Tour v531
LLY
ELI LILLY AND CO
$1195.01 +3.24%
◀ 10/7 14:00 ▶

Option Volume

Detail
ℹ
Current (10/07 2:00pm) 30,895
Calls: 20,266 (66%)
Puts: 10,629 (34%)
Prior (09/24) 31,689
Calls: 20,350 (64%)
Puts: 11,339 (36%)
Current vs Prior -2.51%
Calls: -0.41% (Calls)
Puts: -6.26% (Puts)
Prior 7-Day Total 364,034
Calls: 208,884 (57%)
Puts: 155,150 (43%)
Prior 7-Day Average 52,004
Calls: 29,840 (57%)
Puts: 22,164 (43%)
Current vs Prior 7-Day Avg -40.59%
Calls: -32.09%
Puts: -52.04%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07 2:00pm) $68.67M
Calls: $45.36M (66%)
Puts: $23.31M (34%)
Prior (09/24) $56.44M
Calls: $41.09M (73%)
Puts: $15.35M (27%)
Current vs Prior +21.66%
Calls: +10.39%
Puts: +51.83%
Prior 7-Day Total $882.17M
Calls: $642.62M (73%)
Puts: $239.55M (27%)
Prior 7-Day Average $126.02M
Calls: $91.80M (73%)
Puts: $34.22M (27%)
Current vs Prior 7-Day Avg -45.51%
Calls: -50.59%
Puts: -31.89%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07 2:00pm) 0.52
Prior (09/24) 0.56
Current vs Prior -5.87%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -35.37%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/07 2:00pm) 320,268
Calls: 148,324 (46%)
Puts: 171,944 (54%)
Prior (09/24) 329,580
Calls: 152,641 (46%)
Puts: 176,939 (54%)
Current vs Prior -2.83%
Prior 7-Day Total 2,424,546
Calls: 1,114,194 (46%)
Puts: 1,310,352 (54%)
Prior 7-Day Average 346,363
Calls: 159,170 (46%)
Puts: 187,193 (54%)
Current vs Prior 7-Day Avg -7.53%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.45% | 4.36%4.36% | 11.22%
Prior 2.45% | 4.26%6.83% | 10.07%
Current vs Prior +0.10% | +2.19%-36.22% | +11.47%
Prior 7-Day Avg 4.07% | 5.79%6.42% | 11.05%
Current vs 7-Day Avg -39.66% | -24.75%-32.17% | +1.53%
Prior 7-Day Eod 2.45% | 4.26%4.46% | 11.17%
Current vs 7-Day Eod +0.10% | +2.19%-2.30% | +0.50%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 26.83% | 10.89%
Calls: 29.37% | 12.14%
Puts: 24.28% | 9.65%
Prior 21.77% | 30.80%
Calls: 20.35% | 18.04%
Puts: 23.20% | 43.56%
Current vs Prior +23.24% | -64.64%
Prior 7-Day Avg 19.37% | 20.26%
Calls: 17.17% | 18.39%
Puts: 21.57% | 22.13%
Current vs 7-Day Avg +38.51% | -46.26%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($45.36M). Bullish P/C ratio of 0.52.

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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

📈 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 166 of results (avg 7.2%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$975.00Oct 30221.70230.40$226.053.8%--0.9644
$960.00Nov 20240.40250.40$245.404.1%--0.9533
$1220.00Nov 2053.9056.15$55.034.1%400.47269
$1010.00Nov 20194.90203.25$199.084.2%--0.9011
$960.00Oct 16233.35243.40$238.384.2%--1.0040
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1420.00Nov 20224.05233.40$228.734.1%--0.8815
$1190.00Nov 2057.5059.95$58.734.2%170.4691
$1220.00Nov 2072.9076.10$74.504.3%150.5378
$1180.00Oct 1616.7517.50$17.134.4%610.39747
$1360.00Nov 20170.80179.45$175.134.9%--0.8142

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.72, cheapest $0.50)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1260.00Oct 90.450.54$0.5018.0%560.04259
$1320.00Oct 160.920.96$0.944.3%5260.041.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 268 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1020.00Oct 9172.25182.30$177.285.7%71.006
$1025.00Oct 9167.10178.15$172.636.4%121.002
$1030.00Oct 9162.55173.50$168.036.5%21.003
$1035.00Oct 9157.10168.30$162.706.9%61.0013
$1040.00Oct 9152.60162.60$157.606.3%--1.0014
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1265.00Oct 964.8573.90$69.3813.0%11.00--
$1300.00Oct 999.75109.20$104.489.0%191.00--
$1340.00Oct 9139.75150.25$145.007.2%241.00--
$1250.00Oct 950.3059.65$54.9717.0%180.97--
$1245.00Oct 945.5055.75$50.6320.2%--0.9510

