Tour v456
LLY
ELI LILLY AND CO
$1210.02 -0.87%
$1208.50 (-0.13%)🌙
as of 07/29 06:50 PM
(7/28 18:48) ◀
|
Wednesday, July 29, 2026 (6:50pm)
January 2026
|
▶
◀ 7/29 18:50

Option Volume

Detail
ℹ
Current (07/29) 39,114
Calls: 8,575 (22%)
Puts: 30,539 (78%)
Prior (07/28) 38,849
Calls: 13,222 (34%)
Puts: 25,627 (66%)
Current vs Prior +0.68%
Calls: -35.15% (Calls)
Puts: +19.17% (Puts)
Prior 7-Day Total 305,886
Calls: 117,021 (38%)
Puts: 188,865 (62%)
Prior 7-Day Average 43,698
Calls: 16,717 (38%)
Puts: 26,980 (62%)
Current vs Prior 7-Day Avg -10.49%
Calls: -48.71%
Puts: +13.19%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/29) $78.49M
Calls: $25.60M (33%)
Puts: $52.89M (67%)
Prior (07/28) $79.91M
Calls: $49.58M (62%)
Puts: $30.33M (38%)
Current vs Prior -1.78%
Calls: -48.37%
Puts: +74.36%
Prior 7-Day Total $513.89M
Calls: $291.88M (57%)
Puts: $222.01M (43%)
Prior 7-Day Average $73.41M
Calls: $41.70M (57%)
Puts: $31.72M (43%)
Current vs Prior 7-Day Avg +6.92%
Calls: -38.61%
Puts: +66.77%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/29) 3.56
Prior (07/28) 1.94
Current vs Prior +83.75%
Prior 7-Day Average 1.94
Current vs Prior 7-Day Avg +83.85%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/29) 155,841
Calls: 73,357 (47%)
Puts: 82,484 (53%)
Prior (07/28) 169,298
Calls: 81,220 (48%)
Puts: 88,078 (52%)
Current vs Prior -7.95%
Prior 7-Day Total 1,167,475
Calls: 545,574 (47%)
Puts: 621,901 (53%)
Prior 7-Day Average 166,782
Calls: 77,939 (47%)
Puts: 88,843 (53%)
Current vs Prior 7-Day Avg -6.56%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.34% | 7.63%9.39% | 12.13%
Prior 2.84% | 8.21%9.70% | 12.79%
Current vs Prior -17.78% | -7.04%-3.28% | -5.21%
Prior 7-Day Avg 2.93% | 6.19%10.25% | 13.24%
Current vs 7-Day Avg -20.27% | +23.37%-8.42% | -8.42%
Prior 7-Day Eod 2.84% | 8.21%9.70% | 12.79%
Current vs 7-Day Eod -17.78% | -7.04%-3.28% | -5.21%
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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 67% put dollar volume ($52.89M). Extreme bearish P/C ratio of 3.56 - heavy put buying. P/C ratio rising 84% - increased hedging/bearish positioning.

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 35 of results (avg 8.3%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1030.00Aug 21183.80195.00$189.405.9%10.9127
$1040.00Aug 21175.00185.75$180.386.0%20.91--
$1050.00Aug 21166.00177.40$171.706.6%60.8986
$1075.00Aug 28147.00157.25$152.136.7%90.85--
$1055.00Aug 28163.80175.55$169.686.9%10.883
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Aug 21136.85147.70$142.277.6%20.7920
$1400.00Jul 31182.00197.00$189.507.9%11.00--
$1265.00Aug 2182.0089.00$85.508.2%100.636
$1225.00Aug 2158.7563.80$61.288.2%2140.5218
$1275.00Aug 780.0087.00$83.508.4%100.697

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. 106 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1050.00Jul 31154.15169.00$161.579.2%11.00--
$1100.00Jul 31105.50119.00$112.2512.0%11.00--
$1080.00Jul 31123.55139.00$131.2811.8%30.99--
$1120.00Jul 3187.0096.00$91.509.8%10.98--
$1090.00Jul 31115.50129.00$122.2511.0%20.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1275.00Jul 3160.0069.00$64.5014.0%11.00--
$1400.00Jul 31182.00197.00$189.507.9%11.00--
$1260.00Jul 3146.0055.00$50.5017.8%10.95--
$1250.00Jul 3137.0046.00$41.5021.7%30.8944
$1245.00Jul 3132.0042.00$37.0027.0%20.879

