Tour v531
LLY
ELI LILLY AND CO
$1273.46 -2.54%
$1278.00 (+0.36%)🌙
as of 10/23 06:36 PM
◀ 10/23 18:36 ▶

Option Volume

Detail
ℹ
Current (10/23) 32,402
Calls: 14,928 (46%)
Puts: 17,474 (54%)
Prior (10/22) 38,858
Calls: 21,666 (56%)
Puts: 17,192 (44%)
Current vs Prior -16.61%
Calls: -31.10% (Calls)
Puts: +1.64% (Puts)
Prior 7-Day Total 266,637
Calls: 138,061 (52%)
Puts: 128,576 (48%)
Prior 7-Day Average 38,091
Calls: 19,723 (52%)
Puts: 18,368 (48%)
Current vs Prior 7-Day Avg -14.94%
Calls: -24.31%
Puts: -4.87%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/23) $76.15M
Calls: $50.98M (67%)
Puts: $25.17M (33%)
Prior (10/22) $102.58M
Calls: $71.76M (70%)
Puts: $30.82M (30%)
Current vs Prior -25.77%
Calls: -28.95%
Puts: -18.35%
Prior 7-Day Total $690.38M
Calls: $474.68M (69%)
Puts: $215.71M (31%)
Prior 7-Day Average $98.63M
Calls: $67.81M (69%)
Puts: $30.82M (31%)
Current vs Prior 7-Day Avg -22.79%
Calls: -24.82%
Puts: -18.33%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 1.17
Prior (10/22) 0.79
Current vs Prior +47.52%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +5.90%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/23) 165,647
Calls: 81,894 (49%)
Puts: 83,753 (51%)
Prior (10/22) 174,685
Calls: 95,842 (55%)
Puts: 78,843 (45%)
Current vs Prior -5.17%
Prior 7-Day Total 1,218,908
Calls: 638,069 (52%)
Puts: 580,839 (48%)
Prior 7-Day Average 174,129
Calls: 91,152 (52%)
Puts: 82,977 (48%)
Current vs Prior 7-Day Avg -4.87%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 0.50% | 6.67%9.05% | 11.66%
Prior 1.84% | 7.05%9.18% | 12.30%
Current vs Prior +262.65% | +5.09%-1.44% | -5.19%
Prior 7-Day Avg 2.69% | 6.66%6.28% | 11.60%
Current vs 7-Day Avg +148.16% | +11.15%+44.00% | +0.52%
Prior 7-Day Eod 1.84% | 7.05%9.18% | 12.30%
Current vs 7-Day Eod +262.65% | +5.09%-1.44% | -5.19%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 28.25% | 12.96%
Calls: 29.77% | 12.21%
Puts: 26.73% | 13.72%
Prior 28.25% | 12.96%
Calls: 29.77% | 12.21%
Puts: 26.73% | 13.72%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 28.03% | 14.89%
Calls: 28.97% | 15.07%
Puts: 27.09% | 14.71%
Current vs 7-Day Avg +0.79% | -12.95%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($50.98M). Slightly bearish P/C ratio of 1.17. P/C ratio rising 48% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 26 of results (avg 7.1%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1040.00Oct 30229.15240.55$234.854.9%11.00--
$1100.00Oct 30172.55181.15$176.854.9%21.0028
$1020.00Oct 30249.00262.45$255.735.3%11.00--
$1070.00Nov 20205.30216.65$210.985.4%200.9736
$1300.00Oct 3030.0031.70$30.855.5%2080.42435
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1420.00Nov 27150.95163.10$157.027.7%10.816
$1400.00Oct 30126.15137.30$131.738.5%20.87--
$1385.00Oct 30113.15125.05$119.1010.0%10.84--

