Tour v522
LLY
ELI LILLY AND CO
$1270.13 +3.62%
8/19 14:00

Option Volume

Detail
Current (08/19 2:00pm) 60,852
Calls: 43,275 (71%)
Puts: 17,577 (29%)
Prior (08/05) 71,434
Calls: 37,437 (52%)
Puts: 33,997 (48%)
Current vs Prior -14.81%
Calls: +15.59% (Calls)
Puts: -48.30% (Puts)
Prior 7-Day Total 338,914
Calls: 209,935 (62%)
Puts: 128,979 (38%)
Prior 7-Day Average 48,416
Calls: 29,990 (62%)
Puts: 18,425 (38%)
Current vs Prior 7-Day Avg +25.68%
Calls: +44.29%
Puts: -4.61%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19 2:00pm) $199.72M
Calls: $168.62M (84%)
Puts: $31.10M (16%)
Prior (08/05) $122.22M
Calls: $85.17M (70%)
Puts: $37.06M (30%)
Current vs Prior +63.40%
Calls: +97.98%
Puts: -16.06%
Prior 7-Day Total $813.31M
Calls: $608.16M (75%)
Puts: $205.15M (25%)
Prior 7-Day Average $116.19M
Calls: $86.88M (75%)
Puts: $29.31M (25%)
Current vs Prior 7-Day Avg +71.90%
Calls: +94.08%
Puts: +6.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19 2:00pm) 0.41
Prior (08/05) 0.91
Current vs Prior -55.27%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg -37.39%
Sentiment BULLISH

Open Interest

Detail
Current (08/19 2:00pm) 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 2.36% | 4.17%2.36% | 7.68%
Prior 2.93% | 5.06%6.34% | 10.11%
Current vs Prior -19.41% | -17.58%-62.78% | -24.03%
Prior 7-Day Avg 4.58% | 6.42%7.78% | 11.17%
Current vs 7-Day Avg -48.51% | -35.01%-69.66% | -31.23%
Prior 7-Day Eod 2.93% | 5.06%2.66% | 7.66%
Current vs 7-Day Eod -19.41% | -17.58%-11.28% | +0.29%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 35.02% | 14.42%
Calls: 32.55% | 16.58%
Puts: 37.50% | 12.26%
Prior 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Current vs Prior +28.84% | -32.55%
Prior 7-Day Avg 18.85% | 17.58%
Calls: 15.81% | 16.05%
Puts: 21.89% | 19.11%
Current vs 7-Day Avg +85.74% | -17.98%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($168.62M) vs puts ($31.10M). Elevated premium activity with dollar volume up 63% vs prior. Dollar volume significantly above 7-day average (72% higher). Extreme bullish P/C ratio of 0.41 - heavy call buying (43,275 calls vs 17,577 puts).

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 NEUTRAL
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
14:00BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH
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 143 of results (avg 7.5%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1020.00Aug 21245.45254.55$250.003.6%--1.0011
$1040.00Sep 18230.70240.40$235.554.1%160.97528
$1050.00Sep 18221.00230.30$225.654.1%20.96175
$1020.00Sep 18249.80260.40$255.104.2%--0.98120
$1050.00Aug 21215.20225.30$220.254.6%11.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Sep 25134.15143.55$138.856.8%20.818
$1360.00Sep 1899.00106.45$102.737.3%10.754
$1360.00Sep 1195.00102.65$98.837.7%50.806
$1400.00Sep 18130.00140.70$135.357.9%--0.83106
$1340.00Sep 1884.2091.25$87.738.0%10.70108

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. 263 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1020.00Aug 21245.45254.55$250.003.6%--1.0011
$1040.00Aug 21225.45237.45$231.455.2%--1.0010
$1050.00Aug 21215.20225.30$220.254.6%11.006
$1060.00Aug 21204.95214.60$209.774.6%--1.0033
$1080.00Aug 21185.30194.55$189.934.9%21.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Aug 28125.00136.05$130.538.5%30.95--
$1320.00Aug 2147.8056.00$51.9015.8%70.90--
$1360.00Aug 2887.0097.00$92.0010.9%60.90--
$1340.00Aug 2871.0079.00$75.0010.7%80.84--
$1400.00Sep 18130.00140.70$135.357.9%--0.83106

Most actively traded options today. High liquidity = easy entry/exit. 585 active (total vol 40.8K, top 6.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 213.904.90$4.4022.7%6.5K0.213.6K
$1340.00Aug 210.500.99$0.7565.3%2.1K0.051.7K
$1250.00Aug 2122.9529.90$26.4226.3%1.9K0.712.8K
$1300.00Sep 1833.1537.10$35.1311.2%1.9K0.422.9K
$1320.00Aug 211.602.03$1.8223.6%1.5K0.10724
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1180.00Aug 282.073.30$2.6845.9%9370.08689
$1280.00Sep 1845.6053.00$49.3015.0%4050.5153
$1275.00Aug 2825.6529.00$27.3312.3%3100.524
$1250.00Aug 214.808.30$6.5553.4%2750.2954
$1230.00Aug 211.913.35$2.6354.8%2660.1440

