Tour v492
LLY
ELI LILLY AND CO
$1191.94 +1.89%
$1191.00 (-0.08%)🌙
as of 08/06 06:54 PM
8/6 18:54

Option Volume

Detail
Current (08/06) 67,261
Calls: 42,773 (64%)
Puts: 24,488 (36%)
Prior (08/05) 87,030
Calls: 48,629 (56%)
Puts: 38,401 (44%)
Current vs Prior -22.72%
Calls: -12.04% (Calls)
Puts: -36.23% (Puts)
Prior 7-Day Total 350,023
Calls: 146,951 (42%)
Puts: 203,072 (58%)
Prior 7-Day Average 50,003
Calls: 20,993 (42%)
Puts: 29,010 (58%)
Current vs Prior 7-Day Avg +34.51%
Calls: +103.75%
Puts: -15.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $87.79M
Calls: $65.29M (74%)
Puts: $22.50M (26%)
Prior (08/05) $155.91M
Calls: $115.43M (74%)
Puts: $40.48M (26%)
Current vs Prior -43.69%
Calls: -43.44%
Puts: -44.42%
Prior 7-Day Total $780.05M
Calls: $432.54M (55%)
Puts: $347.51M (45%)
Prior 7-Day Average $111.44M
Calls: $61.79M (55%)
Puts: $49.64M (45%)
Current vs Prior 7-Day Avg -21.22%
Calls: +5.67%
Puts: -54.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.57
Prior (08/05) 0.79
Current vs Prior -27.50%
Prior 7-Day Average 1.77
Current vs Prior 7-Day Avg -67.66%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 213,088
Calls: 106,566 (50%)
Puts: 106,522 (50%)
Prior (08/05) 357,589
Calls: 159,851 (45%)
Puts: 197,738 (55%)
Current vs Prior -40.41%
Prior 7-Day Total 1,559,891
Calls: 716,483 (46%)
Puts: 843,408 (54%)
Prior 7-Day Average 222,841
Calls: 102,354 (46%)
Puts: 120,486 (54%)
Current vs Prior 7-Day Avg -4.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.05% | 4.32%5.89% | 9.86%
Prior 2.93% | 5.05%6.34% | 10.10%
Current vs Prior -30.01% | -14.47%-7.10% | -2.37%
Prior 7-Day Avg 4.64% | 7.69%8.86% | 11.94%
Current vs 7-Day Avg -55.85% | -43.75%-33.58% | -17.37%
Prior 7-Day Eod 2.93% | 5.05%6.34% | 10.10%
Current vs 7-Day Eod -30.01% | -14.47%-7.10% | -2.37%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Prior 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 22.34% | 19.61%
Calls: 18.81% | 17.85%
Puts: 25.86% | 21.36%
Current vs 7-Day Avg +21.69% | +9.04%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($65.29M). Bullish P/C ratio of 0.57. P/C ratio dropping 28% - sentiment shifting bullish. Declining open interest (down 40%) indicates positions being closed.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 72 of results (avg 7.9%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$960.00Aug 21228.85237.70$233.273.8%201.00--
$970.00Aug 21218.90227.75$223.334.0%201.00--
$970.00Sep 18221.35233.45$227.405.3%10.94--
$960.00Sep 18230.85243.70$237.275.4%100.94152
$1060.00Sep 18143.15151.65$147.405.8%270.84330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1410.00Aug 14212.80226.00$219.406.0%10.93--
$1340.00Sep 18154.85165.65$160.256.7%100.8232
$1290.00Sep 18114.35122.70$118.537.0%20.73--
$1300.00Sep 18121.00130.05$125.537.2%120.75205
$1320.00Sep 18137.30148.80$143.058.0%100.7984

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. 232 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$970.00Aug 7214.90230.50$222.707.0%21.001
$1000.00Aug 7185.00200.20$192.607.9%271.0037
$1010.00Aug 7175.00191.00$183.008.7%21.007
$1020.00Aug 7165.00181.00$173.009.2%61.0011
$1025.00Aug 7160.00176.00$168.009.5%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1315.00Aug 7118.45130.00$124.239.3%31.00--
$1320.00Aug 7124.25135.00$129.638.3%11.00--
$1280.00Aug 784.0092.00$88.009.1%40.9913
$1270.00Aug 774.0082.00$78.0010.3%50.98--
$1260.00Aug 764.1572.00$68.0811.5%100.96--

