Tour v525
LLY
ELI LILLY AND CO
$1281.49 +4.55%
$1280.79 (-0.05%)🌙
as of 08/19 04:00 PM
8/19 16:00

Option Volume

Detail
Current (08/19 4:00pm) 74,971
Calls: 52,561 (70%)
Puts: 22,410 (30%)
Prior (08/05) 87,030
Calls: 48,629 (56%)
Puts: 38,401 (44%)
Current vs Prior -13.86%
Calls: +8.09% (Calls)
Puts: -41.64% (Puts)
Prior 7-Day Total 365,030
Calls: 226,007 (62%)
Puts: 139,023 (38%)
Prior 7-Day Average 52,147
Calls: 32,286 (62%)
Puts: 19,860 (38%)
Current vs Prior 7-Day Avg +43.77%
Calls: +62.79%
Puts: +12.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19 4:00pm) $262.51M
Calls: $224.60M (86%)
Puts: $37.91M (14%)
Prior (08/05) $155.91M
Calls: $115.43M (74%)
Puts: $40.48M (26%)
Current vs Prior +68.38%
Calls: +94.58%
Puts: -6.33%
Prior 7-Day Total $959.37M
Calls: $741.91M (77%)
Puts: $217.46M (23%)
Prior 7-Day Average $137.05M
Calls: $105.99M (77%)
Puts: $31.07M (23%)
Current vs Prior 7-Day Avg +91.54%
Calls: +111.91%
Puts: +22.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19 4:00pm) 0.43
Prior (08/05) 0.79
Current vs Prior -46.01%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg -35.63%
Sentiment BULLISH

Open Interest

Detail
Current (08/19 4:00pm) 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% | 4.20%3.10% | 7.84%
Prior 2.93% | 5.06%6.34% | 10.11%
Current vs Prior +5.83% | -17.05%-51.13% | -22.43%
Prior 7-Day Avg 4.58% | 6.42%7.78% | 11.17%
Current vs 7-Day Avg -32.39% | -34.59%-60.16% | -29.78%
Prior 7-Day Eod 2.93% | 5.06%2.66% | 7.66%
Current vs 7-Day Eod +5.83% | -17.05%+16.50% | +2.40%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.55% | 23.14%
Calls: 20.80% | 30.48%
Puts: 18.30% | 15.81%
Prior 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Current vs Prior -28.07% | +8.23%
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% | +31.61%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($224.60M) vs puts ($37.91M). Elevated premium activity with dollar volume up 68% vs prior. Dollar volume significantly above 7-day average (92% higher). Extreme bullish P/C ratio of 0.43 - heavy call buying (52,561 calls vs 22,410 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
16:00BULLISHBULLISHBULLISH
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 150 of results (avg 7.7%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1060.00Aug 21215.05223.60$219.333.9%11.0033
$1040.00Sep 18239.75250.35$245.054.3%890.97528
$1050.00Sep 18230.60240.85$235.734.3%20.97175
$1040.00Sep 4238.45249.20$243.834.4%--0.9215
$1070.00Sep 18211.15221.05$216.104.6%50.96141
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1380.00Aug 2197.00104.00$100.507.0%30.981
$1500.00Sep 11211.55228.00$219.787.5%20.91--
$1440.00Aug 28154.00166.10$160.057.6%20.97--
$1360.00Sep 2596.00103.65$99.837.7%20.698
$1340.00Sep 2582.0088.75$85.387.9%10.642

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.51, cheapest $0.59)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Aug 210.550.63$0.5913.6%1.4K0.04353
$1380.00Aug 210.380.45$0.4216.7%3470.02559
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 270 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1040.00Aug 21234.85245.90$240.384.6%--1.0010
$1050.00Aug 21224.90235.95$230.434.8%41.006
$1060.00Aug 21215.05223.60$219.333.9%11.0033
$1070.00Aug 21203.75213.70$208.734.8%11.008
$1080.00Aug 21196.05205.80$200.934.9%21.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Aug 21114.00126.25$120.1310.2%20.992
$1380.00Aug 2197.00104.00$100.507.0%30.981
$1440.00Aug 28154.00166.10$160.057.6%20.97--
$1400.00Aug 28115.00128.00$121.5010.7%30.94--
$1500.00Sep 11211.55228.00$219.787.5%20.91--

Most actively traded options today. High liquidity = easy entry/exit. 616 active (total vol 49.8K, top 7.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 215.506.95$6.2323.3%7.4K0.293.6K
$1340.00Aug 211.001.26$1.1323.0%2.6K0.071.7K
$1300.00Sep 1838.0043.00$40.5012.3%2.1K0.462.9K
$1320.00Aug 212.002.75$2.3831.5%2.1K0.14724
$1250.00Aug 2131.5537.30$34.4216.7%2.0K0.822.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1180.00Aug 282.353.10$2.7327.5%9540.08689
$1280.00Sep 1843.0547.00$45.038.8%4170.4853
$1250.00Aug 213.254.00$3.6320.7%3540.1854
$1275.00Aug 2821.3523.50$22.439.6%3260.464
$1135.00Aug 280.416.40$3.41175.7%3030.0743

