Tour v531
LLY
ELI LILLY AND CO
$1417.54 +3.19%
$1419.87 (+0.16%)🌙
as of 10/30 06:38 PM
◀ 10/30 18:38 ▶

Option Volume

Detail
ℹ
Current (10/30) 73,996
Calls: 34,933 (47%)
Puts: 39,063 (53%)
Prior (10/29) 73,637
Calls: 37,510 (51%)
Puts: 36,127 (49%)
Current vs Prior +0.49%
Calls: -6.87% (Calls)
Puts: +8.13% (Puts)
Prior 7-Day Total 288,393
Calls: 136,408 (47%)
Puts: 151,985 (53%)
Prior 7-Day Average 41,199
Calls: 19,486 (47%)
Puts: 21,712 (53%)
Current vs Prior 7-Day Avg +79.61%
Calls: +79.26%
Puts: +79.91%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/30) $205.12M
Calls: $166.88M (81%)
Puts: $38.24M (19%)
Prior (10/29) $233.46M
Calls: $195.04M (84%)
Puts: $38.41M (16%)
Current vs Prior -12.14%
Calls: -14.44%
Puts: -0.46%
Prior 7-Day Total $811.36M
Calls: $610.00M (75%)
Puts: $201.36M (25%)
Prior 7-Day Average $115.91M
Calls: $87.14M (75%)
Puts: $28.77M (25%)
Current vs Prior 7-Day Avg +76.96%
Calls: +91.50%
Puts: +32.92%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 1.12
Prior (10/29) 0.96
Current vs Prior +16.10%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg -7.70%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/30) 204,267
Calls: 103,211 (51%)
Puts: 101,056 (49%)
Prior (10/29) 329,225
Calls: 143,631 (44%)
Puts: 185,594 (56%)
Current vs Prior -37.96%
Prior 7-Day Total 1,603,456
Calls: 739,703 (46%)
Puts: 863,753 (54%)
Prior 7-Day Average 229,065
Calls: 105,671 (46%)
Puts: 123,393 (54%)
Current vs Prior 7-Day Avg -10.83%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 0.63% | 4.06%7.16% | 10.37%
Prior 2.01% | 4.49%7.26% | 10.53%
Current vs Prior +102.04% | +24.56%-1.37% | -1.52%
Prior 7-Day Avg 4.93% | 6.86%8.70% | 11.59%
Current vs 7-Day Avg -17.72% | -18.53%-17.69% | -10.50%
Prior 7-Day Eod 0.85% | 4.20%7.26% | 10.53%
Current vs 7-Day Eod +374.87% | +33.29%-1.37% | -1.52%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 23.63% | 28.70%
Calls: 17.88% | 28.47%
Puts: 29.39% | 28.93%
Prior 23.63% | 28.70%
Calls: 17.88% | 28.47%
Puts: 29.39% | 28.93%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 33.43% | 19.11%
Calls: 27.85% | 15.16%
Puts: 27.38% | 17.17%
Current vs 7-Day Avg -29.31% | +50.16%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($166.88M) vs puts ($38.24M). Dollar volume significantly above 7-day average (77% higher). Volume explosion - 80% above 7-day average (73,996 vs avg 41,199). Slightly bearish P/C ratio of 1.12.

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 NEUTRAL
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 116 of results (avg 7.2%, best 3.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1135.00Oct 30273.90284.70$279.303.9%40.95--
$1150.00Oct 30258.80270.00$264.404.2%2991.00312
$1155.00Dec 11262.05273.40$267.734.2%10.92--
$1175.00Oct 30234.60245.25$239.934.4%51.00--
$1140.00Nov 13270.90283.50$277.204.5%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1640.00Nov 27221.05232.60$226.835.1%30.931
$1620.00Dec 4203.25214.95$209.105.6%20.89--
$1640.00Dec 4219.50233.65$226.586.2%20.91--
$1620.00Nov 27199.20213.50$206.356.9%20.92--
$1580.00Oct 30159.55171.25$165.407.1%20.99--

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. 260 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1150.00Oct 30258.80270.00$264.404.2%2991.00312
$1155.00Oct 30253.80268.05$260.935.5%41.0051
$1160.00Oct 30248.00260.20$254.104.8%11.00--
$1167.50Oct 30241.30255.50$248.405.7%21.00--
$1170.00Oct 30238.00253.25$245.636.2%461.0084
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1500.00Oct 3077.9091.25$84.5815.8%41.00--
$1520.00Oct 3097.50111.25$104.3813.2%21.00--
$1450.00Oct 3030.0041.20$35.6031.5%370.99--
$1540.00Oct 30119.55131.25$125.409.3%70.99--
$1580.00Oct 30159.55171.25$165.407.1%20.99--