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. 164 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Oct 23167.90179.85$173.886.9%51.00--
$1110.00Oct 23157.60168.85$163.236.9%11.00--
$1140.00Oct 23127.40140.85$134.1310.0%11.00--
$1150.00Oct 23117.40131.90$124.6511.6%41.0085
$1155.00Oct 23112.40126.15$119.2811.5%161.0053
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1275.00Oct 230.273.45$1.86171.0%3671.00122
$1335.00Oct 2356.5064.55$60.5313.3%11.003
$1345.00Oct 2364.0075.80$69.9016.9%141.00--
$1360.00Oct 2379.7593.10$86.4315.4%61.00--
$1380.00Oct 2398.15112.40$105.2813.5%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 553 active (total vol 22.1K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Oct 230.000.01$0.01100.0%6020.00659
$1280.00Oct 230.020.28$0.15173.3%5370.11140
$1310.00Oct 230.000.13$0.07185.7%4690.01295
$1285.00Oct 230.000.53$0.27196.3%4490.09378
$1480.00Oct 300.332.14$1.24146.0%4340.0395
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Oct 230.000.05$0.03166.7%1.3K0.01541
$1260.00Oct 230.000.54$0.27200.0%9690.06329
$1270.00Oct 230.040.63$0.34173.5%8410.14280
$1265.00Oct 230.001.04$0.52200.0%6850.12223
$1255.00Oct 230.001.00$0.50200.0%6550.08161

