Tour v346
LLY
ELI LILLY AND CO
$1179.11 +0.85%
$1176.75 (-0.20%)🌙
as of 07/17 06:50 PM
7/17 18:50

Option Volume

Detail
Current (07/17) 60,466
Calls: 25,671 (42%)
Puts: 34,795 (58%)
Prior (07/16) 59,781
Calls: 30,767 (51%)
Puts: 29,014 (49%)
Current vs Prior +1.15%
Calls: -16.56% (Calls)
Puts: +19.92% (Puts)
Prior 7-Day Total 318,751
Calls: 139,128 (44%)
Puts: 179,623 (56%)
Prior 7-Day Average 45,535
Calls: 19,875 (44%)
Puts: 25,660 (56%)
Current vs Prior 7-Day Avg +32.79%
Calls: +29.16%
Puts: +35.60%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $92.83M
Calls: $48.44M (52%)
Puts: $44.38M (48%)
Prior (07/16) $82.24M
Calls: $46.44M (56%)
Puts: $35.80M (44%)
Current vs Prior +12.87%
Calls: +4.30%
Puts: +23.99%
Prior 7-Day Total $465.70M
Calls: $280.94M (60%)
Puts: $184.76M (40%)
Prior 7-Day Average $66.53M
Calls: $40.13M (60%)
Puts: $26.39M (40%)
Current vs Prior 7-Day Avg +39.53%
Calls: +20.70%
Puts: +68.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 1.36
Prior (07/16) 0.94
Current vs Prior +43.73%
Prior 7-Day Average 1.39
Current vs Prior 7-Day Avg -2.45%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 194,511
Calls: 96,667 (50%)
Puts: 97,844 (50%)
Prior (07/16) 187,132
Calls: 91,791 (49%)
Puts: 95,341 (51%)
Current vs Prior +3.94%
Prior 7-Day Total 1,238,137
Calls: 632,895 (51%)
Puts: 605,242 (49%)
Prior 7-Day Average 176,876
Calls: 90,413 (51%)
Puts: 86,463 (49%)
Current vs Prior 7-Day Avg +9.97%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 0.70% | 3.96%0.70% | 11.36%
Prior 1.96% | 4.41%1.96% | 11.14%
Current vs Prior +101.47% | +32.28%-64.46% | +2.01%
Prior 7-Day Avg 2.65% | 4.85%3.35% | 11.57%
Current vs 7-Day Avg +49.51% | +20.34%-79.19% | -1.79%
Prior 7-Day Eod 1.96% | 4.41%1.96% | 11.14%
Current vs 7-Day Eod +101.47% | +32.28%-64.46% | +2.01%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.68% | 21.27%
Calls: 21.94% | 19.87%
Puts: 27.42% | 22.66%
Prior 24.68% | 21.27%
Calls: 21.94% | 19.87%
Puts: 27.42% | 22.66%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 24.68% | 21.27%
Calls: 21.94% | 19.87%
Puts: 27.42% | 22.66%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Bearish P/C ratio of 1.36 indicates protective positioning. P/C ratio rising 44% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 103 of results (avg 7.8%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Jul 17223.00233.45$228.234.6%21.00101
$1020.00Aug 7163.55171.60$167.584.8%40.88--
$1000.00Aug 21186.15195.35$190.754.8%20.88--
$1000.00Jul 17173.55182.55$178.055.1%131.00235
$1000.00Aug 7181.30191.15$186.235.3%50.909
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1380.00Jul 24196.95208.00$202.485.5%20.99--
$1375.00Jul 24191.95203.00$197.485.6%10.98--
$1340.00Aug 21170.40180.80$175.605.9%10.81--
$1360.00Jul 31176.75188.00$182.386.2%20.97--
$1180.00Aug 753.7557.45$55.606.7%1240.4830

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. 189 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Jul 17223.00233.45$228.234.6%21.00101
$1000.00Jul 17173.55182.55$178.055.1%131.00235
$1010.00Jul 17163.55173.45$168.505.9%121.00--
$1020.00Jul 17152.65163.20$157.936.7%21.00494
$1030.00Jul 17142.00152.55$147.287.2%21.00124
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1230.00Jul 1748.0055.00$51.5013.6%41.006
$1250.00Jul 1768.0075.00$71.509.8%191.00--
$1200.00Jul 1718.3023.80$21.0526.1%1261.00384
$1210.00Jul 1728.0533.25$30.6517.0%241.00164
$1220.00Jul 1738.0045.00$41.5016.9%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 625 active (total vol 34.3K, top 4.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Jul 170.000.01$0.01100.0%4.1K0.002.6K
$1270.00Jul 241.251.86$1.5639.1%1.4K0.0617
$1300.00Jul 240.500.63$0.5623.2%1.1K0.031.5K
$1180.00Jul 171.002.48$1.7485.1%1.1K0.39544
$1190.00Jul 170.000.06$0.03200.0%5990.01382
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 219.0511.00$10.0319.4%8600.111.2K
$1170.00Jul 170.001.30$0.65200.0%5890.16315
$1150.00Jul 170.000.07$0.04175.0%4330.01658
$1150.00Aug 740.5046.00$43.2512.7%2800.40121
$1155.00Aug 1446.8552.90$49.8812.1%2690.42203