Most actively traded options today. High liquidity = easy entry/exit. 631 active (total vol 37.7K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1445.00Oct 300.000.53$0.27196.3%1.6K0.0434
$1450.00Oct 300.000.01$0.01100.0%1.3K0.00498
$1430.00Oct 300.001.00$0.50200.0%9510.10140
$1400.00Oct 3011.1520.00$15.5856.8%9261.00996
$1600.00Nov 202.654.05$3.3541.8%9110.07433
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Oct 300.000.40$0.20200.0%1.5K0.0591
$1420.00Oct 302.6010.25$6.43119.0%4690.812
$1400.00Nov 618.0523.85$20.9527.7%4430.4113
$1410.00Oct 300.001.58$0.79200.0%4190.2110
$1200.00Nov 201.802.77$2.2942.4%3960.04379

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 61.0%, max 71.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1420.00Oct 30Dec 1152.9%35.3%50.0%372198
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1410.00Oct 30Nov 1359.9%34.9%71.9%42010

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 296 found (best R:R 8.62, avg 8.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1200.00$1205.00Nov 6$2.60$2.40$2.60100%0.92$1202.60
$1460.00$1480.00Nov 27$4.30$15.70$4.3037%3.65$1464.30
$1255.00$1260.00Nov 6$2.75$2.25$2.75100%0.82$1257.75
$1265.00$1267.50Nov 6$0.35$2.15$0.35100%6.14$1265.35
$1390.00$1395.00Oct 30$2.95$2.05$2.95100%0.69$1392.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1445.00$1440.00Nov 13$0.52$4.48$0.5262%8.62$1444.48
$1420.00$1400.00Nov 20$7.62$12.38$7.6250%1.62$1412.38
$1460.00$1440.00Dec 4$10.22$9.78$10.2260%0.96$1449.78
$1340.00$1335.00Dec 11$0.15$4.85$0.1530%32.33$1339.85
$1365.00$1360.00Nov 13$0.15$4.85$0.1529%32.33$1364.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 242 found (best R:R 2.82, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1465.00$1470.00Nov 13$3.18$3.18$1.8270%1.75$1468.18
$1460.00$1580.00Dec 11$30.78$30.78$89.2259%0.34$1490.78
$1460.00$1480.00Dec 4$8.67$8.67$11.3360%0.77$1468.67
$1480.00$1485.00Nov 6$2.16$2.16$2.8482%0.76$1482.16
$1500.00$1510.00Nov 13$3.00$3.00$7.0080%0.43$1503.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1225.00$1220.00Oct 30$3.69$3.69$1.3194%2.82$1221.31
$1245.00$1240.00Nov 27$3.47$3.47$1.5389%2.27$1241.53
$1185.00$1180.00Nov 27$2.66$2.66$2.3493%1.14$1182.34
$1205.00$1200.00Oct 30$2.43$2.43$2.5796%0.95$1202.57
$1305.00$1300.00Oct 30$2.44$2.44$2.5693%0.95$1302.56