Most actively traded options today. High liquidity = easy entry/exit. 688 active (total vol 48.5K, top 5.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1220.00Aug 72.613.05$2.8315.5%5.6K0.18803
$1240.00Aug 70.801.07$0.9428.7%5.6K0.07148
$1200.00Aug 77.009.00$8.0025.0%3.2K0.391.8K
$1300.00Aug 70.010.05$0.03133.3%2.6K0.001.3K
$1250.00Aug 70.550.70$0.6323.8%1.9K0.051.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1120.00Aug 70.150.47$0.31103.2%6190.02161
$1000.00Aug 70.000.04$0.02200.0%4350.00824
$1160.00Aug 71.273.20$2.2486.2%4050.1497
$1150.00Aug 71.001.83$1.4258.5%3500.09225
$1070.00Aug 140.431.32$0.88101.1%3270.0366

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 152 strikes (avg 106.8%, max 619.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1395.00Aug 7Aug 14220.8%59.1%273.6%1.3K136
$1420.00Aug 7Sep 18127.0%35.9%253.5%441.2K
$1040.00Aug 7Sep 18115.2%36.1%219.6%38848
$1000.00Aug 7Sep 18114.6%36.6%213.3%28442
$970.00Aug 7Sep 18119.7%38.2%213.2%31
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$965.00Aug 7Sep 11288.5%40.1%619.0%4446
$990.00Aug 7Sep 18219.1%37.0%492.0%60508
$960.00Aug 7Sep 18228.4%38.8%489.3%39520
$1010.00Aug 7Sep 18162.5%36.9%339.8%24410
$1005.00Aug 7Sep 4149.7%39.3%281.2%8196

