Tour v492
LLY
ELI LILLY AND CO
$1170.64 +4.93%
8/5 09:50

Option Volume

Detail
Current (08/05 9:50am) 14,200
Calls: 8,329 (59%)
Puts: 5,871 (41%)
Prior (06/29) 5,788
Calls: 4,416 (76%)
Puts: 1,372 (24%)
Current vs Prior +145.34%
Calls: +88.61% (Calls)
Puts: +327.92% (Puts)
Prior 7-Day Total 178,430
Calls: 102,422 (57%)
Puts: 76,008 (43%)
Prior 7-Day Average 25,490
Calls: 14,631 (57%)
Puts: 10,858 (43%)
Current vs Prior 7-Day Avg -44.29%
Calls: -43.08%
Puts: -45.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 9:50am) $29.53M
Calls: $20.70M (70%)
Puts: $8.83M (30%)
Prior (06/29) $19.13M
Calls: $15.36M (80%)
Puts: $3.77M (20%)
Current vs Prior +54.37%
Calls: +34.72%
Puts: +134.54%
Prior 7-Day Total $427.01M
Calls: $297.98M (70%)
Puts: $129.03M (30%)
Prior 7-Day Average $61.00M
Calls: $42.57M (70%)
Puts: $18.43M (30%)
Current vs Prior 7-Day Avg -51.59%
Calls: -51.38%
Puts: -52.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 9:50am) 0.70
Prior (06/29) 0.31
Current vs Prior +126.88%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -7.73%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05 9:50am) 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 2,401,221
Calls: 1,110,806 (46%)
Puts: 1,290,415 (54%)
Prior 7-Day Average 343,031
Calls: 158,686 (46%)
Puts: 184,345 (54%)
Current vs Prior 7-Day Avg +4.24%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.84% | 5.60%6.65% | 10.49%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -48.91% | -34.88%-27.84% | -14.25%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -23.09% | -17.11%-27.84% | -14.25%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -48.91% | -34.88%-27.98% | -14.43%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 40.08% | 24.89%
Calls: 38.30% | 22.89%
Puts: 41.86% | 26.89%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +594.63% | +161.45%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +138.96% | +49.65%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($20.70M). Elevated premium activity with dollar volume up 54% vs prior. Unusually high activity with volume up 145% vs prior - elevated interest. P/C ratio rising 127% - 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
09:50BULLISHBULLISHBULLISH
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 59 of results (avg 8.3%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Sep 4219.00230.40$224.705.1%--0.9710
$950.00Sep 18222.50235.75$229.135.8%10.95190
$970.00Sep 18205.20218.60$211.906.3%--0.9385
$940.00Aug 21226.00241.40$233.706.6%11.0079
$940.00Sep 18231.30247.70$239.506.8%20.9565
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Sep 18224.55239.85$232.206.6%--0.88106
$1360.00Aug 28184.00198.25$191.137.5%--0.9016
$1345.00Aug 14166.00178.95$172.487.5%20.90--
$1360.00Aug 21182.00196.20$189.107.5%--0.9519
$1340.00Sep 18171.00184.50$177.757.6%--0.8132

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.85, cheapest $0.85)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.800.90$0.8511.8%1.2K0.04926
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 251 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 7214.00230.70$222.357.5%11.0012
$940.00Aug 21226.00241.40$233.706.6%11.0079
$950.00Aug 21216.00231.45$223.736.9%11.0019
$960.00Aug 21206.00222.00$214.007.5%--1.00137
$970.00Aug 21196.70211.00$203.857.0%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 7121.00136.15$128.5711.8%--1.0036
$1320.00Aug 7141.00155.95$148.4810.1%--1.0014
$1340.00Aug 7160.00176.00$168.009.5%31.009
$1345.00Aug 7165.00180.00$172.508.7%31.003
$1350.00Aug 7169.90186.95$178.439.6%51.004

Most actively traded options today. High liquidity = easy entry/exit. 499 active (total vol 11.7K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.800.90$0.8511.8%1.2K0.04926
$1250.00Aug 72.274.00$3.1455.1%7230.11548
$1200.00Aug 711.0013.00$12.0016.7%4440.34558
$1400.00Aug 70.040.10$0.0785.7%2520.00576
$1280.00Aug 71.001.67$1.3450.0%2080.05375
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 2110.0012.25$11.1320.2%5640.201.0K
$1100.00Aug 71.002.49$1.7585.1%2280.07722
$1000.00Aug 70.020.15$0.09144.4%1590.00979
$1140.00Aug 74.6010.70$7.6579.7%1350.24249
$1080.00Aug 70.490.98$0.7466.2%1160.03671

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 150 strikes (avg 74.5%, max 257.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$990.00Aug 7Sep 18130.8%36.6%257.3%2131
$950.00Aug 7Sep 1893.7%37.4%150.2%2202
$1380.00Aug 7Sep 1886.1%37.8%128.0%5349
$1000.00Aug 7Sep 1878.0%37.2%109.5%12439
$1400.00Aug 7Sep 1878.7%39.0%101.8%2692.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$990.00Aug 7Sep 18130.8%36.6%257.3%24493
$1015.00Aug 7Sep 11106.4%37.0%187.5%1276
$1065.00Aug 7Sep 499.1%36.1%174.8%2293
$950.00Aug 7Sep 1893.7%37.4%150.2%961.1K
$940.00Aug 7Sep 18100.6%40.5%148.5%31512

