Tour v533
LLY
ELI LILLY AND CO
$1410.99 -0.46%
$1411.91 (+0.07%)🌙
as of 11/02 06:36 PM
◀ 11/2 18:36 ▶

Option Volume

Detail
ℹ
Current (11/02) 42,552
Calls: 16,602 (39%)
Puts: 25,950 (61%)
Prior (10/30) 73,996
Calls: 34,933 (47%)
Puts: 39,063 (53%)
Current vs Prior -42.49%
Calls: -52.47% (Calls)
Puts: -33.57% (Puts)
Prior 7-Day Total 257,225
Calls: 119,182 (46%)
Puts: 138,043 (54%)
Prior 7-Day Average 42,870
Calls: 17,026 (46%)
Puts: 19,720 (54%)
Current vs Prior 7-Day Avg -0.74%
Calls: -2.49%
Puts: +31.59%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $148.30M
Calls: $105.59M (71%)
Puts: $42.71M (29%)
Prior (10/30) $205.12M
Calls: $166.88M (81%)
Puts: $38.24M (19%)
Current vs Prior -27.70%
Calls: -36.73%
Puts: +11.71%
Prior 7-Day Total $730.88M
Calls: $557.68M (76%)
Puts: $173.20M (24%)
Prior 7-Day Average $121.81M
Calls: $79.67M (76%)
Puts: $24.74M (24%)
Current vs Prior 7-Day Avg +21.75%
Calls: +32.54%
Puts: +72.63%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 1.56
Prior (10/30) 1.12
Current vs Prior +39.78%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg +22.91%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 159,731
Calls: 78,079 (49%)
Puts: 81,652 (51%)
Prior (10/30) 204,267
Calls: 103,211 (51%)
Puts: 101,056 (49%)
Current vs Prior -21.80%
Prior 7-Day Total 1,283,581
Calls: 595,648 (46%)
Puts: 687,933 (54%)
Prior 7-Day Average 213,930
Calls: 99,274 (46%)
Puts: 114,655 (54%)
Current vs Prior 7-Day Avg -25.33%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.98% | 5.54%7.19% | 10.55%
Prior 4.06% | 5.59%7.16% | 10.37%
Current vs Prior -1.84% | -0.87%+0.38% | +1.75%
Prior 7-Day Avg 5.30% | 6.62%8.36% | 11.27%
Current vs 7-Day Avg -24.86% | -16.27%-14.06% | -6.34%
Prior 7-Day Eod 4.06% | 5.59%7.16% | 10.37%
Current vs 7-Day Eod -1.84% | -0.87%+0.38% | +1.75%
Sentiment BULLISHBEARISH

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 26.84% | 18.78%
Calls: 25.87% | 17.86%
Puts: 27.82% | 19.70%
Current vs 7-Day Avg -11.97% | +52.82%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($105.59M). Below-average activity with volume down 42% vs prior. Extreme bearish P/C ratio of 1.56 - heavy put buying. P/C ratio rising 40% - increased hedging/bearish positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 136 of results (avg 7.2%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Nov 2075.3078.15$76.723.7%50.69734
$1180.00Nov 20230.00239.80$234.904.2%11.00--
$1135.00Nov 6273.65285.35$279.504.2%20.98--
$1340.00Nov 2088.9092.75$90.834.2%230.75326
$1130.00Nov 6278.00290.50$284.254.4%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1420.00Nov 2048.2050.05$49.133.8%990.5292
$1460.00Nov 2071.3574.25$72.804.0%120.6528
$1400.00Nov 2038.5040.20$39.354.3%2340.4593
$1500.00Nov 20100.00104.60$102.304.5%390.774
$1310.00Nov 2011.9012.45$12.184.5%650.1818

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. 168 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1130.00Nov 20279.45293.65$286.555.0%21.00--
$1140.00Nov 20269.40283.25$276.335.0%21.00107
$1180.00Nov 20230.00239.80$234.904.2%11.00--
$1130.00Nov 6278.00290.50$284.254.4%21.00--
$1185.00Nov 6222.50235.45$228.985.7%30.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1550.00Nov 6130.80144.00$137.409.6%21.00--
$1540.00Nov 6121.00134.50$127.7510.6%20.94--
$1560.00Nov 6140.65153.90$147.289.0%60.94--
$1580.00Nov 20163.55176.90$170.237.8%120.92--
$1560.00Nov 20144.60158.00$151.308.9%320.89--

