Tour v531
LLY
ELI LILLY AND CO
$1288.30 +0.50%
$1303.00 (+1.14%)🌙
as of 10/28 06:05 PM
◀ 10/28 18:05 ▶

Option Volume

Detail
ℹ
Current (10/28) 38,448
Calls: 14,701 (38%)
Puts: 23,747 (62%)
Prior (10/27) 15,530
Calls: 5,685 (37%)
Puts: 9,845 (63%)
Current vs Prior +147.57%
Calls: +158.59% (Calls)
Puts: +141.21% (Puts)
Prior 7-Day Total 219,194
Calls: 105,683 (48%)
Puts: 113,511 (52%)
Prior 7-Day Average 31,313
Calls: 15,097 (48%)
Puts: 16,215 (52%)
Current vs Prior 7-Day Avg +22.78%
Calls: -2.63%
Puts: +46.44%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/28) $102.66M
Calls: $69.56M (68%)
Puts: $33.10M (32%)
Prior (10/27) $51.02M
Calls: $32.68M (64%)
Puts: $18.34M (36%)
Current vs Prior +101.20%
Calls: +112.87%
Puts: +80.42%
Prior 7-Day Total $589.90M
Calls: $410.82M (70%)
Puts: $179.08M (30%)
Prior 7-Day Average $84.27M
Calls: $58.69M (70%)
Puts: $25.58M (30%)
Current vs Prior 7-Day Avg +21.81%
Calls: +18.52%
Puts: +29.37%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 1.62
Prior (10/27) 1.73
Current vs Prior -6.72%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg +29.04%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/28) 315,431
Calls: 139,481 (44%)
Puts: 175,950 (56%)
Prior (10/27) 142,734
Calls: 65,633 (46%)
Puts: 77,101 (54%)
Current vs Prior +120.99%
Prior 7-Day Total 1,105,324
Calls: 563,233 (51%)
Puts: 542,091 (49%)
Prior 7-Day Average 157,903
Calls: 80,461 (51%)
Puts: 77,441 (49%)
Current vs Prior 7-Day Avg +99.76%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 6.17% | 7.40%8.92% | 11.64%
Prior 6.39% | 7.37%8.87% | 11.60%
Current vs Prior -3.35% | +0.35%+0.54% | +0.29%
Prior 7-Day Avg 4.22% | 7.44%9.30% | 12.04%
Current vs 7-Day Avg +46.26% | -0.54%-4.10% | -3.36%
Prior 7-Day Eod 6.39% | 7.37%8.87% | 11.60%
Current vs 7-Day Eod -3.35% | +0.35%+0.54% | +0.29%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 29.05% | 16.40%
Calls: 30.16% | 13.62%
Puts: 27.94% | 19.18%
Prior 28.25% | 12.96%
Calls: 29.77% | 12.21%
Puts: 26.73% | 13.72%
Current vs Prior +2.83% | +26.54%
Prior 7-Day Avg 28.25% | 12.96%
Calls: 29.77% | 12.21%
Puts: 26.73% | 13.72%
Current vs 7-Day Avg +2.83% | +26.54%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($69.56M). Massive premium surge with dollar volume up 101% vs prior. Unusually high activity with volume up 148% vs prior - elevated interest. Extreme bearish P/C ratio of 1.62 - heavy put buying.

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 BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 43 of results (avg 8.2%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1040.00Nov 20247.95262.00$254.985.5%--1.0024
$1060.00Nov 20228.85243.00$235.936.0%31.0030
$1070.00Nov 20218.85233.00$225.936.3%--1.0018
$1040.00Oct 30243.75260.00$251.886.5%--1.0012
$1050.00Nov 20237.55253.95$245.756.7%--1.0086
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1520.00Nov 20224.40237.70$231.055.8%70.93--
$1500.00Dec 4207.70222.95$215.337.1%20.871
$1480.00Nov 20186.85201.00$193.937.3%90.89--
$1500.00Nov 20205.55221.35$213.457.4%60.911
$1460.00Nov 20168.70183.45$176.088.4%70.8528

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. 248 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1040.00Oct 30243.75260.00$251.886.5%--1.0012
$1055.00Oct 30228.80246.00$237.407.2%--1.0012
$1060.00Oct 30224.00240.00$232.006.9%--1.0010
$1070.00Oct 30212.55230.00$221.287.9%--1.0014
$1080.00Oct 30203.10221.20$212.158.5%--1.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1520.00Nov 20224.40237.70$231.055.8%70.93--
$1435.00Oct 30139.25156.00$147.6311.3%--0.9215
$1500.00Nov 20205.55221.35$213.457.4%60.911
$1480.00Nov 20186.85201.00$193.937.3%90.89--
$1500.00Dec 4207.70222.95$215.337.1%20.871

