Tour v492
LLY
ELI LILLY AND CO
$1193.88 +7.01%
8/5 09:40

Option Volume

Detail
Current (08/05 9:40am) 9,871
Calls: 5,545 (56%)
Puts: 4,326 (44%)
Prior (06/29) 3,807
Calls: 2,863 (75%)
Puts: 944 (25%)
Current vs Prior +159.29%
Calls: +93.68% (Calls)
Puts: +358.26% (Puts)
Prior 7-Day Total 156,038
Calls: 89,500 (57%)
Puts: 66,538 (43%)
Prior 7-Day Average 31,207
Calls: 12,785 (57%)
Puts: 9,505 (43%)
Current vs Prior 7-Day Avg -68.37%
Calls: -56.63%
Puts: -54.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 9:40am) $24.87M
Calls: $19.62M (79%)
Puts: $5.25M (21%)
Prior (06/29) $13.29M
Calls: $10.73M (81%)
Puts: $2.56M (19%)
Current vs Prior +87.14%
Calls: +82.85%
Puts: +105.12%
Prior 7-Day Total $374.40M
Calls: $257.42M (69%)
Puts: $116.97M (31%)
Prior 7-Day Average $74.88M
Calls: $36.77M (69%)
Puts: $16.71M (31%)
Current vs Prior 7-Day Avg -66.79%
Calls: -46.65%
Puts: -68.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 9:40am) 0.78
Prior (06/29) 0.33
Current vs Prior +136.61%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg +0.79%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05 9:40am) 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 1,686,043
Calls: 791,104 (47%)
Puts: 894,939 (53%)
Prior 7-Day Average 337,208
Calls: 158,220 (47%)
Puts: 178,987 (53%)
Current vs Prior 7-Day Avg +6.04%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.91% | 5.61%6.58% | 10.46%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -48.02% | -34.73%-28.67% | -14.43%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -21.74% | -16.93%-28.67% | -14.43%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -48.02% | -34.73%-28.81% | -14.61%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 31.40% | 21.07%
Calls: 28.57% | 17.14%
Puts: 34.23% | 25.00%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +444.19% | +121.32%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +87.21% | +26.68%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($19.62M) vs puts ($5.25M). Elevated premium activity with dollar volume up 87% vs prior. Unusually high activity with volume up 159% vs prior - elevated interest. P/C ratio rising 137% - 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 BULLISH
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
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 103 of results (avg 8.2%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$990.00Sep 18206.40218.90$212.655.9%--0.91130
$985.00Aug 7202.25214.75$208.506.0%21.00--
$1000.00Aug 7189.80202.00$195.906.2%121.0034
$990.00Aug 7199.00212.00$205.506.3%21.001
$1000.00Sep 18199.00212.00$205.506.3%--0.90405
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Sep 18203.25218.00$210.637.0%--0.87106
$1420.00Aug 21217.80234.00$225.907.2%--0.9310
$1360.00Aug 21161.00173.45$167.237.4%--0.9219
$1360.00Aug 28163.00176.00$169.507.7%--0.8916
$1270.00Sep 1899.00107.00$103.007.8%--0.6615

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. 239 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$970.00Aug 21218.75235.25$227.007.3%--1.0012
$980.00Aug 21208.05222.70$215.386.8%--1.00310
$1000.00Aug 21190.80203.60$197.206.5%--1.00368
$990.00Aug 7199.00212.00$205.506.3%21.001
$1020.00Aug 7169.05182.00$175.537.4%--1.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Aug 7138.00152.00$145.009.7%31.009
$1350.00Aug 7148.00161.60$154.808.8%51.004
$1320.00Aug 7119.00132.00$125.5010.4%--0.9614
$1300.00Aug 7101.00114.00$107.5012.1%--0.9536
$1285.00Aug 788.0096.00$92.008.7%10.931

Most actively traded options today. High liquidity = easy entry/exit. 439 active (total vol 8.1K, top 550)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 71.011.40$1.2132.2%5240.05926
$1250.00Aug 75.007.90$6.4545.0%4330.20548
$1200.00Aug 718.0524.75$21.4031.3%3330.48558
$1400.00Aug 70.000.18$0.09200.0%2290.00576
$1160.00Aug 740.6048.00$44.3016.7%1430.75666
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 217.158.60$7.8818.4%5500.151.0K
$1100.00Aug 70.641.49$1.0779.4%1180.04722
$1140.00Aug 72.556.65$4.6089.1%1060.15249
$1000.00Aug 70.050.15$0.10100.0%860.00979
$1050.00Aug 70.100.72$0.41151.2%850.01903

