Tour v366
LLY
ELI LILLY AND CO
$1146.90 -2.73%
$1147.87 (+0.08%)🌙
as of 07/20 06:45 PM
(7/17 18:50) ◀
|
Monday, July 20, 2026 (6:45pm)
January 2026
|
▶ (7/21 18:45)
◀ 7/20 18:45 ▶

Option Volume

Detail
ℹ
Current (07/20) 47,189
Calls: 16,471 (35%)
Puts: 30,718 (65%)
Prior (07/17) 60,466
Calls: 25,671 (42%)
Puts: 34,795 (58%)
Current vs Prior -21.96%
Calls: -35.84% (Calls)
Puts: -11.72% (Puts)
Prior 7-Day Total 345,337
Calls: 148,815 (43%)
Puts: 196,522 (57%)
Prior 7-Day Average 49,333
Calls: 21,259 (43%)
Puts: 28,074 (57%)
Current vs Prior 7-Day Avg -4.35%
Calls: -22.52%
Puts: +9.42%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/20) $75.14M
Calls: $36.08M (48%)
Puts: $39.05M (52%)
Prior (07/17) $92.83M
Calls: $48.44M (52%)
Puts: $44.38M (48%)
Current vs Prior -19.06%
Calls: -25.51%
Puts: -12.01%
Prior 7-Day Total $481.06M
Calls: $277.83M (58%)
Puts: $203.23M (42%)
Prior 7-Day Average $68.72M
Calls: $39.69M (58%)
Puts: $29.03M (42%)
Current vs Prior 7-Day Avg +9.33%
Calls: -9.09%
Puts: +34.51%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/20) 1.86
Prior (07/17) 1.36
Current vs Prior +37.59%
Prior 7-Day Average 1.42
Current vs Prior 7-Day Avg +31.05%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/20) 165,116
Calls: 76,952 (47%)
Puts: 88,164 (53%)
Prior (07/17) 194,511
Calls: 96,667 (50%)
Puts: 97,844 (50%)
Current vs Prior -15.11%
Prior 7-Day Total 1,259,232
Calls: 636,968 (51%)
Puts: 622,264 (49%)
Prior 7-Day Average 179,890
Calls: 90,995 (51%)
Puts: 88,894 (49%)
Current vs Prior 7-Day Avg -8.21%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.25% | 5.06%10.87% | 13.77%
Prior 3.96% | 5.84%0.70% | 11.36%
Current vs Prior -17.78% | -13.32%+1457.21% | +21.17%
Prior 7-Day Avg 2.89% | 4.99%2.76% | 11.46%
Current vs 7-Day Avg +12.74% | +1.43%+294.17% | +20.14%
Prior 7-Day Eod 3.96% | 5.84%0.70% | 11.36%
Current vs 7-Day Eod -17.78% | -13.32%+1457.21% | +21.17%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
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

Extreme bearish P/C ratio of 1.86 - heavy put buying. P/C ratio rising 38% - increased hedging/bearish positioning. Declining open interest (down 15%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 89 of results (avg 8.1%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1080.00Aug 2197.60102.65$100.135.0%130.70152
$940.00Aug 21210.20221.60$215.905.3%10.92--
$960.00Aug 21192.45203.00$197.735.3%200.91140
$930.00Aug 21218.10230.95$224.525.7%10.94--
$925.00Aug 28223.75237.15$230.455.8%10.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1375.00Jul 24221.80233.30$227.555.1%10.99--
$1150.00Aug 2159.7563.00$61.385.3%680.4897
$1360.00Aug 14209.75221.25$215.505.3%10.91--
$1360.00Aug 7208.45220.35$214.405.6%20.914
$1300.00Aug 21158.00169.30$163.656.9%10.81--

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. 160 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$970.00Jul 24171.35183.00$177.186.6%11.00--
$1000.00Jul 24141.30153.00$147.158.0%11.008
$1010.00Jul 24131.05143.00$137.038.7%21.004
$1020.00Jul 24121.80134.00$127.909.5%21.006
$1025.00Jul 24116.90129.00$122.959.8%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1375.00Jul 24221.80233.30$227.555.1%10.99--
$1285.00Jul 24132.00144.05$138.038.7%20.993
$1255.00Jul 24102.00114.60$108.3011.6%10.983
$1360.00Aug 7208.45220.35$214.405.6%20.914
$1360.00Aug 14209.75221.25$215.505.3%10.91--

