs puts ($19.45M). Extreme bullish P/C ratio of 0.34 - heavy call buying (28,400 calls vs 9,597 puts). P/C ratio dropping 54% - sentiment shifting bullish.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
11:00BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH

📈 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 167 of results (avg 7.8%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1020.00Aug 21245.70254.50$250.103.5%--0.9411
$1050.00Aug 21215.90224.55$220.233.9%10.996
$1080.00Sep 18192.30200.05$196.184.0%10.95334
$1050.00Sep 18221.35230.95$226.154.2%--0.97175
$1060.00Aug 21205.05213.95$209.504.2%--0.9933
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Sep 18100.25106.95$103.606.5%10.754
$1280.00Sep 1143.2546.15$44.706.5%60.52--
$1260.00Sep 1838.8541.70$40.287.1%380.4550
$1290.00Sep 1148.7052.40$50.557.3%10.561
$1400.00Sep 25134.00144.40$139.207.5%20.808

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. 254 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1090.00Aug 21175.85186.00$180.935.6%--1.0019
$1100.00Aug 21166.40176.00$171.205.6%101.00743
$1110.00Aug 21155.05164.60$159.826.0%11.0047
$1115.00Aug 21150.20161.00$155.606.9%--1.0031
$1120.00Aug 21146.90154.70$150.805.2%71.00347
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Aug 2148.4555.85$52.1514.2%50.91--
$1400.00Sep 18130.10141.75$135.938.6%--0.83106
$1340.00Aug 2871.8079.00$75.409.5%20.83--
$1400.00Sep 25134.00144.40$139.207.5%20.808
$1380.00Sep 18114.20124.05$119.138.3%20.795

Most actively traded options today. High liquidity = easy entry/exit. 499 active (total vol 27.8K, top 4.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 214.605.80$5.2023.1%4.8K0.233.6K
$1250.00Aug 2125.2031.90$28.5523.5%1.9K0.712.8K
$1340.00Aug 210.851.33$1.0944.0%1.7K0.061.7K
$1320.00Aug 212.102.51$2.3017.8%1.1K0.12724
$1360.00Aug 210.380.70$0.5459.3%8840.03353
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1180.00Aug 282.804.30$3.5542.3%9060.10689
$1280.00Sep 1847.4051.95$49.689.2%3690.5153
$1250.00Aug 215.708.40$7.0538.3%2490.2954
$1230.00Aug 212.603.50$3.0529.5%2400.1540
$1175.00Aug 281.893.70$2.8064.6%2230.08287

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 20.9%, max 30.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1235.00Aug 21Sep 2539.6%30.4%30.1%41111
$1275.00Aug 21Oct 239.0%30.1%29.5%146183
$1260.00Aug 21Oct 238.8%30.2%28.5%2831.0K
$1240.00Aug 21Oct 239.0%30.6%27.3%2011.0K
$1245.00Aug 21Oct 239.0%30.7%27.0%73352
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1235.00Aug 21Oct 239.6%30.7%29.0%529
$1275.00Aug 21Sep 2539.0%30.3%28.8%7924
$1245.00Aug 21Sep 2539.0%30.4%28.3%4737
$1240.00Aug 21Sep 2539.0%30.6%27.3%20090
$1255.00Aug 21Oct 238.5%30.5%26.5%28323

