Tour v492
LLY
ELI LILLY AND CO
$1186.26 +6.33%
8/5 09:45

Option Volume

Detail
Current (08/05 9:45am) 12,521
Calls: 7,377 (59%)
Puts: 5,144 (41%)
Prior (06/29) 4,905
Calls: 3,708 (76%)
Puts: 1,197 (24%)
Current vs Prior +155.27%
Calls: +98.95% (Calls)
Puts: +329.74% (Puts)
Prior 7-Day Total 165,909
Calls: 95,045 (57%)
Puts: 70,864 (43%)
Prior 7-Day Average 27,651
Calls: 13,577 (57%)
Puts: 10,123 (43%)
Current vs Prior 7-Day Avg -54.72%
Calls: -45.67%
Puts: -49.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 9:45am) $27.74M
Calls: $20.93M (75%)
Puts: $6.81M (25%)
Prior (06/29) $16.53M
Calls: $12.98M (79%)
Puts: $3.54M (21%)
Current vs Prior +67.88%
Calls: +61.25%
Puts: +92.17%
Prior 7-Day Total $399.27M
Calls: $277.05M (69%)
Puts: $122.22M (31%)
Prior 7-Day Average $66.54M
Calls: $39.58M (69%)
Puts: $17.46M (31%)
Current vs Prior 7-Day Avg -58.31%
Calls: -47.11%
Puts: -61.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 9:45am) 0.70
Prior (06/29) 0.32
Current vs Prior +116.01%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -10.04%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 9:45am) 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 2,043,632
Calls: 950,955 (47%)
Puts: 1,092,677 (53%)
Prior 7-Day Average 340,605
Calls: 158,492 (47%)
Puts: 182,112 (53%)
Current vs Prior 7-Day Avg +4.99%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.10% | 5.67%6.72% | 10.42%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -45.46% | -34.05%-27.11% | -14.78%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -17.90% | -16.05%-27.11% | -14.78%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -45.46% | -34.05%-27.26% | -14.95%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 33.37% | 22.07%
Calls: 32.39% | 21.75%
Puts: 34.34% | 22.39%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +478.34% | +131.83%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +98.96% | +32.69%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($20.93M) vs puts ($6.81M). Elevated premium activity with dollar volume up 68% vs prior. Unusually high activity with volume up 155% vs prior - elevated interest. Bullish P/C ratio of 0.70.

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 BULLISH
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
09:45BULLISHBULLISHBULLISH
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 88 of results (avg 8.5%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Sep 18236.45251.05$243.756.0%10.96190
$950.00Aug 21230.45245.60$238.026.4%11.0019
$990.00Sep 18199.60213.00$206.306.5%--0.92130
$950.00Sep 4232.30248.10$240.206.6%--1.0010
$950.00Aug 7229.30244.90$237.106.6%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Sep 18211.40226.00$218.706.7%--0.87106
$1420.00Aug 21225.90241.60$233.756.7%--0.9310
$1340.00Sep 18159.50172.00$165.757.5%--0.8032
$1360.00Aug 21169.00183.00$176.008.0%--0.9319
$1260.00Sep 1898.00106.20$102.108.0%10.6545

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. 251 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1050.00Aug 7130.00145.00$137.5010.9%--1.0054
$1055.00Aug 7125.00140.00$132.5011.3%--1.0035
$1000.00Aug 14181.00195.00$188.007.4%41.0030
$1020.00Aug 14161.00176.00$168.508.9%--1.0013
$1030.00Aug 14151.00166.00$158.509.5%11.00210
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Aug 7146.00161.00$153.509.8%31.009
$1350.00Aug 7156.00171.20$163.609.3%51.004
$1320.00Aug 7126.00141.00$133.5011.2%--0.9414
$1300.00Aug 7107.00122.00$114.5013.1%--0.9436
$1360.00Aug 21169.00183.00$176.008.0%--0.9319

Most actively traded options today. High liquidity = easy entry/exit. 481 active (total vol 10.5K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 71.101.23$1.1711.1%1.1K0.05926
$1250.00Aug 74.806.00$5.4022.2%6770.17548
$1200.00Aug 716.5018.00$17.258.7%3740.42558
$1400.00Aug 70.000.18$0.09200.0%2510.00576
$1220.00Aug 78.8013.00$10.9038.5%1510.30659
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 218.5011.15$9.8227.0%5580.171.0K
$1100.00Aug 70.901.55$1.2352.8%2210.05722
$1000.00Aug 70.030.15$0.09133.3%1460.00979
$1140.00Aug 74.557.20$5.8845.1%1150.19249
$1080.00Aug 70.200.86$0.53124.5%1120.02671