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 140 strikes (avg 75.0%, max 198.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1420.00Aug 7Sep 18101.1%37.1%172.7%--1.2K
$1000.00Aug 7Sep 1886.4%39.4%119.1%12439
$990.00Aug 7Sep 1886.2%39.6%117.5%2131
$1040.00Aug 7Sep 1880.8%37.5%115.3%--742
$1380.00Aug 7Sep 1877.3%37.1%108.3%4349
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1015.00Aug 7Sep 11116.5%39.0%198.6%1076
$1065.00Aug 7Sep 4111.4%38.6%188.7%2193
$980.00Aug 7Sep 1897.8%40.3%142.7%49458
$1010.00Aug 7Sep 1885.8%36.4%135.4%68401
$1005.00Aug 7Sep 495.3%43.0%121.7%22259

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 375 found (best R:R 165.67, avg 6.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1400.00$1420.00Sep 4$0.12$19.88$0.12165.67$1400.12
$1400.00$1420.00Aug 28$0.34$19.66$0.3457.82$1400.34
$1360.00$1380.00Aug 28$0.35$19.65$0.3556.14$1360.35
$1380.00$1400.00Aug 28$0.39$19.61$0.3950.28$1380.39
$1285.00$1290.00Aug 7$0.11$4.89$0.1144.45$1285.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1060.00$1050.00Aug 21$0.11$9.89$0.1189.91$1059.89
$1010.00$1000.00Aug 21$0.15$9.85$0.1565.67$1009.85
$980.00$975.00Aug 7$0.11$4.89$0.1144.45$979.89
$1040.00$1035.00Aug 7$0.12$4.88$0.1240.67$1039.88
$1000.00$995.00Aug 28$0.13$4.87$0.1337.46$999.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 520 found (best R:R 54.56, avg 2.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1020.00$1035.00Aug 7$14.73$14.73$0.2754.56$1034.73
$1045.00$1050.00Aug 7$4.90$4.90$0.1049.00$1049.90
$970.00$980.00Sep 18$9.75$9.75$0.2539.00$979.75
$1365.00$1370.00Aug 7$4.87$4.87$0.1337.46$1369.87
$1085.00$1100.00Aug 14$14.58$14.58$0.4234.71$1099.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1420.00$1360.00Aug 21$58.67$58.67$1.3344.11$1361.33
$1340.00$1320.00Aug 7$19.50$19.50$0.5039.00$1320.50
$1350.00$1345.00Aug 7$4.80$4.80$0.2024.00$1345.20
$1340.00$1320.00Aug 21$19.00$19.00$1.0019.00$1321.00
$1360.00$1340.00Aug 21$18.73$18.73$1.2714.75$1341.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 139 found (avg debit $5.42, cheapest $0.36)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1385.00Aug 7Aug 14$0.40130.5%66.0%
$1400.00Aug 7Aug 14$0.5974.8%47.6%
$1000.00Aug 7Aug 14$0.6086.4%51.5%
$1345.00Aug 7Aug 14$0.60109.5%56.1%
$1020.00Aug 7Aug 14$0.9773.1%50.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Aug 7Aug 14$0.3686.4%51.5%
$1065.00Aug 7Aug 14$0.67111.4%57.3%
$1020.00Aug 7Aug 14$0.7473.1%50.5%
$1030.00Aug 7Aug 14$0.7477.1%48.8%
$1055.00Aug 7Aug 14$0.8582.6%46.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 222 found (cheapest 3.83% of stock, avg 9.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1195.00Aug 7$23.50$22.20$45.70$1149.30$1240.703.83%
$1190.00Aug 7$25.05$20.85$45.90$1144.10$1235.903.84%
$1185.00Aug 7$28.50$17.50$46.00$1139.00$1231.003.85%
$1202.50Aug 7$20.10$26.00$46.10$1156.40$1248.603.86%
$1200.00Aug 7$21.40$24.90$46.30$1153.70$1246.303.88%
$1177.50Aug 7$33.00$13.90$46.90$1130.60$1224.403.93%
$1175.00Aug 7$34.50$13.00$47.50$1127.50$1222.503.98%
$1180.00Aug 7$31.50$16.08$47.58$1132.42$1227.583.99%
$1205.00Aug 7$19.58$28.00$47.58$1157.42$1252.583.99%
$1210.00Aug 7$16.73$31.00$47.73$1162.27$1257.734.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.57% of stock, avg 5.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1210.00$1177.50Aug 7$16.73$13.90$30.63$1146.87$1240.63