Most actively traded options today. High liquidity = easy entry/exit. 659 active (total vol 25.6K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Oct 99.4513.20$11.3333.1%1.1K0.461.1K
$1220.00Oct 93.955.40$4.6831.0%1.1K0.24517
$1250.00Oct 90.701.00$0.8535.3%1.1K0.06554
$1295.00Oct 234.655.85$5.2522.9%9980.1385
$1230.00Oct 92.093.30$2.7044.8%8000.16443
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1125.00Oct 90.370.65$0.5154.9%2880.03274
$1120.00Oct 90.160.50$0.33103.0%2700.02261
$1130.00Oct 90.300.57$0.4362.8%2660.03290
$1140.00Oct 90.601.15$0.8862.5%2350.06259
$1100.00Oct 90.000.15$0.08187.5%2070.01510

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 19.3%, max 21.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1162.50Oct 9Oct 2338.4%31.6%21.4%1140
$1172.50Oct 9Oct 2337.4%31.2%19.8%4159
$1167.50Oct 9Oct 2337.6%31.4%19.7%1947
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1162.50Oct 9Oct 2338.4%31.6%21.4%1924
$1172.50Oct 9Oct 2337.4%31.2%19.8%2865
$1167.50Oct 9Oct 1637.6%33.1%13.6%1316

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 461 found (best R:R 3.76, avg 6.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1100.00$1105.00Oct 30$1.05$3.95$1.0579%3.76$1101.05
$1140.00$1145.00Oct 30$0.95$4.05$0.9570%4.26$1140.95
$1165.00$1170.00Oct 30$0.62$4.38$0.6262%7.06$1165.62
$1225.00$1235.00Nov 13$2.25$7.75$2.2545%3.44$1227.25
$1130.00$1140.00Nov 20$4.70$5.30$4.7069%1.13$1134.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1140.00$1125.00Nov 13$2.10$12.90$2.1032%6.14$1137.90
$1175.00$1170.00Nov 13$0.32$4.68$0.3242%14.62$1174.68
$1140.00$1125.00Nov 6$3.05$11.95$3.0532%3.92$1136.95
$1160.00$1155.00Nov 13$0.80$4.20$0.8038%5.25$1159.20
$1210.00$1205.00Oct 16$1.80$3.20$1.8058%1.78$1208.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 375 found (best R:R 2.83, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1210.00$1220.00Nov 6$7.39$7.39$2.6151%2.83$1217.39
$1210.00$1220.00Nov 13$7.38$7.38$2.6251%2.82$1217.38
$1360.00$1380.00Oct 9$2.42$2.42$17.5894%0.14$1362.42
$1205.00$1210.00Oct 23$4.25$4.25$0.7553%5.67$1209.25
$1335.00$1340.00Oct 9$1.91$1.91$3.0994%0.62$1336.91
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1110.00$1105.00Nov 6$3.63$3.63$1.3775%2.65$1106.37
$1135.00$1130.00Oct 30$3.81$3.81$1.1970%3.20$1131.19
$1125.00$1120.00Nov 13$3.65$3.65$1.3570%2.70$1121.35
$1070.00$1060.00Nov 6$3.40$3.40$6.6083%0.52$1066.60
$1010.00$1005.00Oct 23$2.04$2.04$2.9695%0.69$1007.96