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 149 strikes (avg 74.6%, max 197.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1896.3%38.6%149.5%2202
$990.00Aug 7Sep 1884.2%38.6%118.1%2131
$1380.00Aug 7Sep 1881.2%37.8%114.8%4349
$1000.00Aug 7Sep 1882.1%38.3%114.0%12439
$1010.00Aug 14Sep 1873.3%36.3%101.9%239
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1015.00Aug 7Sep 11111.9%37.6%197.6%1276
$1065.00Aug 7Sep 4105.9%37.9%179.7%2193
$950.00Aug 7Sep 1896.3%38.6%149.5%931.1K
$980.00Aug 7Sep 1894.4%39.2%140.7%50458
$960.00Aug 7Sep 1891.2%39.0%133.9%79496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 397 found (best R:R 82.33, avg 5.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1380.00$1400.00Aug 21$0.24$19.76$0.2482.33$1380.24
$1380.00$1400.00Aug 28$0.24$19.76$0.2482.33$1380.24
$1400.00$1420.00Aug 28$0.41$19.59$0.4147.78$1400.41
$1275.00$1280.00Aug 14$0.13$4.87$0.1337.46$1275.13
$1325.00$1330.00Aug 7$0.14$4.86$0.1434.71$1325.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1030.00$1020.00Aug 21$0.15$9.85$0.1565.67$1029.85
$990.00$980.00Aug 21$0.16$9.84$0.1661.50$989.84
$1010.00$1000.00Aug 21$0.17$9.83$0.1757.82$1009.83
$1080.00$1075.00Aug 7$0.10$4.90$0.1049.00$1079.90
$1050.00$1040.00Aug 21$0.20$9.80$0.2049.00$1049.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 541 found (best R:R 232.33, avg 3.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$950.00$985.00Aug 7$34.85$34.85$0.15232.33$984.85
$950.00$960.00Aug 21$9.82$9.82$0.1854.56$959.82
$1040.00$1050.00Aug 14$9.80$9.80$0.2049.00$1049.80
$1395.00$1400.00Aug 7$4.88$4.88$0.1240.67$1399.88
$960.00$970.00Aug 21$9.72$9.72$0.2834.71$969.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1360.00$1340.00Aug 21$19.40$19.40$0.6032.33$1340.60
$1420.00$1360.00Aug 21$57.75$57.75$2.2525.67$1362.25
$1320.00$1300.00Aug 7$19.00$19.00$1.0019.00$1301.00
$1345.00$1315.00Aug 14$28.50$28.50$1.5019.00$1316.50
$1340.00$1320.00Aug 21$18.92$18.92$1.0817.52$1321.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 148 found (avg debit $5.36, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1345.00Aug 7Aug 14$0.28117.5%59.3%
$1385.00Aug 7Aug 14$0.40136.3%69.1%
$990.00Aug 7Aug 14$0.5084.2%75.1%
$1000.00Aug 7Aug 14$0.5082.1%50.4%
$1400.00Aug 7Aug 14$0.5278.4%49.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Aug 7Aug 14$0.4582.1%50.3%
$1030.00Aug 7Aug 14$0.6272.9%45.1%
$1065.00Aug 7Aug 14$0.65105.9%54.2%
$1020.00Aug 7Aug 14$0.7469.8%48.1%
$950.00Aug 7Aug 14$0.7696.3%67.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 234 found (cheapest 3.84% of stock, avg 9.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1180.00Aug 7$25.80$19.77$45.57$1134.43$1225.573.84%
$1185.00Aug 7$23.93$22.35$46.28$1138.72$1231.283.90%
$1175.00Aug 7$29.08$17.50$46.58$1128.42$1221.583.93%
$1192.50Aug 7$20.90$26.00$46.90$1145.60$1239.403.95%
$1177.50Aug 7$28.40$18.52$46.92$1130.58$1224.423.96%
$1190.00Aug 7$22.20$24.75$46.95$1143.05$1236.953.96%
$1172.50Aug 7$30.90$16.40$47.30$1125.20$1219.803.99%
$1195.00Aug 7$20.70$27.00$47.70$1147.30$1242.704.02%
$1200.00Aug 7$17.25$30.45$47.70$1152.30$1247.704.02%
$1170.00Aug 7$32.90$14.85$47.75$1122.25$1217.754.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.62% of stock, avg 5.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1360.00$1100.00Sep 11$10.75$20.38$31.13$1068.87$1391.13
$1202.50$1172.50Aug 7$16.70$16.40$33.10$1139.40$1235.60
$1200.00$1172.50Aug 7$17.25$16.40$33.65$1138.85$1233.65
$1202.50$1175.00Aug 7$16.70$17.50$34.20$1140.80$1236.70
$1360.00$1115.00Sep 11$10.75$23.92$34.67$1080.33$1394.67
$1200.00$1175.00Aug 7$17.25$17.50$34.75$1140.25$1234.75
$1202.50$1177.50Aug 7$16.70$18.52$35.22$1142.28$1237.72
$1200.00$1177.50Aug 7$17.25$18.52$35.77$1141.73$1235.77
$1202.50$1180.00Aug 7$16.70$19.77$36.47$1143.53$1238.97
$1320.00$1100.00Sep 11$16.10$20.38$36.48$1063.52$1356.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 240 found (best R:R 89.91, avg credit $10.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1010/10201040/1050Aug 21$9.89$0.1189.91$1010.11$1049.89
970/9751065/1080Aug 14$14.81$0.1977.95$960.19$1079.81
990/10001020/1030Aug 21$9.85$0.1565.67$990.15$1029.85
970/9801020/1030Aug 21$9.84$0.1661.50$970.16$1029.84
990/10001030/1040Sep 18$9.83$0.1757.82$990.17$1039.83
970/9801000/1020Aug 21$19.64$0.3654.56$960.36$1019.64
980/9901000/1020Aug 21$19.56$0.4444.45$970.44$1019.56
1000/10101020/1030Aug 21$9.77$0.2342.48$1000.23$1029.77
980/9901010/1020Sep 18$9.77$0.2342.48$980.23$1019.77
980/9901020/1030Aug 21$9.76$0.2440.67$980.24$1029.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 264 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1030.00$1040.00$1050.00Aug 21$0.05$9.95199.00
$1150.00$1160.00$1170.00Sep 18$0.05$9.95199.00
$1320.00$1340.00$1360.00Aug 28$0.13$19.87152.85
$950.00$960.00$970.00Aug 21$0.10$9.9099.00
$1020.00$1030.00$1040.00Aug 21$0.10$9.9099.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$980.00$990.00$1000.00Aug 21$0.09$9.91110.11
$1120.00$1130.00$1140.00Sep 4$0.10$9.9099.00
$1150.00$1155.00$1160.00Aug 28$0.07$4.9370.43
$1050.00$1055.00$1060.00Aug 7$0.08$4.9261.50
$1125.00$1130.00$1135.00Aug 7$0.08$4.9261.50