Most actively traded options today. High liquidity = easy entry/exit. 538 active (total vol 20.6K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 310.701.20$0.9552.6%1.2K0.03202
$1250.00Jul 240.100.72$0.41151.2%1.1K0.02470
$1300.00Aug 2114.0515.80$14.9311.7%7930.191.3K
$1200.00Jul 242.703.20$2.9516.9%4850.13801
$1300.00Jul 240.030.10$0.07100.0%3920.001.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1125.00Jul 247.009.75$8.3832.8%8040.30237
$1160.00Aug 1459.8564.70$62.287.8%4680.5187
$1160.00Aug 2162.0068.45$65.229.9%4640.5188
$1100.00Aug 726.2031.30$28.7517.7%4120.3366
$1130.00Jul 247.4511.45$9.4542.3%2260.34504

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 21.5%, max 88.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1360.00Jul 24Aug 2868.7%44.5%54.4%5879
$1345.00Jul 24Jul 3162.8%46.8%34.3%1821
$1350.00Jul 24Jul 3172.3%55.6%29.9%108
$1340.00Jul 24Aug 2854.6%44.5%22.7%186662
$1000.00Jul 24Aug 2156.4%46.9%20.2%28
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$920.00Jul 24Aug 2894.3%50.0%88.7%4635
$930.00Jul 24Aug 2180.8%48.7%66.0%5039
$940.00Jul 24Aug 2181.6%49.8%63.8%431.1K
$935.00Jul 24Jul 3183.5%53.3%56.8%532
$925.00Jul 24Aug 787.2%57.6%51.6%10174

