Tour v531
LLY
ELI LILLY AND CO
$1373.70 +6.63%
$1383.00 (+0.68%)🌙
as of 10/29 06:02 PM
◀ 10/29 18:02 ▶

Option Volume

Detail
ℹ
Current (10/29) 73,637
Calls: 37,510 (51%)
Puts: 36,127 (49%)
Prior (10/28) 38,448
Calls: 14,701 (38%)
Puts: 23,747 (62%)
Current vs Prior +91.52%
Calls: +155.15% (Calls)
Puts: +52.13% (Puts)
Prior 7-Day Total 224,736
Calls: 108,612 (48%)
Puts: 116,124 (52%)
Prior 7-Day Average 32,105
Calls: 15,516 (48%)
Puts: 16,589 (52%)
Current vs Prior 7-Day Avg +129.36%
Calls: +141.75%
Puts: +117.77%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/29) $233.46M
Calls: $195.04M (84%)
Puts: $38.41M (16%)
Prior (10/28) $102.66M
Calls: $69.56M (68%)
Puts: $33.10M (32%)
Current vs Prior +127.42%
Calls: +180.40%
Puts: +16.07%
Prior 7-Day Total $623.08M
Calls: $432.85M (69%)
Puts: $190.23M (31%)
Prior 7-Day Average $89.01M
Calls: $61.84M (69%)
Puts: $27.18M (31%)
Current vs Prior 7-Day Avg +162.28%
Calls: +215.42%
Puts: +41.35%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 0.96
Prior (10/28) 1.62
Current vs Prior -40.38%
Prior 7-Day Average 1.23
Current vs Prior 7-Day Avg -21.45%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/29) 329,225
Calls: 143,631 (44%)
Puts: 185,594 (56%)
Prior (10/28) 315,431
Calls: 139,481 (44%)
Puts: 175,950 (56%)
Current vs Prior +4.37%
Prior 7-Day Total 1,263,351
Calls: 623,156 (49%)
Puts: 640,195 (51%)
Prior 7-Day Average 180,478
Calls: 89,022 (49%)
Puts: 91,456 (51%)
Current vs Prior 7-Day Avg +82.42%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 2.01% | 4.49%7.26% | 10.53%
Prior 6.17% | 7.40%8.92% | 11.64%
Current vs Prior -67.49% | -39.33%-18.61% | -9.49%
Prior 7-Day Avg 4.66% | 7.41%9.17% | 11.91%
Current vs 7-Day Avg -56.87% | -39.39%-20.80% | -11.58%
Prior 7-Day Eod 6.17% | 7.40%8.92% | 11.64%
Current vs 7-Day Eod -67.49% | -39.33%-18.61% | -9.49%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 23.63% | 28.70%
Calls: 17.88% | 28.47%
Puts: 29.39% | 28.93%
Prior 29.05% | 16.40%
Calls: 30.16% | 13.62%
Puts: 27.94% | 19.18%
Current vs Prior -18.66% | +75.00%
Prior 7-Day Avg 28.36% | 13.45%
Calls: 29.83% | 12.41%
Puts: 26.90% | 14.50%
Current vs 7-Day Avg -16.69% | +113.36%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($195.04M) vs puts ($38.41M). Massive premium surge with dollar volume up 127% vs prior. Dollar volume significantly above 7-day average (162% higher). Above-average activity with volume up 92% vs prior.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 144 of results (avg 7.0%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Oct 30267.45277.05$272.253.5%71.0018
$1100.00Dec 4273.40284.65$279.024.0%11.00--
$1140.00Nov 20231.45242.25$236.854.6%41.00111
$1100.00Nov 6268.95281.70$275.334.6%21.0012
$1150.00Nov 20221.85232.45$227.154.7%231.00137
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1640.00Nov 27261.90273.55$267.734.4%10.96--
$1620.00Oct 30240.75253.55$247.155.2%20.99--
$1620.00Nov 13240.55253.95$247.255.4%10.97--
$1600.00Oct 30220.75233.55$227.155.6%120.99--
$1500.00Oct 30120.75131.40$126.088.4%140.992

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. 301 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Oct 30267.45277.05$272.253.5%71.0018
$1110.00Oct 30256.85271.10$263.985.4%--1.0019
$1120.00Oct 30246.85261.10$253.985.6%--1.0015
$1125.00Oct 30242.00256.00$249.005.6%--1.0014
$1130.00Oct 30236.90250.60$243.755.6%--1.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1600.00Oct 30220.75233.55$227.155.6%120.99--
$1620.00Oct 30240.75253.55$247.155.2%20.99--
$1500.00Oct 30120.75131.40$126.088.4%140.992
$1450.00Oct 3070.0081.40$75.7015.1%20.972
$1620.00Nov 13240.55253.95$247.255.4%10.97--

