Tour v477
LLY
ELI LILLY AND CO
$1148.84 -0.53%
$1149.62 (+0.07%)🌙
as of 07/31 06:49 PM
(7/30 19:02) ◀
|
Friday, July 31, 2026 (6:49pm)
January 2026
|
▶ (8/3 18:39)
◀ 7/31 18:49 ▶

Option Volume

Detail
ℹ
Current (07/31) 52,985
Calls: 18,453 (35%)
Puts: 34,532 (65%)
Prior (07/30) 40,734
Calls: 12,658 (31%)
Puts: 28,076 (69%)
Current vs Prior +30.08%
Calls: +45.78% (Calls)
Puts: +22.99% (Puts)
Prior 7-Day Total 299,484
Calls: 107,952 (36%)
Puts: 191,532 (64%)
Prior 7-Day Average 42,783
Calls: 15,421 (36%)
Puts: 27,361 (64%)
Current vs Prior 7-Day Avg +23.84%
Calls: +19.66%
Puts: +26.21%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/31) $133.72M
Calls: $75.33M (56%)
Puts: $58.38M (44%)
Prior (07/30) $86.68M
Calls: $33.19M (38%)
Puts: $53.48M (62%)
Current vs Prior +54.27%
Calls: +126.95%
Puts: +9.17%
Prior 7-Day Total $540.11M
Calls: $270.56M (50%)
Puts: $269.56M (50%)
Prior 7-Day Average $77.16M
Calls: $38.65M (50%)
Puts: $38.51M (50%)
Current vs Prior 7-Day Avg +73.30%
Calls: +94.90%
Puts: +51.61%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/31) 1.87
Prior (07/30) 2.22
Current vs Prior -15.63%
Prior 7-Day Average 2.24
Current vs Prior 7-Day Avg -16.30%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/31) 186,355
Calls: 86,793 (47%)
Puts: 99,562 (53%)
Prior (07/30) 178,901
Calls: 78,250 (44%)
Puts: 100,651 (56%)
Current vs Prior +4.17%
Prior 7-Day Total 1,178,420
Calls: 542,183 (46%)
Puts: 636,237 (54%)
Prior 7-Day Average 168,345
Calls: 77,454 (46%)
Puts: 90,891 (54%)
Current vs Prior 7-Day Avg +10.70%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.64% | 7.62%9.26% | 12.13%
Prior 1.83% | 7.44%9.05% | 12.11%
Current vs Prior +315.92% | +16.32%+2.32% | +0.12%
Prior 7-Day Avg 2.64% | 6.95%9.83% | 12.84%
Current vs 7-Day Avg +188.38% | +24.46%-5.80% | -5.58%
Prior 7-Day Eod 1.83% | 7.44%9.05% | 12.11%
Current vs 7-Day Eod +315.92% | +16.32%+2.32% | +0.12%
Sentiment BEARISHBEARISH

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 54% vs prior. Dollar volume significantly above 7-day average (73% higher). Extreme bearish P/C ratio of 1.87 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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 59 of results (avg 8.5%, best 5.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 21196.00207.45$201.735.7%100.9420
$950.00Aug 14195.00208.00$201.506.5%10.951
$925.00Aug 28220.00234.90$227.456.6%10.932
$930.00Jul 31211.60226.00$218.806.6%11.0012
$1190.00Aug 2132.7535.00$33.886.6%240.39255
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1140.00Aug 2145.8549.05$47.456.7%5490.46855
$1145.00Aug 2148.1551.85$50.007.4%2380.4734
$1300.00Aug 14152.65165.00$158.827.8%10.89--
$1250.00Jul 3197.00105.00$101.007.9%21.00--
$1135.00Aug 2143.1546.85$45.008.2%1890.4438

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. 175 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$930.00Jul 31211.60226.00$218.806.6%11.0012
$1000.00Jul 31142.60155.00$148.808.3%101.0012
$1010.00Jul 31132.40145.00$138.709.1%31.005
$1020.00Jul 31122.00135.00$128.5010.1%31.00--
$1030.00Jul 31112.00125.00$118.5011.0%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1205.00Jul 3152.0560.00$56.0314.2%61.00192
$1255.00Jul 31100.80110.00$105.408.7%11.00--
$1200.00Jul 3147.8055.00$51.4014.0%181.00123
$1230.00Jul 3177.0085.70$81.3510.7%11.001
$1172.50Jul 3119.0028.00$23.5038.3%61.008

