Tour v528
LLY
ELI LILLY AND CO
$1152.93 +0.04%
$1153.40 (+0.04%)🌙
as of 09/18 06:42 PM
9/18 18:42

Option Volume

Detail
Current (09/18) 31,003
Calls: 17,092 (55%)
Puts: 13,911 (45%)
Prior (09/15) 25,428
Calls: 8,731 (34%)
Puts: 16,697 (66%)
Current vs Prior +21.92%
Calls: +95.76% (Calls)
Puts: -16.69% (Puts)
Prior 7-Day Total 205,885
Calls: 107,811 (52%)
Puts: 98,074 (48%)
Prior 7-Day Average 29,412
Calls: 15,401 (52%)
Puts: 14,010 (48%)
Current vs Prior 7-Day Avg +5.41%
Calls: +10.98%
Puts: -0.71%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $41.72M
Calls: $30.30M (73%)
Puts: $11.42M (27%)
Prior (09/15) $39.36M
Calls: $16.20M (41%)
Puts: $23.16M (59%)
Current vs Prior +5.99%
Calls: +87.05%
Puts: -50.69%
Prior 7-Day Total $392.31M
Calls: $220.82M (56%)
Puts: $171.49M (44%)
Prior 7-Day Average $56.04M
Calls: $31.55M (56%)
Puts: $24.50M (44%)
Current vs Prior 7-Day Avg -25.55%
Calls: -3.94%
Puts: -53.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.81
Prior (09/15) 1.91
Current vs Prior -57.44%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg -17.01%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/18) 150,271
Calls: 79,205 (53%)
Puts: 71,066 (47%)
Prior (09/15) 167,378
Calls: 83,513 (50%)
Puts: 83,865 (50%)
Current vs Prior -10.22%
Prior 7-Day Total 1,277,474
Calls: 671,970 (53%)
Puts: 605,504 (47%)
Prior 7-Day Average 182,496
Calls: 95,995 (53%)
Puts: 86,500 (47%)
Current vs Prior 7-Day Avg -17.66%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 0.95% | 3.52%0.95% | 7.17%
Prior 2.86% | 4.36%2.86% | 8.05%
Current vs Prior +22.95% | +16.82%-66.81% | -10.96%
Prior 7-Day Avg 2.81% | 4.64%4.01% | 8.55%
Current vs 7-Day Avg +25.39% | +9.68%-76.27% | -16.21%
Prior 7-Day Eod 2.86% | 4.36%2.86% | 8.05%
Current vs 7-Day Eod +22.95% | +16.82%-66.81% | -10.96%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.77% | 30.80%
Calls: 20.35% | 18.04%
Puts: 23.20% | 43.56%
Prior 21.77% | 30.80%
Calls: 20.35% | 18.04%
Puts: 23.20% | 43.56%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 21.77% | 30.80%
Calls: 20.35% | 18.04%
Puts: 23.20% | 43.56%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($30.30M). P/C ratio dropping 57% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
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 27 of results (avg 7.6%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 25149.35157.30$153.325.2%21.006
$1160.00Oct 1637.0039.30$38.156.0%7950.49458
$950.00Sep 18196.80210.20$203.506.6%11.00187
$930.00Sep 18215.05229.70$222.386.6%31.0059
$1060.00Sep 1889.2095.30$92.256.6%51.00221
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1240.00Oct 1695.00100.25$97.635.4%20.77--
$1380.00Oct 30222.50235.55$229.035.7%20.90--
$1320.00Oct 30170.00180.30$175.155.9%20.821
$1360.00Oct 16200.40215.10$207.757.1%10.94--
$1275.00Oct 30131.70141.85$136.777.4%20.76--

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. 126 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$930.00Sep 18215.05229.70$222.386.6%31.0059
$950.00Sep 18196.80210.20$203.506.6%11.00187
$970.00Sep 18174.55188.55$181.557.7%11.00--
$1000.00Sep 18147.20157.50$152.356.8%141.00356
$1010.00Sep 18135.05146.75$140.908.3%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Sep 1842.7051.65$47.1819.0%101.00--
$1210.00Sep 1850.2063.10$56.6522.8%171.0017
$1220.00Sep 1863.6572.65$68.1513.2%31.00117
$1255.00Sep 1895.30107.95$101.6312.4%11.00--
$1180.00Sep 1821.5030.50$26.0034.6%151.00212

