Tour v536
LLY
ELI LILLY AND CO
$1364.73 -3.76%
$1355.60 (-0.67%)🌙
as of 11/05 06:39 PM
(11/4 18:42) ◀
|
Thursday, November 5, 2026 (6:39pm)
January 2026
|
▶ (11/6 18:36)
◀ 11/5 18:39 ▶

Option Volume

Detail
ℹ
Current (11/05) 46,199
Calls: 17,884 (39%)
Puts: 28,315 (61%)
Prior (11/04) 31,054
Calls: 11,240 (36%)
Puts: 19,814 (64%)
Current vs Prior +48.77%
Calls: +59.11% (Calls)
Puts: +42.90% (Puts)
Prior 7-Day Total 310,214
Calls: 133,569 (43%)
Puts: 176,645 (57%)
Prior 7-Day Average 44,316
Calls: 19,081 (43%)
Puts: 25,235 (57%)
Current vs Prior 7-Day Avg +4.25%
Calls: -6.27%
Puts: +12.21%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $149.52M
Calls: $75.27M (50%)
Puts: $74.25M (50%)
Prior (11/04) $93.58M
Calls: $66.10M (71%)
Puts: $27.48M (29%)
Current vs Prior +59.78%
Calls: +13.87%
Puts: +170.17%
Prior 7-Day Total $964.21M
Calls: $722.41M (75%)
Puts: $241.80M (25%)
Prior 7-Day Average $137.74M
Calls: $103.20M (75%)
Puts: $34.54M (25%)
Current vs Prior 7-Day Avg +8.55%
Calls: -27.07%
Puts: +114.96%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 1.58
Prior (11/04) 1.76
Current vs Prior -10.19%
Prior 7-Day Average 1.50
Current vs Prior 7-Day Avg +5.88%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 193,409
Calls: 88,977 (46%)
Puts: 104,432 (54%)
Prior (11/04) 164,545
Calls: 82,937 (50%)
Puts: 81,608 (50%)
Current vs Prior +17.54%
Prior 7-Day Total 1,481,362
Calls: 695,643 (47%)
Puts: 785,719 (53%)
Prior 7-Day Average 211,623
Calls: 99,377 (47%)
Puts: 112,245 (53%)
Current vs Prior 7-Day Avg -8.61%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.42% | 5.16%6.85% | 10.46%
Prior 2.44% | 4.55%6.25% | 9.84%
Current vs Prior -0.95% | +13.49%+9.46% | +6.34%
Prior 7-Day Avg 4.01% | 5.69%7.49% | 10.69%
Current vs 7-Day Avg -39.60% | -9.34%-8.64% | -2.15%
Prior 7-Day Eod 2.45% | 4.55%6.25% | 9.84%
Current vs 7-Day Eod -0.95% | +13.49%+9.46% | +6.34%
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 25.06% | 24.69%
Calls: 21.33% | 24.03%
Puts: 28.80% | 25.36%
Current vs 7-Day Avg -5.72% | +16.22%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Elevated premium activity with dollar volume up 60% vs prior. Extreme bearish P/C ratio of 1.58 - 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 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 78 of results (avg 7.3%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1145.00Nov 6218.10227.80$222.954.4%20.97--
$1100.00Nov 20265.20277.95$271.584.7%100.9893
$1100.00Dec 18270.95284.00$277.484.7%10.95--
$1120.00Dec 18253.55266.00$259.774.8%150.94296
$1130.00Nov 20236.05247.70$241.884.8%50.97401
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1600.00Dec 4227.00240.35$233.685.7%21.00--
$1600.00Dec 18229.40243.00$236.205.8%10.95--
$1560.00Dec 18192.95204.85$198.906.0%20.90--
$1540.00Dec 18175.80187.35$181.586.4%100.871
$1340.00Dec 1850.3553.70$52.036.4%1.2K0.4284

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. 232 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Nov 6161.40175.30$168.358.3%71.0036
$1255.00Nov 6107.30120.50$113.9011.6%221.00123
$1220.00Nov 6141.85155.55$148.709.2%10.9943
$1260.00Nov 6102.50116.00$109.2512.4%200.99150
$1270.00Nov 694.00105.65$99.8311.7%20.9941
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1385.00Nov 617.1526.35$21.7542.3%1881.0074
$1390.00Nov 623.2530.60$26.9327.3%1611.0089
$1395.00Nov 625.7534.70$30.2329.6%1011.0071
$1400.00Nov 630.0038.90$34.4525.8%8111.00271
$1405.00Nov 632.4044.05$38.2230.5%531.0036