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $19.90, cheapest $26.01)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1420.00Oct 30Nov 6$24.8952.9%36.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1415.00Oct 30Nov 6$26.0157.4%36.4%
$1445.00Nov 6Nov 13$8.8034.5%34.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 148 found (cheapest 0.35% of stock, avg 6.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1415.00Oct 30$2.46$2.44$4.90$1410.10$1419.900.35%
$1410.00Oct 30$5.92$0.79$6.71$1403.29$1416.710.47%
$1420.00Oct 30$0.99$6.43$7.42$1412.58$1427.420.52%
$1425.00Oct 30$0.53$10.35$10.88$1414.12$1435.880.77%
$1405.00Oct 30$10.98$0.47$11.45$1393.55$1416.450.81%
$1400.00Oct 30$15.58$0.20$15.78$1384.22$1415.781.11%
$1430.00Oct 30$0.50$15.88$16.38$1413.62$1446.381.16%
$1435.00Oct 30$0.11$20.33$20.44$1414.56$1455.441.44%
$1395.00Oct 30$21.05$0.65$21.70$1373.30$1416.701.53%
$1390.00Oct 30$24.00$0.14$24.14$1365.86$1414.141.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.07% of stock, avg 3.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1430.00$1405.00Oct 30$0.50$0.47$0.97$1404.03$1430.97
$1425.00$1405.00Oct 30$0.53$0.47$1.00$1404.00$1426.00
$1430.00$1395.00Oct 30$0.50$0.65$1.15$1393.85$1431.15
$1425.00$1395.00Oct 30$0.53$0.65$1.18$1393.82$1426.18
$1425.00$1410.00Oct 30$0.53$0.79$1.32$1408.68$1426.32
$1430.00$1410.00Oct 30$0.50$0.79$1.29$1408.71$1431.29
$1420.00$1405.00Oct 30$0.99$0.47$1.46$1403.54$1421.46
$1420.00$1410.00Oct 30$0.99$0.79$1.78$1408.22$1421.78
$1420.00$1395.00Oct 30$0.99$0.65$1.64$1393.36$1421.64
$1430.00$1360.00Oct 30$0.50$2.45$2.95$1357.05$1432.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 350 found (best R:R 6.46, avg credit $3.94)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1195/11981495/1500Oct 30$4.33$0.6791%6.46$1193.17$1499.33
1220/12251495/1500Oct 30$4.33$0.6790%6.46$1220.67$1499.33
1195/11981475/1480Oct 30$3.88$1.1292%3.46$1193.62$1478.88
1195/11981445/1450Oct 30$3.95$1.0590%3.76$1193.55$1448.95
1220/12251475/1480Oct 30$3.88$1.1292%3.46$1221.12$1478.88
1220/12251445/1450Oct 30$3.95$1.0590%3.76$1221.05$1448.95
1195/11981430/1435Oct 30$4.08$0.9284%4.43$1193.42$1434.08
1220/12251430/1435Oct 30$4.08$0.9284%4.43$1220.92$1434.08
1160/11621495/1500Oct 30$3.08$1.9292%1.60$1159.42$1498.08
1200/12051495/1500Oct 30$3.07$1.9392%1.59$1201.93$1498.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 226 found (best R:R 3.95, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1415.00$1420.00$1425.00Oct 30$1.01$3.9986%3.95
$1440.00$1460.00$1480.00Nov 20$0.37$19.6313%53.05
$1320.00$1340.00$1360.00Dec 4$0.46$19.5410%42.48
$1420.00$1440.00$1460.00Nov 20$0.85$19.1513%22.53
$1420.00$1440.00$1460.00Nov 27$0.75$19.2512%25.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1320.00$1340.00$1360.00Nov 20$0.35$19.6510%56.14
$1400.00$1405.00$1410.00Oct 30$0.05$4.9516%99.00
$1320.00$1330.00$1340.00Nov 13$0.06$9.946%165.67
$1410.00$1415.00$1420.00Nov 13$0.06$4.944%82.33
$1415.00$1420.00$1425.00Nov 6$0.15$4.856%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 247 found (best net $-12.40, 206 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1200.00$1290.001:2Dec 11-$72.81$17.19
$1405.00$1410.001:2Oct 30-$0.86$4.14
$1640.00$1680.001:2Dec 4-$0.40$39.60
$1540.00$1580.001:2Dec 4-$4.68$35.32
$1420.00$1425.001:2Oct 30-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1510.00$1450.001:2Nov 13-$12.40$47.60
$1310.00$1270.001:2Dec 4-$3.55$36.45
$1235.00$1180.001:2Dec 11-$1.72$53.28
$1425.00$1420.001:2Oct 30-$2.51$2.49
$1410.00$1405.001:2Oct 30-$0.15$4.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 84 found (best yield 4.05%, avg 0.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1420.00Dec 11$57.400.510.2%4.05%4.22%10--
$1460.00Dec 11$40.850.413.0%2.88%5.88%5--
$1440.00Dec 11$47.300.461.6%3.34%4.92%51--
$1420.00Dec 4$51.900.510.2%3.66%3.83%1538
$1440.00Dec 4$40.700.451.6%2.87%4.46%1821
$1460.00Dec 4$32.950.403.0%2.32%5.32%65
$1480.00Dec 4$26.650.344.4%1.88%6.29%30312
$1520.00Dec 4$17.850.267.2%1.26%8.49%684
$1500.00Dec 4$20.100.295.8%1.42%7.24%87
$1420.00Nov 27$42.150.490.2%2.97%3.15%21531

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 34,933
Total Puts 39,063
Put/Call Ratio 1.12
Net Difference -4,130

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 136,408
Total Puts 151,985
Average Put/Call Ratio 1.21
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All