Most actively traded options today. High liquidity = easy entry/exit. 488 active (total vol 23.4K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1150.00Sep 183.309.05$6.1893.0%8800.86306
$1165.00Sep 180.101.31$0.71170.4%8100.12210
$1160.00Oct 1637.0039.30$38.156.0%7950.49458
$1160.00Sep 180.181.08$0.63142.9%7400.15600
$1155.00Sep 180.352.40$1.38148.6%7090.32126
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1020.00Sep 180.000.01$0.01100.0%1.2K0.00471
$1035.00Oct 232.5313.00$7.77134.7%8510.13--
$1140.00Sep 180.001.20$0.60200.0%4800.12827
$1060.00Sep 180.010.04$0.03100.0%4200.00387
$1050.00Sep 250.110.97$0.54159.3%3530.03580

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 138.1%, max 250.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1145.00Sep 18Oct 30102.8%36.1%185.1%48699
$1160.00Sep 18Oct 3092.6%39.4%135.1%747600
$1155.00Sep 18Oct 3078.1%36.2%115.9%714128
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1145.00Sep 18Oct 23102.8%29.4%250.0%9572
$1160.00Sep 18Oct 3092.6%39.4%135.1%122375
$1155.00Sep 18Oct 3078.1%36.2%115.9%2852
$1150.00Sep 18Oct 3046.3%35.6%29.8%168483

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 283 found (best R:R 7.77, avg 8.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1145.00$1150.00Sep 18$0.57$4.43$0.5785%7.77$1145.57
$1095.00$1100.00Sep 25$1.98$3.02$1.9888%1.53$1096.98
$1160.00$1170.00Oct 30$2.55$7.45$2.5550%2.92$1162.55
$1300.00$1320.00Oct 30$1.40$18.60$1.4020%13.29$1301.40
$1270.00$1300.00Oct 23$1.97$28.03$1.9717%14.23$1271.97
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1180.00$1170.00Oct 16$3.28$6.72$3.2859%2.05$1176.72
$1150.00$1140.00Oct 16$2.58$7.42$2.5847%2.88$1147.42
$1110.00$1100.00Oct 23$1.55$8.45$1.5532%5.45$1108.45
$1130.00$1125.00Oct 9$0.40$4.60$0.4037%11.50$1129.60
$1170.00$1165.00Sep 25$1.69$3.31$1.6963%1.96$1168.31