Most actively traded options today. High liquidity = easy entry/exit. 581 active (total vol 26.2K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1150.00Jul 310.292.50$1.40157.9%9590.38133
$1200.00Jul 310.000.01$0.01100.0%3490.00427
$1360.00Aug 70.703.00$1.85124.3%3440.04197
$1220.00Jul 310.000.01$0.01100.0%3370.00228
$1325.00Aug 72.304.60$3.4566.7%3090.075
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1110.00Jul 310.000.29$0.14207.1%1.4K0.02284
$1140.00Jul 310.100.67$0.39146.2%7620.11737
$1140.00Aug 733.0042.00$37.5024.0%7230.45236
$1130.00Jul 310.000.71$0.36197.2%6920.07492
$1130.00Aug 2140.8547.00$43.9314.0%5850.43113

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 134 strikes (avg 655.5%, max 4378.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$970.00Jul 31Aug 141375.2%52.9%2499.1%46
$1320.00Jul 31Sep 4865.1%42.4%1939.7%55504
$930.00Jul 31Aug 21981.5%51.2%1815.7%224
$1325.00Jul 31Aug 71168.4%69.0%1594.1%4095
$1360.00Jul 31Aug 28742.1%44.8%1554.9%98406
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$935.00Jul 31Aug 281902.8%42.5%4378.6%131
$975.00Jul 31Sep 111341.1%41.4%3138.7%8230
$945.00Jul 31Sep 11962.0%40.5%2274.6%584433
$1040.00Jul 31Sep 11900.4%40.8%2107.5%2353
$980.00Jul 31Sep 11849.9%41.1%1968.5%103339

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 361 found (best R:R 49.00, avg 4.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1235.00$1240.00Jul 31$0.10$4.90$0.1049.00$1235.10
$1350.00$1360.00Jul 31$0.22$9.78$0.2244.45$1350.22
$1340.00$1345.00Aug 7$0.20$4.80$0.2024.00$1340.20
$1280.00$1300.00Aug 21$1.00$19.00$1.0019.00$1281.00
$1290.00$1300.00Aug 7$0.55$9.45$0.5517.18$1290.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$950.00$940.00Aug 21$0.28$9.72$0.2834.71$949.72
$975.00$970.00Aug 7$0.19$4.81$0.1925.32$974.81
$1050.00$1045.00Aug 14$0.22$4.78$0.2221.73$1049.78
$1000.00$990.00Aug 28$0.48$9.52$0.4819.83$999.52
$945.00$940.00Aug 7$0.26$4.74$0.2618.23$944.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 435 found (best R:R 99.00, avg 2.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$970.00$1000.00Jul 31$29.70$29.70$0.3099.00$999.70
$950.00$970.00Aug 14$19.80$19.80$0.2099.00$969.80
$930.00$950.00Aug 21$19.80$19.80$0.2099.00$949.80
$1030.00$1045.00Jul 31$14.50$14.50$0.5029.00$1044.50
$1160.00$1162.50Aug 7$2.40$2.40$0.1024.00$1162.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1250.00$1235.00Jul 31$14.82$14.82$0.1882.33$1235.18
$1190.00$1185.00Jul 31$4.90$4.90$0.1049.00$1185.10
$1235.00$1230.00Jul 31$4.83$4.83$0.1728.41$1230.17
$1205.00$1200.00Jul 31$4.63$4.63$0.3712.51$1200.37
$1170.00$1167.50Jul 31$2.28$2.28$0.2210.36$1167.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 133 found (avg debit $17.03, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1325.00Jul 31Aug 7$1.051168.4%69.0%
$1350.00Jul 31Aug 7$1.37902.7%65.2%
$950.00Aug 7Aug 14$1.5067.9%56.8%
$1320.00Jul 31Aug 7$1.73865.1%61.4%
$1360.00Jul 31Aug 7$1.82742.1%69.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$985.00Aug 14Aug 28$0.1759.7%42.4%
$920.00Jul 31Aug 7$0.27967.5%68.6%
$925.00Jul 31Aug 7$0.30944.3%67.8%
$930.00Jul 31Aug 7$0.56981.5%72.1%
$980.00Jul 31Aug 7$0.96849.9%62.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 157 found (cheapest 0.39% of stock, avg 8.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1150.00Jul 31$1.40$3.09$4.49$1145.51$1154.490.39%
$1145.00Jul 31$4.22$0.76$4.98$1140.02$1149.980.43%
$1152.50Jul 31$0.78$5.03$5.81$1146.69$1158.310.51%
$1155.00Jul 31$0.37$6.55$6.92$1148.08$1161.920.60%
$1140.00Jul 31$7.70$0.39$8.09$1131.91$1148.090.70%
$1157.50Jul 31$0.42$9.10$9.52$1147.98$1167.020.83%
$1160.00Jul 31$0.04$10.88$10.92$1149.08$1170.920.95%
$1162.50Jul 31$0.32$14.00$14.32$1148.18$1176.821.25%
$1135.00Jul 31$14.00$0.79$14.79$1120.21$1149.791.29%
$1165.00Jul 31$0.08$16.08$16.16$1148.84$1181.161.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.07% of stock, avg 6.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1155.00$1140.00Jul 31$0.37$0.39$0.76$1139.24$1155.76
$1152.50$1140.00Jul 31$0.78$0.39$1.17$1138.83$1153.67
$1155.00$1145.00Jul 31$0.37$0.76$1.13$1143.87$1156.13
$1155.00$1135.00Jul 31$0.37$0.79$1.16$1133.84$1156.16
$1152.50$1145.00Jul 31$0.78$0.76$1.54$1143.46$1154.04
$1152.50$1135.00Jul 31$0.78$0.79$1.57$1133.43$1154.07
$1150.00$1140.00Jul 31$1.40$0.39$1.79$1138.21$1151.79
$1150.00$1145.00Jul 31$1.40$0.76$2.16$1142.84$1152.16
$1150.00$1135.00Jul 31$1.40$0.79$2.19$1132.81$1152.19
$1167.50$1140.00Jul 31$2.40$0.39$2.79$1137.21$1170.29

