Tour v531
LLY
ELI LILLY AND CO
$1279.14 +0.45%
$1282.76 (+0.28%)🌙
as of 10/26 06:37 PM
◀ 10/26 18:37 ▶

Option Volume

Detail
ℹ
Current (10/26) 23,212
Calls: 11,425 (49%)
Puts: 11,787 (51%)
Prior (10/23) 32,402
Calls: 14,928 (46%)
Puts: 17,474 (54%)
Current vs Prior -28.36%
Calls: -23.47% (Calls)
Puts: -32.55% (Puts)
Prior 7-Day Total 275,655
Calls: 142,962 (52%)
Puts: 132,693 (48%)
Prior 7-Day Average 39,379
Calls: 20,423 (52%)
Puts: 18,956 (48%)
Current vs Prior 7-Day Avg -41.06%
Calls: -44.06%
Puts: -37.82%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/26) $62.47M
Calls: $42.53M (68%)
Puts: $19.94M (32%)
Prior (10/23) $76.15M
Calls: $50.98M (67%)
Puts: $25.17M (33%)
Current vs Prior -17.96%
Calls: -16.57%
Puts: -20.76%
Prior 7-Day Total $714.07M
Calls: $494.53M (69%)
Puts: $219.54M (31%)
Prior 7-Day Average $102.01M
Calls: $70.65M (69%)
Puts: $31.36M (31%)
Current vs Prior 7-Day Avg -38.76%
Calls: -39.80%
Puts: -36.42%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/26) 1.03
Prior (10/23) 1.17
Current vs Prior -11.86%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -4.67%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/26) 126,277
Calls: 61,798 (49%)
Puts: 64,479 (51%)
Prior (10/23) 165,647
Calls: 81,894 (49%)
Puts: 83,753 (51%)
Current vs Prior -23.77%
Prior 7-Day Total 1,218,818
Calls: 635,676 (52%)
Puts: 583,142 (48%)
Prior 7-Day Average 174,116
Calls: 90,810 (52%)
Puts: 83,306 (48%)
Current vs Prior 7-Day Avg -27.48%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 6.49% | 7.46%8.91% | 11.80%
Prior 6.67% | 7.41%9.05% | 11.66%
Current vs Prior -2.73% | +0.75%-1.50% | +1.18%
Prior 7-Day Avg 3.27% | 7.09%7.20% | 11.75%
Current vs 7-Day Avg +98.79% | +5.33%+23.80% | +0.43%
Prior 7-Day Eod 6.67% | 7.41%9.05% | 11.66%
Current vs 7-Day Eod -2.73% | +0.75%-1.50% | +1.18%
Sentiment BULLISHBULLISH

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 27.85% | 13.32%
Calls: 29.56% | 12.99%
Puts: 26.15% | 13.66%
Current vs 7-Day Avg +1.44% | -2.70%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($42.53M). Slightly bearish P/C ratio of 1.03. Declining open interest (down 24%) indicates positions being closed.

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 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 30 of results (avg 7.0%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1030.00Nov 27249.05260.20$254.634.4%11.00--
$1030.00Nov 20247.80258.95$253.384.4%21.00--
$1040.00Nov 20238.15249.30$243.734.6%11.00--
$1040.00Oct 30234.75246.00$240.384.7%21.0012
$1060.00Nov 20219.00230.20$224.605.0%10.95--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1280.00Oct 3038.4040.00$39.204.1%850.4894
$1500.00Oct 30215.55226.55$221.055.0%20.98--
$1520.00Oct 30235.40247.80$241.605.1%20.987
$1275.00Nov 642.1545.00$43.586.5%90.4713
$1270.00Nov 2749.3554.40$51.889.7%1800.4614

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. 121 found (avg delta 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1040.00Oct 30234.75246.00$240.384.7%21.0012
$1045.00Oct 30229.30243.10$236.205.8%21.003
$1050.00Oct 30224.80238.15$231.485.8%11.006
$1100.00Oct 30175.80186.75$181.286.0%141.0028
$1105.00Oct 30170.75182.10$176.436.4%21.008
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1520.00Oct 30235.40247.80$241.605.1%20.987
$1500.00Oct 30215.55226.55$221.055.0%20.98--
$1360.00Nov 2099.40110.15$104.7810.3%20.69--
$1340.00Nov 2082.9595.05$89.0013.6%200.6544
$1330.00Nov 670.4581.45$75.9514.5%20.644

