Tour v517
LLY
ELI LILLY AND CO
$1270.39 +3.64%
8/19 12:00

Option Volume

Detail
Current (08/19 12:00pm) 46,934
Calls: 34,604 (74%)
Puts: 12,330 (26%)
Prior (08/05) 46,266
Calls: 25,864 (56%)
Puts: 20,402 (44%)
Current vs Prior +1.44%
Calls: +33.79% (Calls)
Puts: -39.56% (Puts)
Prior 7-Day Total 299,345
Calls: 182,655 (61%)
Puts: 116,690 (39%)
Prior 7-Day Average 42,763
Calls: 26,093 (61%)
Puts: 16,670 (39%)
Current vs Prior 7-Day Avg +9.75%
Calls: +32.62%
Puts: -26.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19 12:00pm) $116.95M
Calls: $93.23M (80%)
Puts: $23.72M (20%)
Prior (08/05) $87.46M
Calls: $57.66M (66%)
Puts: $29.80M (34%)
Current vs Prior +33.72%
Calls: +61.70%
Puts: -20.42%
Prior 7-Day Total $682.99M
Calls: $501.79M (73%)
Puts: $181.20M (27%)
Prior 7-Day Average $97.57M
Calls: $71.68M (73%)
Puts: $25.89M (27%)
Current vs Prior 7-Day Avg +19.86%
Calls: +30.06%
Puts: -8.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19 12:00pm) 0.36
Prior (08/05) 0.79
Current vs Prior -54.83%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -43.51%
Sentiment BULLISH

Open Interest

Detail
Current (08/19 12:00pm) 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 2,444,013
Calls: 1,124,720 (46%)
Puts: 1,319,293 (54%)
Prior 7-Day Average 349,144
Calls: 160,674 (46%)
Puts: 188,470 (54%)
Current vs Prior 7-Day Avg +8.55%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.63% | 4.30%2.63% | 7.69%
Prior 2.93% | 5.06%6.34% | 10.11%
Current vs Prior -10.04% | -15.08%-58.46% | -23.97%
Prior 7-Day Avg 4.58% | 6.42%7.78% | 11.17%
Current vs 7-Day Avg -42.53% | -33.04%-66.14% | -31.17%
Prior 7-Day Eod 2.93% | 5.06%2.66% | 7.66%
Current vs 7-Day Eod -10.04% | -15.08%-0.97% | +0.37%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 29.93% | 23.84%
Calls: 22.37% | 30.48%
Puts: 37.49% | 17.19%
Prior 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Current vs Prior +10.12% | +11.51%
Prior 7-Day Avg 18.85% | 17.58%
Calls: 15.81% | 16.05%
Puts: 21.89% | 19.11%
Current vs 7-Day Avg +58.75% | +35.59%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($93.23M) vs puts ($23.72M). Extreme bullish P/C ratio of 0.36 - heavy call buying (34,604 calls vs 12,330 puts). P/C ratio dropping 55% - 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
12:00BULLISHBULLISHBULLISH
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 141 of results (avg 8.2%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1175.00Aug 2195.0599.10$97.074.2%121.00115
$1040.00Aug 21221.15233.40$227.285.4%--1.0010
$1040.00Sep 18226.75239.65$233.205.5%121.00528
$1030.00Sep 18236.90250.40$243.655.5%--1.0057
$1020.00Aug 28242.90257.05$249.985.7%--0.9310
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1180.00Sep 1813.0013.95$13.487.0%80.20197
$1360.00Sep 1197.30105.00$101.157.6%50.796
$1190.00Sep 1815.0516.30$15.688.0%120.23114
$1360.00Sep 1899.30108.00$103.658.4%10.764
$1400.00Sep 25136.00148.00$142.008.5%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. 259 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1020.00Aug 21240.85256.40$248.636.3%--1.0011
$1040.00Aug 21221.15233.40$227.285.4%--1.0010
$1050.00Aug 21211.05224.25$217.656.1%11.006
$1060.00Aug 21201.15213.95$207.556.2%--1.0033
$1080.00Aug 21182.00194.00$188.006.4%11.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Aug 28125.55138.00$131.789.4%30.95--
$1320.00Aug 2149.1557.00$53.0814.8%70.90--
$1340.00Aug 2871.5580.00$75.7811.2%20.85--
$1400.00Sep 18132.35144.70$138.528.9%--0.84106
$1400.00Sep 25136.00148.00$142.008.5%20.808

