Tour v492
LLY
ELI LILLY AND CO
$1206.02 +8.10%
8/5 09:35

Option Volume

Detail
Current (08/05 9:35am) 5,776
Calls: 3,156 (55%)
Puts: 2,620 (45%)
Prior (06/29) 2,179
Calls: 1,612 (74%)
Puts: 567 (26%)
Current vs Prior +165.08%
Calls: +95.78% (Calls)
Puts: +362.08% (Puts)
Prior 7-Day Total 150,262
Calls: 86,344 (57%)
Puts: 63,918 (43%)
Prior 7-Day Average 37,565
Calls: 12,334 (57%)
Puts: 9,131 (43%)
Current vs Prior 7-Day Avg -84.62%
Calls: -74.41%
Puts: -71.31%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 9:35am) $16.13M
Calls: $13.17M (82%)
Puts: $2.96M (18%)
Prior (06/29) $7.96M
Calls: $6.81M (86%)
Puts: $1.15M (14%)
Current vs Prior +102.48%
Calls: +93.30%
Puts: +156.71%
Prior 7-Day Total $358.27M
Calls: $244.26M (68%)
Puts: $114.01M (32%)
Prior 7-Day Average $89.57M
Calls: $34.89M (68%)
Puts: $16.29M (32%)
Current vs Prior 7-Day Avg -82.00%
Calls: -62.27%
Puts: -81.82%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 9:35am) 0.83
Prior (06/29) 0.35
Current vs Prior +136.02%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg +9.23%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05 9:35am) 357,589
Calls: 159,851 (45%)
Puts: 197,738 (55%)
Prior (06/29) 327,206
Calls: 154,032 (47%)
Puts: 173,174 (53%)
Current vs Prior +9.29%
Prior 7-Day Total 1,328,454
Calls: 631,253 (48%)
Puts: 697,201 (52%)
Prior 7-Day Average 332,113
Calls: 157,813 (48%)
Puts: 174,300 (52%)
Current vs Prior 7-Day Avg +7.67%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.93% | 5.39%6.60% | 10.38%
Prior 3.64% | 5.41%9.22% | 12.23%
Current vs Prior +8.09% | -0.29%-28.35% | -15.10%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -21.28% | -20.22%-28.35% | -15.10%
Prior 7-Day Eod 3.64% | 5.41%9.24% | 12.25%
Current vs 7-Day Eod +8.09% | -0.29%-28.50% | -15.27%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 33.30% | 24.62%
Calls: 33.26% | 25.00%
Puts: 33.33% | 24.24%
Prior 24.68% | 21.27%
Calls: 21.94% | 19.87%
Puts: 27.42% | 22.66%
Current vs Prior +34.93% | +15.75%
Prior 7-Day Avg 20.44% | 19.00%
Calls: 19.02% | 18.22%
Puts: 21.86% | 19.78%
Current vs 7-Day Avg +62.92% | +29.56%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($13.17M) vs puts ($2.96M). Massive premium surge with dollar volume up 102% vs prior. Unusually high activity with volume up 165% vs prior - elevated interest. P/C ratio rising 136% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
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
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 80 of results (avg 8.2%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$980.00Sep 18229.35241.00$235.185.0%--0.9288
$970.00Sep 18236.10250.00$243.055.7%--0.9385
$970.00Aug 21230.15243.85$237.005.8%--1.0012
$1050.00Sep 18165.00175.00$170.005.9%--0.86183
$1000.00Aug 14200.60213.45$207.026.2%--1.0030
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Sep 18195.45207.95$201.706.2%--0.87106
$1420.00Aug 21208.00222.75$215.386.8%--0.9210
$1360.00Aug 28153.00165.05$159.037.6%--0.9016
$1300.00Aug 2199.50108.00$103.758.2%20.8195
$1360.00Aug 21151.00164.00$157.508.3%--0.9219

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. 225 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 7199.00213.00$206.006.8%21.0034
$1020.00Aug 7179.00193.60$186.307.8%--1.0011
$1035.00Aug 7163.55178.95$171.259.0%--1.00311
$1040.00Aug 7159.00174.00$166.509.0%--1.00312
$1045.00Aug 7155.00169.95$162.489.2%--1.0073
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Aug 7127.15141.00$134.0710.3%30.979
$1320.00Aug 7108.00122.60$115.3012.7%--0.9514
$1300.00Aug 788.00103.95$95.9816.6%--0.9336
$1420.00Aug 21208.00222.75$215.386.8%--0.9210
$1360.00Aug 21151.00164.00$157.508.3%--0.9219

