Tour v394
LLY
ELI LILLY AND CO
$1185.87 +1.97%
$1187.00 (+0.10%)🌙
as of 07/23 06:47 PM
(7/22 19:54) ◀
|
Thursday, July 23, 2026 (6:47pm)
January 2026
|
▶ (7/24 02:58)
◀ 7/23 18:47 ▶

Option Volume

Detail
ℹ
Current (07/23) 48,675
Calls: 20,578 (42%)
Puts: 28,097 (58%)
Prior (07/22) 38,345
Calls: 10,520 (27%)
Puts: 27,825 (73%)
Current vs Prior +26.94%
Calls: +95.61% (Calls)
Puts: +0.98% (Puts)
Prior 7-Day Total 333,434
Calls: 133,219 (40%)
Puts: 200,215 (60%)
Prior 7-Day Average 47,633
Calls: 19,031 (40%)
Puts: 28,602 (60%)
Current vs Prior 7-Day Avg +2.19%
Calls: +8.13%
Puts: -1.77%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/23) $91.72M
Calls: $46.22M (50%)
Puts: $45.51M (50%)
Prior (07/22) $47.08M
Calls: $25.15M (53%)
Puts: $21.94M (47%)
Current vs Prior +94.81%
Calls: +83.78%
Puts: +107.45%
Prior 7-Day Total $480.31M
Calls: $265.65M (55%)
Puts: $214.66M (45%)
Prior 7-Day Average $68.62M
Calls: $37.95M (55%)
Puts: $30.67M (45%)
Current vs Prior 7-Day Avg +33.68%
Calls: +21.78%
Puts: +48.40%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/23) 1.37
Prior (07/22) 2.65
Current vs Prior -48.38%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg -17.42%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/23) 190,551
Calls: 86,710 (46%)
Puts: 103,841 (54%)
Prior (07/22) 167,502
Calls: 72,711 (43%)
Puts: 94,791 (57%)
Current vs Prior +13.76%
Prior 7-Day Total 1,229,204
Calls: 594,464 (48%)
Puts: 634,740 (52%)
Prior 7-Day Average 175,600
Calls: 84,923 (48%)
Puts: 90,677 (52%)
Current vs Prior 7-Day Avg +8.51%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.84% | 4.29%10.39% | 13.30%
Prior 2.43% | 4.41%10.40% | 13.34%
Current vs Prior -24.31% | -2.69%-0.10% | -0.30%
Prior 7-Day Avg 2.87% | 4.90%5.71% | 12.26%
Current vs 7-Day Avg -35.82% | -12.44%+81.90% | +8.52%
Prior 7-Day Eod 2.43% | 4.41%10.40% | 13.34%
Current vs 7-Day Eod -24.31% | -2.69%-0.10% | -0.30%
Sentiment BULLISHBULLISH

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

Elevated premium activity with dollar volume up 95% vs prior. Bearish P/C ratio of 1.37 indicates protective positioning. P/C ratio dropping 48% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 41 of results (avg 8.4%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Jul 240.190.20$0.205.0%5340.02695
$1300.00Aug 2120.9022.15$21.535.8%590.251.2K
$1000.00Aug 7185.00198.05$191.536.8%30.928
$950.00Aug 21233.85250.50$242.186.9%100.93--
$970.00Aug 21215.35230.95$223.157.0%10.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Aug 21162.40173.95$168.186.9%100.8224
$1350.00Jul 24160.05172.00$166.037.2%11.00--
$1400.00Jul 24207.05222.80$214.937.3%11.00--
$1255.00Aug 28100.00109.00$104.508.6%20.645
$1300.00Aug 21129.60141.45$135.528.7%10.75--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.20, cheapest $0.20)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Jul 240.190.20$0.205.0%5340.02695
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 140 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Jul 24178.00193.95$185.988.6%31.00--
$1050.00Jul 24128.00143.60$135.8011.5%31.0036
$1060.00Jul 24118.00131.10$124.5510.5%141.0034
$1095.00Jul 2487.0095.10$91.058.9%91.0043
$1100.00Jul 2482.0089.60$85.808.9%401.0051
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1350.00Jul 24160.05172.00$166.037.2%11.00--
$1400.00Jul 24207.05222.80$214.937.3%11.00--
$1300.00Jul 24109.35122.00$115.6810.9%10.99--
$1265.00Jul 2475.0084.00$79.5011.3%10.99--
$1255.00Jul 2465.4074.00$69.7012.3%50.99--

