Tour v531
LLY
ELI LILLY AND CO
$1417.72 +3.20%
◀ 10/30 15:16 ▶

Option Volume

Detail
ℹ
Current (10/30) 66,306
Calls: 30,493 (46%)
Puts: 35,813 (54%)
Prior (10/29) 73,637
Calls: 37,510 (51%)
Puts: 36,127 (49%)
Current vs Prior -9.96%
Calls: -18.71% (Calls)
Puts: -0.87% (Puts)
Prior 7-Day Total 246,153
Calls: 115,388 (47%)
Puts: 130,765 (53%)
Prior 7-Day Average 35,164
Calls: 16,484 (47%)
Puts: 18,680 (53%)
Current vs Prior 7-Day Avg +88.56%
Calls: +84.99%
Puts: +91.71%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/30) $183.03M
Calls: $147.45M (81%)
Puts: $35.57M (19%)
Prior (10/29) $233.46M
Calls: $195.04M (84%)
Puts: $38.41M (16%)
Current vs Prior -21.60%
Calls: -24.40%
Puts: -7.39%
Prior 7-Day Total $699.04M
Calls: $511.78M (73%)
Puts: $187.26M (27%)
Prior 7-Day Average $99.86M
Calls: $73.11M (73%)
Puts: $26.75M (27%)
Current vs Prior 7-Day Avg +83.28%
Calls: +101.68%
Puts: +32.98%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 1.17
Prior (10/29) 0.96
Current vs Prior +21.94%
Prior 7-Day Average 1.26
Current vs Prior 7-Day Avg -7.06%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/30) 349,457
Calls: 151,424 (43%)
Puts: 198,033 (57%)
Prior (10/29) 329,225
Calls: 143,631 (44%)
Puts: 185,594 (56%)
Current vs Prior +6.15%
Prior 7-Day Total 1,406,978
Calls: 668,374 (48%)
Puts: 738,604 (52%)
Prior 7-Day Average 200,996
Calls: 95,482 (48%)
Puts: 105,514 (52%)
Current vs Prior 7-Day Avg +73.86%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 0.85% | 4.20%7.30% | 10.56%
Prior 2.01% | 4.49%7.26% | 10.53%
Current vs Prior -57.45% | -6.55%+0.49% | +0.26%
Prior 7-Day Avg 4.55% | 6.94%8.82% | 11.68%
Current vs 7-Day Avg -81.22% | -39.51%-17.26% | -9.56%
Prior 7-Day Eod 2.01% | 4.49%7.26% | 10.53%
Current vs 7-Day Eod -57.45% | -6.55%+0.49% | +0.26%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 68.32% | 36.85%
Calls: 87.85% | 42.33%
Puts: 48.80% | 31.37%
Prior 23.63% | 28.70%
Calls: 17.88% | 28.47%
Puts: 29.39% | 28.93%
Current vs Prior +189.12% | +28.40%
Prior 7-Day Avg 27.70% | 15.70%
Calls: 28.13% | 14.73%
Puts: 27.28% | 16.67%
Current vs 7-Day Avg +146.60% | +134.71%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($147.45M) vs puts ($35.57M). Dollar volume significantly above 7-day average (83% higher). Volume explosion - 89% above 7-day average (66,306 vs avg 35,164). Slightly bearish P/C ratio of 1.17.

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 180 of results (avg 6.7%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1170.00Oct 30244.75251.10$247.932.6%461.0084
$1140.00Oct 30272.25282.30$277.273.6%20.9417
$1150.00Nov 13264.35274.75$269.553.9%111.0013
$1160.00Nov 20257.00267.45$262.234.0%--1.00148
$1140.00Nov 13274.45285.65$280.054.0%11.008
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1620.00Dec 4201.00212.70$206.855.7%20.89--
$1640.00Nov 27218.00230.80$224.405.7%30.941
$1640.00Dec 4218.70232.30$225.506.0%20.91--
$1620.00Nov 27198.50211.85$205.186.5%20.92--
$1580.00Oct 30156.40167.85$162.137.1%21.00--

