Tour v490
LLY
ELI LILLY AND CO
$1115.68 -0.51%
$1127.83 (+1.09%)🌙
as of 08/04 06:07 PM
8/4 18:07

Option Volume

Detail
Current (08/04) 50,246
Calls: 24,056 (48%)
Puts: 26,190 (52%)
Prior (08/03) 41,065
Calls: 21,358 (52%)
Puts: 19,707 (48%)
Current vs Prior +22.36%
Calls: +12.63% (Calls)
Puts: +32.90% (Puts)
Prior 7-Day Total 306,514
Calls: 116,665 (38%)
Puts: 189,849 (62%)
Prior 7-Day Average 43,787
Calls: 16,666 (38%)
Puts: 27,121 (62%)
Current vs Prior 7-Day Avg +14.75%
Calls: +44.34%
Puts: -3.43%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04) $146.11M
Calls: $82.53M (56%)
Puts: $63.58M (44%)
Prior (08/03) $99.24M
Calls: $50.87M (51%)
Puts: $48.37M (49%)
Current vs Prior +47.23%
Calls: +62.23%
Puts: +31.45%
Prior 7-Day Total $634.27M
Calls: $325.40M (51%)
Puts: $308.87M (49%)
Prior 7-Day Average $90.61M
Calls: $46.49M (51%)
Puts: $44.12M (49%)
Current vs Prior 7-Day Avg +61.26%
Calls: +77.55%
Puts: +44.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 1.09
Prior (08/03) 0.92
Current vs Prior +17.99%
Prior 7-Day Average 2.06
Current vs Prior 7-Day Avg -47.20%
Sentiment BEARISH

Open Interest

Detail
Current (08/04) 335,973
Calls: 149,564 (45%)
Puts: 186,409 (55%)
Prior (08/03) 175,934
Calls: 87,448 (50%)
Puts: 88,486 (50%)
Current vs Prior +90.97%
Prior 7-Day Total 1,182,656
Calls: 557,003 (47%)
Puts: 625,653 (53%)
Prior 7-Day Average 168,950
Calls: 79,571 (47%)
Puts: 89,379 (53%)
Current vs Prior 7-Day Avg +98.86%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 7.66% | 8.54%9.24% | 12.25%
Prior 7.25% | 8.27%9.08% | 12.05%
Current vs Prior +5.64% | +3.16%+1.76% | +1.65%
Prior 7-Day Avg 4.15% | 8.13%9.48% | 12.49%
Current vs 7-Day Avg +84.43% | +5.03%-2.53% | -1.88%
Prior 7-Day Eod 7.25% | 8.27%9.08% | 12.05%
Current vs 7-Day Eod +5.64% | +3.16%+1.76% | +1.65%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Prior 24.68% | 21.27%
Calls: 21.94% | 19.87%
Puts: 27.42% | 22.66%
Current vs Prior -76.62% | -55.24%
Prior 7-Day Avg 24.68% | 21.27%
Calls: 21.94% | 19.87%
Puts: 27.42% | 22.66%
Current vs 7-Day Avg -76.62% | -55.24%
Liquidity Pricy
+
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🤖 AI Insights

Dollar volume significantly above 7-day average (61% higher). Slightly bearish P/C ratio of 1.09. Rising open interest (up 91%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 107 of results (avg 8.6%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$900.00Sep 18221.50231.50$226.504.4%80.92169
$920.00Sep 18201.65214.85$208.256.3%--0.90728
$930.00Sep 18192.80206.00$199.406.6%70.9064
$950.00Sep 18176.00188.50$182.256.9%200.87170
$900.00Aug 21212.00227.35$219.687.0%20.96122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Sep 18188.00200.75$194.386.6%20.83203
$1320.00Sep 18204.00218.50$211.256.9%--0.8484
$1320.00Aug 21200.00214.75$207.387.1%--0.9112
$1320.00Aug 7196.00211.50$203.757.6%--1.0014
$1270.00Aug 21154.65167.00$160.827.7%--0.8648

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. 276 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$900.00Aug 7210.00228.00$219.008.2%10.9914
$950.00Aug 7162.10176.00$169.058.2%50.9712
$960.00Aug 7152.40166.85$159.639.1%40.97--
$900.00Aug 21212.00227.35$219.687.0%20.96122
$920.00Aug 21192.40208.00$200.207.8%--0.96136
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Aug 7196.00211.50$203.757.6%--1.0014
$1300.00Aug 7177.00192.00$184.508.1%--0.9636
$1280.00Aug 7158.00173.00$165.509.1%--0.9413
$1275.00Aug 7154.00169.00$161.509.3%--0.9311
$1260.00Aug 7140.00155.00$147.5010.2%--0.9224

