Tour v487
LLY
ELI LILLY AND CO
$1121.36 -2.39%
$1122.60 (+0.11%)🌙
as of 08/03 06:39 PM
8/3 18:39

Option Volume

Detail
Current (08/03) 41,065
Calls: 21,358 (52%)
Puts: 19,707 (48%)
Prior (07/31) 52,985
Calls: 18,453 (35%)
Puts: 34,532 (65%)
Current vs Prior -22.50%
Calls: +15.74% (Calls)
Puts: -42.93% (Puts)
Prior 7-Day Total 314,124
Calls: 115,885 (37%)
Puts: 198,239 (63%)
Prior 7-Day Average 44,874
Calls: 16,555 (37%)
Puts: 28,319 (63%)
Current vs Prior 7-Day Avg -8.49%
Calls: +29.01%
Puts: -30.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $99.24M
Calls: $50.87M (51%)
Puts: $48.37M (49%)
Prior (07/31) $133.72M
Calls: $75.33M (56%)
Puts: $58.38M (44%)
Current vs Prior -25.78%
Calls: -32.47%
Puts: -17.16%
Prior 7-Day Total $626.75M
Calls: $320.74M (51%)
Puts: $306.01M (49%)
Prior 7-Day Average $89.54M
Calls: $45.82M (51%)
Puts: $43.72M (49%)
Current vs Prior 7-Day Avg +10.84%
Calls: +11.03%
Puts: +10.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.92
Prior (07/31) 1.87
Current vs Prior -50.69%
Prior 7-Day Average 2.13
Current vs Prior 7-Day Avg -56.58%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/03) 175,934
Calls: 87,448 (50%)
Puts: 88,486 (50%)
Prior (07/31) 186,355
Calls: 86,793 (47%)
Puts: 99,562 (53%)
Current vs Prior -5.59%
Prior 7-Day Total 1,197,273
Calls: 556,265 (46%)
Puts: 641,008 (54%)
Prior 7-Day Average 171,039
Calls: 79,466 (46%)
Puts: 91,572 (54%)
Current vs Prior 7-Day Avg +2.86%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 7.25% | 8.27%9.08% | 12.05%
Prior 7.62% | 8.65%9.26% | 12.13%
Current vs Prior -4.77% | -4.38%-1.96% | -0.58%
Prior 7-Day Avg 3.38% | 7.56%9.66% | 12.67%
Current vs 7-Day Avg +114.49% | +9.47%-6.08% | -4.83%
Prior 7-Day Eod 7.62% | 8.65%9.26% | 12.13%
Current vs 7-Day Eod -4.77% | -4.38%-1.96% | -0.58%
Sentiment BULLISHBULLISH

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

P/C ratio dropping 51% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 75 of results (avg 8.1%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Aug 713.3013.80$13.553.7%2590.24326
$900.00Sep 11223.35236.20$229.775.6%220.96--
$900.00Aug 21218.30232.00$225.156.1%20.97122
$900.00Aug 7218.20232.00$225.106.1%220.99--
$940.00Aug 21181.00192.50$186.756.2%10.9579
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1345.00Aug 7215.80228.95$222.385.9%71.00--
$1320.00Aug 14194.05206.00$200.036.0%10.92--
$1340.00Aug 7210.85224.00$217.436.0%71.006
$1210.00Aug 21102.15109.00$105.586.5%10.74--
$1300.00Aug 21176.30189.00$182.657.0%10.8996

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. 161 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$900.00Aug 7218.20232.00$225.106.1%220.99--
$920.00Aug 7198.00211.00$204.506.4%100.99--
$940.00Aug 7179.00191.00$185.006.5%10.982
$950.00Aug 7169.00181.00$175.006.9%100.97--
$900.00Aug 21218.30232.00$225.156.1%20.97122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Aug 7210.85224.00$217.436.0%71.006
$1345.00Aug 7215.80228.95$222.385.9%71.00--
$1320.00Aug 14194.05206.00$200.036.0%10.92--
$1275.00Aug 7149.55162.00$155.788.0%10.9112
$1300.00Aug 21176.30189.00$182.657.0%10.8996