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 403 found (best R:R 284.71, avg 7.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1380.00$1420.00Sep 4$0.14$39.86$0.14284.71$1380.14
$1240.00$1245.00Aug 7$0.12$4.88$0.1240.67$1240.12
$1360.00$1380.00Aug 28$0.49$19.51$0.4939.82$1360.49
$1310.00$1315.00Aug 14$0.14$4.86$0.1434.71$1310.14
$1360.00$1380.00Aug 21$0.60$19.40$0.6032.33$1360.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1000.00$990.00Aug 21$0.15$9.85$0.1565.67$999.85
$1015.00$1005.00Sep 4$0.15$9.85$0.1565.67$1014.85
$1075.00$1065.00Sep 4$0.15$9.85$0.1565.67$1074.85
$1010.00$1000.00Aug 14$0.19$9.81$0.1951.63$1009.81
$985.00$980.00Aug 7$0.10$4.90$0.1049.00$984.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 522 found (best R:R 199.00, avg 3.13)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1020.00$1040.00Aug 21$19.90$19.90$0.10199.00$1039.90
$1010.00$1050.00Aug 14$39.70$39.70$0.30132.33$1049.70
$960.00$970.00Sep 18$9.87$9.87$0.1375.92$969.87
$1000.00$1020.00Aug 21$19.68$19.68$0.3261.50$1019.68
$1050.00$1060.00Aug 21$9.82$9.82$0.1854.56$1059.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1410.00$1300.00Aug 14$108.40$108.40$1.6067.75$1301.60
$1260.00$1250.00Aug 7$9.58$9.58$0.4222.81$1250.42
$1235.00$1230.00Aug 7$4.78$4.78$0.2221.73$1230.22
$1250.00$1240.00Aug 7$9.50$9.50$0.5019.00$1240.50
$1300.00$1270.00Aug 14$27.90$27.90$2.1013.29$1272.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 145 found (avg debit $6.23, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Aug 7Aug 14$0.15114.6%51.0%
$1420.00Aug 7Aug 14$0.23127.0%50.9%
$1400.00Aug 7Aug 14$0.28104.5%47.2%
$1370.00Aug 7Aug 14$0.31113.7%44.5%
$1405.00Aug 7Aug 14$0.35129.3%51.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1035.00Aug 7Aug 14$0.17123.2%44.7%
$980.00Aug 7Aug 14$0.25129.1%56.2%
$1000.00Aug 7Aug 14$0.26114.6%51.0%
$1020.00Aug 7Aug 14$0.30100.4%46.7%
$1025.00Aug 7Aug 14$0.30112.9%46.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 207 found (cheapest 1.99% of stock, avg 8.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1190.00Aug 7$12.18$11.50$23.68$1166.32$1213.681.99%
$1192.50Aug 7$11.65$12.23$23.88$1168.62$1216.382.00%
$1200.00Aug 7$8.00$16.00$24.00$1176.00$1224.002.01%
$1195.00Aug 7$10.15$13.90$24.05$1170.95$1219.052.02%
$1185.00Aug 7$15.48$8.73$24.21$1160.79$1209.212.03%
$1202.50Aug 7$6.00$18.20$24.20$1178.30$1226.702.03%
$1177.50Aug 7$19.90$6.43$26.33$1151.17$1203.832.21%
$1175.00Aug 7$21.73$4.78$26.51$1148.49$1201.512.22%
$1180.00Aug 7$18.98$7.68$26.66$1153.34$1206.662.24%
$1172.50Aug 7$23.68$4.43$28.11$1144.39$1200.612.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.90% of stock, avg 4.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1202.50$1175.00Aug 7$6.00$4.78$10.78$1164.22$1213.28
$1205.00$1175.00Aug 7$6.35$4.78$11.13$1163.87$1216.13
$1202.50$1177.50Aug 7$6.00$6.43$12.43$1165.07$1214.93
$1200.00$1175.00Aug 7$8.00$4.78$12.78$1162.22$1212.78
$1205.00$1177.50Aug 7$6.35$6.43$12.78$1164.72$1217.78
$1202.50$1180.00Aug 7$6.00$7.68$13.68$1166.32$1216.18
$1205.00$1180.00Aug 7$6.35$7.68$14.03$1165.97$1219.03
$1200.00$1177.50Aug 7$8.00$6.43$14.43$1163.07$1214.43
$1202.50$1185.00Aug 7$6.00$8.73$14.73$1170.27$1217.23
$1195.00$1175.00Aug 7$10.15$4.78$14.93$1160.07$1209.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 327 found (best R:R 82.33, avg credit $9.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
990/10001060/1070Aug 21$9.88$0.1282.33$990.12$1069.88
1030/10401070/1080Aug 21$9.84$0.1661.50$1030.16$1079.84
1025/10301060/1070Aug 28$9.84$0.1661.50$1020.16$1069.84
1000/10101080/1090Aug 14$9.76$0.2440.67$1000.24$1089.76
1090/10951110/1115Aug 14$4.88$0.1240.67$1090.12$1114.88
1005/10101030/1035Aug 7$4.87$0.1337.46$1005.13$1034.87
980/9851000/1010Aug 7$9.70$0.3032.33$975.30$1009.70
990/10001080/1090Sep 18$9.70$0.3032.33$990.30$1089.70
1035/10401080/1090Aug 14$9.67$0.3329.30$1030.33$1089.67
1050/10601080/1090Aug 21$9.67$0.3329.30$1050.33$1089.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 262 found (best R:R 165.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1320.00$1340.00$1360.00Sep 18$0.12$19.88165.67
$1320.00$1340.00$1360.00Aug 28$0.17$19.83116.65
$1050.00$1060.00$1070.00Aug 21$0.09$9.91110.11
$1320.00$1325.00$1330.00Aug 7$0.06$4.9482.33
$1240.00$1250.00$1260.00Sep 11$0.13$9.8775.92
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1240.00$1250.00$1260.00Aug 7$0.08$9.92124.00
$1260.00$1270.00$1280.00Aug 7$0.08$9.92124.00
$970.00$980.00$990.00Sep 18$0.08$9.92124.00
$980.00$990.00$1000.00Aug 21$0.09$9.91110.11
$970.00$980.00$990.00Aug 21$0.10$9.9099.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 243 found (best net $-2.60, 211 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1340.00$1400.001:2Sep 11-$1.92$58.08
$1380.00$1420.001:2Sep 4-$3.57$36.43
$1380.00$1400.001:2Aug 28-$0.43$19.57
$1340.00$1360.001:2Aug 28-$1.02$18.98
$1360.00$1380.001:2Aug 21-$1.46$18.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1410.00$1300.001:2Aug 14-$2.60$107.40
$1270.00$1225.001:2Aug 14-$9.90$35.10
$995.00$955.001:2Sep 4-$7.59$32.41
$990.00$960.001:2Aug 28-$1.76$28.24
$1000.00$980.001:2Aug 14-$0.28$19.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 150 found (best yield 4.19%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1200.00Sep 18$50.000.500.7%4.19%4.87%981.3K
$1195.00Sep 11$47.000.510.3%3.94%4.20%22
$1210.00Sep 18$45.000.471.5%3.78%5.29%6192
$1200.00Sep 11$44.000.490.7%3.69%4.37%418
$1195.00Sep 4$42.000.500.3%3.52%3.78%4--
$1220.00Sep 18$41.000.442.4%3.44%5.79%3071.6K
$1200.00Sep 4$40.000.490.7%3.36%4.03%3945
$1210.00Sep 11$40.000.471.5%3.36%4.87%31
$1205.00Sep 4$37.000.471.1%3.10%4.20%72
$1230.00Sep 18$36.800.413.2%3.09%6.28%50672

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 42,773
Total Puts 24,488
Put/Call Ratio 0.57
Net Difference 18,285

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 146,951
Total Puts 203,072
Average Put/Call Ratio 1.77
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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