Tour v492
LLY
ELI LILLY AND CO
$1169.86 +4.86%
$1173.00 (+0.27%)🌙
as of 08/05 06:09 PM
8/5 18:09

Option Volume

Detail
Current (08/05) 87,030
Calls: 48,629 (56%)
Puts: 38,401 (44%)
Prior (08/04) 50,246
Calls: 24,056 (48%)
Puts: 26,190 (52%)
Current vs Prior +73.21%
Calls: +102.15% (Calls)
Puts: +46.62% (Puts)
Prior 7-Day Total 298,095
Calls: 106,682 (36%)
Puts: 191,413 (64%)
Prior 7-Day Average 42,585
Calls: 15,240 (36%)
Puts: 27,344 (64%)
Current vs Prior 7-Day Avg +104.37%
Calls: +219.08%
Puts: +40.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $155.91M
Calls: $115.43M (74%)
Puts: $40.48M (26%)
Prior (08/04) $146.11M
Calls: $82.53M (56%)
Puts: $63.58M (44%)
Current vs Prior +6.70%
Calls: +39.86%
Puts: -36.34%
Prior 7-Day Total $700.18M
Calls: $356.41M (51%)
Puts: $343.77M (49%)
Prior 7-Day Average $100.03M
Calls: $50.92M (51%)
Puts: $49.11M (49%)
Current vs Prior 7-Day Avg +55.87%
Calls: +126.71%
Puts: -17.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.79
Prior (08/04) 1.09
Current vs Prior -27.47%
Prior 7-Day Average 2.11
Current vs Prior 7-Day Avg -62.65%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05) 357,589
Calls: 159,851 (45%)
Puts: 197,738 (55%)
Prior (08/04) 335,973
Calls: 149,564 (45%)
Puts: 186,409 (55%)
Current vs Prior +6.43%
Prior 7-Day Total 1,352,644
Calls: 625,048 (46%)
Puts: 727,596 (54%)
Prior 7-Day Average 193,234
Calls: 89,292 (46%)
Puts: 103,942 (54%)
Current vs Prior 7-Day Avg +85.05%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.93% | 5.05%6.34% | 10.10%
Prior 7.66% | 8.54%9.24% | 12.25%
Current vs Prior -61.81% | -40.78%-31.40% | -17.55%
Prior 7-Day Avg 4.71% | 8.14%9.37% | 12.36%
Current vs 7-Day Avg -37.91% | -37.91%-32.39% | -18.28%
Prior 7-Day Eod 7.66% | 8.54%9.24% | 12.25%
Current vs 7-Day Eod -61.81% | -40.78%-31.40% | -17.55%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +371.06% | +124.58%
Prior 7-Day Avg 21.98% | 19.59%
Calls: 19.59% | 18.12%
Puts: 24.37% | 21.05%
Current vs 7-Day Avg +23.67% | +9.13%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($115.43M). Dollar volume significantly above 7-day average (56% higher). Above-average activity with volume up 73% vs prior. Volume explosion - 104% above 7-day average (87,030 vs avg 42,585).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 124 of results (avg 8.0%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$960.00Sep 18212.95222.20$217.584.3%--0.93152
$940.00Sep 18231.05243.05$237.055.1%20.9365
$940.00Aug 21224.80236.60$230.705.1%11.0079
$960.00Aug 21205.55217.15$211.355.5%--1.00137
$980.00Aug 28188.00199.00$193.505.7%--0.9410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Sep 1868.2072.00$70.105.4%310.56206
$1340.00Sep 18173.95184.00$178.985.6%--0.8432
$1400.00Sep 18226.20239.95$233.085.9%--0.92106
$1360.00Aug 28186.00198.00$192.006.2%--0.9216
$1350.00Aug 7173.50185.00$179.256.4%51.004

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.90, cheapest $0.90)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Aug 70.850.95$0.9011.1%1.9K0.05548
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 301 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$990.00Aug 14174.00188.00$181.007.7%21.003
$1000.00Aug 14166.35178.00$172.186.8%61.0030
$1010.00Aug 14154.00168.90$161.459.2%21.001
$1020.00Aug 14146.00158.00$152.007.9%--1.0013
$1030.00Aug 14136.70148.20$142.458.1%11.00210
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1275.00Aug 7101.00110.00$105.508.5%--1.0011
$1280.00Aug 7103.00116.80$109.9012.6%--1.0013
$1285.00Aug 7108.00122.45$115.2312.5%11.001
$1300.00Aug 7123.00135.85$129.439.9%--1.0036
$1320.00Aug 7143.55158.00$150.789.6%--1.0014

