Tour v531
LLY
ELI LILLY AND CO
$1264.44 +4.61%
◀ 10/15 10:30 ▶

Option Volume

Detail
ℹ
Current (10/15 10:30am) 20,630
Calls: 13,405 (65%)
Puts: 7,225 (35%)
Prior (08/05) 27,268
Calls: 16,697 (61%)
Puts: 10,571 (39%)
Current vs Prior -24.34%
Calls: -19.72% (Calls)
Puts: -31.65% (Puts)
Prior 7-Day Total 372,036
Calls: 216,550 (58%)
Puts: 155,486 (42%)
Prior 7-Day Average 53,148
Calls: 30,935 (58%)
Puts: 22,212 (42%)
Current vs Prior 7-Day Avg -61.18%
Calls: -56.67%
Puts: -67.47%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/15 10:30am) $58.98M
Calls: $48.87M (83%)
Puts: $10.12M (17%)
Prior (08/05) $58.58M
Calls: $42.33M (72%)
Puts: $16.25M (28%)
Current vs Prior +0.69%
Calls: +15.45%
Puts: -37.76%
Prior 7-Day Total $895.71M
Calls: $640.76M (72%)
Puts: $254.96M (28%)
Prior 7-Day Average $127.96M
Calls: $91.54M (72%)
Puts: $36.42M (28%)
Current vs Prior 7-Day Avg -53.90%
Calls: -46.61%
Puts: -72.23%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/15 10:30am) 0.54
Prior (08/05) 0.63
Current vs Prior -14.87%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -32.50%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/15 10:30am) 343,401
Calls: 158,615 (46%)
Puts: 184,786 (54%)
Prior (08/05) 357,589
Calls: 159,851 (45%)
Puts: 197,738 (55%)
Current vs Prior -3.97%
Prior 7-Day Total 2,414,499
Calls: 1,085,159 (45%)
Puts: 1,329,340 (55%)
Prior 7-Day Average 344,928
Calls: 155,022 (45%)
Puts: 189,905 (55%)
Current vs Prior 7-Day Avg -0.44%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 2.22% | 4.39%2.22% | 10.74%
Prior 2.46% | 4.49%2.46% | 10.81%
Current vs Prior -9.74% | -2.12%-9.74% | -0.66%
Prior 7-Day Avg 3.20% | 4.98%5.51% | 10.67%
Current vs 7-Day Avg -30.56% | -11.78%-59.68% | +0.72%
Prior 7-Day Eod 2.46% | 4.49%2.47% | 11.02%
Current vs 7-Day Eod -9.74% | -2.12%-10.16% | -2.52%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.23% | 10.46%
Calls: 10.36% | 7.79%
Puts: 26.09% | 13.13%
Prior 25.45% | 15.48%
Calls: 28.27% | 17.64%
Puts: 22.64% | 13.31%
Current vs Prior -28.37% | -32.43%
Prior 7-Day Avg 24.65% | 20.97%
Calls: 23.21% | 18.81%
Puts: 26.09% | 23.13%
Current vs 7-Day Avg -26.03% | -50.12%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($48.87M) vs puts ($10.12M). Bullish P/C ratio of 0.54.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 149 of results (avg 7.6%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1060.00Nov 20211.05219.60$215.334.0%--0.9030
$1150.00Oct 16111.00115.50$113.254.0%111.00350
$1040.00Nov 20228.40239.45$233.934.7%--0.9223
$1030.00Nov 20237.55249.20$243.384.8%--0.9213
$1030.00Oct 16229.15240.40$234.784.8%21.0056
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1280.00Nov 2070.2573.45$71.854.5%--0.51136
$1270.00Nov 2065.0568.05$66.554.5%--0.4914
$1230.00Nov 2046.8049.30$48.055.2%40.3927
$1460.00Nov 20198.40210.40$204.405.9%--0.8626
$1400.00Oct 16130.80139.05$134.936.1%101.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.11, cheapest $0.11)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1500.00Oct 230.090.10$0.1010.0%1130.00405
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1150.00Oct 160.100.12$0.1118.2%120.01658

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 266 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1020.00Oct 16238.75251.05$244.905.0%--1.0046
$1030.00Oct 16229.15240.40$234.784.8%21.0056
$1035.00Oct 16224.15235.50$229.834.9%21.0045
$1040.00Oct 16219.15232.25$225.705.8%--1.0061
$1050.00Oct 16209.15221.60$215.385.8%31.0091
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Oct 16130.80139.05$134.936.1%101.00--
$1360.00Oct 2392.30102.00$97.1510.0%10.92--
$1340.00Oct 2374.0085.75$79.8814.7%20.87--
$1420.00Oct 30156.90169.05$162.987.5%40.86--
$1460.00Nov 20198.40210.40$204.405.9%--0.8626