Most actively traded options today. High liquidity = easy entry/exit. 539 active (total vol 34.2K, top 5.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 214.104.55$4.3210.4%5.7K0.213.6K
$1340.00Aug 210.690.90$0.8026.3%1.9K0.051.7K
$1250.00Aug 2122.1029.65$25.8829.2%1.9K0.712.8K
$1320.00Aug 211.662.00$1.8318.6%1.3K0.10724
$1300.00Sep 1833.1035.95$34.538.3%1.3K0.422.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1180.00Aug 282.404.05$3.2251.2%9170.09689
$1280.00Sep 1847.5053.50$50.5011.9%3810.5253
$1250.00Aug 215.408.50$6.9544.6%2650.2954
$1230.00Aug 212.083.30$2.6945.4%2550.1440
$1175.00Aug 282.003.70$2.8559.6%2250.08287

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 20.2%, max 30.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1270.00Aug 21Oct 239.5%30.6%29.1%554411
$1245.00Aug 21Oct 239.4%30.8%27.9%79352
$1260.00Aug 21Oct 238.9%30.6%26.9%3091.0K
$1240.00Aug 21Oct 238.5%30.8%24.9%2211.0K
$1255.00Aug 21Oct 238.3%30.8%24.2%92136
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1270.00Aug 21Sep 1839.7%30.4%30.8%9548
$1245.00Aug 21Sep 2539.4%30.9%27.4%5537
$1260.00Aug 21Sep 2539.1%31.2%25.3%7747
$1240.00Aug 21Sep 2538.5%31.0%24.3%22290
$1255.00Aug 21Oct 238.3%30.8%24.2%46323