Most actively traded options today. High liquidity = easy entry/exit. 735 active (total vol 60.7K, top 4.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Aug 75.506.50$6.0016.7%4.6K0.24558
$1300.00Aug 70.130.30$0.2277.3%2.2K0.01926
$1250.00Aug 70.850.95$0.9011.1%1.9K0.05548
$1340.00Aug 211.503.45$2.4878.6%1.7K0.062.5K
$1320.00Sep 1812.3515.55$13.9522.9%1.4K0.18662
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 186.458.15$7.3023.3%1.6K0.101.5K
$1050.00Aug 70.050.19$0.12116.7%1.4K0.01903
$1100.00Aug 70.801.37$1.0952.3%7630.06722
$1100.00Aug 219.5012.75$11.1329.2%7440.211.0K
$1070.00Aug 70.090.38$0.24120.8%6420.01122

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 165 strikes (avg 61.6%, max 297.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1896.3%38.9%147.9%23202
$980.00Aug 7Sep 1889.3%38.3%133.0%190
$1340.00Aug 7Sep 1883.5%36.4%129.5%196819
$1400.00Aug 7Sep 1879.9%35.1%127.4%1.1K2.0K
$1000.00Aug 7Sep 1882.7%36.7%125.4%34439
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$945.00Aug 7Sep 4202.5%51.0%297.0%156125
$960.00Aug 7Sep 18105.6%37.8%179.0%175496
$940.00Aug 7Sep 18102.3%39.4%159.3%79512
$950.00Aug 7Sep 1896.3%38.9%147.9%2541.1K
$980.00Aug 7Sep 1889.3%38.3%133.0%123458

