Tour v525
LLY
ELI LILLY AND CO
$1283.82 +4.74%
8/19 15:00

Option Volume

Detail
Current (08/19 3:00pm) 66,886
Calls: 47,759 (71%)
Puts: 19,127 (29%)
Prior (08/05) 81,421
Calls: 45,298 (56%)
Puts: 36,123 (44%)
Current vs Prior -17.85%
Calls: +5.43% (Calls)
Puts: -47.05% (Puts)
Prior 7-Day Total 352,832
Calls: 218,606 (62%)
Puts: 134,226 (38%)
Prior 7-Day Average 50,404
Calls: 31,229 (62%)
Puts: 19,175 (38%)
Current vs Prior 7-Day Avg +32.70%
Calls: +52.93%
Puts: -0.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19 3:00pm) $245.47M
Calls: $213.60M (87%)
Puts: $31.87M (13%)
Prior (08/05) $137.04M
Calls: $96.90M (71%)
Puts: $40.15M (29%)
Current vs Prior +79.12%
Calls: +120.44%
Puts: -20.62%
Prior 7-Day Total $896.08M
Calls: $683.55M (76%)
Puts: $212.53M (24%)
Prior 7-Day Average $128.01M
Calls: $97.65M (76%)
Puts: $30.36M (24%)
Current vs Prior 7-Day Avg +91.76%
Calls: +118.74%
Puts: +4.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19 3:00pm) 0.40
Prior (08/05) 0.80
Current vs Prior -49.78%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -38.94%
Sentiment BULLISH

Open Interest

Detail
Current (08/19 3:00pm) 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 3.10% | 4.32%3.10% | 8.00%
Prior 2.93% | 5.06%6.34% | 10.11%
Current vs Prior +5.99% | -14.54%-51.06% | -20.89%
Prior 7-Day Avg 4.58% | 6.42%7.78% | 11.17%
Current vs 7-Day Avg -32.29% | -32.61%-60.10% | -28.39%
Prior 7-Day Eod 2.93% | 5.06%2.66% | 7.66%
Current vs 7-Day Eod +5.99% | -14.54%+16.67% | +4.43%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.55% | 13.34%
Calls: 20.80% | 13.19%
Puts: 18.30% | 13.48%
Prior 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Current vs Prior -28.07% | -37.61%
Prior 7-Day Avg 18.85% | 17.58%
Calls: 15.81% | 16.05%
Puts: 21.89% | 19.11%
Current vs 7-Day Avg +3.69% | -24.13%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($213.60M) vs puts ($31.87M). Elevated premium activity with dollar volume up 79% vs prior. Dollar volume significantly above 7-day average (92% higher). Extreme bullish P/C ratio of 0.40 - heavy call buying (47,759 calls vs 19,127 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 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
15:00BULLISHBULLISHBULLISH
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 174 of results (avg 7.8%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Sep 18189.30194.60$191.952.8%80.93647
$1030.00Sep 18251.35262.55$256.954.4%31.0057
$1040.00Aug 21236.65247.40$242.034.4%--1.0010
$1040.00Sep 18241.35252.85$247.104.7%891.00528
$1160.00Sep 18133.15139.60$136.384.7%340.86424
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1500.00Sep 11211.80225.00$218.406.0%20.96--
$1360.00Sep 1890.9598.00$94.487.5%10.714
$1360.00Sep 2594.55102.00$98.287.6%20.698
$1265.00Sep 1129.7532.10$30.937.6%20.412
$1285.00Sep 1138.4541.50$39.987.6%40.49--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.69, cheapest $0.69)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Aug 210.640.73$0.6913.0%1.2K0.04353
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 264 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1040.00Aug 21236.65247.40$242.034.4%--1.0010
$1050.00Aug 21226.65238.00$232.334.9%41.006
$1060.00Aug 21216.65227.75$222.205.0%--1.0033
$1080.00Aug 21197.00208.00$202.505.4%21.0019
$1090.00Aug 21187.00198.10$192.555.8%--1.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1500.00Sep 11211.80225.00$218.406.0%20.96--
$1400.00Aug 28113.45125.00$119.239.7%30.94--
$1360.00Aug 2876.8085.00$80.9010.1%60.85--
$1320.00Aug 2136.0544.00$40.0319.9%70.83--
$1400.00Sep 18121.60133.00$127.309.0%--0.81106