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 371 found (best R:R 75.92, avg 5.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1270.00$1275.00Jul 24$0.10$4.90$0.1049.00$1270.10
$1245.00$1250.00Jul 31$0.10$4.90$0.1049.00$1245.10
$1315.00$1320.00Jul 24$0.11$4.89$0.1144.45$1315.11
$1330.00$1340.00Jul 31$0.25$9.75$0.2539.00$1330.25
$1255.00$1260.00Jul 24$0.16$4.84$0.1630.25$1255.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$980.00$970.00Jul 31$0.13$9.87$0.1375.92$979.87
$935.00$930.00Jul 24$0.10$4.90$0.1049.00$934.90
$1010.00$1005.00Aug 7$0.11$4.89$0.1144.45$1009.89
$1015.00$1010.00Jul 24$0.14$4.86$0.1434.71$1014.86
$1065.00$1060.00Jul 24$0.14$4.86$0.1434.71$1064.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 445 found (best R:R 186.50, avg 2.18)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1095.00$1100.00Jul 24$4.85$4.85$0.1532.33$1099.85
$1120.00$1125.00Jul 24$4.85$4.85$0.1532.33$1124.85
$1025.00$1040.00Jul 24$14.22$14.22$0.7818.23$1039.22
$1085.00$1090.00Jul 24$4.70$4.70$0.3015.67$1089.70
$1065.00$1085.00Jul 24$18.30$18.30$1.7010.76$1083.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1375.00$1285.00Jul 24$89.52$89.52$0.48186.50$1285.48
$1285.00$1255.00Jul 24$29.73$29.73$0.27110.11$1255.27
$1255.00$1200.00Jul 24$52.30$52.30$2.7019.37$1202.70
$1150.00$1145.00Jul 31$4.60$4.60$0.4011.50$1145.40
$1200.00$1195.00Jul 24$4.50$4.50$0.509.00$1195.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 120 found (avg debit $7.00, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1020.00Jul 24Jul 31$0.1351.7%41.6%
$1340.00Jul 24Jul 31$0.6254.6%43.5%
$1345.00Jul 24Jul 31$0.7662.8%46.8%
$1320.00Jul 24Jul 31$0.7952.5%41.7%
$1300.00Jul 24Jul 31$0.8845.4%38.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$935.00Jul 24Jul 31$0.1683.5%53.3%
$920.00Jul 24Jul 31$0.2294.3%60.2%
$940.00Jul 24Jul 31$0.2581.6%53.4%
$930.00Jul 24Jul 31$0.2980.8%55.0%
$925.00Jul 24Jul 31$0.3387.2%58.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 145 found (cheapest 3.04% of stock, avg 9.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1150.00Jul 24$15.93$18.98$34.91$1115.09$1184.913.04%
$1135.00Jul 24$24.13$12.08$36.21$1098.79$1171.213.16%
$1140.00Jul 24$22.00$14.33$36.33$1103.67$1176.333.17%
$1155.00Jul 24$14.08$22.25$36.33$1118.67$1191.333.17%
$1160.00Jul 24$12.15$25.03$37.18$1122.82$1197.183.24%
$1130.00Jul 24$28.08$9.45$37.53$1092.47$1167.533.27%
$1125.00Jul 24$29.65$8.38$38.03$1086.97$1163.033.32%
$1165.00Jul 24$10.05$28.38$38.43$1126.57$1203.433.35%
$1170.00Jul 24$8.40$31.20$39.60$1130.40$1209.603.45%
$1120.00Jul 24$34.50$6.83$41.33$1078.67$1161.333.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.46% of stock, avg 6.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1170.00$1125.00Jul 24$8.40$8.38$16.78$1108.22$1186.78
$1170.00$1130.00Jul 24$8.40$9.45$17.85$1112.15$1187.85
$1165.00$1125.00Jul 24$10.05$8.38$18.43$1106.57$1183.43
$1165.00$1130.00Jul 24$10.05$9.45$19.50$1110.50$1184.50
$1160.00$1125.00Jul 24$12.15$8.38$20.53$1104.47$1180.53
$1170.00$1135.00Jul 24$8.40$12.08$20.48$1114.52$1190.48
$1160.00$1130.00Jul 24$12.15$9.45$21.60$1108.40$1181.60
$1165.00$1135.00Jul 24$10.05$12.08$22.13$1112.87$1187.13
$1155.00$1125.00Jul 24$14.08$8.38$22.46$1102.54$1177.46
$1170.00$1140.00Jul 24$8.40$14.33$22.73$1117.27$1192.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 367 found (best R:R 89.91, avg credit $10.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1010/10151060/1070Aug 7$9.89$0.1189.91$1005.11$1069.89
930/9401020/1030Aug 21$9.87$0.1375.92$930.13$1029.87
980/9901070/1080Aug 21$9.87$0.1375.92$980.13$1079.87
995/10001065/1075Jul 31$9.86$0.1470.43$990.14$1074.86
980/9901010/1020Aug 21$9.77$0.2342.48$980.23$1019.77
1000/10101030/1040Aug 21$9.68$0.3230.25$1000.32$1039.68
950/9601070/1080Aug 21$9.65$0.3527.57$950.35$1079.65
1020/10301040/1050Aug 21$9.60$0.4024.00$1020.40$1049.60
1000/10051025/1040Jul 24$14.37$0.6322.81$990.63$1039.37
1010/10151025/1040Jul 24$14.36$0.6422.44$1000.64$1039.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 178 found (best R:R 141.86, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1250.00$1255.00$1260.00Aug 7$0.06$4.9482.33
$1260.00$1265.00$1270.00Jul 24$0.07$4.9370.43
$1200.00$1205.00$1210.00Jul 24$0.09$4.9154.56
$1150.00$1155.00$1160.00Aug 21$0.10$4.9049.00
$1250.00$1255.00$1260.00Aug 21$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1060.00$1070.00$1080.00Aug 21$0.07$9.93141.86
$1055.00$1060.00$1065.00Jul 24$0.06$4.9482.33
$1090.00$1095.00$1100.00Jul 24$0.06$4.9482.33
$1035.00$1040.00$1045.00Jul 24$0.07$4.9370.43
$985.00$990.00$995.00Jul 24$0.08$4.9261.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 161 found (best net $-7.73, 151 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$925.00$1020.001:2Aug 28-$68.45$26.55
$1320.00$1340.001:2Jul 24-$0.02$19.98
$1300.00$1320.001:2Jul 31-$0.83$19.17
$1300.00$1320.001:2Aug 7-$4.11$15.89
$1340.00$1360.001:2Aug 14-$4.25$15.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1300.00$1190.001:2Aug 28-$7.73$102.27
$1255.00$1200.001:2Jul 24-$3.70$51.30
$965.00$920.001:2Aug 14-$1.01$43.99
$1375.00$1285.001:2Jul 24-$48.51$41.49
$980.00$955.001:2Jul 24-$0.34$24.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 149 found (best yield 5.41%, avg 1.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1150.00Aug 28$62.100.520.3%5.41%5.68%1--
$1155.00Aug 28$59.850.510.7%5.22%5.92%55
$1150.00Aug 21$57.050.520.3%4.97%5.24%49129
$1160.00Aug 28$55.900.491.1%4.87%6.02%24
$1165.00Aug 28$55.550.481.6%4.84%6.42%1212
$1155.00Aug 21$54.350.510.7%4.74%5.45%1--
$1160.00Aug 21$52.650.491.1%4.59%5.73%6413
$1150.00Aug 14$52.000.520.3%4.53%4.80%1--
$1170.00Aug 28$51.700.472.0%4.51%6.52%21
$1175.00Aug 28$50.950.462.5%4.44%6.89%24

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 16,471
Total Puts 30,718
Put/Call Ratio 1.86
Net Difference -14,247

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 148,815
Total Puts 196,522
Average Put/Call Ratio 1.42
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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