Most actively traded options today. High liquidity = easy entry/exit. 488 active (total vol 12.9K, top 777)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Nov 67.9511.55$9.7536.9%5130.17159
$1400.00Nov 1310.9017.30$14.1045.4%3910.2036
$1300.00Oct 3029.9032.85$31.389.4%3790.44406
$1440.00Nov 278.2514.00$11.1351.7%3540.15338
$1500.00Oct 300.500.98$0.7464.9%3110.02520
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1135.00Oct 301.703.40$2.5566.7%7770.0681
$1155.00Oct 303.304.85$4.0738.1%2560.09166
$1140.00Oct 302.443.30$2.8730.0%2540.06102
$1200.00Oct 309.5511.70$10.6320.2%1830.19510
$1270.00Nov 2048.0553.95$51.0011.6%1800.4631

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 59 strikes (avg 80.9%, max 116.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1275.00Oct 30Dec 477.9%36.2%114.9%3074
$1260.00Oct 30Nov 2778.7%37.8%108.1%36252
$1270.00Oct 30Dec 475.2%36.6%105.8%6257
$1265.00Oct 30Dec 475.5%37.0%104.2%5111
$1280.00Oct 30Dec 473.9%36.2%104.2%88239
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1260.00Oct 30Dec 478.7%36.4%116.1%4756
$1275.00Oct 30Dec 477.9%36.2%114.9%946
$1270.00Oct 30Nov 2775.2%36.8%104.5%20660
$1265.00Oct 30Dec 475.5%37.0%104.2%719
$1280.00Oct 30Dec 473.9%36.2%104.2%8995

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 349 found (best R:R 1.53, avg 5.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1280.00$1320.00Dec 4$15.82$24.18$15.8252%1.53$1295.82
$1210.00$1250.00Nov 13$25.12$14.88$25.1273%0.59$1235.12
$1210.00$1255.00Nov 27$27.60$17.40$27.6070%0.63$1237.60
$1420.00$1440.00Nov 20$1.27$18.73$1.2717%14.75$1421.27
$1275.00$1280.00Nov 13$1.02$3.98$1.0253%3.90$1276.02
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1300.00$1290.00Oct 30$3.33$6.67$3.3356%2.00$1296.67
$1130.00$1100.00Nov 27$1.75$28.25$1.7514%16.14$1128.25
$1340.00$1320.00Nov 20$10.97$9.03$10.9765%0.82$1329.03
$1257.50$1240.00Nov 6$5.19$12.31$5.1940%2.37$1252.31
$1220.00$1215.00Nov 27$0.37$4.63$0.3732%12.51$1219.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 295 found (best R:R 6.04, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1330.00$1335.00Nov 6$3.67$3.67$1.3364%2.76$1333.67
$1495.00$1500.00Nov 6$2.00$2.00$3.0093%0.67$1497.00
$1320.00$1340.00Nov 20$8.93$8.93$11.0759%0.81$1328.93
$1425.00$1430.00Nov 6$2.08$2.08$2.9286%0.71$1427.08
$1315.00$1320.00Nov 27$3.53$3.53$1.4757%2.40$1318.53
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1155.00$1150.00Nov 27$4.29$4.29$0.7182%6.04$1150.71
$1090.00$1080.00Nov 27$3.73$3.73$6.2790%0.59$1086.27
$1070.00$1065.00Nov 13$2.88$2.88$2.1292%1.36$1067.12
$1260.00$1255.00Oct 30$4.09$4.09$0.9159%4.49$1255.91
$1165.00$1160.00Nov 13$2.75$2.75$2.2583%1.22$1162.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $7.77, cheapest $15.38)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1285.00Oct 30Nov 13$12.6876.2%47.5%
$1260.00Oct 30Nov 6$7.6578.7%52.2%
$1275.00Oct 30Nov 6$6.8077.9%51.8%
$1262.50Oct 30Nov 6$8.1877.4%52.3%
$1335.00Oct 30Nov 6$4.6875.5%51.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1260.00Oct 30Nov 20$15.3878.7%42.2%
$1310.00Oct 30Nov 27$16.7176.1%40.1%
$1245.00Oct 30Nov 13$10.9576.5%45.3%
$1250.00Oct 30Nov 13$11.4675.7%45.2%
$1255.00Oct 30Nov 13$11.9574.9%45.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 85 found (cheapest 6.19% of stock, avg 8.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1270.00Oct 30$44.22$34.95$79.17$1190.83$1349.176.19%
$1272.50Oct 30$42.90$36.60$79.50$1193.00$1352.006.22%
$1265.00Oct 30$47.58$32.78$80.36$1184.64$1345.366.28%
$1262.50Oct 30$47.90$32.58$80.48$1182.02$1342.986.29%
$1282.50Oct 30$39.05$41.48$80.53$1201.97$1363.036.30%
$1280.00Oct 30$41.55$39.20$80.75$1199.25$1360.756.31%
$1285.00Oct 30$37.67$43.08$80.75$1204.25$1365.756.31%
$1290.00Oct 30$33.88$47.20$81.08$1208.92$1371.086.34%
$1275.00Oct 30$42.88$38.78$81.66$1193.34$1356.666.38%
$1255.00Oct 30$53.80$28.08$81.88$1173.12$1336.886.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 4.11% of stock, avg 6.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1440.00$1225.00Dec 4$15.73$36.85$52.58$1172.42$1492.58
$1400.00$1225.00Dec 4$22.83$36.85$59.68$1165.32$1459.68
$1305.00$1272.50Oct 30$28.25$36.60$64.85$1207.65$1369.85
$1295.00$1272.50Oct 30$32.45$36.60$69.05$1203.45$1364.05
$1300.00$1272.50Oct 30$31.38$36.60$67.98$1204.52$1367.98
$1305.00$1275.00Oct 30$28.25$38.78$67.03$1207.97$1372.03
$1290.00$1272.50Oct 30$33.88$36.60$70.48$1202.02$1360.48
$1305.00$1277.50Oct 30$28.25$39.15$67.40$1210.10$1372.40
$1295.00$1275.00Oct 30$32.45$38.78$71.23$1203.77$1366.23
$1300.00$1275.00Oct 30$31.38$38.78$70.16$1204.84$1370.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 0.89, avg credit $6.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1065/10701340/1360Nov 13$9.41$10.5958%0.89$1060.59$1349.41
1040/10501340/1360Nov 13$8.80$11.2059%0.79$1041.20$1348.80
1080/10901360/1380Nov 27$8.93$11.0758%0.81$1081.07$1368.93
1065/10701360/1380Nov 13$7.70$12.3064%0.63$1062.30$1367.70
1040/10501360/1380Nov 13$7.09$12.9165%0.55$1042.91$1367.09
1030/10501380/1400Nov 20$5.95$14.0569%0.42$1044.05$1385.95
1150/11551360/1380Nov 27$9.49$10.5150%0.90$1145.51$1369.49
1090/11001380/1400Nov 20$6.56$13.4465%0.49$1093.44$1386.56
1095/11001340/1360Nov 13$7.59$12.4158%0.61$1092.41$1347.59
1105/11251340/1360Nov 13$8.03$11.9756%0.67$1116.97$1348.03