Most actively traded options today. High liquidity = easy entry/exit. 594 active (total vol 44.7K, top 6.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 217.158.50$7.8317.2%6.8K0.333.6K
$1340.00Aug 211.351.55$1.4513.8%2.2K0.081.7K
$1300.00Sep 1840.9544.00$42.487.2%2.0K0.472.9K
$1250.00Aug 2136.0040.45$38.2311.6%2.0K0.812.8K
$1320.00Aug 213.153.60$3.3813.3%1.8K0.17724
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1180.00Aug 282.002.61$2.3026.5%9430.07689
$1280.00Sep 1842.1548.00$45.0813.0%4080.4753
$1275.00Aug 2820.7523.15$21.9510.9%3170.444
$1250.00Aug 213.454.45$3.9525.3%2850.1954
$1230.00Aug 211.322.70$2.0168.7%2750.1040

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 20.4%, max 36.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1245.00Aug 21Oct 243.4%32.6%33.2%84352
$1250.00Aug 21Oct 239.9%32.2%24.0%2.0K2.8K
$1275.00Aug 21Oct 239.4%31.9%23.5%333183
$1270.00Aug 21Oct 239.0%32.0%22.1%643411
$1255.00Aug 21Oct 239.3%32.4%21.2%104136
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1245.00Aug 21Sep 2543.4%31.8%36.5%6337
$1250.00Aug 21Oct 239.9%32.2%24.0%28858
$1275.00Aug 21Sep 2539.4%31.9%23.5%10124
$1260.00Aug 21Sep 2538.0%31.1%22.2%9747
$1270.00Aug 21Oct 239.0%32.0%22.1%11924

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 375 found (best R:R 0.77, avg 8.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1125.00$1130.00Aug 21$2.83$2.17$2.83100%0.77$1127.83
$1190.00$1200.00Sep 18$5.85$4.15$5.8580%0.71$1195.85
$1240.00$1245.00Sep 11$1.62$3.38$1.6268%2.09$1241.62
$1460.00$1480.00Sep 4$0.23$19.77$0.2310%85.96$1460.23
$1340.00$1360.00Sep 4$2.87$17.13$2.8726%5.97$1342.87
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1260.00$1255.00Sep 25$0.60$4.40$0.6041%7.33$1259.40
$1245.00$1240.00Sep 25$0.45$4.55$0.4537%10.11$1244.55
$1340.00$1300.00Sep 4$25.93$14.07$25.9374%0.54$1314.07
$1300.00$1280.00Aug 21$10.45$9.55$10.4567%0.91$1289.55
$1185.00$1180.00Sep 25$0.10$4.90$0.1022%49.00$1184.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 297 found (best R:R 15.13, 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
$1320.00$1340.00Sep 4$7.88$7.88$12.1265%0.65$1327.88
$1440.00$1460.00Oct 2$4.20$4.20$15.8082%0.27$1444.20
$1320.00$1340.00Sep 11$7.62$7.62$12.3862%0.62$1327.62
$1285.00$1290.00Sep 4$3.40$3.40$1.6050%2.12$1288.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1055.00$1050.00Aug 28$4.69$4.69$0.3194%15.13$1050.31
$1085.00$1080.00Aug 28$4.42$4.42$0.5893%7.62$1080.58
$1050.00$1045.00Sep 4$3.59$3.59$1.4194%2.55$1046.41
$1085.00$1080.00Sep 4$3.30$3.30$1.7093%1.94$1081.70
$1125.00$1120.00Sep 4$3.20$3.20$1.8092%1.78$1121.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $10.78, cheapest $10.57)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1275.00Aug 21Aug 28$11.9839.4%31.9%
$1270.00Aug 21Aug 28$10.1539.0%31.6%
$1280.00Aug 21Aug 28$12.8337.9%31.1%
$1265.00Aug 21Aug 28$10.7837.3%31.5%
$1300.00Aug 21Aug 28$11.9037.6%33.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1275.00Aug 21Aug 28$10.5739.4%31.9%
$1270.00Aug 21Aug 28$10.2239.0%31.6%
$1280.00Aug 21Aug 28$10.4837.9%31.1%
$1265.00Aug 21Aug 28$10.3737.3%31.5%
$1300.00Aug 21Aug 28$11.4537.6%33.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 182 found (cheapest 2.29% of stock, avg 7.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1280.00Aug 21$16.35$13.05$29.40$1250.60$1309.402.29%
$1275.00Aug 21$19.65$11.38$31.03$1243.97$1306.032.42%
$1300.00Aug 21$7.83$23.50$31.33$1268.67$1331.332.44%
$1270.00Aug 21$23.30$9.28$32.58$1237.42$1302.582.54%
$1265.00Aug 21$26.00$6.98$32.98$1232.02$1297.982.57%
$1260.00Aug 21$29.00$5.75$34.75$1225.25$1294.752.71%
$1255.00Aug 21$32.85$4.90$37.75$1217.25$1292.752.94%
$1250.00Aug 21$38.23$3.95$42.18$1207.82$1292.183.29%
$1320.00Aug 21$3.38$40.03$43.41$1276.59$1363.413.38%
$1245.00Aug 21$42.28$3.95$46.23$1198.77$1291.233.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.56% of stock, avg 5.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1340.00$1260.00Aug 21$1.45$5.75$7.20$1252.80$1347.20
$1320.00$1260.00Aug 21$3.38$5.75$9.13$1250.87$1329.13
$1340.00$1265.00Aug 21$1.45$6.98$8.43$1256.57$1348.43
$1320.00$1265.00Aug 21$3.38$6.98$10.36$1254.64$1330.36
$1300.00$1260.00Aug 21$7.83$5.75$13.58$1246.42$1313.58
$1340.00$1270.00Aug 21$1.45$9.28$10.73$1259.27$1350.73
$1300.00$1265.00Aug 21$7.83$6.98$14.81$1250.19$1314.81
$1320.00$1270.00Aug 21$3.38$9.28$12.66$1257.34$1332.66
$1300.00$1270.00Aug 21$7.83$9.28$17.11$1252.89$1317.11
$1340.00$1275.00Aug 21$1.45$11.38$12.83$1262.17$1352.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 370 found (best R:R 0.38, avg credit $3.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1050/10551400/1420Aug 28$5.47$14.5388%0.38$1049.53$1405.47
1050/10551420/1440Aug 28$4.96$15.0490%0.33$1050.04$1424.96
1050/10551360/1380Aug 28$6.89$13.1179%0.53$1048.11$1366.89
1050/10551380/1400Aug 28$5.79$14.2185%0.41$1049.21$1385.79
1080/10851400/1420Aug 28$5.20$14.8087%0.35$1079.80$1405.20
1080/10851420/1440Aug 28$4.69$15.3189%0.31$1080.31$1424.69
1050/10551340/1360Aug 28$7.86$12.1472%0.65$1047.14$1347.86
1080/10851360/1380Aug 28$6.62$13.3878%0.49$1078.38$1366.62
1080/10851380/1400Aug 28$5.52$14.4884%0.38$1079.48$1385.52
1045/10501400/1420Sep 4$5.85$14.1582%0.41$1044.15$1405.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 303 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1300.00$1320.00$1340.00Sep 4$0.42$19.5818%46.62
$1300.00$1320.00$1340.00Sep 11$0.66$19.3415%29.30
$1320.00$1340.00$1360.00Sep 18$0.60$19.4012%32.33
$1300.00$1320.00$1340.00Sep 25$0.72$19.2811%26.78
$1420.00$1460.00$1500.00Sep 11$0.95$39.057%41.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1300.00$1320.00$1340.00Aug 28$0.32$19.6820%61.50
$1320.00$1340.00$1360.00Sep 25$0.21$19.7911%94.24
$1300.00$1320.00$1340.00Sep 18$1.17$18.8312%16.09
$1150.00$1160.00$1170.00Sep 18$0.07$9.933%141.86
$1250.00$1260.00$1270.00Sep 18$0.23$9.776%42.48