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 14.4%, max 22.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1260.00Aug 21Oct 238.8%31.6%22.6%3431.0K
$1255.00Aug 21Oct 238.1%31.9%19.3%111136
$1245.00Aug 21Oct 238.0%32.0%18.5%89352
$1265.00Aug 21Oct 237.4%31.7%18.2%339273
$1250.00Aug 21Oct 237.5%31.9%17.3%2.0K2.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1260.00Aug 21Oct 238.8%31.6%22.6%12146
$1265.00Aug 21Sep 2537.4%31.2%20.1%11922
$1255.00Aug 21Oct 238.1%31.9%19.3%80323
$1245.00Aug 21Sep 2538.0%31.9%18.8%7337
$1250.00Aug 21Oct 237.5%31.9%17.3%35758

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 370 found (best R:R 19.00, avg 8.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1360.00$1380.00Sep 4$1.00$19.00$1.0020%19.00$1361.00
$1380.00$1400.00Sep 25$2.33$17.67$2.3325%7.58$1382.33
$1420.00$1440.00Sep 18$0.48$19.52$0.4815%40.67$1420.48
$1340.00$1360.00Sep 11$3.60$16.40$3.6031%4.56$1343.60
$1270.00$1275.00Aug 21$1.31$3.69$1.3164%2.82$1271.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1170.00$1160.00Sep 18$0.18$9.82$0.1815%54.56$1169.82
$1245.00$1240.00Aug 28$0.18$4.82$0.1828%26.78$1244.82
$1285.00$1280.00Aug 28$1.40$3.60$1.4052%2.57$1283.60
$1270.00$1265.00Aug 21$0.59$4.41$0.5936%7.47$1269.41
$1255.00$1250.00Sep 25$0.92$4.08$0.9240%4.43$1254.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 301 found (best R:R 14.15, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1480.00$1500.00Sep 4$3.95$3.95$16.0591%0.25$1483.95
$1500.00$1520.00Sep 11$3.92$3.92$16.0891%0.24$1503.92
$1380.00$1400.00Sep 11$4.47$4.47$15.5381%0.29$1384.47
$1300.00$1320.00Aug 28$8.07$8.07$11.9360%0.68$1308.07
$1380.00$1400.00Sep 4$3.83$3.83$16.1783%0.24$1383.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1105.00$1100.00Aug 28$4.67$4.67$0.3392%14.15$1100.33
$1055.00$1050.00Aug 28$4.52$4.52$0.4894%9.42$1050.48
$1085.00$1080.00Aug 28$4.50$4.50$0.5093%9.00$1080.50
$1045.00$1040.00Sep 11$4.31$4.31$0.6994%6.25$1040.69
$1115.00$1110.00Aug 28$4.16$4.16$0.8492%4.95$1110.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $10.96, cheapest $11.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1265.00Aug 21Aug 28$12.1237.4%32.4%
$1280.00Aug 21Aug 28$12.1336.8%31.9%
$1275.00Aug 21Aug 28$11.9135.2%31.2%
$1270.00Aug 21Aug 28$12.4234.1%31.2%
$1290.00Aug 28Sep 4$8.8533.6%33.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1265.00Aug 21Aug 28$11.4037.4%32.4%
$1280.00Aug 21Aug 28$12.1036.8%31.9%
$1275.00Aug 21Aug 28$11.9835.2%31.2%
$1270.00Aug 21Aug 28$12.0834.1%31.2%
$1290.00Aug 28Sep 11$13.4533.6%32.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 199 found (cheapest 2.10% of stock, avg 7.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1270.00Aug 21$18.83$8.07$26.90$1243.10$1296.902.10%
$1275.00Aug 21$17.52$10.45$27.97$1247.03$1302.972.18%
$1280.00Aug 21$14.77$13.38$28.15$1251.85$1308.152.20%
$1265.00Aug 21$23.23$7.48$30.71$1234.29$1295.712.40%
$1300.00Aug 21$6.23$24.95$31.18$1268.82$1331.182.43%
$1260.00Aug 21$26.70$6.38$33.08$1226.92$1293.082.58%
$1255.00Aug 21$30.00$4.88$34.88$1220.12$1289.882.72%
$1250.00Aug 21$34.42$3.63$38.05$1211.95$1288.052.97%
$1245.00Aug 21$38.17$2.87$41.04$1203.96$1286.043.20%
$1320.00Aug 21$2.38$42.50$44.88$1275.12$1364.883.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.59% of stock, avg 5.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1340.00$1260.00Aug 21$1.13$6.38$7.51$1252.49$1347.51
$1320.00$1260.00Aug 21$2.38$6.38$8.76$1251.24$1328.76
$1340.00$1265.00Aug 21$1.13$7.48$8.61$1256.39$1348.61
$1320.00$1265.00Aug 21$2.38$7.48$9.86$1255.14$1329.86
$1300.00$1260.00Aug 21$6.23$6.38$12.61$1247.39$1312.61
$1340.00$1270.00Aug 21$1.13$8.07$9.20$1260.80$1349.20
$1320.00$1270.00Aug 21$2.38$8.07$10.45$1259.55$1330.45
$1300.00$1265.00Aug 21$6.23$7.48$13.71$1251.29$1313.71
$1300.00$1270.00Aug 21$6.23$8.07$14.30$1255.70$1314.30
$1340.00$1275.00Aug 21$1.13$10.45$11.58$1263.42$1351.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 380 found (best R:R 0.78, avg credit $4.09)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1040/10451380/1400Sep 11$8.78$11.2274%0.78$1036.22$1388.78
1030/10351380/1400Sep 11$8.52$11.4875%0.74$1026.48$1388.52
1050/10551380/1400Sep 11$8.44$11.5674%0.73$1046.56$1388.44
1040/10451360/1380Sep 11$9.49$10.5168%0.90$1035.51$1369.49
1050/10551420/1440Aug 28$5.16$14.8489%0.35$1049.84$1425.16
1030/10351360/1380Sep 11$9.23$10.7768%0.86$1025.77$1369.23
1060/10651380/1400Sep 11$8.06$11.9474%0.68$1056.94$1388.06
1100/11051420/1440Aug 28$5.31$14.6988%0.36$1099.69$1425.31
1080/10851380/1400Sep 4$7.69$12.3176%0.62$1077.31$1387.69
1080/10851420/1440Aug 28$5.14$14.8688%0.35$1079.86$1425.14