Most actively traded options today. High liquidity = easy entry/exit. 516 active (total vol 18.1K, top 492)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Aug 2119.6021.65$20.639.9%4920.292.1K
$1320.00Aug 70.771.51$1.1464.9%3350.03399
$1340.00Aug 213.303.95$3.6317.9%3320.072.3K
$1300.00Aug 215.156.90$6.0329.0%3240.101.4K
$1210.00Sep 423.0032.00$27.5032.7%2950.31--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1125.00Aug 2147.0054.00$50.5013.9%4670.4945
$1020.00Aug 75.007.20$6.1036.1%3580.12124
$1115.00Aug 733.3039.30$36.3016.5%3410.4591
$1130.00Aug 2149.0557.00$53.0315.0%3210.50496
$1000.00Aug 73.754.60$4.1820.3%2950.09556

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 122 strikes (avg 85.4%, max 128.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$900.00Aug 7Sep 1190.9%39.8%128.4%44--
$1115.00Aug 7Sep 1186.2%41.0%110.3%2634
$1120.00Aug 7Sep 1185.6%40.8%109.5%14318
$920.00Aug 7Sep 1188.8%43.1%105.8%20--
$1270.00Aug 7Sep 1187.8%42.7%105.5%5534
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$910.00Aug 7Aug 28106.2%49.3%115.4%55
$1125.00Aug 7Sep 1186.7%41.1%111.0%46207
$1115.00Aug 7Sep 1186.2%41.0%110.3%35191
$1110.00Aug 7Sep 1185.4%41.3%106.8%136128
$950.00Aug 7Sep 1185.9%41.7%106.1%257130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 380 found (best R:R 70.43, avg 4.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1330.00$1335.00Aug 7$0.13$4.87$0.1337.46$1330.13
$1270.00$1275.00Sep 4$0.20$4.80$0.2024.00$1270.20
$1320.00$1340.00Aug 21$0.84$19.16$0.8422.81$1320.84
$1265.00$1270.00Aug 7$0.24$4.76$0.2419.83$1265.24
$1275.00$1280.00Aug 7$0.25$4.75$0.2519.00$1275.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$910.00$900.00Aug 21$0.14$9.86$0.1470.43$909.86
$970.00$965.00Aug 7$0.14$4.86$0.1434.71$969.86
$925.00$920.00Aug 7$0.16$4.84$0.1630.25$924.84
$945.00$940.00Aug 14$0.16$4.84$0.1630.25$944.84
$940.00$920.00Aug 14$0.73$19.27$0.7326.40$939.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 454 found (best R:R 39.00, avg 1.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$920.00$940.00Aug 7$19.50$19.50$0.5039.00$939.50
$900.00$940.00Aug 21$38.40$38.40$1.6024.00$938.40
$950.00$1000.00Aug 7$47.45$47.45$2.5518.61$997.45
$1000.00$1020.00Aug 7$18.82$18.82$1.1815.95$1018.82
$960.00$970.00Aug 21$9.35$9.35$0.6514.38$969.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1340.00$1275.00Aug 7$61.65$61.65$3.3518.40$1278.35
$1245.00$1230.00Aug 7$13.82$13.82$1.1811.71$1231.18
$1227.50$1220.00Aug 14$6.75$6.75$0.759.00$1220.75
$1320.00$1240.00Aug 14$71.96$71.96$8.048.95$1248.04
$1275.00$1245.00Aug 7$26.73$26.73$3.278.17$1248.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 122 found (avg debit $4.66, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$900.00Aug 7Aug 21$0.0590.9%53.3%
$1335.00Aug 7Aug 14$0.7185.4%56.2%
$1285.00Aug 7Aug 14$1.3286.3%56.5%
$1280.00Aug 7Aug 14$1.5985.9%56.9%
$940.00Aug 7Aug 21$1.7587.1%50.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$900.00Aug 7Aug 14$0.4590.9%61.6%
$920.00Aug 7Aug 14$0.7988.8%61.4%
$980.00Aug 7Aug 14$1.0088.8%56.8%
$945.00Aug 7Aug 14$1.0289.3%60.0%
$950.00Aug 7Aug 14$1.0385.9%58.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 138 found (cheapest 7.04% of stock, avg 10.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1125.00Aug 7$38.90$40.08$78.98$1046.02$1203.987.04%
$1110.00Aug 7$45.95$33.53$79.48$1030.52$1189.487.09%
$1120.00Aug 7$41.25$38.50$79.75$1040.25$1199.757.11%
$1115.00Aug 7$43.50$36.30$79.80$1035.20$1194.807.12%
$1105.00Aug 7$49.05$30.85$79.90$1025.10$1184.907.13%
$1130.00Aug 7$37.35$43.00$80.35$1049.65$1210.357.17%