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 123 strikes (avg 848.3%, max 3007.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$970.00Jul 17Aug 211500.3%48.3%3007.0%4--
$1380.00Jul 17Aug 281232.7%43.8%2715.1%485
$1385.00Jul 17Jul 241254.9%47.9%2522.1%80109
$1360.00Jul 17Aug 281142.2%44.2%2483.8%75248
$1330.00Jul 17Jul 24930.2%38.3%2328.0%23897
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1015.00Jul 17Aug 141206.5%46.0%2525.4%8062
$960.00Jul 17Aug 211129.5%47.8%2264.9%511.2K
$1055.00Jul 17Aug 14947.6%46.9%1921.2%5856
$1065.00Jul 17Jul 24799.9%40.6%1872.5%58151
$950.00Jul 17Aug 28828.4%47.0%1661.5%23924

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 380 found (best R:R 99.00, avg 5.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1360.00$1400.00Jul 31$0.40$39.60$0.4099.00$1360.40
$1360.00$1380.00Aug 14$0.40$19.60$0.4049.00$1360.40
$1300.00$1320.00Jul 31$0.45$19.55$0.4543.44$1300.45
$1405.00$1410.00Jul 17$0.12$4.88$0.1240.67$1405.12
$1320.00$1330.00Jul 24$0.26$9.74$0.2637.46$1320.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1090.00$1085.00Jul 24$0.10$4.90$0.1049.00$1089.90
$960.00$950.00Jul 17$0.24$9.76$0.2440.67$959.76
$1165.00$1160.00Jul 17$0.12$4.88$0.1240.67$1164.88
$950.00$945.00Jul 24$0.12$4.88$0.1240.67$949.88
$1085.00$1080.00Jul 24$0.15$4.85$0.1532.33$1084.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 469 found (best R:R 50.28, avg 2.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1030.00$1040.00Jul 24$9.73$9.73$0.2736.04$1039.73
$1170.00$1175.00Jul 17$4.85$4.85$0.1532.33$1174.85
$1050.00$1075.00Jul 24$24.25$24.25$0.7532.33$1074.25
$1000.00$1010.00Jul 17$9.55$9.55$0.4521.22$1009.55
$1090.00$1100.00Jul 24$9.50$9.50$0.5019.00$1099.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1360.00$1300.00Jul 31$58.83$58.83$1.1750.28$1301.17
$1205.00$1200.00Jul 17$4.90$4.90$0.1049.00$1200.10
$1220.00$1215.00Jul 17$4.85$4.85$0.1532.33$1215.15
$1275.00$1270.00Aug 28$4.85$4.85$0.1532.33$1270.15
$1375.00$1230.00Jul 24$140.18$140.18$4.8229.08$1234.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 114 found (avg debit $8.06, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1270.00Jul 17Jul 24$0.07638.6%35.2%
$1400.00Jul 17Jul 24$0.15668.2%49.3%
$1340.00Jul 17Jul 24$0.25579.7%41.2%
$1305.00Jul 17Jul 24$0.28525.6%34.8%
$1315.00Jul 17Jul 24$0.33578.1%38.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1080.00Jul 17Jul 24$0.15683.2%38.7%
$1100.00Jul 17Jul 24$0.35653.9%37.5%
$1030.00Jul 17Jul 24$0.37532.5%45.3%
$1040.00Jul 17Jul 24$0.42566.0%43.6%
$950.00Jul 17Jul 24$0.51828.4%71.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 177 found (cheapest 0.50% of stock, avg 9.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1180.00Jul 17$1.74$4.13$5.87$1174.13$1185.870.50%
$1175.00Jul 17$4.10$2.50$6.60$1168.40$1181.600.56%
$1185.00Jul 17$0.78$7.08$7.86$1177.14$1192.860.67%
$1170.00Jul 17$8.95$0.65$9.60$1160.40$1179.600.81%
$1190.00Jul 17$0.03$11.05$11.08$1178.92$1201.080.94%
$1165.00Jul 17$13.35$0.21$13.56$1151.44$1178.561.15%
$1195.00Jul 17$0.03$16.80$16.83$1178.17$1211.831.43%
$1160.00Jul 17$18.48$0.09$18.57$1141.43$1178.571.57%
$1200.00Jul 17$0.01$21.05$21.06$1178.94$1221.061.79%
$1155.00Jul 17$23.67$0.26$23.93$1131.07$1178.932.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.12% of stock, avg 6.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1185.00$1170.00Jul 17$0.78$0.65$1.43$1168.57$1186.43