Most actively traded options today. High liquidity = easy entry/exit. 486 active (total vol 20.1K, top 595)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1680.00Nov 200.361.63$0.99128.3%4720.02490
$1500.00Nov 62.853.05$2.956.8%3540.10376
$1600.00Nov 60.200.30$0.2540.0%3430.01491
$1450.00Nov 611.5012.45$11.987.9%3340.29604
$1420.00Nov 2040.8042.65$41.724.4%3110.48801
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Nov 2010.2510.80$10.535.2%5950.16256
$1330.00Nov 63.904.45$4.1813.2%4780.1232
$1300.00Nov 61.661.91$1.7914.0%4190.06205
$1150.00Nov 201.281.90$1.5939.0%3710.03419
$1350.00Nov 66.507.10$6.808.8%3120.18107

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 23.1%, max 40.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1360.00Nov 6Dec 1147.4%33.8%40.3%67331
$1350.00Nov 6Dec 1147.9%34.6%38.5%2167
$1380.00Nov 6Dec 1146.5%34.5%34.9%106141
$1400.00Nov 6Dec 1145.8%34.2%33.9%93304
$1430.00Nov 6Nov 1345.9%36.6%25.6%245223
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1360.00Nov 6Dec 1147.4%33.8%40.3%18040
$1350.00Nov 6Dec 1147.9%34.6%38.5%314107
$1380.00Nov 6Dec 1146.5%34.5%34.9%16550
$1400.00Nov 6Dec 1145.8%34.2%33.9%145227
$1430.00Nov 6Nov 1345.9%36.6%25.6%1758

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 297 found (best R:R 0.57, avg 9.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1260.00$1270.00Nov 20$6.35$3.65$6.3591%0.57$1266.35
$1305.00$1310.00Nov 6$2.12$2.88$2.1294%1.36$1307.12
$1340.00$1360.00Dec 4$11.50$8.50$11.5072%0.74$1351.50
$1520.00$1540.00Nov 27$1.85$18.15$1.8522%9.81$1521.85
$1540.00$1580.00Dec 11$6.10$33.90$6.1025%5.56$1546.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1400.00$1395.00Nov 13$0.22$4.78$0.2243%21.73$1399.78
$1460.00$1420.00Dec 11$20.48$19.52$20.4859%0.95$1439.52
$1380.00$1360.00Nov 27$5.62$14.38$5.6238%2.56$1374.38
$1380.00$1375.00Nov 13$0.45$4.55$0.4534%10.11$1379.55
$1290.00$1280.00Nov 27$0.30$9.70$0.3016%32.33$1289.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 240 found (best R:R 0.16, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1580.00$1600.00Dec 11$5.00$5.00$15.0081%0.33$1585.00
$1540.00$1560.00Nov 27$4.45$4.45$15.5581%0.29$1544.45
$1520.00$1530.00Nov 13$2.70$2.70$7.3084%0.37$1522.70
$1470.00$1475.00Nov 13$2.57$2.57$2.4370%1.06$1472.57
$1560.00$1580.00Dec 4$3.90$3.90$16.1083%0.24$1563.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1245.00$1190.00Dec 11$7.42$7.42$47.5885%0.16$1237.58
$1325.00$1320.00Nov 27$3.63$3.63$1.3776%2.65$1321.37
$1150.00$1130.00Nov 6$2.46$2.46$17.5496%0.14$1147.54
$1380.00$1360.00Dec 11$9.52$9.52$10.4860%0.91$1370.48
$1225.00$1210.00Dec 4$3.33$3.33$11.6789%0.29$1221.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $10.44, cheapest $8.67)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1430.00Nov 6Nov 13$9.4845.9%36.6%
$1400.00Nov 6Nov 13$13.7545.8%36.7%
$1380.00Nov 6Nov 13$11.8546.5%37.9%
$1415.00Nov 6Nov 13$12.2746.4%38.0%
$1435.00Nov 6Nov 13$10.3346.0%37.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1430.00Nov 6Nov 13$8.6745.9%36.6%
$1400.00Nov 6Nov 13$8.1245.8%36.7%
$1380.00Nov 6Nov 13$8.2346.5%37.9%
$1415.00Nov 6Nov 13$9.4946.4%38.0%
$1435.00Nov 6Nov 13$8.9046.0%37.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 112 found (cheapest 3.79% of stock, avg 7.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1410.00Nov 6$28.00$25.45$53.45$1356.55$1463.453.79%
$1405.00Nov 6$30.28$23.48$53.76$1351.24$1458.763.81%
$1415.00Nov 6$25.58$28.18$53.76$1361.24$1468.763.81%
$1400.00Nov 6$32.90$21.03$53.93$1346.07$1453.933.82%
$1420.00Nov 6$23.13$30.78$53.91$1366.09$1473.913.82%
$1425.00Nov 6$20.78$33.85$54.63$1370.37$1479.633.87%
$1395.00Nov 6$36.00$19.00$55.00$1340.00$1450.003.90%
$1430.00Nov 6$18.85$36.63$55.48$1374.52$1485.483.93%
$1390.00Nov 6$39.17$17.20$56.37$1333.63$1446.374.00%
$1435.00Nov 6$17.02$39.50$56.52$1378.48$1491.524.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.02% of stock, avg 4.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1500.00$1320.00Nov 20$14.45$14.02$28.47$1291.53$1528.47
$1500.00$1340.00Nov 20$14.45$18.55$33.00$1307.00$1533.00
$1435.00$1390.00Nov 6$17.02$17.20$34.22$1355.78$1469.22
$1480.00$1320.00Nov 20$19.45$14.02$33.47$1286.53$1513.47
$1435.00$1395.00Nov 6$17.02$19.00$36.02$1358.98$1471.02
$1430.00$1390.00Nov 6$18.85$17.20$36.05$1353.95$1466.05
$1430.00$1395.00Nov 6$18.85$19.00$37.85$1357.15$1467.85
$1480.00$1340.00Nov 20$19.45$18.55$38.00$1302.00$1518.00
$1435.00$1400.00Nov 6$17.02$21.03$38.05$1361.95$1473.05
$1430.00$1400.00Nov 6$18.85$21.03$39.88$1360.12$1469.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 325 found (best R:R 0.49, avg credit $4.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1175/11801540/1560Nov 27$6.60$13.4075%0.49$1173.40$1546.60
1210/12251560/1580Dec 4$7.23$12.7772%0.57$1217.77$1567.23
1205/12201540/1560Nov 27$6.72$13.2874%0.51$1213.28$1546.72
1175/11801500/1520Nov 27$7.73$12.2767%0.63$1172.27$1507.73
1155/11601540/1560Nov 27$5.77$14.2377%0.41$1154.23$1545.77
1205/12101455/1460Nov 6$2.51$2.4970%1.01$1207.49$1457.51
1205/12101445/1450Nov 6$2.76$2.2465%1.23$1207.24$1447.76
1205/12201500/1520Nov 27$7.85$12.1566%0.65$1212.15$1507.85
1175/11801480/1500Nov 27$8.52$11.4862%0.74$1171.48$1488.52
1210/12251520/1540Dec 4$8.06$11.9464%0.68$1216.94$1528.06