Most actively traded options today. High liquidity = easy entry/exit. 618 active (total vol 31.8K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1500.00Nov 60.030.16$0.10130.0%1.0K0.01747
$1450.00Nov 60.060.30$0.18133.3%6260.01730
$1470.00Nov 60.100.46$0.28128.6%4100.02179
$1520.00Nov 203.153.70$3.4316.0%4100.081.1K
$1420.00Dec 1843.8046.35$45.085.7%3870.41461
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1350.00Nov 66.158.00$7.0826.1%2.2K0.34649
$1340.00Dec 1850.3553.70$52.036.4%1.2K0.4284
$1400.00Nov 630.0038.90$34.4525.8%8111.00271
$1370.00Nov 613.1516.80$14.9824.4%7380.64263
$1300.00Nov 61.051.33$1.1923.5%6560.06320

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 42.4%, max 61.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1330.00Nov 6Dec 1158.6%36.2%61.9%575
$1370.00Nov 6Dec 455.7%34.9%59.4%1641
$1340.00Nov 6Dec 1854.5%35.0%55.8%50537
$1390.00Nov 6Dec 1154.4%37.1%46.6%8047
$1375.00Nov 6Dec 1153.7%37.8%42.2%5641
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1330.00Nov 6Dec 1158.6%36.2%61.9%503453
$1370.00Nov 6Dec 455.7%34.9%59.4%739263
$1340.00Nov 6Dec 1854.5%35.0%55.8%1.6K235
$1335.00Nov 6Nov 2756.2%36.5%54.1%22269
$1355.00Nov 6Dec 450.2%34.4%46.1%10672