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 349 found (best R:R 43.44, avg 7.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1360.00$1380.00Sep 4$0.45$19.55$0.4518%43.44$1360.45
$1170.00$1175.00Sep 11$1.93$3.07$1.9386%1.59$1171.93
$1320.00$1340.00Sep 11$3.71$16.29$3.7134%4.39$1323.71
$1265.00$1270.00Sep 11$0.45$4.55$0.4554%10.11$1265.45
$1400.00$1420.00Sep 11$0.60$19.40$0.6014%32.33$1400.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1265.00$1260.00Aug 28$0.70$4.30$0.7046%6.14$1264.30
$1265.00$1260.00Sep 11$1.05$3.95$1.0546%3.76$1263.95
$1210.00$1200.00Sep 4$0.93$9.07$0.9322%9.75$1209.07
$1300.00$1280.00Aug 21$13.35$6.65$13.3578%0.50$1286.65
$1295.00$1285.00Sep 4$4.90$5.10$4.9059%1.04$1290.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 288 found (best R:R 10.90, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1480.00$1500.00Sep 4$3.39$3.39$16.6192%0.20$1483.39
$1380.00$1400.00Sep 4$3.70$3.70$16.3084%0.23$1383.70
$1295.00$1300.00Sep 11$3.52$3.52$1.4857%2.38$1298.52
$1270.00$1275.00Sep 11$3.70$3.70$1.3048%2.85$1273.70
$1360.00$1380.00Sep 11$4.90$4.90$15.1076%0.32$1364.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1055.00$1050.00Aug 28$4.58$4.58$0.4293%10.90$1050.42
$1065.00$1060.00Aug 28$4.52$4.52$0.4893%9.42$1060.48
$1085.00$1080.00Aug 28$4.37$4.37$0.6393%6.94$1080.63
$1105.00$1100.00Aug 28$4.35$4.35$0.6592%6.69$1100.65
$1035.00$1030.00Sep 11$4.19$4.19$0.8194%5.17$1030.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $10.60, cheapest $11.67)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1260.00Aug 21Aug 28$12.0738.8%33.3%
$1265.00Aug 21Aug 28$11.6837.0%31.6%
$1255.00Aug 21Aug 28$10.7738.5%33.4%
$1270.00Aug 21Aug 28$11.8037.7%32.9%
$1275.00Aug 21Aug 28$12.0339.0%34.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1260.00Aug 21Aug 28$11.6738.8%33.3%
$1265.00Aug 21Aug 28$10.9337.0%31.6%
$1255.00Aug 21Aug 28$11.6238.5%33.4%
$1270.00Aug 21Aug 28$12.2237.7%32.9%
$1275.00Aug 21Aug 28$11.0539.0%34.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 179 found (cheapest 2.38% of stock, avg 7.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1265.00Aug 21$18.15$12.02$30.17$1234.83$1295.172.38%
$1270.00Aug 21$15.50$14.68$30.18$1239.82$1300.182.38%
$1260.00Aug 21$20.98$10.58$31.56$1228.44$1291.562.49%
$1275.00Aug 21$13.30$18.23$31.53$1243.47$1306.532.49%
$1280.00Aug 21$10.68$21.05$31.73$1248.27$1311.732.50%
$1255.00Aug 21$24.65$8.63$33.28$1221.72$1288.282.62%
$1250.00Aug 21$28.55$7.05$35.60$1214.40$1285.602.81%
$1245.00Aug 21$30.88$5.78$36.66$1208.34$1281.662.89%
$1300.00Aug 21$5.20$34.40$39.60$1260.40$1339.603.12%
$1240.00Aug 21$35.40$4.57$39.97$1200.03$1279.973.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.64% of stock, avg 4.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1340.00$1250.00Aug 21$1.09$7.05$8.14$1241.86$1348.14
$1320.00$1250.00Aug 21$2.30$7.05$9.35$1240.65$1329.35
$1300.00$1250.00Aug 21$5.20$7.05$12.25$1237.75$1312.25
$1340.00$1255.00Aug 21$1.09$8.63$9.72$1245.28$1349.72
$1320.00$1255.00Aug 21$2.30$8.63$10.93$1244.07$1330.93
$1300.00$1255.00Aug 21$5.20$8.63$13.83$1241.17$1313.83
$1340.00$1260.00Aug 21$1.09$10.58$11.67$1248.33$1351.67
$1320.00$1260.00Aug 21$2.30$10.58$12.88$1247.12$1332.88
$1300.00$1260.00Aug 21$5.20$10.58$15.78$1244.22$1315.78
$1280.00$1250.00Aug 21$10.68$7.05$17.73$1232.27$1297.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 240 found (best R:R 0.83, avg credit $4.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1030/10351360/1380Sep 11$9.09$10.9170%0.83$1025.91$1369.09
1040/10451360/1380Sep 11$8.93$11.0770%0.81$1036.07$1368.93
1050/10551360/1380Sep 11$8.75$11.2570%0.78$1046.25$1368.75
1050/10551340/1360Aug 28$7.03$12.9776%0.54$1047.97$1347.03
1060/10651340/1360Aug 28$6.97$13.0376%0.53$1058.03$1346.97
1045/10501340/1360Sep 4$8.19$11.8169%0.69$1041.81$1348.19
1050/10551360/1380Aug 28$5.61$14.3982%0.39$1049.39$1365.61
1080/10851340/1360Aug 28$6.82$13.1875%0.52$1078.18$1346.82
1060/10651360/1380Aug 28$5.55$14.4581%0.38$1059.45$1365.55
1050/10551300/1320Aug 28$9.84$10.1659%0.97$1045.16$1309.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 262 found (best R:R 6.75, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1280.00$1300.00$1320.00Aug 21$2.58$17.4229%6.75
$1320.00$1340.00$1360.00Aug 28$0.87$19.1313%21.99
$1320.00$1340.00$1360.00Aug 21$0.66$19.349%29.30
$1320.00$1340.00$1360.00Sep 18$0.87$19.1311%21.99
$1360.00$1380.00$1400.00Sep 25$0.59$19.418%32.90
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1300.00$1320.00$1340.00Aug 28$1.20$18.8017%15.67
$1220.00$1230.00$1240.00Sep 4$0.27$9.739%36.04
$1240.00$1245.00$1250.00Aug 21$0.06$4.948%82.33
$1160.00$1170.00$1180.00Sep 18$0.15$9.854%65.67
$1270.00$1280.00$1290.00Sep 18$0.29$9.716%33.48