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 469 found (best R:R 61.50, avg credit $8.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
940/9501020/1030Aug 21$9.84$0.1661.50$940.16$1029.84
960/9701030/1040Aug 21$9.66$0.3428.41$960.34$1039.66
1010/10201030/1040Aug 21$9.62$0.3825.32$1010.38$1039.62
920/9301030/1040Aug 21$9.61$0.3924.64$920.39$1039.61
950/9601060/1070Aug 21$9.53$0.4720.28$950.47$1069.53
960/9651000/1010Aug 7$9.52$0.4819.83$955.48$1009.52
980/9901000/1010Aug 7$9.52$0.4819.83$980.48$1009.52
990/9951000/1010Aug 7$9.52$0.4819.83$985.48$1009.52
990/10001060/1070Aug 21$9.48$0.5218.23$990.52$1069.48
930/935950/980Aug 7$28.29$1.7116.54$906.71$978.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 180 found (best R:R 99.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1265.00$1270.00$1275.00Jul 31$0.06$4.9482.33
$1300.00$1320.00$1340.00Aug 21$0.30$19.7065.67
$1300.00$1320.00$1340.00Sep 4$0.34$19.6657.82
$1010.00$1020.00$1030.00Jul 31$0.20$9.8049.00
$1225.00$1230.00$1235.00Jul 31$0.10$4.9049.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1015.00$1025.00$1035.00Sep 4$0.10$9.9099.00
$1080.00$1100.00$1120.00Sep 4$0.20$19.8099.00
$980.00$990.00$1000.00Jul 31$0.14$9.8670.43
$990.00$1000.00$1010.00Aug 28$0.14$9.8670.43
$1095.00$1100.00$1105.00Jul 31$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. 174 found (best net $-25.18, 143 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1190.00$1250.001:2Sep 11-$7.41$52.59
$1320.00$1360.001:2Aug 28-$2.13$37.87
$1300.00$1340.001:2Sep 11-$5.56$34.44
$1000.00$1070.001:2Aug 14-$37.72$32.28
$1070.00$1125.001:2Aug 14-$25.00$30.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1300.00$1220.001:2Aug 14-$25.18$54.82
$1125.00$1080.001:2Sep 11-$15.16$29.84
$975.00$945.001:2Sep 11-$1.17$28.83
$1285.00$1225.001:2Aug 7-$39.12$20.88
$970.00$950.001:2Sep 4-$1.85$18.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 160 found (best yield 4.96%, avg 1.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1155.00Sep 11$57.000.510.5%4.96%5.50%1--
$1150.00Sep 4$56.000.520.1%4.87%4.98%7--
$1160.00Sep 11$55.000.491.0%4.79%5.76%24
$1155.00Aug 28$52.000.500.5%4.53%5.06%1--
$1150.00Aug 28$51.000.510.1%4.44%4.54%1338
$1150.00Aug 21$49.000.510.1%4.27%4.37%36155
$1160.00Aug 28$46.550.491.0%4.05%5.02%933
$1170.00Sep 4$46.000.471.8%4.00%5.85%3--
$1155.00Aug 21$45.000.500.5%3.92%4.45%3--
$1165.00Aug 28$44.000.471.4%3.83%5.24%1120

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 18,453
Total Puts 34,532
Put/Call Ratio 1.87
Net Difference -16,079

Prior's Put/Call Breakdown

Total Calls 12,658
Total Puts 28,076
Put/Call Ratio 2.22
Net Difference -15,418

Prior 7-Day Put/Call Summary

Total Calls 107,952
Total Puts 191,532
Average Put/Call Ratio 2.24
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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