Most actively traded options today. High liquidity = easy entry/exit. 459 active (total vol 21.7K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Jul 310.080.25$0.17100.0%6630.011.6K
$1250.00Jul 312.003.00$2.5040.0%4600.141.0K
$1425.00Aug 71.432.99$2.2170.6%4340.051
$1305.00Jul 310.050.27$0.16137.5%2860.0145
$1350.00Jul 310.010.21$0.11181.8%2720.0183
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1210.00Aug 1445.0051.80$48.4014.0%1.1K0.48119
$970.00Jul 310.014.80$2.40199.6%9410.0483
$1210.00Aug 739.1547.00$43.0818.2%8690.4726
$975.00Jul 310.014.80$2.40199.6%7750.0417
$1060.00Jul 310.010.65$0.33193.9%7360.01142

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 58 strikes (avg 76.9%, max 286.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1420.00Jul 31Sep 4130.1%41.4%214.4%49804
$1440.00Jul 31Sep 4123.4%43.0%186.7%19352
$1380.00Jul 31Sep 4111.3%42.7%160.7%641
$1090.00Jul 31Aug 2182.1%47.6%72.4%3--
$1360.00Jul 31Aug 2873.5%42.7%72.2%1656
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$975.00Jul 31Sep 4174.9%45.3%286.1%77718
$1005.00Jul 31Aug 28146.2%41.8%249.9%699
$980.00Jul 31Aug 21171.4%51.3%234.3%485540
$1025.00Jul 31Sep 4141.1%43.5%224.3%8112
$1015.00Jul 31Aug 28129.9%42.8%203.6%1081