Most actively traded options today. High liquidity = easy entry/exit. 586 active (total vol 32.8K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1160.00Aug 722.8525.00$23.939.0%1.3K0.36236
$1300.00Aug 71.702.00$1.8516.2%7570.05610
$1200.00Aug 712.5013.95$13.2311.0%7370.23389
$1300.00Sep 1810.8015.85$13.3337.9%6880.161.2K
$1250.00Aug 75.005.95$5.4817.3%6740.12201
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1080.00Aug 721.2527.00$24.1323.8%1.3K0.34211
$1050.00Aug 713.0016.50$14.7523.7%8860.23392
$950.00Aug 71.051.25$1.1517.4%8010.03169
$1115.00Aug 735.0044.80$39.9024.6%7490.47192
$1125.00Aug 741.0049.95$45.4819.7%6430.51212

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 155 strikes (avg 119.7%, max 161.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1100.00Aug 7Sep 18105.2%40.2%161.9%95717
$1110.00Aug 7Sep 18104.2%40.1%159.8%285190
$1090.00Aug 7Sep 18104.6%40.6%157.5%316
$1060.00Aug 7Sep 18104.6%41.0%155.1%35241
$1070.00Aug 7Sep 18102.9%40.6%153.8%655156
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1100.00Aug 7Sep 18105.2%40.2%161.9%471933
$1110.00Aug 7Sep 18104.2%40.1%159.8%507264
$1090.00Aug 7Sep 18104.6%40.6%157.5%374184
$1060.00Aug 7Sep 18104.6%41.0%155.1%200373
$1070.00Aug 7Sep 18102.9%40.6%153.8%100446

