Tour v490
LLY
ELI LILLY AND CO
$1117.39 -0.35%
8/4 14:07

Option Volume

Detail
Current (08/04 2:05pm) 33,469
Calls: 15,453 (46%)
Puts: 18,016 (54%)
Prior (06/29) 7,818
Calls: 5,698 (73%)
Puts: 2,120 (27%)
Current vs Prior +328.10%
Calls: +171.20% (Calls)
Puts: +749.81% (Puts)
Prior 7-Day Total 137,842
Calls: 86,885 (63%)
Puts: 50,957 (37%)
Prior 7-Day Average 19,691
Calls: 12,412 (63%)
Puts: 7,279 (37%)
Current vs Prior 7-Day Avg +69.96%
Calls: +24.50%
Puts: +147.49%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04 2:05pm) $109.20M
Calls: $60.92M (56%)
Puts: $48.28M (44%)
Prior (06/29) $24.08M
Calls: $19.43M (81%)
Puts: $4.65M (19%)
Current vs Prior +353.40%
Calls: +213.47%
Puts: +938.02%
Prior 7-Day Total $320.70M
Calls: $241.23M (75%)
Puts: $79.47M (25%)
Prior 7-Day Average $45.81M
Calls: $34.46M (75%)
Puts: $11.35M (25%)
Current vs Prior 7-Day Avg +138.35%
Calls: +76.77%
Puts: +325.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04 2:05pm) 1.17
Prior (06/29) 0.37
Current vs Prior +213.35%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +159.46%
Sentiment BEARISH

Open Interest

Detail
Current (08/04 2:05pm) 335,973
Calls: 149,564 (45%)
Puts: 186,409 (55%)
Prior (06/29) 327,206
Calls: 154,032 (47%)
Puts: 173,174 (53%)
Current vs Prior +2.68%
Prior 7-Day Total 2,301,305
Calls: 1,097,817 (48%)
Puts: 1,203,488 (52%)
Prior 7-Day Average 328,757
Calls: 156,831 (48%)
Puts: 171,926 (52%)
Current vs Prior 7-Day Avg +2.19%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 7.52% | 8.60%9.22% | 12.23%
Prior 2.17% | 4.73%-- | --
Current vs Prior +247.19% | +81.70%-- | --
Prior 7-Day Avg 3.90% | 5.84%-- | --
Current vs 7-Day Avg +93.03% | +47.13%-- | --
Prior 7-Day Eod 2.17% | 4.73%-- | --
Current vs 7-Day Eod +247.19% | +81.70%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Prior 28.11% | 17.98%
Calls: 23.67% | 17.82%
Puts: 32.54% | 18.14%
Current vs Prior -79.47% | -47.05%
Prior 7-Day Avg 18.32% | 17.87%
Calls: 17.55% | 17.39%
Puts: 19.08% | 18.34%
Current vs 7-Day Avg -68.50% | -46.73%
Liquidity Pricy
+
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🤖 AI Insights

Massive premium surge with dollar volume up 353% vs prior. Dollar volume significantly above 7-day average (138% higher). Unusually high activity with volume up 328% vs prior - elevated interest. 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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHBEARISHBEARISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 189 of results (avg 8.0%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$910.00Sep 18213.45223.25$218.354.5%--0.9249
$900.00Sep 18221.25231.60$226.434.6%10.92169
$920.00Aug 21195.00204.35$199.684.7%--0.95136
$920.00Sep 11200.00210.50$205.255.1%--0.9110
$920.00Sep 18201.00211.75$206.385.2%--0.91728
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Sep 18227.20239.30$233.255.2%--0.8532
$1340.00Aug 21220.90233.10$227.005.4%--0.9320
$1080.00Sep 1845.2047.70$46.455.4%600.38504
$1300.00Sep 18191.90203.00$197.455.6%20.82203
$1320.00Aug 21202.05214.00$208.035.7%--0.9112

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.61, cheapest $0.61)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$930.00Aug 70.550.67$0.6119.7%480.02108

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 266 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$900.00Aug 21212.35225.95$219.156.2%21.00122
$900.00Aug 7210.75226.00$218.387.0%10.9914
$950.00Aug 7163.00175.00$169.007.1%40.9712
$970.00Aug 7144.00153.80$148.906.6%20.95--
$920.00Aug 21195.00204.35$199.684.7%--0.95136
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Aug 7198.00210.00$204.005.9%--1.0014
$1300.00Aug 7178.50191.00$184.756.8%--0.9436
$1340.00Aug 21220.90233.10$227.005.4%--0.9320
$1280.00Aug 7158.90172.00$165.457.9%--0.9213
$1275.00Aug 7155.00166.40$160.707.1%--0.9211