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. 302 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1180.00Oct 30231.80244.00$237.905.1%--1.0050
$1300.00Oct 30113.00122.50$117.758.1%441.00301
$1150.00Oct 30261.95274.00$267.984.5%181.00312
$1160.00Oct 30250.20264.00$257.105.4%11.0047
$1170.00Oct 30244.75251.10$247.932.6%461.0084
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1460.00Oct 3036.4048.10$42.2527.7%21.00--
$1520.00Oct 3096.40108.20$102.3011.5%21.00--
$1470.00Oct 3046.4058.30$52.3522.7%31.00--
$1500.00Oct 3076.2088.05$82.1314.4%41.00--
$1580.00Oct 30156.40167.85$162.137.1%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 609 active (total vol 32.9K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1445.00Oct 300.001.54$0.77200.0%1.5K0.0934
$1450.00Oct 300.000.10$0.05200.0%1.3K0.01498
$1400.00Oct 3014.9020.30$17.6030.7%8410.94996
$1600.00Nov 203.354.40$3.8827.1%7530.08433
$1440.00Oct 300.010.10$0.06150.0%6870.01140
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Oct 300.120.52$0.32125.0%1.2K0.0691
$1420.00Oct 304.106.75$5.4348.8%4500.592
$1400.00Nov 618.6022.05$20.3317.0%4060.3913
$1200.00Nov 201.852.84$2.3442.3%3950.04379
$1300.00Nov 209.0011.05$10.0320.4%3840.15168

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 125.1%, max 149.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1410.00Oct 30Nov 1384.7%33.9%149.6%201186
$1415.00Oct 30Nov 1375.1%33.8%122.4%193286
$1420.00Oct 30Dec 1168.9%31.9%115.8%301198
$1425.00Oct 30Nov 1374.2%35.9%106.9%219203
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1410.00Oct 30Nov 1378.2%33.9%130.6%29916

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 322 found (best R:R 1.78, avg 9.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1330.00$1335.00Nov 6$1.80$3.20$1.8089%1.78$1331.80
$1380.00$1385.00Nov 13$0.90$4.10$0.9066%4.56$1380.90
$1195.00$1200.00Nov 6$2.57$2.43$2.5798%0.95$1197.57
$1380.00$1400.00Dec 4$9.65$10.35$9.6562%1.07$1389.65
$1220.00$1225.00Oct 30$2.80$2.20$2.80100%0.79$1222.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1435.00$1430.00Nov 13$0.40$4.60$0.4056%11.50$1434.60
$1435.00$1430.00Nov 6$1.02$3.98$1.0258%3.90$1433.98
$1425.00$1420.00Nov 13$0.92$4.08$0.9252%4.43$1424.08
$1480.00$1470.00Nov 6$6.45$3.55$6.4580%0.55$1473.55
$1480.00$1460.00Nov 20$12.03$7.97$12.0368%0.66$1467.97

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 269 found (best R:R 3.90, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1475.00$1480.00Nov 13$3.10$3.10$1.9071%1.63$1478.10
$1460.00$1580.00Dec 11$32.37$32.37$87.6357%0.37$1492.37
$1435.00$1440.00Nov 6$3.75$3.75$1.2558%3.00$1438.75
$1420.00$1425.00Nov 6$3.83$3.83$1.1750%3.27$1423.83
$1495.00$1500.00Oct 30$1.24$1.24$3.7694%0.33$1496.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1225.00$1220.00Nov 6$3.98$3.98$1.0293%3.90$1221.02
$1210.00$1205.00Nov 27$2.95$2.95$2.0593%1.44$1207.05
$1225.00$1220.00Oct 30$2.44$2.44$2.5695%0.95$1222.56
$1205.00$1200.00Oct 30$2.43$2.43$2.5796%0.95$1202.57
$1245.00$1240.00Nov 20$2.71$2.71$2.2991%1.18$1242.29