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 298 found (best R:R 71.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1340.00$1360.00$1380.00Sep 25$0.17$19.8310%116.65
$1300.00$1320.00$1340.00Sep 4$0.96$19.0416%19.83
$1360.00$1380.00$1400.00Sep 11$0.71$19.2912%27.17
$1340.00$1360.00$1380.00Aug 28$0.45$19.559%43.44
$1300.00$1320.00$1340.00Sep 11$1.02$18.9814%18.61
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1360.00$1400.00$1440.00Aug 28$0.55$39.4510%71.73
$1300.00$1320.00$1340.00Sep 18$0.35$19.6512%56.14
$1300.00$1320.00$1340.00Sep 25$0.38$19.6211%51.63
$1250.00$1260.00$1270.00Sep 18$0.11$9.897%89.91
$1320.00$1340.00$1360.00Aug 28$1.52$18.4815%12.16

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 $-16.07, 183 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1300.00$1320.001:2Aug 28-$2.81$17.19
$1320.00$1340.001:2Aug 28-$0.92$19.08
$1420.00$1460.001:2Sep 11-$0.43$39.57
$1380.00$1400.001:2Sep 4-$0.84$19.16
$1380.00$1400.001:2Sep 11-$1.96$18.04
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1340.00$1300.001:2Sep 4-$16.07$23.93
$1300.00$1280.001:2Aug 21-$1.81$18.19
$1320.00$1300.001:2Aug 21-$7.40$12.60
$1340.00$1300.001:2Sep 11-$23.07$16.93
$1075.00$1040.001:2Oct 2-$1.48$33.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 76 found (best yield 4.39%, avg 1.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1285.00Oct 2$56.300.510.3%4.39%4.67%119
$1300.00Oct 2$49.250.471.4%3.84%5.29%316
$1290.00Oct 2$53.100.500.7%4.14%4.81%--31
$1295.00Oct 2$50.500.491.1%3.94%4.99%163
$1320.00Oct 2$40.250.423.0%3.14%6.15%2513
$1340.00Oct 2$32.450.374.6%2.53%7.10%867
$1360.00Oct 2$26.450.336.1%2.06%8.19%1913
$1295.00Sep 25$45.500.481.1%3.55%4.60%1814
$1285.00Sep 25$49.700.510.3%3.88%4.15%826
$1300.00Sep 25$42.800.471.4%3.34%4.78%3665

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 52,561
Total Puts 22,410
Put/Call Ratio 0.43
Net Difference 30,151

Prior's Put/Call Breakdown

Total Calls 48,629
Total Puts 38,401
Put/Call Ratio 0.79
Net Difference 10,228

Prior 7-Day Put/Call Summary

Total Calls 226,007
Total Puts 139,023
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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