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 198 found (best net $-17.50, 169 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1420.00$1460.001:2Sep 11-$0.88$39.12
$1380.00$1400.001:2Sep 4-$0.65$19.35
$1340.00$1360.001:2Aug 28-$1.55$18.45
$1300.00$1320.001:2Aug 28-$4.51$15.49
$1420.00$1460.001:2Sep 25-$4.40$35.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1340.00$1290.001:2Sep 11-$17.50$32.50
$1340.00$1300.001:2Sep 4-$21.00$19.00
$1300.00$1280.001:2Aug 21-$7.70$12.30
$1320.00$1300.001:2Aug 21-$16.65$3.35
$1205.00$1200.001:2Aug 21-$0.13$4.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 91 found (best yield 3.92%, avg 1.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1285.00Oct 2$49.800.491.3%3.92%5.20%--19
$1295.00Oct 2$45.400.462.1%3.58%5.64%--63
$1280.00Oct 2$51.450.500.9%4.06%4.94%262
$1290.00Oct 2$47.000.471.7%3.70%5.38%--31
$1270.00Oct 2$56.200.530.1%4.43%4.52%--60
$1300.00Oct 2$42.550.452.5%3.35%5.81%--16
$1275.00Oct 2$53.050.510.5%4.18%4.67%--31
$1320.00Oct 2$35.150.404.0%2.77%6.81%213
$1340.00Oct 2$29.700.355.6%2.34%7.95%27
$1280.00Sep 25$46.700.500.9%3.68%4.56%--13

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 28,400
Total Puts 9,597
Put/Call Ratio 0.34
Net Difference 18,803

Prior's Put/Call Breakdown

Total Calls 20,059
Total Puts 14,579
Put/Call Ratio 0.73
Net Difference 5,480

Prior 7-Day Put/Call Summary

Total Calls 154,255
Total Puts 107,093
Average Put/Call Ratio 0.68
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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