Most actively traded options today. High liquidity = easy entry/exit. 699 active (total vol 42.7K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Oct 302.864.15$3.5136.8%1.6K0.20821
$1560.00Nov 202.803.40$3.1019.4%1.4K0.06226
$1425.00Oct 300.411.30$0.86103.5%1.1K0.0650
$1520.00Nov 205.106.50$5.8024.1%1.1K0.11171
$1450.00Oct 300.100.46$0.28128.6%9350.02214
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Oct 300.250.40$0.3345.5%1.1K0.0262
$1100.00Nov 200.630.86$0.7530.7%5430.01565
$1200.00Nov 203.103.70$3.4017.6%4560.06458
$1305.00Oct 300.020.64$0.33187.9%4440.0211
$1285.00Oct 300.000.48$0.24200.0%4080.0242

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 29.3%, max 40.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1400.00Oct 30Dec 445.9%32.7%40.4%1.7K826
$1360.00Oct 30Dec 1144.1%31.7%39.2%234326
$1390.00Oct 30Nov 1347.1%34.8%35.5%321116
$1380.00Oct 30Dec 444.9%33.3%35.1%326261
$1375.00Oct 30Nov 1346.7%34.8%34.1%25371
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1360.00Oct 30Dec 1144.1%31.7%39.2%11813
$1380.00Oct 30Dec 444.9%33.3%35.1%8712
$1350.00Oct 30Nov 1345.4%35.9%26.5%25617
$1440.00Nov 13Nov 2036.0%33.4%7.6%130
$1460.00Nov 20Dec 432.8%31.9%2.8%229