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 $-33.63, 148 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$33.63$61.37
$1270.00$1320.001:2Sep 11-$5.20$44.80
$1215.00$1265.001:2Sep 11-$11.10$38.90
$1360.00$1400.001:2Sep 11-$3.75$36.25
$1320.00$1360.001:2Sep 11-$5.40$34.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$985.00$965.001:2Sep 4-$5.00$15.00
$970.00$950.001:2Sep 11-$6.24$13.76
$1015.00$1000.001:2Sep 11-$4.00$11.00
$990.00$975.001:2Sep 11-$5.00$10.00
$980.00$970.001:2Aug 21-$0.26$9.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 152 found (best yield 4.72%, avg 1.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1190.00Sep 18$56.000.510.3%4.72%5.04%--22
$1200.00Sep 18$52.000.491.2%4.38%5.54%371.1K
$1190.00Sep 11$51.800.510.3%4.37%4.68%21
$1210.00Sep 18$47.250.472.0%3.98%5.98%1668
$1190.00Sep 4$47.000.510.3%3.96%4.28%45
$1195.00Sep 4$45.000.490.7%3.79%4.53%1--
$1220.00Sep 18$43.000.442.8%3.62%6.47%31.2K
$1200.00Sep 4$42.000.481.2%3.54%4.70%420
$1215.00Sep 11$40.800.452.4%3.44%5.86%2--
$1190.00Aug 28$40.000.510.3%3.37%3.69%139

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 7,377
Total Puts 5,144
Put/Call Ratio 0.70
Net Difference 2,233

Prior's Put/Call Breakdown

Total Calls 3,708
Total Puts 1,197
Put/Call Ratio 0.32
Net Difference 2,511

Prior 7-Day Put/Call Summary

Total Calls 95,045
Total Puts 70,864
Average Put/Call Ratio 0.78
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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