$1360.00$1100.00Sep 11$12.18$19.20$31.38$1068.62$1391.38
$1210.00$1180.00Aug 7$16.73$16.08$32.81$1147.19$1242.81
$1207.50$1177.50Aug 7$19.00$13.90$32.90$1144.60$1240.40
$1205.00$1177.50Aug 7$19.58$13.90$33.48$1144.02$1238.48
$1202.50$1177.50Aug 7$20.10$13.90$34.00$1143.50$1236.50
$1210.00$1185.00Aug 7$16.73$17.50$34.23$1150.77$1244.23
$1207.50$1180.00Aug 7$19.00$16.08$35.08$1144.92$1242.58
$1360.00$1115.00Sep 11$12.18$23.00$35.18$1079.82$1395.18
$1200.00$1177.50Aug 7$21.40$13.90$35.30$1142.20$1235.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 240 found (best R:R 99.00, avg credit $10.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
970/9801050/1060Aug 21$9.90$0.1099.00$970.10$1059.90
990/10001010/1020Sep 18$9.90$0.1099.00$990.10$1019.90
1010/10201050/1060Sep 18$9.90$0.1099.00$1010.10$1059.90
975/9801020/1035Aug 7$14.84$0.1692.75$965.16$1034.84
990/10001040/1050Sep 18$9.85$0.1565.67$990.15$1049.85
990/10001020/1030Aug 21$9.84$0.1661.50$990.16$1029.84
990/10001040/1050Aug 21$9.81$0.1951.63$990.19$1049.81
1070/10751080/1085Aug 14$4.89$0.1144.45$1070.11$1084.89
990/10001050/1060Aug 21$9.77$0.2342.48$990.23$1059.77
1060/10651100/1110Sep 4$9.77$0.2342.48$1055.23$1109.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 246 found (best R:R 399.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1380.00$1400.00$1420.00Aug 28$0.05$19.95399.00
$1180.00$1190.00$1200.00Sep 18$0.05$9.95199.00
$1020.00$1030.00$1040.00Sep 18$0.09$9.91110.11
$1255.00$1260.00$1265.00Aug 28$0.05$4.9599.00
$1300.00$1320.00$1340.00Aug 28$0.20$19.8099.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1010.00$1020.00$1030.00Sep 18$0.05$9.95199.00
$1070.00$1080.00$1090.00Sep 18$0.10$9.9099.00
$1090.00$1100.00$1110.00Aug 21$0.12$9.8882.33
$1100.00$1115.00$1130.00Sep 11$0.20$14.8074.00
$985.00$990.00$995.00Aug 7$0.07$4.9370.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 173 found (best net $-4.50, 144 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$975.00$1100.001:2Sep 4-$4.50$120.50
$1145.00$1215.001:2Sep 11-$12.00$58.00
$980.00$1075.001:2Aug 28-$42.00$53.00
$1270.00$1320.001:2Sep 11-$6.32$43.68
$1360.00$1400.001:2Sep 11-$2.58$37.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$985.00$965.001:2Sep 4-$5.00$15.00
$1015.00$1000.001:2Sep 11-$3.92$11.08
$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-$0.09$9.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 146 found (best yield 4.70%, avg 1.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1200.00Sep 18$56.100.510.5%4.70%5.21%351.1K
$1210.00Sep 18$51.500.491.4%4.31%5.66%368
$1195.00Sep 4$49.000.520.1%4.10%4.20%1--
$1220.00Sep 18$47.400.462.2%3.97%6.16%21.2K
$1200.00Sep 4$47.000.510.5%3.94%4.45%320
$1215.00Sep 11$45.000.471.8%3.77%5.54%1--
$1230.00Sep 18$43.000.443.0%3.60%6.63%1158
$1195.00Aug 28$42.000.520.1%3.52%3.61%18
$1200.00Aug 28$42.000.500.5%3.52%4.03%1038
$1210.00Sep 4$42.000.481.4%3.52%4.87%--295

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 5,545
Total Puts 4,326
Put/Call Ratio 0.78
Net Difference 1,219

Prior's Put/Call Breakdown

Total Calls 2,863
Total Puts 944
Put/Call Ratio 0.33
Net Difference 1,919

Prior 7-Day Put/Call Summary

Total Calls 89,500
Total Puts 66,538
Average Put/Call Ratio 0.77
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