Most actively traded options today. High liquidity = easy entry/exit. 483 active (total vol 16.4K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Oct 162.192.46$2.3311.6%1.3K0.141.4K
$1250.00Oct 1620.1023.10$21.6013.9%1.2K0.681.3K
$1360.00Oct 232.022.93$2.4836.7%8640.0816
$1280.00Oct 165.106.95$6.0330.7%7740.31706
$1280.00Nov 2058.1061.80$59.956.2%7070.49508
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Oct 305.609.40$7.5050.7%4960.10173
$1215.00Oct 160.851.15$1.0030.0%2740.0796
$1205.00Oct 160.310.92$0.6298.4%2650.04100
$1200.00Oct 160.420.67$0.5545.5%2250.04683
$1210.00Oct 160.351.10$0.73102.7%2190.0552

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 8.5%, max 23.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1240.00Oct 16Nov 2743.8%38.9%12.7%2881.0K
$1250.00Oct 16Nov 2743.4%39.4%10.3%1.2K1.3K
$1260.00Oct 16Nov 2741.6%38.7%7.5%5591.2K
$1235.00Oct 16Nov 1346.6%44.6%4.6%66196
$1275.00Oct 16Nov 2742.2%41.0%3.1%155203
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1380.00Oct 30Nov 2050.8%41.1%23.4%1218
$1320.00Oct 30Nov 2052.1%42.3%23.2%1620
$1250.00Oct 16Nov 2743.4%39.4%10.3%3419
$1240.00Oct 16Nov 2043.8%40.9%7.2%116185
$1260.00Oct 16Nov 2041.6%39.6%5.0%10087