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 333 found (best R:R 49.00, avg 5.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1275.00$1280.00Jul 31$0.15$4.85$0.1532.33$1275.15
$1420.00$1440.00Sep 4$0.62$19.38$0.6231.26$1420.62
$1355.00$1360.00Jul 31$0.16$4.84$0.1630.25$1355.16
$1270.00$1275.00Jul 31$0.18$4.82$0.1826.78$1270.18
$1280.00$1285.00Jul 31$0.18$4.82$0.1826.78$1280.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1145.00$1140.00Jul 31$0.10$4.90$0.1049.00$1144.90
$1125.00$1120.00Jul 31$0.11$4.89$0.1144.45$1124.89
$1050.00$1030.00Aug 14$0.49$19.51$0.4939.82$1049.51
$1000.00$990.00Aug 21$0.25$9.75$0.2539.00$999.75
$1020.00$1010.00Sep 4$0.28$9.72$0.2834.71$1019.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 374 found (best R:R 24.00, avg 1.18)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1200.00$1205.00Jul 31$4.80$4.80$0.2024.00$1204.80
$1080.00$1090.00Jul 31$9.03$9.03$0.979.31$1089.03
$1030.00$1040.00Aug 21$9.02$9.02$0.989.20$1039.02
$1160.00$1170.00Jul 31$9.00$9.00$1.009.00$1169.00
$1175.00$1180.00Jul 31$4.50$4.50$0.509.00$1179.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1245.00$1240.00Jul 31$4.70$4.70$0.3015.67$1240.30
$1275.00$1260.00Jul 31$14.00$14.00$1.0014.00$1261.00
$1250.00$1245.00Jul 31$4.50$4.50$0.509.00$1245.50
$1260.00$1250.00Jul 31$9.00$9.00$1.009.00$1251.00
$1270.00$1265.00Aug 21$4.38$4.38$0.627.06$1265.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 110 found (avg debit $16.67, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1420.00Jul 31Aug 7$0.06130.1%60.7%
$1380.00Jul 31Aug 7$2.27111.3%60.2%
$1400.00Jul 31Aug 7$3.5068.3%60.9%
$1340.00Aug 7Aug 14$4.1058.0%50.3%
$1440.00Jul 31Aug 28$4.77123.4%43.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$980.00Jul 31Aug 21$0.50171.4%51.3%
$1005.00Jul 31Aug 7$0.78146.2%72.7%
$1035.00Aug 28Sep 4$1.1845.3%42.4%
$1000.00Jul 31Aug 7$1.56104.8%68.6%
$995.00Jul 31Aug 7$2.06133.7%77.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 100 found (cheapest 2.21% of stock, avg 8.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1220.00Jul 31$9.20$17.50$26.70$1193.30$1246.702.21%
$1205.00Jul 31$16.70$10.33$27.03$1177.97$1232.032.23%
$1210.00Jul 31$14.95$12.27$27.22$1182.78$1237.222.25%
$1212.50Jul 31$14.03$13.33$27.36$1185.14$1239.862.26%
$1215.00Jul 31$13.00$14.50$27.50$1187.50$1242.502.27%
$1225.00Jul 31$8.18$21.50$29.68$1195.32$1254.682.45%
$1230.00Jul 31$6.88$23.00$29.88$1200.12$1259.882.47%
$1195.00Jul 31$23.50$6.58$30.08$1164.92$1225.082.49%
$1200.00Jul 31$21.50$8.57$30.07$1169.93$1230.072.49%
$1190.00Jul 31$27.93$5.83$33.76$1156.24$1223.762.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.00% of stock, avg 6.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1235.00$1195.00Jul 31$5.55$6.58$12.13$1182.87$1247.13
$1235.00$1192.50Jul 31$5.55$6.68$12.23$1180.27$1247.23
$1230.00$1195.00Jul 31$6.88$6.58$13.46$1181.54$1243.46
$1230.00$1192.50Jul 31$6.88$6.68$13.56$1178.94$1243.56
$1235.00$1200.00Jul 31$5.55$8.57$14.12$1185.88$1249.12
$1225.00$1195.00Jul 31$8.18$6.58$14.76$1180.24$1239.76
$1225.00$1192.50Jul 31$8.18$6.68$14.86$1177.64$1239.86
$1230.00$1200.00Jul 31$6.88$8.57$15.45$1184.55$1245.45
$1220.00$1195.00Jul 31$9.20$6.58$15.78$1179.22$1235.78
$1220.00$1192.50Jul 31$9.20$6.68$15.88$1176.62$1235.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 445 found (best R:R 59.61, avg credit $11.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1025/10301055/1075Aug 28$19.67$0.3359.61$1010.33$1074.67
1040/10501100/1110Aug 21$9.83$0.1757.82$1040.17$1109.83
1085/10901160/1170Jul 31$9.80$0.2049.00$1080.20$1169.80
1010/10201090/1100Aug 21$9.80$0.2049.00$1010.20$1099.80
1110/11151175/1180Jul 31$4.89$0.1144.45$1110.11$1179.89
1060/10701080/1090Aug 21$9.75$0.2539.00$1060.25$1089.75
1050/10551195/1200Aug 7$4.87$0.1337.46$1050.13$1199.87
1010/10151080/1100Aug 7$19.43$0.5734.09$995.57$1099.43
1065/10851100/1120Aug 7$19.27$0.7326.40$1065.73$1119.27
1020/10251140/1150Jul 31$9.62$0.3825.32$1015.38$1149.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 157 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1285.00$1290.00$1295.00Aug 28$0.07$4.9370.43
$1230.00$1235.00$1240.00Aug 7$0.08$4.9261.50
$1410.00$1415.00$1420.00Aug 7$0.08$4.9261.50
$1170.00$1180.00$1190.00Aug 7$0.17$9.8357.82
$1290.00$1295.00$1300.00Jul 31$0.09$4.9154.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1060.00$1070.00$1080.00Aug 21$0.07$9.93141.86
$1090.00$1100.00$1110.00Aug 21$0.09$9.91110.11
$1135.00$1140.00$1145.00Jul 31$0.05$4.9599.00
$1155.00$1160.00$1165.00Aug 14$0.06$4.9482.33
$1210.00$1215.00$1220.00Sep 4$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. 152 found (best net $-11.50, 139 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1240.00$1300.001:2Sep 4-$11.50$48.50
$1400.00$1440.001:2Aug 28-$2.60$37.40
$1075.00$1150.001:2Aug 28-$38.87$36.13
$1340.00$1380.001:2Sep 4-$9.08$30.92
$1300.00$1340.001:2Sep 4-$11.84$28.16
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1210.00$1160.001:2Sep 4-$17.53$32.47
$1020.00$990.001:2Aug 14-$2.18$27.82
$995.00$975.001:2Sep 4-$2.66$17.34
$1085.00$1065.001:2Aug 7-$3.04$16.96
$1045.00$1025.001:2Jul 31-$4.21$15.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 112 found (best yield 4.88%, avg 1.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1215.00Sep 4$59.100.520.4%4.88%5.30%1--
$1215.00Aug 28$54.000.510.4%4.46%4.87%1--
$1225.00Sep 4$54.000.491.2%4.46%5.70%5--
$1220.00Aug 28$51.050.500.8%4.22%5.04%2517
$1215.00Aug 21$51.000.510.4%4.21%4.63%222
$1220.00Aug 21$48.000.500.8%3.97%4.79%17316
$1240.00Sep 4$48.000.462.5%3.97%6.44%111
$1225.00Aug 21$46.250.481.2%3.82%5.06%924
$1215.00Aug 14$46.000.510.4%3.80%4.21%2323
$1230.00Aug 21$44.100.471.6%3.64%5.30%6275

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 8,575
Total Puts 30,539
Put/Call Ratio 3.56
Net Difference -21,964

Prior's Put/Call Breakdown

Total Calls 13,222
Total Puts 25,627
Put/Call Ratio 1.94
Net Difference -12,405

Prior 7-Day Put/Call Summary

Total Calls 117,021
Total Puts 188,865
Average Put/Call Ratio 1.94
Ratio Trend Rising

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