Most actively traded options today. High liquidity = easy entry/exit. 563 active (total vol 34.1K, top 4.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Jul 244.004.50$4.2511.8%4.6K0.281.7K
$1300.00Jul 311.101.30$1.2016.7%2.0K0.05508
$1220.00Jul 240.811.20$1.0039.0%7030.09596
$1250.00Jul 240.190.20$0.205.0%5340.02695
$1210.00Jul 241.513.00$2.2665.9%5260.17268
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Jul 240.010.34$0.18183.3%1.9K0.01559
$1135.00Jul 240.011.93$0.97197.9%6290.07136
$1000.00Aug 72.007.30$4.65114.0%5260.0773
$1180.00Aug 2153.3561.00$57.1813.4%4640.47104
$1180.00Aug 2856.0065.00$60.5014.9%4250.4635

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 90 strikes (avg 85.3%, max 314.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1040.00Jul 24Aug 21162.9%46.7%248.6%7224
$1420.00Jul 24Aug 28138.1%44.0%214.1%22532
$1065.00Jul 24Aug 28138.8%44.5%211.9%528
$1305.00Jul 24Jul 31126.1%43.2%191.5%3819
$1310.00Jul 24Jul 31129.9%45.6%184.8%4911
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$970.00Jul 24Aug 14231.1%55.7%314.6%28940
$1030.00Jul 24Aug 28172.6%45.9%276.2%11390
$1065.00Jul 24Aug 28138.8%44.5%211.9%27103
$950.00Jul 24Aug 28144.4%49.3%193.0%8887
$1075.00Jul 24Aug 28126.3%44.0%186.7%41102

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 390 found (best R:R 152.85, avg 6.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1400.00$1420.00Jul 31$0.13$19.87$0.13152.85$1400.13
$1310.00$1320.00Jul 31$0.15$9.85$0.1565.67$1310.15
$1380.00$1400.00Jul 31$0.36$19.64$0.3654.56$1380.36
$1400.00$1420.00Aug 7$0.37$19.63$0.3753.05$1400.37
$1290.00$1300.00Jul 24$0.20$9.80$0.2049.00$1290.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1060.00$1050.00Jul 24$0.17$9.83$0.1757.82$1059.83
$1120.00$1115.00Jul 24$0.11$4.89$0.1144.45$1119.89
$1110.00$1105.00Jul 31$0.12$4.88$0.1240.67$1109.88
$955.00$950.00Aug 14$0.12$4.88$0.1240.67$954.88
$965.00$960.00Aug 14$0.12$4.88$0.1240.67$964.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 453 found (best R:R 110.11, avg 2.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1080.00$1100.00Jul 31$19.82$19.82$0.18110.11$1099.82
$1020.00$1050.00Jul 31$29.43$29.43$0.5751.63$1049.43
$1135.00$1140.00Jul 24$4.90$4.90$0.1049.00$1139.90
$1105.00$1110.00Jul 24$4.88$4.88$0.1240.67$1109.88
$1060.00$1070.00Aug 21$9.73$9.73$0.2736.04$1069.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1255.00$1230.00Jul 24$24.72$24.72$0.2888.29$1230.28
$1265.00$1255.00Jul 24$9.80$9.80$0.2049.00$1255.20
$1400.00$1350.00Jul 24$48.90$48.90$1.1044.45$1351.10
$1200.00$1195.00Jul 24$4.59$4.59$0.4111.20$1195.41
$1230.00$1220.00Jul 24$8.81$8.81$1.197.40$1221.19

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 111 found (avg debit $8.29, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1400.00Jul 24Jul 31$0.13117.1%45.2%
$1305.00Jul 24Jul 31$0.15126.1%43.2%
$1355.00Jul 24Jul 31$0.35131.9%47.9%
$1310.00Jul 24Jul 31$0.40129.9%45.6%
$1350.00Jul 24Jul 31$0.5186.3%42.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$970.00Jul 24Jul 31$0.05231.1%79.5%
$1030.00Jul 24Jul 31$0.20172.6%60.3%
$1070.00Jul 24Jul 31$0.25108.8%39.4%
$1000.00Jul 24Jul 31$0.40113.2%52.8%
$1050.00Jul 24Jul 31$0.4893.0%41.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 135 found (cheapest 1.63% of stock, avg 8.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1180.00Jul 24$12.88$6.45$19.33$1160.67$1199.331.63%
$1185.00Jul 24$9.60$9.93$19.53$1165.47$1204.531.65%
$1190.00Jul 24$7.58$12.25$19.83$1170.17$1209.831.67%
$1175.00Jul 24$15.48$5.22$20.70$1154.30$1195.701.75%
$1195.00Jul 24$6.32$15.18$21.50$1173.50$1216.501.81%
$1200.00Jul 24$4.25$19.77$24.02$1175.98$1224.022.03%
$1170.00Jul 24$20.20$4.20$24.40$1145.60$1194.402.06%
$1165.00Jul 24$23.45$3.93$27.38$1137.62$1192.382.31%
$1160.00Jul 24$27.25$2.76$30.01$1129.99$1190.012.53%
$1212.50Jul 24$1.90$28.25$30.15$1182.35$1242.652.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.51% of stock, avg 6.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1205.00$1160.00Jul 24$3.32$2.76$6.08$1153.92$1211.08
$1200.00$1160.00Jul 24$4.25$2.76$7.01$1152.99$1207.01
$1205.00$1165.00Jul 24$3.32$3.93$7.25$1157.75$1212.25
$1205.00$1170.00Jul 24$3.32$4.20$7.52$1162.48$1212.52
$1200.00$1165.00Jul 24$4.25$3.93$8.18$1156.82$1208.18
$1200.00$1170.00Jul 24$4.25$4.20$8.45$1161.55$1208.45
$1205.00$1175.00Jul 24$3.32$5.22$8.54$1166.46$1213.54
$1195.00$1160.00Jul 24$6.32$2.76$9.08$1150.92$1204.08
$1200.00$1175.00Jul 24$4.25$5.22$9.47$1165.53$1209.47
$1192.50$1160.00Jul 24$6.98$2.76$9.74$1150.26$1202.24