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $21.19, cheapest $24.27)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1415.00Oct 30Nov 6$24.2775.1%35.9%
$1420.00Oct 30Nov 6$25.4868.9%36.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1415.00Oct 30Nov 6$23.8167.2%36.2%
$1420.00Oct 30Nov 6$23.1058.6%37.2%
$1445.00Nov 6Nov 13$9.3037.1%35.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 162 found (cheapest 0.59% of stock, avg 6.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1420.00Oct 30$3.00$5.43$8.43$1411.57$1428.430.59%
$1415.00Oct 30$6.68$2.84$9.52$1405.48$1424.520.67%
$1425.00Oct 30$1.66$9.23$10.89$1414.11$1435.890.77%
$1410.00Oct 30$10.33$1.80$12.13$1397.87$1422.130.86%
$1430.00Oct 30$0.63$13.52$14.15$1415.85$1444.151.00%
$1405.00Oct 30$13.48$0.81$14.29$1390.71$1419.291.01%
$1400.00Oct 30$17.60$0.32$17.92$1382.08$1417.921.26%
$1435.00Oct 30$0.41$18.08$18.49$1416.51$1453.491.30%
$1440.00Oct 30$0.06$22.10$22.16$1417.84$1462.161.56%
$1395.00Oct 30$22.53$0.19$22.72$1372.28$1417.721.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.09% of stock, avg 3.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1435.00$1405.00Oct 30$0.41$0.81$1.22$1403.78$1436.22
$1430.00$1405.00Oct 30$0.63$0.81$1.44$1403.56$1431.44
$1445.00$1405.00Oct 30$0.77$0.81$1.58$1403.42$1446.58
$1425.00$1405.00Oct 30$1.66$0.81$2.47$1402.53$1427.47
$1435.00$1410.00Oct 30$0.41$1.80$2.21$1407.79$1437.21
$1430.00$1410.00Oct 30$0.63$1.80$2.43$1407.57$1432.43
$1435.00$1320.00Oct 30$0.41$2.45$2.86$1317.14$1437.86
$1435.00$1335.00Oct 30$0.41$2.45$2.86$1332.14$1437.86
$1445.00$1410.00Oct 30$0.77$1.80$2.57$1407.43$1447.57
$1430.00$1335.00Oct 30$0.63$2.45$3.08$1331.92$1433.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 348 found (best R:R 2.79, avg credit $3.91)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1160/11621495/1500Oct 30$3.68$1.3290%2.79$1158.82$1498.68
1150/11521495/1500Oct 30$3.67$1.3390%2.76$1148.83$1498.67
1170/11721495/1500Oct 30$3.68$1.3290%2.79$1168.82$1498.68
1180/11821495/1500Oct 30$3.68$1.3290%2.79$1178.82$1498.68
1195/11981495/1500Oct 30$3.68$1.3290%2.79$1193.82$1498.68
1200/12051495/1500Oct 30$3.67$1.3390%2.76$1201.33$1498.67
1220/12251495/1500Oct 30$3.68$1.3289%2.79$1221.32$1498.68
1220/12251470/1475Nov 6$4.73$0.2768%17.52$1220.27$1474.73
1250/12551495/1500Oct 30$3.68$1.3289%2.79$1251.32$1498.68
1240/12451495/1500Oct 30$3.62$1.3889%2.62$1241.38$1498.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 290 found (best R:R 79.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1420.00$1440.00$1460.00Nov 20$0.26$19.7413%75.92
$1460.00$1480.00$1500.00Dec 4$0.18$19.8210%110.11
$1540.00$1560.00$1580.00Dec 4$0.09$19.917%221.22
$1480.00$1500.00$1520.00Dec 4$0.40$19.6010%49.00
$1420.00$1425.00$1430.00Oct 30$0.31$4.6929%15.13
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1420.00$1440.00$1460.00Nov 20$0.25$19.7513%79.00
$1440.00$1460.00$1480.00Nov 20$0.23$19.7712%85.96
$1400.00$1420.00$1440.00Nov 27$0.46$19.5412%42.48
$1420.00$1440.00$1460.00Nov 27$0.94$19.0612%20.28
$1420.00$1425.00$1430.00Oct 30$0.49$4.5129%9.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 272 found (best net $-12.02, 230 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1200.00$1290.001:2Dec 11-$72.73$17.27
$1420.00$1425.001:2Oct 30-$0.32$4.68
$1640.00$1680.001:2Dec 4-$1.51$38.49
$1410.00$1415.001:2Oct 30-$3.03$1.97
$1430.00$1435.001:2Oct 30-$0.19$4.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1510.00$1450.001:2Nov 13-$12.02$47.98
$1250.00$1180.001:2Dec 11-$0.87$69.13
$1420.00$1415.001:2Oct 30-$0.25$4.75
$1425.00$1420.001:2Oct 30-$1.63$3.37
$1250.00$1220.001:2Dec 4-$0.90$29.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 91 found (best yield 4.39%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1420.00Dec 11$62.250.520.2%4.39%4.55%10--
$1440.00Dec 11$52.750.471.6%3.72%5.29%51--
$1460.00Dec 11$43.600.433.0%3.08%6.06%5--
$1420.00Dec 4$53.900.510.2%3.80%3.96%1138
$1460.00Dec 4$37.100.413.0%2.62%5.60%65
$1440.00Dec 4$43.500.461.6%3.07%4.64%1821
$1480.00Dec 4$30.700.364.4%2.17%6.56%912
$1420.00Nov 27$49.300.510.2%3.48%3.64%21531
$1500.00Dec 4$24.850.315.8%1.75%7.56%87
$1440.00Nov 27$39.650.451.6%2.80%4.37%94227

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 30,493
Total Puts 35,813
Put/Call Ratio 1.17
Net Difference -5,320

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 115,388
Total Puts 130,765
Average Put/Call Ratio 1.26
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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