Most actively traded options today. High liquidity = easy entry/exit. 535 active (total vol 22.3K, top 847)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1160.00Aug 721.7025.00$23.3514.1%8470.36236
$1300.00Sep 1814.7016.55$15.6311.8%6570.181.2K
$1075.00Aug 760.0068.00$64.0012.5%6540.695
$1070.00Aug 763.0071.00$67.0011.9%6530.705
$1300.00Aug 71.702.17$1.9424.2%5830.05610
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1080.00Aug 721.1526.50$23.8322.5%7690.34211
$1115.00Aug 737.2540.85$39.059.2%6740.47192
$1125.00Aug 741.7547.90$44.8313.7%6300.51212
$900.00Sep 184.907.85$6.3846.2%6240.071.5K
$1050.00Aug 712.2515.00$13.6320.2%5910.23392

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 155 strikes (avg 108.0%, max 156.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1120.00Aug 7Sep 18100.2%40.6%146.8%214354
$1110.00Aug 7Sep 18100.3%40.7%146.4%74190
$1090.00Aug 7Sep 18101.7%41.4%145.8%216
$1080.00Aug 7Sep 1899.6%40.6%145.3%32550
$1100.00Aug 7Sep 1899.7%41.0%143.2%66717
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$905.00Aug 7Aug 28125.1%48.8%156.7%437
$1120.00Aug 7Sep 18100.2%40.6%146.8%207350
$1110.00Aug 7Sep 18100.3%40.7%146.4%353264
$1090.00Aug 7Sep 18101.7%41.4%145.8%42184
$1080.00Aug 7Sep 1899.6%40.6%145.3%829715