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 16.4%, max 21.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1250.00Aug 21Oct 237.4%30.7%21.9%1.9K2.8K
$1240.00Aug 21Oct 237.6%31.0%21.4%2371.0K
$1260.00Aug 21Oct 237.2%30.8%20.9%3231.0K
$1270.00Aug 21Oct 237.1%30.9%20.0%616411
$1235.00Aug 21Sep 2537.4%31.3%19.3%55111
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1250.00Aug 21Oct 237.4%30.7%21.9%27858
$1235.00Aug 21Oct 237.4%30.7%21.6%2829
$1260.00Aug 21Sep 2537.2%30.9%20.5%9247
$1270.00Aug 21Oct 237.1%30.9%20.0%11724
$1240.00Aug 21Sep 2537.6%31.6%19.0%23190

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 380 found (best R:R 17.18, avg 8.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1420.00$1440.00Oct 2$1.10$18.90$1.1018%17.18$1421.10
$1210.00$1220.00Sep 18$5.10$4.90$5.1072%0.96$1215.10
$1160.00$1170.00Sep 18$6.47$3.53$6.4784%0.55$1166.47
$1195.00$1200.00Aug 21$3.10$1.90$3.1096%0.61$1198.10
$1340.00$1360.00Sep 25$4.20$15.80$4.2033%3.76$1344.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1265.00$1260.00Aug 21$0.55$4.45$0.5544%8.09$1264.45
$1245.00$1240.00Sep 11$0.78$4.22$0.7838%5.41$1244.22
$1207.50$1200.00Sep 4$0.55$6.95$0.5521%12.64$1206.95
$1260.00$1255.00Sep 4$1.20$3.80$1.2044%3.17$1258.80
$1275.00$1270.00Aug 21$1.80$3.20$1.8056%1.78$1273.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 304 found (best R:R 8.43, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1480.00$1500.00Sep 4$3.97$3.97$16.0391%0.25$1483.97
$1440.00$1460.00Oct 2$3.75$3.75$16.2584%0.23$1443.75
$1295.00$1300.00Sep 4$2.78$2.78$2.2259%1.25$1297.78
$1300.00$1320.00Aug 28$5.98$5.98$14.0266%0.43$1305.98
$1280.00$1285.00Sep 4$3.03$3.03$1.9753%1.54$1283.03
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1055.00$1050.00Aug 28$4.47$4.47$0.5393%8.43$1050.53
$1085.00$1080.00Aug 28$4.36$4.36$0.6493%6.81$1080.64
$1050.00$1045.00Sep 4$3.66$3.66$1.3494%2.73$1046.34
$1030.00$1025.00Aug 28$3.60$3.60$1.4094%2.57$1026.40
$1075.00$1070.00Aug 28$2.94$2.94$2.0694%1.43$1072.06