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 169 found (best R:R 59.61, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1340.00$1360.00$1380.00Nov 20$0.33$19.679%59.61
$1220.00$1230.00$1240.00Nov 20$0.08$9.925%124.00
$1200.00$1210.00$1220.00Nov 20$0.09$9.915%110.11
$1235.00$1240.00$1245.00Nov 6$0.05$4.954%99.00
$1420.00$1440.00$1460.00Nov 13$0.59$19.416%32.90
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1150.00$1160.00$1170.00Nov 20$0.10$9.903%99.00
$1240.00$1245.00$1250.00Nov 13$0.05$4.953%99.00
$1245.00$1250.00$1255.00Nov 13$0.10$4.903%49.00
$1245.00$1250.00$1255.00Oct 30$0.12$4.884%40.67
$1162.50$1165.00$1167.50Oct 30$0.05$2.450%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. 128 found (best net $-18.08, 124 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1100.00$1205.001:2Nov 27-$18.08$86.92
$1335.00$1400.001:2Dec 4-$5.53$59.47
$1100.00$1170.001:2Nov 6-$58.07$11.93
$1460.00$1500.001:2Nov 27-$1.68$38.32
$1480.00$1500.001:2Nov 13-$0.95$19.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1090.00$1030.001:2Dec 4-$2.29$57.71
$1055.00$1050.001:2Nov 6$0.00$5.00
$1050.00$1030.001:2Nov 20-$0.89$19.11
$1045.00$1040.001:2Nov 6-$0.41$4.59
$1050.00$1040.001:2Nov 13-$0.80$9.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 130 found (best yield 4.59%, avg 1.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1280.00Dec 4$58.700.520.1%4.59%4.66%1--
$1320.00Dec 4$40.650.423.2%3.18%6.37%21
$1335.00Dec 4$34.900.394.4%2.73%7.10%2--
$1300.00Nov 27$46.550.461.6%3.64%5.27%3--
$1285.00Nov 27$51.650.500.5%4.04%4.50%1--
$1290.00Nov 27$49.250.490.8%3.85%4.70%1--
$1300.00Nov 20$44.850.461.6%3.51%5.14%481.5K
$1280.00Nov 27$54.050.510.1%4.23%4.29%918
$1315.00Nov 27$39.150.432.8%3.06%5.86%20--
$1310.00Nov 27$40.500.442.4%3.17%5.58%2--

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 11,425
Total Puts 11,787
Put/Call Ratio 1.03
Net Difference -362

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 142,962
Total Puts 132,693
Average Put/Call Ratio 1.08
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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