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 477 found (best R:R 44.45, avg 3.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1260.00$1265.00Aug 14$0.15$4.85$0.1532.33$1260.15
$1290.00$1295.00Aug 28$0.15$4.85$0.1532.33$1290.15
$1300.00$1305.00Aug 7$0.17$4.83$0.1728.41$1300.17
$1265.00$1270.00Aug 28$0.20$4.80$0.2024.00$1265.20
$1235.00$1240.00Aug 7$0.23$4.77$0.2320.74$1235.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$940.00$930.00Sep 18$0.22$9.78$0.2244.45$939.78
$910.00$900.00Aug 21$0.25$9.75$0.2539.00$909.75
$1055.00$1050.00Aug 14$0.13$4.87$0.1337.46$1054.87
$980.00$975.00Aug 7$0.14$4.86$0.1434.71$979.86
$950.00$940.00Sep 11$0.28$9.72$0.2834.71$949.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 617 found (best R:R 42.48, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$970.00$980.00Aug 7$9.77$9.77$0.2342.48$979.77
$990.00$1000.00Aug 14$9.75$9.75$0.2539.00$999.75
$900.00$920.00Aug 21$19.48$19.48$0.5237.46$919.48
$920.00$930.00Aug 21$9.70$9.70$0.3032.33$929.70
$940.00$950.00Aug 21$9.60$9.60$0.4024.00$949.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1320.00$1300.00Aug 7$19.25$19.25$0.7525.67$1300.75
$1300.00$1280.00Aug 7$19.00$19.00$1.0019.00$1281.00
$1275.00$1260.00Aug 7$14.00$14.00$1.0014.00$1261.00
$1320.00$1300.00Aug 21$18.63$18.63$1.3713.60$1301.37
$1245.00$1240.00Aug 21$4.52$4.52$0.489.42$1240.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 155 found (avg debit $4.06, cheapest $0.68)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$900.00Aug 7Aug 21$0.68103.5%59.2%
$1310.00Aug 7Aug 14$1.4997.5%61.2%
$1000.00Aug 7Aug 14$1.8098.5%57.6%
$1320.00Aug 7Aug 14$1.8396.9%63.6%
$1275.00Aug 7Aug 14$2.3398.8%62.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$945.00Aug 7Aug 14$0.95105.3%62.6%
$925.00Aug 7Aug 14$1.03105.4%65.5%
$930.00Aug 7Aug 14$1.1499.6%63.7%
$935.00Aug 7Aug 14$1.22103.7%64.8%
$915.00Aug 7Aug 14$1.28109.7%70.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 253 found (cheapest 7.30% of stock, avg 11.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1120.00Aug 7$39.25$42.18$81.43$1038.57$1201.437.30%
$1105.00Aug 7$48.00$34.38$82.38$1022.62$1187.387.38%
$1115.00Aug 7$43.30$39.90$83.20$1031.80$1198.207.46%
$1135.00Aug 7$32.48$50.78$83.26$1051.74$1218.267.46%
$1125.00Aug 7$37.97$45.48$83.45$1041.55$1208.457.48%
$1130.00Aug 7$36.30$47.65$83.95$1046.05$1213.957.52%
$1095.00Aug 7$53.55$30.43$83.98$1011.02$1178.987.53%
$1110.00Aug 7$46.50$37.55$84.05$1025.95$1194.057.53%
$1100.00Aug 7$51.00$33.23$84.23$1015.77$1184.237.55%
$1085.00Aug 7$58.50$26.20$84.70$1000.30$1169.707.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 5.66% of stock, avg 8.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1145.00$1100.00Aug 7$29.93$33.23$63.16$1036.84$1208.16
$1220.00$1065.00Sep 11$27.00$36.50$63.50$1001.50$1283.50
$1145.00$1105.00Aug 7$29.93$34.38$64.31$1040.69$1209.31
$1140.00$1100.00Aug 7$31.13$33.23$64.36$1035.64$1204.36
$1140.00$1105.00Aug 7$31.13$34.38$65.51$1039.49$1205.51
$1135.00$1100.00Aug 7$32.48$33.23$65.71$1034.29$1200.71
$1135.00$1105.00Aug 7$32.48$34.38$66.86$1038.14$1201.86
$1145.00$1110.00Aug 7$29.93$37.55$67.48$1042.52$1212.48
$1140.00$1110.00Aug 7$31.13$37.55$68.68$1041.32$1208.68
$1130.00$1100.00Aug 7$36.30$33.23$69.53$1030.47$1199.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 389 found (best R:R 99.00, avg credit $9.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
910/915990/1000Aug 14$9.90$0.1099.00$905.10$999.90
990/9951010/1020Aug 7$9.88$0.1282.33$985.12$1019.88
940/945960/970Aug 7$9.86$0.1470.43$935.14$969.86
900/910940/950Aug 21$9.85$0.1565.67$900.15$949.85
900/910920/930Sep 18$9.84$0.1661.50$900.16$929.84
985/9901010/1020Aug 7$9.83$0.1757.82$980.17$1019.83
960/9651010/1020Aug 7$9.81$0.1951.63$955.19$1019.81
935/9401020/1030Aug 14$9.80$0.2049.00$930.20$1029.80
910/915950/960Aug 7$9.79$0.2146.62$905.21$959.79
950/9551010/1020Aug 7$9.78$0.2244.45$945.22$1019.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 280 found (best R:R 249.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$950.00$975.00$1000.00Sep 4$0.10$24.90249.00
$1160.00$1170.00$1180.00Sep 18$0.10$9.9099.00
$1000.00$1010.00$1020.00Sep 18$0.13$9.8775.92
$1050.00$1060.00$1070.00Sep 18$0.15$9.8565.67
$1240.00$1245.00$1250.00Aug 7$0.08$4.9261.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1000.00$1010.00$1020.00Aug 21$0.06$9.94165.67
$920.00$930.00$940.00Aug 21$0.10$9.9099.00
$915.00$920.00$925.00Aug 7$0.06$4.9482.33
$1280.00$1300.00$1320.00Aug 7$0.25$19.7579.00
$1130.00$1135.00$1140.00Aug 7$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. 107 found (best net $-0.94, 105 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1000.00$1065.001:2Aug 28-$36.15$28.85
$1180.00$1220.001:2Sep 11-$15.75$24.25
$1280.00$1300.001:2Aug 21-$2.95$17.05
$1300.00$1320.001:2Aug 21-$2.96$17.04
$1300.00$1320.001:2Aug 28-$4.65$15.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$945.00$900.001:2Sep 4-$0.94$44.06
$940.00$905.001:2Aug 28-$3.59$31.41
$970.00$950.001:2Sep 11-$4.41$15.59
$1040.00$1015.001:2Sep 11-$14.00$11.00
$1195.00$1145.001:2Sep 4-$39.80$10.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 215 found (best yield 5.56%, avg 1.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1120.00Sep 18$62.000.520.4%5.56%5.94%63282
$1120.00Sep 11$58.000.520.4%5.20%5.59%22
$1130.00Sep 18$58.000.501.3%5.20%6.48%1087
$1125.00Sep 11$55.950.510.8%5.01%5.85%3--
$1120.00Sep 4$55.000.520.4%4.93%5.32%46
$1125.00Sep 4$52.950.500.8%4.75%5.58%33
$1140.00Sep 18$52.000.472.2%4.66%6.84%18532
$1130.00Sep 4$51.000.491.3%4.57%5.85%122
$1120.00Aug 28$50.000.510.4%4.48%4.87%7412
$1140.00Sep 11$48.800.472.2%4.37%6.55%32

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 24,056
Total Puts 26,190
Put/Call Ratio 1.09
Net Difference -2,134

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 116,665
Total Puts 189,849
Average Put/Call Ratio 2.06
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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