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $10.78, cheapest $10.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1270.00Aug 21Aug 28$11.6537.1%30.5%
$1260.00Aug 21Aug 28$11.9237.2%31.9%
$1280.00Aug 21Aug 28$11.7036.8%32.2%
$1275.00Aug 21Aug 28$12.3335.7%32.4%
$1255.00Aug 21Aug 28$11.0334.9%32.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1270.00Aug 21Aug 28$10.1537.1%30.5%
$1260.00Aug 21Aug 28$10.7037.2%31.9%
$1280.00Aug 21Aug 28$10.8036.8%32.2%
$1275.00Aug 21Aug 28$11.3335.7%32.4%
$1255.00Aug 21Aug 28$11.3734.9%32.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 190 found (cheapest 2.09% of stock, avg 7.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1265.00Aug 21$16.00$10.53$26.53$1238.47$1291.532.09%
$1275.00Aug 21$11.15$16.00$27.15$1247.85$1302.152.14%
$1270.00Aug 21$13.98$14.20$28.18$1241.82$1298.182.22%
$1280.00Aug 21$9.53$19.50$29.03$1250.97$1309.032.29%
$1260.00Aug 21$19.18$9.98$29.16$1230.84$1289.162.30%
$1255.00Aug 21$22.60$7.28$29.88$1225.12$1284.882.35%
$1250.00Aug 21$26.42$6.55$32.97$1217.03$1282.972.60%
$1245.00Aug 21$29.75$4.95$34.70$1210.30$1279.702.73%
$1240.00Aug 21$34.05$4.10$38.15$1201.85$1278.153.00%
$1300.00Aug 21$4.40$34.65$39.05$1260.95$1339.053.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.53% of stock, avg 4.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1320.00$1245.00Aug 21$1.82$4.95$6.77$1238.23$1326.77
$1300.00$1245.00Aug 21$4.40$4.95$9.35$1235.65$1309.35
$1320.00$1250.00Aug 21$1.82$6.55$8.37$1241.63$1328.37
$1300.00$1250.00Aug 21$4.40$6.55$10.95$1239.05$1310.95
$1320.00$1255.00Aug 21$1.82$7.28$9.10$1245.90$1329.10
$1300.00$1255.00Aug 21$4.40$7.28$11.68$1243.32$1311.68
$1320.00$1260.00Aug 21$1.82$9.98$11.80$1248.20$1331.80
$1280.00$1245.00Aug 21$9.53$4.95$14.48$1230.52$1294.48
$1300.00$1260.00Aug 21$4.40$9.98$14.38$1245.62$1314.38
$1280.00$1255.00Aug 21$9.53$7.28$16.81$1238.19$1296.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 290 found (best R:R 0.42, avg credit $4.11)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1050/10551360/1380Aug 28$5.88$14.1283%0.42$1049.12$1365.88
1050/10551380/1400Aug 28$5.09$14.9187%0.34$1049.91$1385.09
1050/10551300/1320Aug 28$10.45$9.5560%1.09$1044.55$1310.45
1080/10851360/1380Aug 28$5.77$14.2382%0.41$1079.23$1365.77
1080/10851380/1400Aug 28$4.98$15.0286%0.33$1080.02$1384.98
1080/10851300/1320Aug 28$10.34$9.6659%1.07$1074.66$1310.34
1050/10551340/1360Aug 28$6.60$13.4077%0.49$1048.40$1346.60
1045/10501380/1400Sep 4$5.76$14.2480%0.40$1044.24$1385.76
1045/10501340/1360Sep 4$7.79$12.2170%0.64$1042.21$1347.79
1080/10851340/1360Aug 28$6.49$13.5177%0.48$1078.51$1346.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 283 found (best R:R 221.22, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1320.00$1340.00$1360.00Sep 4$0.09$19.9113%221.22
$1340.00$1360.00$1380.00Sep 18$0.12$19.8810%165.67
$1300.00$1320.00$1340.00Oct 2$0.25$19.7510%79.00
$1280.00$1300.00$1320.00Aug 21$2.55$17.4529%6.84
$1360.00$1380.00$1400.00Oct 2$0.21$19.798%94.24
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1280.00$1300.00$1320.00Aug 21$2.10$17.9029%8.52
$1340.00$1360.00$1380.00Sep 18$0.67$19.3310%28.85
$1320.00$1340.00$1360.00Sep 18$0.80$19.2011%24.00
$1320.00$1340.00$1360.00Sep 25$0.84$19.1610%22.81
$1170.00$1180.00$1190.00Sep 18$0.09$9.915%110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 212 found (best net $-14.23, 187 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1300.00$1320.001:2Aug 28-$2.47$17.53
$1340.00$1360.001:2Aug 28-$1.22$18.78
$1320.00$1340.001:2Aug 28-$2.51$17.49
$1360.00$1380.001:2Aug 28-$0.53$19.47
$1460.00$1500.001:2Sep 11-$0.73$39.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1340.00$1290.001:2Sep 11-$14.23$35.77
$1300.00$1280.001:2Aug 21-$4.35$15.65
$1340.00$1300.001:2Sep 4-$20.97$19.03
$1320.00$1300.001:2Aug 21-$17.40$2.60
$1080.00$1070.001:2Aug 21$0.00$10.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 87 found (best yield 4.32%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1275.00Oct 2$54.850.510.4%4.32%4.70%--31
$1280.00Oct 2$52.350.500.8%4.12%4.90%662
$1295.00Oct 2$45.800.462.0%3.61%5.56%163
$1300.00Oct 2$43.800.452.4%3.45%5.80%--16
$1290.00Oct 2$47.800.471.6%3.76%5.33%--31
$1285.00Oct 2$49.350.491.2%3.89%5.06%119
$1320.00Oct 2$36.050.403.9%2.84%6.76%2413
$1340.00Oct 2$28.450.345.5%2.24%7.74%847
$1295.00Sep 25$40.150.452.0%3.16%5.12%414
$1300.00Sep 25$37.950.442.4%2.99%5.34%1365

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 43,275
Total Puts 17,577
Put/Call Ratio 0.41
Net Difference 25,698

Prior's Put/Call Breakdown

Total Calls 37,437
Total Puts 33,997
Put/Call Ratio 0.91
Net Difference 3,440

Prior 7-Day Put/Call Summary

Total Calls 209,935
Total Puts 128,979
Average Put/Call Ratio 0.65
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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