$1270.00$1170.00Jul 17$1.49$0.65$2.14$1167.86$1272.14
$1180.00$1170.00Jul 17$1.74$0.65$2.39$1167.61$1182.39
$1275.00$1170.00Jul 17$1.90$0.65$2.55$1167.45$1277.55
$1235.00$1170.00Jul 17$2.15$0.65$2.80$1167.20$1237.80
$1185.00$1135.00Jul 17$0.78$2.15$2.93$1132.07$1187.93
$1185.00$1125.00Jul 17$0.78$2.15$2.93$1122.07$1187.93
$1185.00$1120.00Jul 17$0.78$2.15$2.93$1117.07$1187.93
$1185.00$1175.00Jul 17$0.78$2.50$3.28$1171.72$1188.28
$1270.00$1135.00Jul 17$1.49$2.15$3.64$1131.36$1273.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 384 found (best R:R 249.00, avg credit $10.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1040/10451050/1075Jul 24$24.90$0.10249.00$1020.10$1074.90
985/9901000/1020Aug 7$19.89$0.11180.82$970.11$1019.89
1050/10601075/1090Jul 24$14.89$0.11135.36$1045.11$1089.89
960/9701020/1030Aug 21$9.88$0.1282.33$960.12$1029.88
970/9751040/1050Aug 14$9.86$0.1470.43$965.14$1049.86
970/975990/1020Aug 14$29.57$0.4368.77$945.43$1019.57
945/9501030/1040Jul 24$9.85$0.1565.67$940.15$1039.85
950/9601030/1040Aug 7$9.84$0.1661.50$950.16$1039.84
1045/10501055/1065Aug 7$9.83$0.1757.82$1040.17$1064.83
1030/10351050/1075Jul 24$24.55$0.4554.56$1010.45$1074.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 235 found (best R:R 141.86, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1320.00$1340.00$1360.00Aug 7$0.14$19.86141.86
$1020.00$1030.00$1040.00Aug 21$0.10$9.9099.00
$1320.00$1340.00$1360.00Aug 28$0.23$19.7785.96
$1155.00$1160.00$1165.00Jul 17$0.06$4.9482.33
$1245.00$1250.00$1255.00Jul 17$0.06$4.9482.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$960.00$980.00$1000.00Jul 17$0.24$19.7682.33
$1090.00$1100.00$1110.00Aug 21$0.17$9.8357.82
$1110.00$1115.00$1120.00Jul 24$0.10$4.9049.00
$950.00$960.00$970.00Aug 21$0.21$9.7946.62
$1115.00$1120.00$1125.00Jul 24$0.11$4.8944.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 210 found (best net $-9.40, 170 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1320.00$1360.001:2Aug 14-$2.68$37.32
$1030.00$1090.001:2Jul 31-$39.57$20.43
$1360.00$1380.001:2Jul 24-$0.28$19.72
$1300.00$1320.001:2Jul 31-$2.13$17.87
$1380.00$1400.001:2Aug 7-$2.13$17.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1340.00$1230.001:2Aug 21-$9.40$100.60
$1295.00$1200.001:2Aug 7-$0.12$94.88
$990.00$950.001:2Aug 28-$4.13$35.87
$1250.00$1190.001:2Aug 28-$38.00$22.00
$1000.00$975.001:2Jul 24-$3.61$21.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 142 found (best yield 5.60%, avg 1.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1180.00Aug 28$66.000.520.1%5.60%5.67%175
$1185.00Aug 28$63.050.510.5%5.35%5.85%510
$1180.00Aug 21$61.000.520.1%5.17%5.25%80348
$1190.00Aug 28$61.000.500.9%5.17%6.10%519
$1200.00Aug 28$56.950.481.8%4.83%6.60%1--
$1190.00Aug 21$56.800.500.9%4.82%5.74%162139
$1180.00Aug 14$56.100.520.1%4.76%4.83%331
$1185.00Aug 14$54.000.500.5%4.58%5.08%917
$1180.00Aug 7$52.050.520.1%4.41%4.49%1633
$1200.00Aug 21$52.000.471.8%4.41%6.18%4362.1K

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 25,671
Total Puts 34,795
Put/Call Ratio 1.36
Net Difference -9,124

Prior's Put/Call Breakdown

Total Calls 30,767
Total Puts 29,014
Put/Call Ratio 0.94
Net Difference 1,753

Prior 7-Day Put/Call Summary

Total Calls 139,128
Total Puts 179,623
Average Put/Call Ratio 1.39
Ratio Trend Rising

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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