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 246 found (best R:R 17.52, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1195.00$1200.00Oct 9$4.73$4.73$0.2765%17.52$1199.73
$1295.00$1305.00Oct 2$2.49$2.49$7.5192%0.33$1297.49
$1205.00$1210.00Oct 23$3.72$3.72$1.2865%2.91$1208.72
$1190.00$1195.00Oct 23$3.85$3.85$1.1560%3.35$1193.85
$1315.00$1320.00Oct 23$2.20$2.20$2.8086%0.79$1317.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1070.00$1065.00Oct 30$4.00$4.00$1.0074%4.00$1066.00
$1035.00$1030.00Oct 9$2.84$2.84$2.1689%1.31$1032.16
$1095.00$1090.00Oct 9$3.45$3.45$1.5576%2.23$1091.55
$1005.00$975.00Oct 9$3.45$3.45$26.5591%0.13$1001.55
$1085.00$1080.00Oct 23$3.20$3.20$1.8075%1.78$1081.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $13.37, cheapest $14.97)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1155.00Sep 18Sep 25$16.5578.1%30.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1155.00Sep 18Sep 25$14.9778.1%30.4%
$1150.00Sep 18Sep 25$15.9546.3%28.5%
$1175.00Oct 2Oct 9$6.0231.6%32.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 0.53% of stock, avg 5.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1155.00Sep 18$1.38$4.78$6.16$1148.84$1161.160.53%
$1150.00Sep 18$6.18$0.93$7.11$1142.89$1157.110.62%
$1145.00Sep 18$6.75$1.19$7.94$1137.06$1152.940.69%
$1160.00Sep 18$0.63$8.05$8.68$1151.32$1168.680.75%
$1165.00Sep 18$0.71$12.68$13.39$1151.61$1178.391.16%
$1140.00Sep 18$13.03$0.60$13.63$1126.37$1153.631.18%
$1135.00Sep 18$16.93$0.49$17.42$1117.58$1152.421.51%
$1170.00Sep 18$0.13$18.92$19.05$1150.95$1189.051.65%
$1130.00Sep 18$22.70$0.09$22.79$1107.21$1152.791.98%
$1180.00Sep 18$0.01$26.00$26.01$1153.99$1206.012.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.10% of stock, avg 4.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1165.00$1135.00Sep 18$0.71$0.49$1.20$1133.80$1166.20
$1160.00$1135.00Sep 18$0.63$0.49$1.12$1133.88$1161.12
$1165.00$1140.00Sep 18$0.71$0.60$1.31$1138.69$1166.31
$1160.00$1140.00Sep 18$0.63$0.60$1.23$1138.77$1161.23
$1160.00$1145.00Sep 18$0.63$1.19$1.82$1143.18$1161.82
$1160.00$1150.00Sep 18$0.63$0.93$1.56$1148.44$1161.56
$1165.00$1145.00Sep 18$0.71$1.19$1.90$1143.10$1166.90
$1165.00$1150.00Sep 18$0.71$0.93$1.64$1148.36$1166.64
$1155.00$1150.00Sep 18$1.38$0.93$2.31$1147.69$1157.31
$1155.00$1135.00Sep 18$1.38$0.49$1.87$1133.13$1156.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 296 found (best R:R 11.82, avg credit $2.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1030/10351230/1235Oct 9$4.61$0.3966%11.82$1030.39$1234.61
945/9501250/1255Oct 30$4.27$0.7363%5.85$945.73$1254.27
1060/10651230/1235Oct 9$4.35$0.6561%6.69$1060.65$1234.35
1030/10351250/1255Oct 30$4.75$0.2551%19.00$1030.25$1254.75
1075/10801210/1215Oct 9$4.62$0.3853%12.16$1075.38$1214.62
1000/10051250/1255Oct 30$4.40$0.6057%7.33$1000.60$1254.40
1030/10351220/1225Oct 9$3.91$1.0964%3.59$1031.09$1223.91
1090/10951220/1225Oct 9$4.52$0.4851%9.42$1090.48$1224.52
955/9601250/1255Oct 30$3.78$1.2262%3.10$956.22$1253.78
1100/11101195/1200Oct 9$8.23$1.7736%4.65$1101.77$1203.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 148 found (best R:R 23.27, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1265.00$1280.00$1295.00Oct 30$0.08$14.925%186.50
$1260.00$1280.00$1300.00Oct 16$0.50$19.507%39.00
$1200.00$1205.00$1210.00Oct 2$0.10$4.904%49.00
$1205.00$1210.00$1215.00Sep 25$0.14$4.865%34.71
$1280.00$1300.00$1320.00Oct 16$0.59$19.416%32.90
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1200.00$1225.00$1250.00Oct 30$1.03$23.9711%23.27
$1040.00$1050.00$1060.00Oct 23$0.11$9.893%89.91
$940.00$950.00$960.00Oct 16$0.07$9.931%141.86
$1085.00$1090.00$1095.00Oct 30$0.10$4.902%49.00
$1050.00$1060.00$1070.00Oct 16$0.29$9.715%33.48

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 211 found (best net $-27.38, 182 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1100.00$1145.001:2Oct 23-$21.47$23.53
$1140.00$1145.001:2Sep 18-$0.47$4.53
$1320.00$1360.001:2Oct 23-$1.95$38.05
$1250.00$1275.001:2Oct 9-$1.78$23.22
$1275.00$1305.001:2Oct 9-$1.48$28.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1320.00$1240.001:2Oct 16-$27.38$52.62
$1240.00$1200.001:2Sep 25-$15.38$24.62
$1160.00$1155.001:2Sep 18-$1.51$3.49
$1165.00$1160.001:2Sep 18-$3.42$1.58
$1080.00$1060.001:2Oct 2-$1.17$18.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 119 found (best yield 4.34%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1170.00Oct 30$50.050.481.5%4.34%5.82%44
$1175.00Oct 30$47.400.471.9%4.11%6.03%4--
$1190.00Oct 30$41.700.433.2%3.62%6.83%2--
$1215.00Oct 30$33.650.385.4%2.92%8.30%175
$1205.00Oct 30$36.350.394.5%3.15%7.67%284
$1200.00Oct 30$37.000.414.1%3.21%7.29%2--
$1155.00Oct 30$54.650.520.2%4.74%4.92%52
$1210.00Oct 30$34.000.385.0%2.95%7.90%1--
$1160.00Oct 30$51.700.510.6%4.48%5.10%7--
$1250.00Oct 30$24.550.308.4%2.13%10.55%215

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 17,092
Total Puts 13,911
Put/Call Ratio 0.81
Net Difference 3,181

Prior's Put/Call Breakdown

Total Calls 8,731
Total Puts 16,697
Put/Call Ratio 1.91
Net Difference -7,966

Prior 7-Day Put/Call Summary

Total Calls 107,811
Total Puts 98,074
Average Put/Call Ratio 0.98
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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