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 455 found (best R:R 152.85, avg 6.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1380.00$1400.00Sep 4$0.13$19.87$0.13152.85$1380.13
$1380.00$1400.00Aug 28$0.25$19.75$0.2579.00$1380.25
$1340.00$1360.00Aug 21$0.35$19.65$0.3556.14$1340.35
$1260.00$1265.00Sep 4$0.10$4.90$0.1049.00$1260.10
$1270.00$1275.00Aug 7$0.12$4.88$0.1240.67$1270.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$990.00$975.00Sep 11$0.15$14.85$0.1599.00$989.85
$960.00$950.00Aug 21$0.13$9.87$0.1375.92$959.87
$1040.00$1030.00Aug 21$0.17$9.83$0.1757.82$1039.83
$980.00$965.00Sep 4$0.30$14.70$0.3049.00$979.70
$970.00$960.00Aug 21$0.21$9.79$0.2146.62$969.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 629 found (best R:R 59.00, avg 2.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$950.00$980.00Aug 7$29.50$29.50$0.5059.00$979.50
$1000.00$1020.00Aug 21$19.56$19.56$0.4444.45$1019.56
$1060.00$1065.00Aug 7$4.85$4.85$0.1532.33$1064.85
$980.00$1000.00Aug 28$19.30$19.30$0.7027.57$999.30
$1065.00$1070.00Aug 7$4.82$4.82$0.1826.78$1069.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1280.00$1270.00Aug 21$9.82$9.82$0.1854.56$1270.18
$1340.00$1320.00Aug 21$19.63$19.63$0.3753.05$1320.37
$1315.00$1310.00Aug 14$4.85$4.85$0.1532.33$1310.15
$1227.50$1225.00Aug 7$2.40$2.40$0.1024.00$1225.10
$1345.00$1320.00Aug 14$23.85$23.85$1.1520.74$1321.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 163 found (avg debit $5.59, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1040.00Aug 7Aug 14$0.1568.9%44.1%
$1400.00Aug 7Aug 14$0.1879.9%46.7%
$1365.00Aug 7Aug 14$0.4081.0%46.1%
$1340.00Aug 7Aug 14$0.5083.5%44.7%
$1350.00Aug 7Aug 14$0.6275.0%45.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$960.00Aug 7Aug 14$0.24105.6%55.4%
$980.00Aug 7Aug 14$0.2789.3%49.7%
$990.00Aug 7Aug 14$0.3087.0%48.1%
$965.00Aug 7Aug 14$0.3197.0%54.3%
$995.00Aug 7Aug 14$0.3881.6%47.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 298 found (cheapest 2.80% of stock, avg 9.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1167.50Aug 7$17.65$15.15$32.80$1134.70$1200.302.80%
$1175.00Aug 7$13.95$18.98$32.93$1142.07$1207.932.81%
$1170.00Aug 7$16.77$16.58$33.35$1136.65$1203.352.85%
$1177.50Aug 7$13.95$20.83$34.78$1142.72$1212.282.97%
$1160.00Aug 7$22.43$12.68$35.11$1124.89$1195.113.00%
$1172.50Aug 7$16.63$18.43$35.06$1137.44$1207.563.00%
$1165.00Aug 7$20.00$15.50$35.50$1129.50$1200.503.03%
$1180.00Aug 7$13.70$22.00$35.70$1144.30$1215.703.05%
$1162.50Aug 7$21.88$14.00$35.88$1126.62$1198.383.07%
$1155.00Aug 7$25.25$11.23$36.48$1118.52$1191.483.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.08% of stock, avg 5.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1185.00$1160.00Aug 7$11.70$12.68$24.38$1135.62$1209.38
$1185.00$1162.50Aug 7$11.70$14.00$25.70$1136.80$1210.70
$1180.00$1160.00Aug 7$13.70$12.68$26.38$1133.62$1206.38
$1175.00$1160.00Aug 7$13.95$12.68$26.63$1133.37$1201.63
$1177.50$1160.00Aug 7$13.95$12.68$26.63$1133.37$1204.13
$1185.00$1167.50Aug 7$11.70$15.15$26.85$1140.65$1211.85
$1185.00$1165.00Aug 7$11.70$15.50$27.20$1137.80$1212.20
$1180.00$1162.50Aug 7$13.70$14.00$27.70$1134.80$1207.70
$1175.00$1162.50Aug 7$13.95$14.00$27.95$1134.55$1202.95
$1177.50$1162.50Aug 7$13.95$14.00$27.95$1134.55$1205.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 232 found (best R:R 85.96, avg credit $7.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
960/9701000/1020Aug 21$19.77$0.2385.96$950.23$1019.77
950/9601000/1020Aug 21$19.69$0.3163.52$940.31$1019.69
950/960990/1000Sep 18$9.83$0.1757.82$950.17$999.83
980/9901000/1010Sep 18$9.83$0.1757.82$980.17$1009.83
970/9801020/1030Sep 18$9.82$0.1854.56$970.18$1029.82
995/10001020/1030Aug 14$9.80$0.2049.00$990.20$1029.80
970/9801050/1060Aug 21$9.80$0.2049.00$970.20$1059.80
1005/10101020/1030Aug 14$9.77$0.2342.48$1000.23$1029.77
1015/10201130/1135Sep 4$4.88$0.1240.67$1015.12$1134.88
960/9701010/1020Sep 18$9.72$0.2834.71$960.28$1019.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 320 found (best R:R 399.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1360.00$1380.00$1400.00Sep 18$0.12$19.88165.67
$1320.00$1340.00$1360.00Aug 21$0.15$19.85132.33
$1320.00$1340.00$1360.00Sep 11$0.16$19.84124.00
$1285.00$1290.00$1295.00Aug 7$0.05$4.9599.00
$1355.00$1360.00$1365.00Aug 7$0.05$4.9599.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1260.00$1280.00$1300.00Aug 14$0.05$19.95399.00
$1200.00$1210.00$1220.00Sep 4$0.05$9.95199.00
$1080.00$1090.00$1100.00Sep 18$0.07$9.93141.86
$950.00$960.00$970.00Aug 21$0.08$9.92124.00
$1230.00$1240.00$1250.00Sep 18$0.08$9.92124.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 214 found (best net $-8.10, 194 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$975.00$1085.001:2Sep 4-$8.10$101.90
$1360.00$1380.001:2Aug 28-$0.17$19.83
$1380.00$1400.001:2Aug 21-$0.28$19.72
$1360.00$1380.001:2Aug 21-$0.83$19.17
$1380.00$1400.001:2Aug 28-$1.59$18.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1230.00$1165.001:2Sep 11-$10.50$54.50
$970.00$950.001:2Sep 11-$0.94$19.06
$1280.00$1225.001:2Sep 4-$37.50$17.50
$980.00$965.001:2Sep 4-$4.80$10.20
$990.00$975.001:2Sep 11-$4.88$10.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 190 found (best yield 4.75%, avg 1.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1170.00Sep 18$55.600.520.0%4.75%4.76%8640
$1170.00Sep 11$50.000.520.0%4.27%4.29%23--
$1180.00Sep 18$50.000.490.9%4.27%5.14%38607
$1190.00Sep 18$47.200.471.7%4.03%5.76%3322
$1175.00Sep 11$47.000.510.4%4.02%4.46%43
$1170.00Sep 4$45.000.510.0%3.85%3.86%654
$1175.00Sep 4$43.000.500.4%3.68%4.12%392
$1185.00Sep 11$42.800.481.3%3.66%4.95%7--
$1200.00Sep 18$42.750.442.6%3.65%6.23%3601.1K
$1180.00Sep 4$41.000.480.9%3.50%4.37%211

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 48,629
Total Puts 38,401
Put/Call Ratio 0.79
Net Difference 10,228

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 106,682
Total Puts 191,413
Average Put/Call Ratio 2.11
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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