Most actively traded options today. High liquidity = easy entry/exit. 344 active (total vol 4.5K, top 350)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 71.671.90$1.7912.8%2980.07926
$1250.00Aug 76.258.50$7.3830.5%2610.23548
$1400.00Aug 70.000.19$0.10190.0%2290.01576
$1200.00Aug 723.0528.00$25.5319.4%2220.55558
$1140.00Sep 1897.00105.20$101.108.1%1050.69536
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 216.009.75$7.8847.6%3500.141.0K
$1100.00Aug 70.272.35$1.31158.8%740.05722
$1000.00Aug 70.000.15$0.08187.5%680.00979
$1050.00Aug 70.100.58$0.34141.2%620.01903
$1140.00Aug 72.144.40$3.2769.1%520.12249

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 137 strikes (avg 82.9%, max 216.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1420.00Aug 7Sep 1897.3%35.1%177.5%--1.2K
$1440.00Aug 7Sep 1892.4%35.4%161.0%--1.1K
$1000.00Aug 7Sep 1886.9%40.5%114.6%2439
$1020.00Aug 7Sep 1882.8%38.9%113.0%--133
$1125.00Aug 7Sep 478.0%37.2%109.8%6190
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$965.00Aug 7Sep 4164.9%52.1%216.5%152
$1015.00Aug 7Sep 11120.7%39.9%202.2%976
$1065.00Aug 7Sep 4116.8%40.5%188.1%2093
$1035.00Aug 7Sep 4106.3%40.6%162.0%6218
$1085.00Aug 7Sep 497.5%38.7%152.1%26115