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 421 found (best R:R 135.36, avg credit $10.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1025/10301050/1080Jul 31$29.78$0.22135.36$1000.22$1079.78
950/960980/1000Aug 21$19.85$0.15132.33$940.15$999.85
1035/10401065/1080Aug 7$14.83$0.1787.24$1025.17$1079.83
950/9601050/1060Aug 21$9.85$0.1565.67$950.15$1059.85
990/10001050/1060Aug 21$9.80$0.2049.00$990.20$1059.80
1010/10251065/1080Aug 7$14.65$0.3541.86$1010.35$1079.65
1075/10801100/1105Jul 24$4.87$0.1337.46$1075.13$1104.87
1095/11001120/1125Jul 31$4.87$0.1337.46$1095.13$1124.87
980/9901020/1040Aug 21$19.37$0.6330.75$970.63$1039.37
1070/10751120/1125Jul 31$4.83$0.1728.41$1070.17$1124.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 184 found (best R:R 124.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1110.00$1115.00$1120.00Aug 21$0.05$4.9599.00
$1380.00$1400.00$1420.00Jul 31$0.23$19.7785.96
$1360.00$1380.00$1400.00Aug 21$0.25$19.7579.00
$1300.00$1320.00$1340.00Aug 28$0.33$19.6759.61
$1265.00$1270.00$1275.00Jul 24$0.09$4.9154.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1080.00$1090.00$1100.00Aug 21$0.08$9.92124.00
$1015.00$1020.00$1025.00Jul 24$0.05$4.9599.00
$970.00$975.00$980.00Aug 14$0.05$4.9599.00
$990.00$1000.00$1010.00Aug 21$0.13$9.8775.92
$975.00$980.00$985.00Aug 14$0.07$4.9370.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 193 found (best net $-1.68, 167 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1360.00$1400.001:2Aug 14-$1.68$38.32
$1320.00$1360.001:2Aug 14-$2.73$37.27
$1340.00$1380.001:2Aug 28-$7.60$32.40
$1050.00$1120.001:2Aug 14-$42.24$27.76
$1380.00$1400.001:2Aug 7-$0.60$19.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$950.001:2Aug 7-$2.16$27.84
$980.00$950.001:2Aug 28-$3.83$26.17
$980.00$960.001:2Aug 21-$4.13$15.87
$1050.00$1030.001:2Jul 24-$4.22$15.78
$1240.00$1190.001:2Aug 28-$37.00$13.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 128 found (best yield 5.06%, avg 1.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1200.00Sep 4$60.000.501.2%5.06%6.25%2--
$1190.00Aug 28$59.000.510.3%4.98%5.32%523
$1200.00Aug 28$55.000.491.2%4.64%5.83%38
$1190.00Aug 21$54.000.510.3%4.55%4.90%28242
$1215.00Sep 4$53.000.462.5%4.47%6.93%2--
$1195.00Aug 21$52.000.500.8%4.38%5.15%442
$1205.00Aug 28$52.000.481.6%4.38%6.00%78
$1220.00Sep 4$51.000.452.9%4.30%7.18%2--
$1200.00Aug 21$50.250.481.2%4.24%5.43%852.3K
$1195.00Aug 14$47.000.490.8%3.96%4.73%3--

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 20,578
Total Puts 28,097
Put/Call Ratio 1.37
Net Difference -7,519

Prior's Put/Call Breakdown

Total Calls 10,520
Total Puts 27,825
Put/Call Ratio 2.65
Net Difference -17,305

Prior 7-Day Put/Call Summary

Total Calls 133,219
Total Puts 200,215
Average Put/Call Ratio 1.65
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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