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 354 found (best R:R 1.50, avg 8.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1360.00$1380.00Nov 27$8.00$12.00$8.0056%1.50$1368.00
$1210.00$1215.00Nov 6$2.49$2.51$2.49100%1.01$1212.49
$1220.00$1225.00Oct 30$2.55$2.45$2.55100%0.96$1222.55
$1345.00$1350.00Oct 30$2.95$2.05$2.95100%0.69$1347.95
$1440.00$1460.00Nov 27$3.48$16.52$3.4831%4.75$1443.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1380.00$1360.00Nov 20$7.80$12.20$7.8051%1.56$1372.20
$1340.00$1335.00Nov 6$0.30$4.70$0.3032%15.67$1339.70
$1380.00$1375.00Nov 13$1.31$3.69$1.3151%2.82$1378.69
$1380.00$1360.00Nov 27$8.20$11.80$8.2050%1.44$1371.80
$1395.00$1390.00Oct 30$2.67$2.33$2.6776%0.87$1392.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 288 found (best R:R 4.32, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1580.00$1600.00Dec 4$3.59$3.59$16.4189%0.22$1583.59
$1445.00$1450.00Nov 13$3.08$3.08$1.9275%1.60$1448.08
$1560.00$1580.00Nov 13$2.56$2.56$17.4493%0.15$1562.56
$1500.00$1520.00Dec 4$5.08$5.08$14.9280%0.34$1505.08
$1420.00$1440.00Nov 27$8.45$8.45$11.5562%0.73$1428.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1105.00$1100.00Nov 27$4.06$4.06$0.9494%4.32$1100.94
$1120.00$1115.00Nov 6$2.73$2.73$2.2795%1.20$1117.27
$1290.00$1285.00Nov 27$3.65$3.65$1.3576%2.70$1286.35
$1360.00$1340.00Nov 27$10.53$10.53$9.4756%1.11$1349.47
$1190.00$1185.00Nov 27$2.78$2.78$2.2291%1.25$1187.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $16.19, cheapest $14.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1390.00Oct 30Nov 6$15.4347.1%35.7%
$1375.00Oct 30Nov 6$17.1046.7%36.9%
$1370.00Oct 30Nov 6$17.3245.2%36.1%
$1380.00Oct 30Nov 6$17.2844.9%36.5%
$1385.00Oct 30Nov 6$17.7845.5%37.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1390.00Oct 30Nov 6$14.1247.1%35.7%
$1375.00Oct 30Nov 6$16.7746.7%36.9%
$1365.00Oct 30Nov 6$16.0345.7%36.5%
$1370.00Oct 30Nov 6$16.0545.2%36.1%
$1380.00Oct 30Nov 6$14.7844.9%36.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 185 found (cheapest 1.84% of stock, avg 7.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1375.00Oct 30$12.38$12.90$25.28$1349.72$1400.281.84%
$1370.00Oct 30$14.68$11.43$26.11$1343.89$1396.111.90%
$1380.00Oct 30$9.50$17.30$26.80$1353.20$1406.801.95%
$1365.00Oct 30$17.63$9.32$26.95$1338.05$1391.951.96%
$1385.00Oct 30$7.60$19.45$27.05$1357.95$1412.051.97%
$1360.00Oct 30$21.08$7.00$28.08$1331.92$1388.082.04%
$1390.00Oct 30$6.30$23.33$29.63$1360.37$1419.632.16%
$1395.00Oct 30$4.53$26.00$30.53$1364.47$1425.532.22%
$1355.00Oct 30$24.67$6.20$30.87$1324.13$1385.872.25%
$1400.00Oct 30$3.51$29.15$32.66$1367.34$1432.662.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.57% of stock, avg 3.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1400.00$1350.00Oct 30$3.51$4.38$7.89$1342.11$1407.89
$1395.00$1350.00Oct 30$4.53$4.38$8.91$1341.09$1403.91
$1400.00$1355.00Oct 30$3.51$6.20$9.71$1345.29$1409.71
$1395.00$1355.00Oct 30$4.53$6.20$10.73$1344.27$1405.73
$1390.00$1350.00Oct 30$6.30$4.38$10.68$1339.32$1400.68
$1400.00$1360.00Oct 30$3.51$7.00$10.51$1349.49$1410.51
$1395.00$1360.00Oct 30$4.53$7.00$11.53$1348.47$1406.53
$1390.00$1355.00Oct 30$6.30$6.20$12.50$1342.50$1402.50
$1390.00$1360.00Oct 30$6.30$7.00$13.30$1346.70$1403.30
$1385.00$1350.00Oct 30$7.60$4.38$11.98$1338.02$1396.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 339 found (best R:R 0.70, avg credit $3.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1100/11051480/1500Nov 27$8.26$11.7472%0.70$1096.74$1488.26
1200/12051420/1425Nov 13$4.62$0.3860%12.16$1200.38$1424.62
1100/11051560/1580Nov 27$5.56$14.4485%0.39$1099.44$1565.56
1100/11051500/1520Nov 27$7.11$12.8977%0.55$1097.89$1507.11
1100/11051540/1560Nov 27$5.92$14.0882%0.42$1099.08$1545.92
1160/11651580/1600Dec 4$6.18$13.8281%0.45$1158.82$1586.18
1140/11451390/1395Oct 30$4.09$0.9164%4.49$1140.91$1394.09
1150/11551580/1600Dec 4$5.93$14.0782%0.42$1149.07$1585.93
1150/11521390/1395Oct 30$3.93$1.0764%3.67$1148.57$1393.93
1120/11251420/1425Nov 13$3.87$1.1363%3.42$1121.13$1423.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 306 found (best R:R 65.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1400.00$1420.00$1440.00Dec 4$0.30$19.7012%65.67
$1310.00$1330.00$1350.00Dec 11$0.30$19.7011%65.67
$1360.00$1380.00$1400.00Dec 4$0.45$19.5512%43.44
$1400.00$1420.00$1440.00Nov 20$0.72$19.2813%26.78
$1380.00$1400.00$1420.00Nov 20$0.87$19.1314%21.99
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1400.00$1420.00$1440.00Nov 20$0.68$19.3213%28.41
$1335.00$1340.00$1345.00Oct 30$0.07$4.939%70.43
$1365.00$1370.00$1375.00Nov 6$0.06$4.945%82.33
$1380.00$1400.00$1420.00Nov 27$1.28$18.7212%14.63
$1260.00$1265.00$1270.00Nov 20$0.06$4.944%82.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 276 found (best net $-25.01, 249 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1580.00$1600.001:2Dec 4-$0.05$19.95
$1530.00$1540.001:2Nov 6-$0.06$9.94
$1620.00$1640.001:2Nov 13-$0.20$19.80
$1620.00$1640.001:2Nov 27-$0.63$19.37
$1600.00$1620.001:2Nov 13-$0.42$19.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1600.00$1500.001:2Oct 30-$25.01$74.99
$1500.00$1450.001:2Oct 30-$25.32$24.68
$1205.00$1200.001:2Nov 13$0.00$5.00
$1310.00$1305.001:2Oct 30$0.00$5.00
$1250.00$1245.001:2Oct 30-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 104 found (best yield 3.53%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1380.00Dec 4$48.550.500.5%3.53%3.99%9--
$1400.00Dec 4$39.650.451.9%2.89%4.80%815
$1420.00Dec 4$31.650.393.4%2.30%5.67%364
$1400.00Nov 27$36.400.441.9%2.65%4.56%174183
$1380.00Nov 27$44.700.500.5%3.25%3.71%4045
$1440.00Dec 4$24.300.334.8%1.77%6.60%717
$1460.00Dec 4$19.650.286.3%1.43%7.71%53
$1400.00Nov 20$31.500.421.9%2.29%4.21%436971
$1420.00Nov 27$25.050.383.4%1.82%5.19%25522
$1480.00Dec 4$15.900.247.7%1.16%8.90%143

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 37,510
Total Puts 36,127
Put/Call Ratio 0.96
Net Difference 1,383

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 108,612
Total Puts 116,124
Average Put/Call Ratio 1.23
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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