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 334 found (best R:R 3.63, avg 8.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1420.00$1435.00Dec 4$2.87$12.13$2.8738%4.23$1422.87
$1240.00$1250.00Dec 18$5.63$4.37$5.6380%0.78$1245.63
$1540.00$1560.00Dec 11$0.70$19.30$0.7016%27.57$1540.70
$1520.00$1540.00Dec 4$0.68$19.32$0.6816%28.41$1520.68
$1400.00$1415.00Dec 11$4.48$10.52$4.4845%2.35$1404.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1385.00$1380.00Nov 6$1.08$3.92$1.08100%3.63$1383.92
$1220.00$1200.00Dec 4$0.20$19.80$0.2012%99.00$1219.80
$1365.00$1360.00Nov 13$0.32$4.68$0.3250%14.62$1364.68
$1395.00$1390.00Nov 6$3.30$1.70$3.30100%0.52$1391.70
$1445.00$1425.00Dec 11$11.57$8.43$11.5768%0.73$1433.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 279 found (best R:R 32.33, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1485.00$1490.00Nov 27$3.36$3.36$1.6480%2.05$1488.36
$1455.00$1460.00Dec 4$3.47$3.47$1.5370%2.27$1458.47
$1385.00$1390.00Dec 11$4.33$4.33$0.6751%6.46$1389.33
$1430.00$1435.00Nov 27$2.96$2.96$2.0466%1.45$1432.96
$1365.00$1370.00Dec 4$4.00$4.00$1.0046%4.00$1369.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1360.00$1355.00Dec 4$4.85$4.85$0.1554%32.33$1355.15
$1325.00$1320.00Nov 13$3.68$3.68$1.3269%2.79$1321.32
$1275.00$1270.00Dec 11$3.42$3.42$1.5874%2.16$1271.58
$1235.00$1220.00Nov 27$3.87$3.87$11.1386%0.35$1231.13
$1290.00$1280.00Dec 11$4.88$4.88$5.1271%0.95$1285.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $18.10, cheapest $17.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1370.00Nov 6Nov 13$18.1555.7%41.7%
$1375.00Nov 6Nov 13$18.7553.7%41.9%
$1380.00Nov 6Nov 13$18.7651.5%41.5%
$1385.00Nov 6Nov 13$18.2349.8%40.8%
$1365.00Nov 6Nov 13$17.8646.6%40.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1370.00Nov 6Nov 13$17.1555.7%41.7%
$1350.00Nov 6Nov 13$16.2551.1%39.0%
$1355.00Nov 6Nov 13$17.9750.2%40.6%
$1365.00Nov 6Nov 13$18.2246.6%40.0%
$1360.00Nov 6Nov 13$20.4547.5%42.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 155 found (cheapest 2.10% of stock, avg 7.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1385.00Nov 6$6.95$21.75$28.70$1356.30$1413.702.10%
$1375.00Nov 6$11.63$17.23$28.86$1346.14$1403.862.11%
$1370.00Nov 6$14.43$14.98$29.41$1340.59$1399.412.16%
$1380.00Nov 6$9.07$20.67$29.74$1350.26$1409.742.18%
$1360.00Nov 6$20.10$10.40$30.50$1329.50$1390.502.23%
$1365.00Nov 6$17.77$12.95$30.72$1334.28$1395.722.25%
$1350.00Nov 6$26.00$7.08$33.08$1316.92$1383.082.42%
$1390.00Nov 6$6.55$26.93$33.48$1356.52$1423.482.45%
$1395.00Nov 6$3.98$30.23$34.21$1360.79$1429.212.51%
$1400.00Nov 6$2.97$34.45$37.42$1362.58$1437.422.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.84% of stock, avg 4.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1390.00$1340.00Nov 6$6.55$4.88$11.43$1328.57$1401.43
$1390.00$1345.00Nov 6$6.55$5.98$12.53$1332.47$1402.53
$1385.00$1340.00Nov 6$6.95$4.88$11.83$1328.17$1396.83
$1385.00$1345.00Nov 6$6.95$5.98$12.93$1332.07$1397.93
$1385.00$1350.00Nov 6$6.95$7.08$14.03$1335.97$1399.03
$1390.00$1350.00Nov 6$6.55$7.08$13.63$1336.37$1403.63
$1380.00$1340.00Nov 6$9.07$4.88$13.95$1326.05$1393.95
$1380.00$1345.00Nov 6$9.07$5.98$15.05$1329.95$1395.05
$1380.00$1350.00Nov 6$9.07$7.08$16.15$1333.85$1396.15
$1385.00$1355.00Nov 6$6.95$8.78$15.73$1339.27$1400.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 286 found (best R:R 19.83, avg credit $3.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1115/11201455/1460Dec 4$4.76$0.2464%19.83$1115.24$1459.76
1220/12251390/1395Nov 6$4.45$0.5566%8.09$1220.55$1394.45
1095/11001455/1460Dec 4$4.48$0.5264%8.62$1095.52$1459.48
1130/11351455/1460Dec 4$4.15$0.8564%4.88$1130.85$1459.15
1265/12701455/1460Dec 4$4.90$0.1048%49.00$1265.10$1459.90
1260/12651430/1435Nov 27$4.69$0.3146%15.13$1260.31$1434.69
1115/11201435/1440Dec 4$3.94$1.0659%3.72$1116.06$1438.94
1120/11251430/1435Nov 27$3.64$1.3662%2.68$1121.36$1433.64
1095/11001435/1440Dec 4$3.66$1.3459%2.73$1096.34$1438.66
1220/12251405/1410Nov 6$2.56$2.4480%1.05$1222.44$1407.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 209 found (best R:R 41.55, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1340.00$1360.00$1380.00Dec 18$0.35$19.6510%56.14
$1420.00$1440.00$1460.00Nov 20$0.70$19.3012%27.57
$1380.00$1400.00$1420.00Dec 18$0.52$19.489%37.46
$1280.00$1300.00$1320.00Nov 20$0.74$19.2611%26.03
$1400.00$1420.00$1440.00Nov 20$1.12$18.8813%16.86
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1340.00$1360.00$1380.00Nov 20$0.47$19.5316%41.55
$1420.00$1440.00$1460.00Nov 20$0.82$19.1815%23.39
$1520.00$1540.00$1560.00Dec 18$0.09$19.917%221.22
$1460.00$1480.00$1500.00Dec 18$0.32$19.689%61.50
$1320.00$1340.00$1360.00Nov 20$1.25$18.7516%15.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 192 found (best net $-18.65, 180 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1160.00$1275.001:2Dec 4-$18.65$96.35
$1500.00$1520.001:2Nov 20-$1.56$18.44
$1500.00$1510.001:2Nov 6-$0.04$9.96
$1540.00$1560.001:2Nov 20-$1.01$18.99
$1460.00$1465.001:2Nov 6-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1170.00$1150.001:2Nov 13-$0.65$19.35
$1275.00$1272.501:2Nov 6-$0.07$2.43
$1260.00$1255.001:2Nov 6-$0.14$4.86
$1180.00$1170.001:2Nov 6-$0.22$9.78
$1120.00$1100.001:2Nov 13-$0.33$19.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 138 found (best yield 3.80%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1400.00Dec 18$51.800.452.6%3.80%6.38%2501.5K
$1380.00Dec 18$58.950.501.1%4.32%5.44%91577
$1420.00Dec 18$43.800.414.0%3.21%7.26%387461
$1395.00Dec 11$48.750.472.2%3.57%5.79%1--
$1385.00Dec 11$52.850.491.5%3.87%5.36%2--
$1440.00Dec 18$35.450.365.5%2.60%8.11%86434
$1390.00Dec 11$49.950.481.9%3.66%5.51%2--
$1400.00Dec 11$46.200.452.6%3.39%5.97%46
$1415.00Dec 11$40.750.423.7%2.99%6.67%6--
$1375.00Dec 11$56.500.520.8%4.14%4.89%2--

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 17,884
Total Puts 28,315
Put/Call Ratio 1.58
Net Difference -10,431

Prior's Put/Call Breakdown

Total Calls 11,240
Total Puts 19,814
Put/Call Ratio 1.76
Net Difference -8,574

Prior 7-Day Put/Call Summary

Total Calls 133,569
Total Puts 176,645
Average Put/Call Ratio 1.50
Ratio Trend Falling

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