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 357 found (best R:R 116.65, avg 5.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1420.00$1440.00Aug 28$0.17$19.83$0.17116.65$1420.17
$1340.00$1360.00Aug 21$0.29$19.71$0.2967.97$1340.29
$1420.00$1440.00Sep 4$0.43$19.57$0.4345.51$1420.43
$1360.00$1370.00Aug 14$0.22$9.78$0.2244.45$1360.22
$1300.00$1320.00Aug 14$0.45$19.55$0.4543.44$1300.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1110.00$1105.00Aug 14$0.13$4.87$0.1337.46$1109.87
$1135.00$1130.00Aug 14$0.13$4.87$0.1337.46$1134.87
$1000.00$995.00Aug 28$0.13$4.87$0.1337.46$999.87
$1060.00$1050.00Aug 21$0.27$9.73$0.2736.04$1059.73
$1010.00$1000.00Sep 18$0.30$9.70$0.3032.33$1009.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 486 found (best R:R 180.82, avg 3.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1000.00$1020.00Aug 14$19.89$19.89$0.11180.82$1019.89
$1000.00$1020.00Aug 7$19.70$19.70$0.3065.67$1019.70
$1040.00$1050.00Aug 21$9.83$9.83$0.1757.82$1049.83
$980.00$1000.00Aug 21$19.58$19.58$0.4246.62$999.58
$1040.00$1050.00Sep 18$9.75$9.75$0.2539.00$1049.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1320.00$1300.00Aug 7$19.32$19.32$0.6828.41$1300.68
$1420.00$1360.00Aug 21$57.88$57.88$2.1227.30$1362.12
$1260.00$1250.00Aug 7$9.52$9.52$0.4819.83$1250.48
$1300.00$1285.00Aug 7$14.28$14.28$0.7219.83$1285.72
$1340.00$1320.00Aug 7$18.77$18.77$1.2315.26$1321.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 135 found (avg debit $5.25, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1065.00Aug 7Aug 14$0.08116.8%59.7%
$1040.00Aug 7Aug 14$0.3370.1%68.3%
$1400.00Aug 7Aug 14$0.5072.0%45.0%
$1345.00Aug 7Aug 14$0.57104.3%53.6%
$980.00Aug 21Aug 28$0.5750.4%54.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Aug 7Aug 14$0.3886.9%53.1%
$1065.00Aug 7Aug 14$0.62116.8%59.7%
$1030.00Aug 7Aug 14$0.6485.4%50.6%
$1055.00Aug 7Aug 14$0.8586.5%48.8%
$1020.00Aug 7Aug 14$1.4082.8%58.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 210 found (cheapest 3.78% of stock, avg 9.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1200.00Aug 7$25.53$20.00$45.53$1154.47$1245.533.78%
$1210.00Aug 7$21.15$24.50$45.65$1164.35$1255.653.79%
$1202.50Aug 7$24.80$21.00$45.80$1156.70$1248.303.80%
$1205.00Aug 7$23.45$22.50$45.95$1159.05$1250.953.81%
$1215.00Aug 7$18.15$28.00$46.15$1168.85$1261.153.83%
$1195.00Aug 7$29.00$18.00$47.00$1148.00$1242.003.90%
$1220.00Aug 7$16.20$30.80$47.00$1173.00$1267.003.90%
$1222.50Aug 7$15.38$32.10$47.48$1175.02$1269.983.94%
$1190.00Aug 7$31.43$16.15$47.58$1142.42$1237.583.95%
$1225.00Aug 7$14.45$33.60$48.05$1176.95$1273.053.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 2.31% of stock, avg 5.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1360.00$1100.00Sep 11$10.83$17.02$27.85$1072.15$1387.85
$1360.00$1115.00Sep 11$10.83$20.40$31.23$1083.77$1391.23
$1217.50$1190.00Aug 7$17.90$16.15$34.05$1155.95$1251.55
$1215.00$1190.00Aug 7$18.15$16.15$34.30$1155.70$1249.30
$1360.00$1130.00Sep 11$10.83$24.50$35.33$1094.67$1395.33
$1217.50$1195.00Aug 7$17.90$18.00$35.90$1159.10$1253.40
$1215.00$1195.00Aug 7$18.15$18.00$36.15$1158.85$1251.15
$1360.00$1135.00Sep 11$10.83$26.05$36.88$1098.12$1396.88
$1210.00$1190.00Aug 7$21.15$16.15$37.30$1152.70$1247.30
$1207.50$1190.00Aug 7$21.75$16.15$37.90$1152.10$1245.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 252 found (best R:R 199.00, avg credit $10.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
990/9951000/1020Aug 7$19.90$0.10199.00$975.10$1019.90
1040/10501060/1070Aug 21$9.90$0.1099.00$1040.10$1069.90
1000/10101020/1030Aug 21$9.89$0.1189.91$1000.11$1029.89
1000/10101050/1060Aug 21$9.89$0.1189.91$1000.11$1059.89
1000/10101070/1080Aug 21$9.89$0.1189.91$1000.11$1079.89
970/9801020/1030Sep 18$9.88$0.1282.33$970.12$1029.88
990/10001020/1030Aug 21$9.84$0.1661.50$990.16$1029.84
990/10001050/1060Aug 21$9.84$0.1661.50$990.16$1059.84
990/10001070/1080Aug 21$9.84$0.1661.50$990.16$1079.84
970/980990/1000Sep 18$9.83$0.1757.82$970.17$999.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 240 found (best R:R 89.91, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1070.00$1080.00$1090.00Sep 18$0.11$9.8989.91
$1190.00$1200.00$1210.00Sep 18$0.19$9.8151.63
$1360.00$1370.00$1380.00Aug 14$0.22$9.7844.45
$1300.00$1320.00$1340.00Sep 4$0.47$19.5341.55
$1340.00$1360.00$1380.00Aug 28$0.49$19.5139.82
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1145.00$1150.00$1155.00Aug 28$0.06$4.9482.33
$970.00$975.00$980.00Aug 7$0.07$4.9370.43
$1145.00$1150.00$1155.00Aug 14$0.08$4.9261.50
$1115.00$1120.00$1125.00Aug 28$0.09$4.9154.56
$1070.00$1075.00$1080.00Aug 28$0.11$4.8944.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 161 found (best net $-10.45, 123 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$975.00$1100.001:2Sep 4-$10.45$114.55
$1140.00$1215.001:2Sep 11-$8.00$67.00
$980.00$1075.001:2Aug 28-$50.90$44.10
$1215.00$1265.001:2Sep 11-$12.50$37.50
$1420.00$1440.001:2Aug 28-$1.54$18.46
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$985.00$965.001:2Sep 4-$5.00$15.00
$1015.00$1000.001:2Sep 11-$4.12$10.88
$1030.00$1015.001:2Sep 4-$4.50$10.50
$990.00$975.001:2Sep 11-$5.00$10.00
$1000.00$990.001:2Aug 21-$0.18$9.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 126 found (best yield 4.64%, avg 1.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1210.00Sep 18$56.000.510.3%4.64%4.97%--68
$1220.00Sep 18$51.800.491.2%4.30%5.45%11.2K
$1215.00Sep 11$48.000.490.7%3.98%4.72%1--
$1230.00Sep 18$47.000.462.0%3.90%5.89%--158
$1210.00Sep 4$45.650.500.3%3.79%4.12%--295
$1240.00Sep 18$43.000.442.8%3.57%6.38%--782
$1250.00Sep 18$39.000.413.6%3.23%6.88%11140
$1230.00Sep 4$37.000.442.0%3.07%5.06%--11
$1260.00Sep 18$35.000.394.5%2.90%7.38%11.1K
$1220.00Aug 28$34.000.461.2%2.82%3.98%--37

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 3,156
Total Puts 2,620
Put/Call Ratio 0.83
Net Difference 536

Prior's Put/Call Breakdown

Total Calls 1,612
Total Puts 567
Put/Call Ratio 0.35
Net Difference 1,045

Prior 7-Day Put/Call Summary

Total Calls 86,344
Total Puts 63,918
Average Put/Call Ratio 0.76
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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