$1100.00Aug 7$52.00$28.65$80.65$1019.35$1180.657.19%
$1135.00Aug 7$34.63$46.35$80.98$1054.02$1215.987.22%
$1140.00Aug 7$32.10$49.03$81.13$1058.87$1221.137.23%
$1145.00Aug 7$29.23$52.18$81.41$1063.59$1226.417.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 5.20% of stock, avg 7.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1150.00$1105.00Aug 7$27.43$30.85$58.28$1046.72$1208.28
$1145.00$1105.00Aug 7$29.23$30.85$60.08$1044.92$1205.08
$1150.00$1110.00Aug 7$27.43$33.53$60.96$1049.04$1210.96
$1145.00$1110.00Aug 7$29.23$33.53$62.76$1047.24$1207.76
$1140.00$1105.00Aug 7$32.10$30.85$62.95$1042.05$1202.95
$1150.00$1115.00Aug 7$27.43$36.30$63.73$1051.27$1213.73
$1135.00$1105.00Aug 7$34.63$30.85$65.48$1039.52$1200.48
$1145.00$1115.00Aug 7$29.23$36.30$65.53$1049.47$1210.53
$1140.00$1110.00Aug 7$32.10$33.53$65.63$1044.37$1205.63
$1150.00$1120.00Aug 7$27.43$38.50$65.93$1054.07$1215.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 437 found (best R:R 110.11, avg credit $9.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
950/9651000/1020Sep 4$19.82$0.18110.11$945.18$1019.82
900/9051000/1020Aug 7$19.66$0.3457.82$885.34$1019.66
920/930940/950Aug 21$9.83$0.1757.82$920.17$949.83
940/950970/980Aug 21$9.80$0.2049.00$940.20$979.80
990/9951020/1030Sep 4$9.80$0.2049.00$985.20$1029.80
1000/10101020/1030Aug 21$9.76$0.2440.67$1000.24$1029.76
930/940970/980Aug 21$9.75$0.2539.00$930.25$979.75
920/930970/980Aug 21$9.74$0.2637.46$920.26$979.74
975/9801000/1020Aug 7$19.47$0.5336.74$960.53$1019.47
970/9751000/1020Aug 7$19.45$0.5535.36$955.55$1019.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 166 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1260.00$1270.00$1280.00Aug 21$0.10$9.9099.00
$1300.00$1320.00$1340.00Sep 4$0.23$19.7785.96
$1240.00$1245.00$1250.00Aug 7$0.06$4.9482.33
$980.00$990.00$1000.00Aug 21$0.12$9.8882.33
$1050.00$1060.00$1070.00Aug 21$0.13$9.8775.92
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$930.00$940.00$950.00Aug 21$0.05$9.95199.00
$990.00$995.00$1000.00Aug 7$0.07$4.9370.43
$1010.00$1015.00$1020.00Aug 14$0.08$4.9261.50
$1105.00$1110.00$1115.00Aug 7$0.09$4.9154.56
$1020.00$1025.00$1030.00Aug 7$0.10$4.9049.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-7.10, 112 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1020.00$1115.001:2Sep 11-$7.10$87.90
$1190.00$1255.001:2Sep 11-$5.17$59.83
$920.00$1020.001:2Sep 11-$43.27$56.73
$1300.00$1340.001:2Aug 28-$2.67$37.33
$1260.00$1295.001:2Aug 28-$5.21$29.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1050.00$1005.001:2Sep 11-$8.06$36.94
$1090.00$1050.001:2Sep 11-$14.80$25.20
$1320.00$1240.001:2Aug 14-$56.11$23.89
$950.00$925.001:2Sep 11-$4.50$20.50
$940.00$920.001:2Aug 28-$0.04$19.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 169 found (best yield 4.99%, avg 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1130.00Sep 11$56.000.510.8%4.99%5.76%1--
$1125.00Sep 4$55.000.520.3%4.90%5.23%6--
$1135.00Sep 11$54.000.501.2%4.82%6.03%31
$1125.00Aug 28$51.350.510.3%4.58%4.90%1752
$1140.00Sep 11$51.000.481.7%4.55%6.21%2--
$1145.00Sep 11$49.000.472.1%4.37%6.48%1--
$1140.00Sep 4$48.000.481.7%4.28%5.94%1--
$1130.00Aug 28$47.400.500.8%4.23%5.00%62
$1150.00Sep 11$47.000.462.5%4.19%6.75%2--
$1125.00Aug 21$46.050.510.3%4.11%4.43%1625

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 21,358
Total Puts 19,707
Put/Call Ratio 0.92
Net Difference 1,651

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 115,885
Total Puts 198,239
Average Put/Call Ratio 2.13
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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