Most actively traded options today. High liquidity = easy entry/exit. 524 active (total vol 17.1K, top 692)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1480.00Oct 300.000.93$0.47197.9%5010.02354
$1300.00Oct 3030.0040.15$35.0828.9%4140.48631
$1400.00Oct 305.007.10$6.0534.7%3920.13777
$1240.00Nov 2078.3091.45$84.8815.5%3820.68991
$1360.00Nov 2027.0036.40$31.7029.7%3760.34578
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Oct 300.771.04$0.9129.7%6920.02867
$1080.00Oct 300.190.75$0.47119.1%4110.01124
$1140.00Nov 207.008.95$7.9824.4%3960.11469
$1160.00Oct 302.594.05$3.3244.0%3880.07123
$1200.00Oct 307.759.25$8.5017.6%3440.16562

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 76 strikes (avg 146.7%, max 191.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1290.00Oct 30Dec 4108.2%37.1%191.6%83184
$1275.00Oct 30Dec 4104.1%36.6%184.6%20101
$1295.00Oct 30Dec 4105.6%37.4%182.5%12664
$1225.00Oct 30Nov 27106.9%38.6%177.3%2107
$1280.00Oct 30Dec 4102.2%36.9%177.1%148260
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1290.00Oct 30Dec 4108.2%37.1%191.6%5038
$1240.00Oct 30Dec 4104.4%37.0%182.4%89129
$1295.00Oct 30Nov 27105.6%37.6%181.0%8839
$1200.00Oct 30Dec 4103.9%37.1%180.0%345569
$1225.00Oct 30Nov 27106.9%38.6%177.3%2687

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 378 found (best R:R 4.92, avg 6.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1340.00$1360.00Nov 20$3.38$16.62$3.3839%4.92$1343.38
$1400.00$1420.00Dec 4$1.25$18.75$1.2526%15.00$1401.25
$1210.00$1215.00Nov 13$1.32$3.68$1.3278%2.79$1211.32
$1220.00$1225.00Oct 30$1.64$3.36$1.6485%2.05$1221.64
$1460.00$1480.00Dec 4$0.50$19.50$0.5016%39.00$1460.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1125.00$1090.00Dec 4$1.10$33.90$1.1012%30.82$1123.90
$1310.00$1305.00Oct 30$0.50$4.50$0.5056%9.00$1309.50
$1310.00$1305.00Nov 13$1.25$3.75$1.2554%3.00$1308.75
$1225.00$1220.00Nov 27$0.12$4.88$0.1230%40.67$1224.88
$1275.00$1270.00Nov 27$0.78$4.22$0.7843%5.41$1274.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 314 found (best R:R 12.16, avg 0.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1360.00$1380.00Nov 20$9.97$9.97$10.0366%0.99$1369.97
$1480.00$1485.00Nov 6$3.81$3.81$1.1990%3.20$1483.81
$1325.00$1400.00Dec 4$27.20$27.20$47.8056%0.57$1352.20
$1470.00$1480.00Nov 13$3.38$3.38$6.6288%0.51$1473.38
$1395.00$1400.00Nov 6$3.40$3.40$1.6079%2.13$1398.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1055.00$1050.00Nov 13$4.62$4.62$0.3893%12.16$1050.38
$1045.00$1040.00Nov 13$4.57$4.57$0.4393%10.63$1040.43
$1075.00$1070.00Nov 13$4.57$4.57$0.4392%10.63$1070.43
$1085.00$1080.00Nov 13$4.31$4.31$0.6992%6.25$1080.69
$1095.00$1090.00Nov 13$3.93$3.93$1.0792%3.67$1091.07