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 362 found (best R:R 1.38, avg 8.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1140.00$1145.00Aug 28$2.10$2.90$2.1096%1.38$1142.10
$1140.00$1145.00Sep 11$2.03$2.97$2.0390%1.46$1142.03
$1420.00$1440.00Sep 25$0.70$19.30$0.7016%27.57$1420.70
$1172.50$1175.00Aug 21$0.43$2.07$0.43100%4.81$1172.93
$1165.00$1170.00Sep 4$2.55$2.45$2.5589%0.96$1167.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1250.00$1245.00Aug 28$0.33$4.67$0.3337%14.15$1249.67
$1185.00$1180.00Oct 2$0.20$4.80$0.2025%24.00$1184.80
$1285.00$1280.00Sep 25$1.70$3.30$1.7053%1.94$1283.30
$1275.00$1270.00Aug 28$1.72$3.28$1.7253%1.91$1273.28
$1205.00$1200.00Oct 2$0.67$4.33$0.6730%6.46$1204.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 298 found (best R:R 9.20, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1480.00$1500.00Sep 4$3.88$3.88$16.1292%0.24$1483.88
$1460.00$1480.00Oct 2$4.88$4.88$15.1286%0.32$1464.88
$1280.00$1285.00Aug 28$3.88$3.88$1.1256%3.46$1283.88
$1280.00$1285.00Sep 4$3.87$3.87$1.1354%3.42$1283.87
$1280.00$1285.00Sep 25$3.43$3.43$1.5751%2.18$1283.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1055.00$1050.00Aug 28$4.51$4.51$0.4993%9.20$1050.49
$1085.00$1080.00Aug 28$4.37$4.37$0.6392%6.94$1080.63
$1105.00$1100.00Aug 28$4.36$4.36$0.6492%6.81$1100.64
$1135.00$1130.00Aug 28$4.02$4.02$0.9891%4.10$1130.98
$1115.00$1110.00Aug 28$3.92$3.92$1.0892%3.63$1111.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $10.64, cheapest $10.97)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1260.00Aug 21Aug 28$11.5938.9%32.2%
$1265.00Aug 21Aug 28$11.4837.5%31.1%
$1270.00Aug 21Aug 28$10.8839.5%33.5%
$1255.00Aug 21Aug 28$12.9238.3%32.4%
$1275.00Aug 21Aug 28$12.3537.8%34.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1260.00Aug 21Aug 28$10.9739.1%32.3%
$1265.00Aug 21Aug 28$10.8237.7%31.1%
$1270.00Aug 21Aug 28$11.1839.7%33.6%
$1255.00Aug 21Aug 28$11.0038.3%32.4%
$1275.00Aug 21Aug 28$10.2338.0%34.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 183 found (cheapest 2.34% of stock, avg 7.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1265.00Aug 21$17.10$12.58$29.68$1235.32$1294.682.34%
$1255.00Aug 21$21.75$8.73$30.48$1224.52$1285.482.40%
$1260.00Aug 21$19.58$10.93$30.51$1229.49$1290.512.40%
$1275.00Aug 21$12.23$18.27$30.50$1244.50$1305.502.40%
$1270.00Aug 21$15.20$15.60$30.80$1239.20$1300.802.42%
$1280.00Aug 21$9.43$21.42$30.85$1249.15$1310.852.43%
$1250.00Aug 21$25.88$6.95$32.83$1217.17$1282.832.58%
$1245.00Aug 21$28.80$6.03$34.83$1210.17$1279.832.74%
$1240.00Aug 21$33.40$4.55$37.95$1202.05$1277.952.99%
$1300.00Aug 21$4.32$35.42$39.74$1260.26$1339.743.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.62% of stock, avg 4.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1320.00$1245.00Aug 21$1.83$6.03$7.86$1237.14$1327.86
$1300.00$1245.00Aug 21$4.32$6.03$10.35$1234.65$1310.35
$1320.00$1250.00Aug 21$1.83$6.95$8.78$1241.22$1328.78
$1300.00$1250.00Aug 21$4.32$6.95$11.27$1238.73$1311.27
$1320.00$1255.00Aug 21$1.83$8.73$10.56$1244.44$1330.56
$1300.00$1255.00Aug 21$4.32$8.73$13.05$1241.95$1313.05
$1280.00$1245.00Aug 21$9.43$6.03$15.46$1229.54$1295.46
$1320.00$1260.00Aug 21$1.83$10.93$12.76$1247.24$1332.76
$1280.00$1250.00Aug 21$9.43$6.95$16.38$1233.62$1296.38
$1300.00$1260.00Aug 21$4.32$10.93$15.25$1244.75$1315.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 300 found (best R:R 0.45, avg credit $4.02)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1050/10551360/1380Aug 28$6.19$13.8182%0.45$1048.81$1366.19
1050/10551320/1340Aug 28$8.56$11.4470%0.75$1046.44$1328.56
1050/10551380/1400Aug 28$5.05$14.9587%0.34$1049.95$1385.05
1080/10851360/1380Aug 28$6.05$13.9582%0.43$1078.95$1366.05
1100/11051360/1380Aug 28$6.04$13.9681%0.43$1098.96$1366.04
1080/10851320/1340Aug 28$8.42$11.5869%0.73$1076.58$1328.42
1080/10851380/1400Aug 28$4.91$15.0986%0.33$1080.09$1384.91
1100/11051320/1340Aug 28$8.41$11.5968%0.73$1096.59$1328.41
1100/11051380/1400Aug 28$4.90$15.1085%0.32$1100.10$1384.90
1025/10301360/1380Aug 28$5.28$14.7283%0.36$1024.72$1365.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 286 found (best R:R 21.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1300.00$1320.00$1340.00Aug 28$0.88$19.1218%21.73
$1320.00$1340.00$1360.00Oct 2$0.22$19.7810%89.91
$1360.00$1380.00$1400.00Oct 2$0.15$19.858%132.33
$1280.00$1300.00$1320.00Aug 21$2.62$17.3828%6.63
$1360.00$1380.00$1400.00Sep 4$0.17$19.838%116.65
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1300.00$1320.00$1340.00Sep 25$0.94$19.0611%20.28
$1300.00$1320.00$1340.00Aug 28$1.80$18.2018%10.11
$1090.00$1100.00$1110.00Sep 18$0.05$9.952%199.00
$1080.00$1090.00$1100.00Sep 18$0.07$9.932%141.86
$1070.00$1080.00$1090.00Sep 18$0.06$9.942%165.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 208 found (best net $-19.78, 184 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1320.00$1340.001:2Aug 28-$1.05$18.95
$1460.00$1480.001:2Oct 2-$0.82$19.18
$1360.00$1380.001:2Aug 28-$0.28$19.72
$1300.00$1320.001:2Aug 28-$4.22$15.78
$1340.00$1360.001:2Aug 21-$0.10$19.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1400.00$1340.001:2Aug 28-$19.78$40.22
$1340.00$1290.001:2Sep 11-$16.47$33.53
$1300.00$1280.001:2Aug 21-$7.42$12.58
$1340.00$1300.001:2Sep 4-$22.98$17.02
$1105.00$1100.001:2Aug 21-$0.05$4.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 86 found (best yield 3.78%, avg 1.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1285.00Oct 2$48.000.481.1%3.78%4.93%119
$1280.00Oct 2$50.000.490.8%3.94%4.69%662
$1275.00Oct 2$52.000.510.4%4.09%4.46%--31
$1290.00Oct 2$45.000.471.5%3.54%5.09%--31
$1295.00Oct 2$43.050.451.9%3.39%5.33%163
$1300.00Oct 2$41.050.442.3%3.23%5.56%--16
$1320.00Oct 2$34.050.393.9%2.68%6.59%213
$1340.00Oct 2$27.700.345.5%2.18%7.66%27
$1280.00Sep 25$45.000.490.8%3.54%4.30%213
$1275.00Sep 25$47.000.500.4%3.70%4.06%115

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 34,604
Total Puts 12,330
Put/Call Ratio 0.36
Net Difference 22,274

Prior's Put/Call Breakdown

Total Calls 25,864
Total Puts 20,402
Put/Call Ratio 0.79
Net Difference 5,462

Prior 7-Day Put/Call Summary

Total Calls 182,655
Total Puts 116,690
Average Put/Call Ratio 0.63
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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