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 196 found (best R:R 180.82, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1380.00$1400.00$1420.00Dec 4$0.39$19.6111%50.28
$1380.00$1400.00$1420.00Nov 20$1.01$18.9914%18.80
$1420.00$1440.00$1460.00Nov 20$0.96$19.0414%19.83
$1460.00$1480.00$1500.00Nov 20$0.85$19.1512%22.53
$1480.00$1500.00$1520.00Nov 27$0.79$19.2111%24.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1400.00$1420.00$1440.00Nov 27$0.11$19.8912%180.82
$1420.00$1440.00$1460.00Nov 20$1.03$18.9714%18.42
$1320.00$1340.00$1360.00Nov 20$0.95$19.0511%20.05
$1380.00$1400.00$1420.00Nov 27$1.13$18.8712%16.70
$1360.00$1380.00$1400.00Nov 20$1.32$18.6814%14.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 183 found (best net $-24.70, 175 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1275.00$1340.001:2Dec 4-$50.21$14.79
$1600.00$1640.001:2Nov 27-$0.16$39.84
$1560.00$1590.001:2Nov 13-$0.93$29.07
$1620.00$1640.001:2Nov 20-$0.40$19.60
$1660.00$1680.001:2Nov 20-$0.20$19.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1580.00$1480.001:2Dec 11-$24.70$75.30
$1180.00$1175.001:2Nov 27$0.00$5.00
$1220.00$1205.001:2Nov 27-$0.71$14.29
$1195.00$1190.001:2Nov 6-$0.15$4.85
$1245.00$1240.001:2Nov 6-$0.17$4.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 88 found (best yield 4.14%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1420.00Dec 11$58.450.510.6%4.14%4.78%126
$1440.00Dec 11$49.000.462.1%3.47%5.53%1250
$1460.00Dec 11$40.550.413.5%2.87%6.35%114
$1480.00Dec 11$34.000.374.9%2.41%7.30%27--
$1500.00Dec 11$28.000.326.3%1.98%8.29%11--
$1440.00Dec 4$41.050.452.1%2.91%4.97%10222
$1420.00Dec 4$49.100.500.6%3.48%4.12%7943
$1460.00Dec 4$33.250.403.5%2.36%5.83%528
$1420.00Nov 27$47.000.490.6%3.33%3.97%20524
$1540.00Dec 11$18.850.259.1%1.34%10.48%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 16,602
Total Puts 25,950
Put/Call Ratio 1.56
Net Difference -9,348

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 119,182
Total Puts 138,043
Average Put/Call Ratio 1.27
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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