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $11.25, cheapest $10.36)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1190.00Oct 9Oct 16$10.3636.8%31.3%
$1180.00Oct 9Oct 16$10.0837.2%32.1%
$1195.00Oct 9Oct 16$10.8336.8%31.7%
$1185.00Oct 9Oct 16$12.0735.7%32.2%
$1200.00Oct 9Oct 16$11.6036.0%33.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1190.00Oct 9Oct 16$10.7336.8%31.3%
$1180.00Oct 9Oct 16$10.4037.2%32.1%
$1195.00Oct 9Oct 16$11.2036.8%31.7%
$1185.00Oct 9Oct 16$11.3835.7%32.2%
$1200.00Oct 9Oct 16$11.9236.0%33.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 206 found (cheapest 2.21% of stock, avg 7.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1200.00Oct 9$11.33$15.03$26.36$1173.64$1226.362.21%
$1205.00Oct 9$9.10$17.65$26.75$1178.25$1231.752.24%
$1195.00Oct 9$14.30$12.60$26.90$1168.10$1221.902.25%
$1185.00Oct 9$19.60$7.95$27.55$1157.45$1212.552.31%
$1190.00Oct 9$17.52$10.30$27.82$1162.18$1217.822.33%
$1210.00Oct 9$7.48$20.80$28.28$1181.72$1238.282.37%
$1182.50Oct 9$22.18$7.20$29.38$1153.12$1211.882.46%
$1215.00Oct 9$5.88$24.50$30.38$1184.62$1245.382.54%
$1180.00Oct 9$23.70$6.73$30.43$1149.57$1210.432.55%
$1177.50Oct 9$25.67$5.78$31.45$1146.05$1208.952.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.95% of stock, avg 6.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1220.00$1180.00Oct 9$4.68$6.73$11.41$1168.59$1231.41
$1215.00$1180.00Oct 9$5.88$6.73$12.61$1167.39$1227.61
$1220.00$1182.50Oct 9$4.68$7.20$11.88$1170.62$1231.88
$1215.00$1182.50Oct 9$5.88$7.20$13.08$1169.42$1228.08
$1220.00$1185.00Oct 9$4.68$7.95$12.63$1172.37$1232.63
$1210.00$1180.00Oct 9$7.48$6.73$14.21$1165.79$1224.21
$1215.00$1185.00Oct 9$5.88$7.95$13.83$1171.17$1228.83
$1210.00$1182.50Oct 9$7.48$7.20$14.68$1167.82$1224.68
$1210.00$1185.00Oct 9$7.48$7.95$15.43$1169.57$1225.43
$1205.00$1180.00Oct 9$9.10$6.73$15.83$1164.17$1220.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 190 found (best R:R 5.58, avg credit $2.02)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1005/10101235/1240Oct 23$4.24$0.7662%5.58$1005.76$1239.24
1005/10101240/1245Oct 23$3.84$1.1664%3.31$1006.16$1243.84
1005/10101245/1250Oct 23$3.16$1.8467%1.72$1006.84$1248.16
990/9951290/1295Nov 13$3.23$1.7761%1.82$991.77$1293.23
1050/10551235/1240Oct 23$2.85$2.1562%1.33$1052.15$1237.85
985/9901290/1295Nov 13$2.63$2.3762%1.11$987.37$1292.63
1030/10351290/1295Nov 13$2.86$2.1458%1.34$1032.14$1292.86
1080/10851235/1240Oct 16$2.34$2.6668%0.88$1082.66$1237.34
1060/10651235/1240Oct 23$2.68$2.3261%1.16$1062.32$1237.68
1105/11101235/1240Oct 16$2.48$2.5264%0.98$1107.52$1237.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 307 found (best R:R 94.24, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1360.00$1380.00$1400.00Oct 30$0.21$19.794%94.24
$1320.00$1340.00$1360.00Oct 16$0.08$19.923%249.00
$1300.00$1320.00$1340.00Nov 20$0.62$19.388%31.26
$1030.00$1040.00$1050.00Nov 20$0.07$9.933%141.86
$1320.00$1330.00$1340.00Nov 6$0.14$9.864%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1360.00$1380.00$1400.00Nov 20$0.21$19.795%94.24
$1190.00$1195.00$1200.00Oct 9$0.13$4.8712%37.46
$1195.00$1200.00$1205.00Oct 9$0.19$4.8112%25.32
$1195.00$1200.00$1205.00Oct 16$0.05$4.956%99.00
$1060.00$1070.00$1080.00Nov 20$0.08$9.924%124.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 205 found (best net $-41.55, 194 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1050.00$1120.001:2Nov 6-$52.83$17.17
$1360.00$1400.001:2Nov 13-$2.69$37.31
$1340.00$1380.001:2Nov 6-$3.54$36.46
$1300.00$1320.001:2Oct 16-$0.22$19.78
$1400.00$1420.001:2Oct 30-$0.78$19.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1330.00$1265.001:2Oct 30-$41.55$23.45
$1300.00$1265.001:2Oct 9-$34.28$0.72
$1005.00$1000.001:2Oct 9$0.00$5.00
$1010.00$1005.001:2Oct 9-$0.01$4.99
$1050.00$1045.001:2Oct 9-$0.02$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 152 found (best yield 4.51%, avg 1.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1220.00Nov 20$53.900.472.1%4.51%6.60%40269
$1230.00Nov 20$49.550.452.9%4.15%7.07%2022
$1240.00Nov 20$45.550.423.8%3.81%7.58%291.0K
$1210.00Nov 20$56.500.501.2%4.73%5.98%2949
$1250.00Nov 20$41.850.404.6%3.50%8.10%11128
$1200.00Nov 20$60.450.520.4%5.06%5.48%115313
$1260.00Nov 20$38.400.385.4%3.21%8.65%4942
$1270.00Nov 20$35.250.366.3%2.95%9.23%351
$1280.00Nov 20$32.350.347.1%2.71%9.82%13481
$1225.00Nov 13$46.450.452.5%3.89%6.40%41

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 20,266
Total Puts 10,629
Put/Call Ratio 0.52
Net Difference 9,637

Prior's Put/Call Breakdown

Total Calls 20,350
Total Puts 11,339
Put/Call Ratio 0.56
Net Difference 9,011

Prior 7-Day Put/Call Summary

Total Calls 208,884
Total Puts 155,150
Average Put/Call Ratio 0.81
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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