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 226 found (best net $-6.97, 203 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1420.00$1460.001:2Sep 11-$0.56$39.44
$1360.00$1380.001:2Aug 28-$0.63$19.37
$1340.00$1360.001:2Aug 28-$1.86$18.14
$1460.00$1500.001:2Sep 11-$0.35$39.65
$1320.00$1340.001:2Aug 28-$3.52$16.48
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1320.00$1300.001:2Aug 21-$6.97$13.03
$1340.00$1300.001:2Sep 4-$18.42$21.58
$1300.00$1280.001:2Aug 21-$2.60$17.40
$1340.00$1300.001:2Sep 11-$22.01$17.99
$1155.00$1150.001:2Aug 28-$0.11$4.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 78 found (best yield 3.93%, avg 1.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1300.00Oct 2$50.450.481.3%3.93%5.19%316
$1285.00Oct 2$57.000.520.1%4.44%4.53%119
$1295.00Oct 2$52.000.490.9%4.05%4.92%163
$1290.00Oct 2$54.000.500.5%4.21%4.69%--31
$1320.00Oct 2$41.000.432.8%3.19%6.01%2513
$1340.00Oct 2$33.000.374.4%2.57%6.95%867
$1290.00Sep 25$49.000.500.5%3.82%4.30%858
$1285.00Sep 25$51.000.510.1%3.97%4.06%326
$1300.00Sep 25$44.000.471.3%3.43%4.69%1365
$1295.00Sep 25$46.000.480.9%3.58%4.45%414

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 47,759
Total Puts 19,127
Put/Call Ratio 0.40
Net Difference 28,632

Prior's Put/Call Breakdown

Total Calls 45,298
Total Puts 36,123
Put/Call Ratio 0.80
Net Difference 9,175

Prior 7-Day Put/Call Summary

Total Calls 218,606
Total Puts 134,226
Average Put/Call Ratio 0.66
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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