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 478 found (best R:R 51.63, avg 4.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1265.00$1270.00Aug 7$0.10$4.90$0.1049.00$1265.10
$1310.00$1315.00Aug 7$0.10$4.90$0.1049.00$1310.10
$1300.00$1320.00Sep 4$0.53$19.47$0.5336.74$1300.53
$1255.00$1260.00Aug 7$0.15$4.85$0.1532.33$1255.15
$1330.00$1335.00Aug 7$0.15$4.85$0.1532.33$1330.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$930.00$920.00Aug 21$0.19$9.81$0.1951.63$929.81
$955.00$950.00Aug 7$0.11$4.89$0.1144.45$954.89
$960.00$955.00Aug 14$0.13$4.87$0.1337.46$959.87
$925.00$920.00Aug 7$0.14$4.86$0.1434.71$924.86
$950.00$940.00Sep 11$0.32$9.68$0.3230.25$949.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 622 found (best R:R 79.65, avg 2.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$900.00$950.00Aug 7$49.38$49.38$0.6279.65$949.38
$930.00$940.00Aug 21$9.80$9.80$0.2049.00$939.80
$900.00$920.00Aug 21$19.47$19.47$0.5336.74$919.47
$900.00$920.00Sep 11$19.15$19.15$0.8522.53$919.15
$920.00$930.00Aug 21$9.45$9.45$0.5517.18$929.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1240.00$1235.00Aug 14$4.84$4.84$0.1630.25$1235.16
$1300.00$1280.00Aug 7$19.30$19.30$0.7027.57$1280.70
$1320.00$1300.00Aug 7$19.25$19.25$0.7525.67$1300.75
$1260.00$1250.00Aug 7$9.60$9.60$0.4024.00$1250.40
$1225.00$1220.00Aug 21$4.80$4.80$0.2024.00$1220.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 155 found (avg debit $4.32, cheapest $0.76)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$900.00Aug 7Aug 21$0.7799.3%53.7%
$1000.00Aug 7Aug 14$1.0594.7%58.9%
$1340.00Aug 7Aug 14$1.5197.4%64.7%
$950.00Aug 7Aug 14$1.5596.2%62.1%
$1320.00Aug 7Aug 14$1.7297.1%63.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$900.00Aug 7Aug 14$0.7699.3%66.0%
$905.00Aug 7Aug 28$0.99125.1%48.8%
$925.00Aug 7Aug 14$0.9997.7%63.1%
$930.00Aug 7Aug 14$1.0196.3%62.0%
$945.00Aug 7Aug 14$1.1095.1%60.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 243 found (cheapest 7.25% of stock, avg 11.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1115.00Aug 7$41.95$39.05$81.00$1034.00$1196.007.25%
$1105.00Aug 7$47.00$34.50$81.50$1023.50$1186.507.29%
$1095.00Aug 7$51.85$29.73$81.58$1013.42$1176.587.30%
$1110.00Aug 7$44.98$36.92$81.90$1028.10$1191.907.33%
$1100.00Aug 7$50.20$32.00$82.20$1017.80$1182.207.36%
$1120.00Aug 7$40.35$42.13$82.48$1037.52$1202.487.38%
$1125.00Aug 7$38.05$44.83$82.88$1042.12$1207.887.42%
$1090.00Aug 7$54.83$28.53$83.36$1006.64$1173.367.46%
$1130.00Aug 7$35.73$48.30$84.03$1045.97$1214.037.52%
$1135.00Aug 7$32.95$51.10$84.05$1050.95$1219.057.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 5.54% of stock, avg 8.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1145.00$1100.00Aug 7$29.85$32.00$61.85$1038.15$1206.85
$1140.00$1100.00Aug 7$31.73$32.00$63.73$1036.27$1203.73
$1145.00$1105.00Aug 7$29.85$34.50$64.35$1040.65$1209.35
$1135.00$1100.00Aug 7$32.95$32.00$64.95$1035.05$1199.95
$1225.00$1065.00Sep 11$27.55$38.00$65.55$999.45$1290.55
$1140.00$1105.00Aug 7$31.73$34.50$66.23$1038.77$1206.23
$1145.00$1110.00Aug 7$29.85$36.92$66.77$1043.23$1211.77
$1135.00$1105.00Aug 7$32.95$34.50$67.45$1037.55$1202.45
$1130.00$1100.00Aug 7$35.73$32.00$67.73$1032.27$1197.73
$1140.00$1110.00Aug 7$31.73$36.92$68.65$1041.35$1208.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 425 found (best R:R 99.00, avg credit $9.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
900/910960/970Aug 21$9.90$0.1099.00$900.10$969.90
930/940960/970Aug 21$9.85$0.1565.67$930.15$969.85
930/940980/990Aug 21$9.85$0.1565.67$930.15$989.85
910/920950/960Sep 18$9.84$0.1661.50$910.16$959.84
930/940980/990Sep 18$9.82$0.1854.56$930.18$989.82
945/9501010/1020Aug 14$9.80$0.2049.00$940.20$1019.80
950/9551125/1130Sep 4$4.88$0.1240.67$950.12$1129.88
950/9551120/1125Sep 4$4.87$0.1337.46$950.13$1124.87
900/9101010/1020Aug 14$9.73$0.2736.04$900.27$1019.73
940/950980/990Sep 18$9.73$0.2736.04$940.27$989.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 279 found (best R:R 165.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1150.00$1155.00$1160.00Aug 28$0.05$4.9599.00
$1220.00$1230.00$1240.00Sep 4$0.10$9.9099.00
$950.00$960.00$970.00Aug 21$0.12$9.8882.33
$1040.00$1050.00$1060.00Sep 18$0.12$9.8882.33
$940.00$950.00$960.00Aug 21$0.16$9.8461.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$970.00$980.00$990.00Aug 21$0.06$9.94165.67
$1040.00$1050.00$1060.00Aug 21$0.08$9.92124.00
$1160.00$1170.00$1180.00Sep 18$0.09$9.91110.11
$1065.00$1070.00$1075.00Aug 7$0.05$4.9599.00
$950.00$955.00$960.00Aug 7$0.06$4.9482.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 114 found (best net $-18.72, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1015.00$1095.001:2Sep 4-$18.72$61.28
$1180.00$1225.001:2Sep 11-$15.68$29.32
$1000.00$1065.001:2Aug 28-$36.81$28.19
$1320.00$1340.001:2Sep 4-$2.60$17.40
$1320.00$1340.001:2Aug 21-$2.77$17.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$970.00$950.001:2Sep 11-$5.64$14.36
$1040.00$1015.001:2Sep 11-$14.00$11.00
$1195.00$1145.001:2Sep 4-$40.21$9.79
$940.00$925.001:2Sep 11-$5.27$9.73
$910.00$900.001:2Aug 14-$0.42$9.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 211 found (best yield 5.55%, avg 1.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1120.00Sep 18$62.000.520.2%5.55%5.78%56282
$1120.00Sep 11$59.000.520.2%5.28%5.51%22
$1130.00Sep 18$58.000.501.1%5.19%6.32%987
$1125.00Sep 11$56.000.510.7%5.01%5.69%3--
$1120.00Sep 4$55.000.510.2%4.92%5.16%16
$1140.00Sep 18$53.600.472.0%4.80%6.82%13532
$1125.00Sep 4$53.050.500.7%4.75%5.43%23
$1120.00Aug 28$52.300.510.2%4.68%4.91%7312
$1130.00Sep 4$51.000.491.1%4.56%5.69%102
$1125.00Aug 28$50.550.500.7%4.52%5.20%1050

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 15,453
Total Puts 18,016
Put/Call Ratio 1.17
Net Difference -2,563

Prior's Put/Call Breakdown

Total Calls 5,698
Total Puts 2,120
Put/Call Ratio 0.37
Net Difference 3,578

Prior 7-Day Put/Call Summary

Total Calls 86,885
Total Puts 50,957
Average Put/Call Ratio 0.45
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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