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $7.54, cheapest $8.70)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1290.00Oct 30Nov 6$7.50108.2%56.6%
$1325.00Oct 30Nov 6$6.42107.4%58.1%
$1335.00Oct 30Nov 6$6.75107.4%58.7%
$1305.00Oct 30Nov 6$6.25104.4%56.3%
$1282.50Oct 30Nov 6$8.95102.6%55.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1262.50Oct 30Nov 13$8.70108.1%46.1%
$1325.00Oct 30Nov 13$10.35107.4%47.3%
$1330.00Oct 30Nov 13$10.33103.2%47.6%
$1267.50Oct 30Nov 13$12.12100.8%46.8%
$1290.00Oct 30Nov 6$8.88108.2%56.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 179 found (cheapest 5.93% of stock, avg 8.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1277.50Oct 30$45.75$30.65$76.40$1201.10$1353.905.93%
$1285.00Oct 30$42.55$35.53$78.08$1206.92$1363.086.06%
$1290.00Oct 30$41.05$37.00$78.05$1211.95$1368.056.06%
$1310.00Oct 30$30.20$48.18$78.38$1231.62$1388.386.08%
$1282.50Oct 30$44.00$34.70$78.70$1203.80$1361.206.11%
$1272.50Oct 30$48.90$30.03$78.93$1193.57$1351.436.13%
$1300.00Oct 30$35.08$43.95$79.03$1220.97$1379.036.13%
$1270.00Oct 30$50.68$28.60$79.28$1190.72$1349.286.15%
$1267.50Oct 30$52.13$27.28$79.41$1188.09$1346.916.16%
$1295.00Oct 30$37.63$42.25$79.88$1215.12$1374.886.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.49% of stock, avg 6.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1420.00$1200.00Dec 4$21.13$23.85$44.98$1155.02$1464.98
$1400.00$1200.00Dec 4$22.38$23.85$46.23$1153.77$1446.23
$1320.00$1277.50Oct 30$25.15$30.65$55.80$1221.70$1375.80
$1315.00$1277.50Oct 30$27.55$30.65$58.20$1219.30$1373.20
$1320.00$1280.00Oct 30$25.15$33.38$58.53$1221.47$1378.53
$1310.00$1277.50Oct 30$30.20$30.65$60.85$1216.65$1370.85
$1315.00$1280.00Oct 30$27.55$33.38$60.93$1219.07$1375.93
$1320.00$1282.50Oct 30$25.15$34.70$59.85$1222.65$1379.85
$1310.00$1280.00Oct 30$30.20$33.38$63.58$1216.42$1373.58
$1315.00$1282.50Oct 30$27.55$34.70$62.25$1220.25$1377.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 1.59, avg credit $4.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1050/10601360/1380Nov 20$12.28$7.7260%1.59$1047.72$1372.28
1090/11001360/1380Nov 20$11.38$8.6259%1.32$1088.62$1371.38
1120/11301360/1380Nov 20$12.07$7.9355%1.52$1117.93$1372.07
1070/10801360/1380Nov 20$10.45$9.5561%1.09$1069.55$1370.45
1080/10901360/1380Nov 20$10.48$9.5260%1.10$1079.52$1370.48
1160/11701360/1380Nov 20$12.82$7.1848%1.79$1157.18$1372.82
1110/11201360/1380Nov 20$10.95$9.0557%1.21$1109.05$1370.95
1135/11401440/1460Dec 4$9.20$10.8065%0.85$1130.80$1449.20
1140/11501360/1380Nov 20$11.56$8.4453%1.37$1138.44$1371.56
1150/11601360/1380Nov 20$11.55$8.4551%1.37$1148.45$1371.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 259 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1440.00$1460.00$1480.00Nov 27$0.20$19.806%99.00
$1295.00$1300.00$1305.00Oct 30$0.07$4.934%70.43
$1480.00$1500.00$1520.00Nov 20$0.38$19.624%51.63
$1300.00$1305.00$1310.00Oct 30$0.08$4.924%61.50
$1370.00$1375.00$1380.00Oct 30$0.06$4.944%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1285.00$1290.00$1295.00Nov 27$0.11$4.893%44.45
$1165.00$1170.00$1175.00Nov 6$0.05$4.950%99.00
$1140.00$1145.00$1150.00Nov 6$0.08$4.921%61.50
$1267.50$1270.00$1272.50Oct 30$0.11$2.392%21.73
$1157.50$1160.00$1162.50Oct 30$0.12$2.382%19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 154 found (best net $-14.17, 137 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1520.00$1540.001:2Oct 30-$0.08$19.92
$1490.00$1495.001:2Oct 30-$0.33$4.67
$1485.00$1490.001:2Oct 30-$0.36$4.64
$1480.00$1485.001:2Oct 30-$0.37$4.63
$1470.00$1480.001:2Nov 13-$1.21$8.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1420.00$1340.001:2Nov 6-$14.17$65.83
$1420.00$1340.001:2Nov 13-$19.61$60.39
$1240.00$1200.001:2Dec 4-$10.65$29.35
$1125.00$1120.001:2Nov 13-$0.34$4.66
$1110.00$1105.001:2Oct 30-$0.16$4.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 149 found (best yield 4.36%, avg 1.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1295.00Dec 4$56.200.520.5%4.36%4.88%81
$1305.00Dec 4$51.200.491.3%3.97%5.27%71
$1320.00Dec 4$43.450.462.5%3.37%5.83%25
$1290.00Dec 4$56.950.530.1%4.42%4.55%21
$1325.00Dec 4$41.250.442.9%3.20%6.05%21
$1310.00Nov 27$46.250.471.7%3.59%5.27%--26
$1330.00Nov 27$38.550.423.2%2.99%6.23%813
$1300.00Nov 20$50.000.500.9%3.88%4.79%2731.5K
$1315.00Nov 27$43.400.462.1%3.37%5.44%328
$1290.00Nov 27$54.050.530.1%4.20%4.33%338

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 14,701
Total Puts 23,747
Put/Call Ratio 1.62
Net Difference -9,046

Prior's Put/Call Breakdown

Total Calls 5,685
Total Puts 9,845
Put/Call Ratio 1.73
Net Difference -4,160

Prior 7-Day Put/Call Summary

Total Calls 105,683
Total Puts 113,511
Average Put/Call Ratio 1.25
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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