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 419 found (best R:R 2.27, avg 5.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1180.00$1185.00Oct 30$1.53$3.47$1.5375%2.27$1181.53
$1270.00$1275.00Oct 30$0.28$4.72$0.2850%16.86$1270.28
$1105.00$1110.00Oct 16$3.08$1.92$3.08100%0.62$1108.08
$1330.00$1340.00Nov 13$1.53$8.47$1.5336%5.54$1331.53
$1260.00$1265.00Nov 13$0.85$4.15$0.8553%4.88$1260.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1230.00$1220.00Nov 20$1.72$8.28$1.7239%4.81$1228.28
$1240.00$1230.00Nov 6$2.15$7.85$2.1542%3.65$1237.85
$1265.00$1250.00Nov 27$5.38$9.62$5.3848%1.79$1259.62
$1340.00$1320.00Nov 20$11.22$8.78$11.2265%0.78$1328.78
$1250.00$1245.00Oct 30$0.97$4.03$0.9744%4.15$1249.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 332 found (best R:R 0.13, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1400.00$1500.00Nov 6$11.52$11.52$88.4880%0.13$1411.52
$1480.00$1500.00Oct 16$2.39$2.39$17.6195%0.14$1482.39
$1275.00$1280.00Oct 30$4.40$4.40$0.6051%7.33$1279.40
$1270.00$1275.00Nov 13$4.45$4.45$0.5549%8.09$1274.45
$1320.00$1330.00Nov 13$5.10$5.10$4.9062%1.04$1325.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1195.00$1190.00Nov 13$4.34$4.34$0.6669%6.58$1190.66
$1220.00$1210.00Nov 20$6.23$6.23$3.7763%1.65$1213.77
$1220.00$1215.00Oct 30$4.20$4.20$0.8064%5.25$1215.80
$1130.00$1125.00Oct 16$2.32$2.32$2.6894%0.87$1127.68
$1205.00$1200.00Nov 13$3.65$3.65$1.3567%2.70$1201.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $15.81, cheapest $12.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1255.00Oct 16Oct 23$13.8843.3%35.1%
$1250.00Oct 16Oct 23$13.3743.4%35.2%
$1265.00Oct 16Oct 23$14.7542.4%34.5%
$1260.00Oct 16Oct 23$13.4341.6%34.0%
$1275.00Oct 16Oct 23$13.7242.2%35.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1320.00Oct 30Nov 20$12.2352.1%42.3%
$1255.00Oct 16Oct 23$13.6043.3%35.1%
$1250.00Oct 16Oct 23$13.2843.4%35.2%
$1265.00Oct 16Oct 23$14.0042.4%34.5%
$1260.00Oct 16Oct 23$13.5741.6%34.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 174 found (cheapest 1.96% of stock, avg 8.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1265.00Oct 16$12.10$12.65$24.75$1240.25$1289.751.96%
$1270.00Oct 16$9.88$15.40$25.28$1244.72$1295.282.00%
$1260.00Oct 16$15.45$10.18$25.63$1234.37$1285.632.03%
$1275.00Oct 16$7.83$18.40$26.23$1248.77$1301.232.07%
$1255.00Oct 16$18.20$8.57$26.77$1228.23$1281.772.12%
$1280.00Oct 16$6.03$21.88$27.91$1252.09$1307.912.21%
$1250.00Oct 16$21.60$6.80$28.40$1221.60$1278.402.25%
$1245.00Oct 16$24.83$5.63$30.46$1214.54$1275.462.41%
$1240.00Oct 16$28.93$4.13$33.06$1206.94$1273.062.61%
$1235.00Oct 16$32.98$3.65$36.63$1198.37$1271.632.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.74% of stock, avg 6.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1285.00$1240.00Oct 16$5.25$4.13$9.38$1230.62$1294.38
$1285.00$1245.00Oct 16$5.25$5.63$10.88$1234.12$1295.88
$1280.00$1240.00Oct 16$6.03$4.13$10.16$1229.84$1290.16
$1280.00$1245.00Oct 16$6.03$5.63$11.66$1233.34$1291.66
$1285.00$1250.00Oct 16$5.25$6.80$12.05$1237.95$1297.05
$1280.00$1250.00Oct 16$6.03$6.80$12.83$1237.17$1292.83
$1275.00$1240.00Oct 16$7.83$4.13$11.96$1228.04$1286.96
$1275.00$1245.00Oct 16$7.83$5.63$13.46$1231.54$1288.46
$1275.00$1250.00Oct 16$7.83$6.80$14.63$1235.37$1289.63
$1285.00$1255.00Oct 16$5.25$8.57$13.82$1241.18$1298.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 170 found (best R:R 0.31, avg credit $3.91)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1125/11301480/1500Oct 16$4.71$15.2989%0.31$1125.29$1484.71
1055/10601305/1310Oct 23$3.65$1.3568%2.70$1056.35$1308.65
1055/10601300/1305Oct 23$3.78$1.2265%3.10$1056.22$1303.78
1080/10851305/1310Oct 23$3.44$1.5668%2.21$1081.56$1308.44
1080/10851300/1305Oct 23$3.57$1.4365%2.50$1081.43$1303.57
1100/11051305/1310Oct 23$3.38$1.6267%2.09$1101.62$1308.38
1100/11051300/1305Oct 23$3.51$1.4964%2.36$1101.49$1303.51
1055/10601310/1315Oct 23$3.15$1.8571%1.70$1056.85$1313.15
1090/10951480/1500Oct 16$2.97$17.0393%0.17$1092.03$1482.97
1055/10601295/1300Oct 23$3.40$1.6062%2.13$1056.60$1298.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 277 found (best R:R 7.16, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1340.00$1420.00$1500.00Nov 27$9.80$70.2025%7.16
$1300.00$1320.00$1340.00Nov 20$0.12$19.889%165.67
$1360.00$1380.00$1400.00Oct 30$0.45$19.559%43.44
$1300.00$1320.00$1340.00Oct 16$0.87$19.1312%21.99
$1340.00$1360.00$1380.00Nov 20$0.58$19.428%33.48
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1280.00$1300.00$1320.00Nov 20$0.43$19.579%45.51
$1270.00$1285.00$1300.00Nov 27$0.41$14.597%35.59
$1265.00$1270.00$1275.00Oct 16$0.25$4.7513%19.00
$1240.00$1245.00$1250.00Oct 23$0.08$4.926%61.50
$1260.00$1265.00$1270.00Oct 16$0.28$4.7213%16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 182 found (best net $-5.26, 154 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1420.00$1460.001:2Nov 13-$3.45$36.55
$1340.00$1380.001:2Nov 6-$8.98$31.02
$1460.00$1500.001:2Nov 13-$2.05$37.95
$1360.00$1380.001:2Oct 23-$0.40$19.60
$1380.00$1400.001:2Oct 23-$0.44$19.56
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1325.00$1280.001:2Oct 23-$5.26$39.74
$1157.50$1155.001:2Oct 16-$0.02$2.48
$1095.00$1090.001:2Oct 23-$0.04$4.96
$1040.00$1035.001:2Oct 16$0.00$5.00
$1030.00$1020.001:2Oct 16-$0.03$9.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 106 found (best yield 4.59%, avg 2.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1280.00Nov 20$58.100.491.2%4.59%5.83%707508
$1300.00Nov 20$49.400.442.8%3.91%6.72%1081.6K
$1280.00Nov 27$57.500.491.2%4.55%5.78%316
$1290.00Nov 27$52.750.472.0%4.17%6.19%35
$1275.00Nov 27$59.300.500.8%4.69%5.52%15
$1315.00Nov 27$43.300.414.0%3.42%7.42%65
$1300.00Nov 27$48.050.442.8%3.80%6.61%--25
$1320.00Nov 20$40.450.404.4%3.20%7.59%14948
$1320.00Nov 27$40.350.404.4%3.19%7.59%--16
$1270.00Nov 20$59.650.510.4%4.72%5.16%23206

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 13,405
Total Puts 7,225
Put/Call Ratio 0.54
Net Difference 6,180

Prior's Put/Call Breakdown

Total Calls 16,697
Total Puts 10,571
Put/Call Ratio 0.63
Net Difference 6,126

Prior 7-Day Put/Call Summary

Total Calls 216,550
Total Puts 155,486
Average Put/Call Ratio 0.80
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All