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 11.2%, max 11.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1160.00Nov 13Nov 2044.3%39.8%11.2%612
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 317 found (best R:R 10.03, avg 6.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1215.00$1220.00Oct 30$1.19$3.81$1.1976%3.20$1216.19
$1200.00$1240.00Nov 27$24.82$15.18$24.8272%0.61$1224.82
$1180.00$1200.00Nov 20$12.87$7.13$12.8778%0.55$1192.87
$1400.00$1440.00Dec 4$5.07$34.93$5.0723%6.89$1405.07
$1260.00$1270.00Nov 6$3.35$6.65$3.3556%1.99$1263.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1277.50$1270.00Nov 6$0.68$6.82$0.6849%10.03$1276.82
$1310.00$1305.00Nov 6$0.53$4.47$0.5360%8.43$1309.47
$1185.00$1175.00Nov 27$0.30$9.70$0.3025%32.33$1184.70
$1340.00$1320.00Nov 20$10.82$9.18$10.8266%0.85$1329.18
$1310.00$1305.00Oct 30$1.40$3.60$1.4062%2.57$1308.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 276 found (best R:R 1.40, avg 0.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1375.00$1380.00Oct 23$2.74$2.74$2.2691%1.21$1377.74
$1340.00$1360.00Nov 27$9.00$9.00$11.0064%0.82$1349.00
$1320.00$1325.00Nov 13$4.23$4.23$0.7761%5.49$1324.23
$1385.00$1400.00Oct 23$2.44$2.44$12.5692%0.19$1387.44
$1340.00$1400.00Dec 4$18.25$18.25$41.7564%0.44$1358.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1245.00$1230.00Nov 13$8.74$8.74$6.2661%1.40$1236.26
$1205.00$1200.00Oct 23$3.42$3.42$1.5888%2.16$1201.58
$1190.00$1185.00Nov 6$3.85$3.85$1.1577%3.35$1186.15
$1055.00$1050.00Nov 13$2.97$2.97$2.0393%1.46$1052.03
$1035.00$1030.00Nov 13$2.82$2.82$2.1894%1.29$1032.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $6.48, cheapest $4.38)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1282.50Oct 30Nov 6$7.8559.1%49.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1277.50Oct 30Nov 6$4.3860.0%47.8%
$1267.50Oct 30Nov 6$7.2058.1%48.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 132 found (cheapest 0.22% of stock, avg 7.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1275.00Oct 23$0.96$1.86$2.82$1272.18$1277.820.22%
$1270.00Oct 23$4.52$0.34$4.86$1265.14$1274.860.38%
$1280.00Oct 23$0.15$5.33$5.48$1274.52$1285.480.43%
$1285.00Oct 23$0.27$9.90$10.17$1274.83$1295.170.80%
$1265.00Oct 23$10.43$0.52$10.95$1254.05$1275.950.86%
$1260.00Oct 23$14.28$0.27$14.55$1245.45$1274.551.14%
$1290.00Oct 23$0.01$14.98$14.99$1275.01$1304.991.18%
$1295.00Oct 23$0.01$19.02$19.03$1275.97$1314.031.49%
$1255.00Oct 23$20.20$0.50$20.70$1234.30$1275.701.63%
$1250.00Oct 23$23.75$0.03$23.78$1226.22$1273.781.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.04% of stock, avg 6.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1280.00$1270.00Oct 23$0.15$0.34$0.49$1269.51$1280.49
$1280.00$1265.00Oct 23$0.15$0.52$0.67$1264.33$1280.67
$1285.00$1270.00Oct 23$0.27$0.34$0.61$1269.39$1285.61
$1285.00$1265.00Oct 23$0.27$0.52$0.79$1264.21$1285.79
$1280.00$1230.00Oct 23$0.15$2.45$2.60$1227.40$1282.60
$1280.00$1215.00Oct 23$0.15$2.55$2.70$1212.30$1282.70
$1285.00$1230.00Oct 23$0.27$2.45$2.72$1227.28$1287.72
$1285.00$1215.00Oct 23$0.27$2.55$2.82$1212.18$1287.82
$1385.00$1270.00Oct 23$2.45$0.34$2.79$1267.21$1387.79
$1385.00$1265.00Oct 23$2.45$0.52$2.97$1262.03$1387.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 60 found (best R:R 15.13, avg credit $5.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1190/11921375/1380Oct 23$4.69$0.3183%15.13$1187.81$1379.69
1050/10551385/1400Oct 23$4.82$10.1888%0.47$1050.18$1389.82
1200/12051385/1400Oct 23$5.86$9.1480%0.64$1199.14$1390.86
1140/11421385/1400Oct 23$4.88$10.1286%0.48$1137.62$1389.88
1160/11651385/1400Oct 23$4.88$10.1285%0.48$1160.12$1389.88
1200/12051285/1290Oct 23$3.68$1.3280%2.79$1201.32$1288.68
1180/11851385/1400Oct 23$4.98$10.0284%0.50$1180.02$1389.98
1208/12101375/1380Oct 23$2.97$2.0389%1.46$1207.03$1377.97
1050/10551285/1290Oct 23$2.64$2.3687%1.12$1052.36$1287.64
1210/12151385/1400Oct 23$4.74$10.2682%0.46$1210.26$1389.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 171 found (best R:R 4.38, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1275.00$1280.00$1285.00Oct 23$0.93$4.0792%4.38
$1270.00$1275.00$1280.00Oct 23$2.75$2.2589%0.82
$1460.00$1480.00$1500.00Nov 20$0.32$19.684%61.50
$1230.00$1235.00$1240.00Oct 23$0.15$4.858%32.33
$1270.00$1275.00$1280.00Nov 6$0.12$4.884%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1265.00$1270.00$1275.00Oct 23$1.70$3.3088%1.94
$1270.00$1275.00$1280.00Oct 23$1.95$3.0579%1.56
$1120.00$1140.00$1160.00Nov 13$0.59$19.417%32.90
$1250.00$1255.00$1260.00Oct 30$0.06$4.944%82.33
$1225.00$1230.00$1235.00Oct 30$0.10$4.903%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 184 found (best net $-8.01, 155 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1160.00$1245.001:2Nov 13-$8.01$76.99
$1340.00$1400.001:2Dec 4-$1.17$58.83
$1280.00$1285.001:2Oct 23-$0.39$4.61
$1500.00$1520.001:2Oct 30-$0.33$19.67
$1355.00$1360.001:2Oct 23$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1420.00$1340.001:2Nov 27-$34.08$45.92
$1285.00$1280.001:2Oct 23-$0.76$4.24
$1140.00$1100.001:2Dec 4-$2.27$37.73
$1265.00$1260.001:2Oct 23-$0.02$4.98
$1290.00$1285.001:2Oct 23-$4.82$0.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 122 found (best yield 4.05%, avg 1.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1290.00Dec 4$51.550.481.3%4.05%5.35%2--
$1275.00Nov 27$55.300.520.1%4.34%4.46%310
$1285.00Nov 27$50.300.490.9%3.95%4.86%2--
$1295.00Nov 27$45.600.471.7%3.58%5.27%936
$1300.00Nov 27$43.300.452.1%3.40%5.48%298
$1305.00Nov 27$41.100.442.5%3.23%5.70%28
$1300.00Nov 20$42.900.442.1%3.37%5.45%1301.5K
$1310.00Nov 27$39.000.432.9%3.06%5.93%1--
$1330.00Dec 4$33.050.384.4%2.60%7.04%3--
$1320.00Nov 27$34.950.413.6%2.74%6.40%1034

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 14,928
Total Puts 17,474
Put/Call Ratio 1.17
Net Difference -2,546

Prior's Put/Call Breakdown

Total Calls 21,666
Total Puts 17,192
Put/Call Ratio 0.79
Net Difference 4,474

Prior 7-Day Put/Call Summary

Total Calls 138,061
Total Puts 128,576
Average Put/Call Ratio 1.11
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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