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 367 found (best R:R 82.33, avg 5.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1380.00$1400.00Aug 21$0.24$19.76$0.2482.33$1380.24
$1360.00$1380.00Aug 28$0.28$19.72$0.2870.43$1360.28
$1380.00$1400.00Aug 28$0.34$19.66$0.3457.82$1380.34
$1355.00$1360.00Aug 7$0.11$4.89$0.1144.45$1355.11
$1340.00$1360.00Aug 21$0.56$19.44$0.5634.71$1340.56
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$990.00$980.00Aug 21$0.15$9.85$0.1565.67$989.85
$1010.00$1000.00Sep 18$0.15$9.85$0.1565.67$1009.85
$980.00$975.00Aug 7$0.11$4.89$0.1144.45$979.89
$980.00$970.00Aug 21$0.24$9.76$0.2440.67$979.76
$1000.00$990.00Aug 21$0.28$9.72$0.2834.71$999.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 526 found (best R:R 75.92, avg 3.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1030.00$1040.00Aug 21$9.87$9.87$0.1375.92$1039.87
$970.00$980.00Aug 21$9.82$9.82$0.1854.56$979.82
$1000.00$1020.00Aug 21$19.58$19.58$0.4246.62$1019.58
$950.00$985.00Aug 7$34.25$34.25$0.7545.67$984.25
$1070.00$1075.00Aug 7$4.87$4.87$0.1337.46$1074.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1275.00$1260.00Aug 7$14.65$14.65$0.3541.86$1260.35
$1340.00$1320.00Aug 7$19.52$19.52$0.4840.67$1320.48
$1225.00$1220.00Aug 28$4.88$4.88$0.1240.67$1220.12
$1315.00$1310.00Aug 14$4.85$4.85$0.1532.33$1310.15
$1360.00$1340.00Aug 21$19.10$19.10$0.9021.22$1340.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 149 found (avg debit $5.33, cheapest $0.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1385.00Aug 7Aug 14$0.40143.0%72.8%
$1400.00Aug 7Aug 14$0.5478.7%51.9%
$1065.00Aug 7Aug 14$0.9099.1%50.3%
$1030.00Aug 14Aug 21$1.1542.3%41.1%
$1020.00Aug 7Aug 14$1.3265.8%45.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Aug 7Aug 14$0.4578.0%47.7%
$1030.00Aug 7Aug 14$0.6268.6%42.3%
$1065.00Aug 7Aug 14$0.6599.1%50.3%
$1020.00Aug 7Aug 14$0.7465.8%45.3%
$950.00Aug 7Aug 14$0.7593.7%64.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 237 found (cheapest 3.72% of stock, avg 9.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1162.50Aug 7$27.03$16.55$43.58$1118.92$1206.083.72%
$1167.50Aug 7$24.50$19.23$43.73$1123.77$1211.233.74%
$1170.00Aug 7$23.50$21.03$44.53$1125.47$1214.533.80%
$1175.00Aug 7$21.45$23.40$44.85$1130.15$1219.853.83%
$1155.00Aug 7$31.50$13.48$44.98$1110.02$1199.983.84%
$1160.00Aug 7$29.00$16.02$45.02$1114.98$1205.023.85%
$1172.50Aug 7$23.68$21.50$45.18$1127.32$1217.683.86%
$1165.00Aug 7$26.90$18.48$45.38$1119.62$1210.383.88%
$1152.50Aug 7$33.48$12.03$45.51$1106.99$1198.013.89%
$1157.50Aug 7$30.73$14.78$45.51$1111.99$1203.013.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.88% of stock, avg 5.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1192.50$1165.00Aug 7$15.18$18.48$33.66$1131.34$1226.16
$1192.50$1167.50Aug 7$15.18$19.23$34.41$1133.09$1226.91
$1190.00$1165.00Aug 7$16.23$18.48$34.71$1130.29$1224.71
$1190.00$1167.50Aug 7$16.23$19.23$35.46$1132.04$1225.46
$1185.00$1165.00Aug 7$17.73$18.48$36.21$1128.79$1221.21
$1192.50$1170.00Aug 7$15.18$21.03$36.21$1133.79$1228.71
$1192.50$1172.50Aug 7$15.18$21.50$36.68$1135.82$1229.18
$1185.00$1167.50Aug 7$17.73$19.23$36.96$1130.54$1221.96
$1190.00$1170.00Aug 7$16.23$21.03$37.26$1132.74$1227.26
$1320.00$1100.00Sep 11$15.50$22.00$37.50$1062.50$1357.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 234 found (best R:R 110.11, avg credit $10.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
950/960980/1000Aug 21$19.82$0.18110.11$940.18$999.82
970/9801000/1020Aug 21$19.82$0.18110.11$960.18$1019.82
980/9901000/1020Aug 21$19.73$0.2773.07$970.27$1019.73
990/10001020/1030Sep 18$9.86$0.1470.43$990.14$1029.86
970/9751040/1050Aug 14$9.85$0.1565.67$965.15$1049.85
980/9901000/1010Sep 18$9.75$0.2539.00$980.25$1009.75
970/9751065/1080Aug 14$14.58$0.4234.71$960.42$1079.58
990/10001040/1050Aug 21$9.71$0.2933.48$990.29$1049.71
1040/10451100/1110Aug 28$9.70$0.3032.33$1035.30$1109.70
970/9801040/1050Aug 21$9.67$0.3329.30$970.33$1049.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 265 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1060.00$1070.00$1080.00Sep 18$0.07$9.93141.86
$1210.00$1220.00$1230.00Sep 18$0.07$9.93141.86
$1180.00$1190.00$1200.00Sep 18$0.08$9.92124.00
$1240.00$1245.00$1250.00Aug 21$0.05$4.9599.00
$1320.00$1340.00$1360.00Sep 18$0.20$19.8099.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1000.00$1005.00$1010.00Aug 7$0.06$4.9482.33
$980.00$990.00$1000.00Aug 21$0.13$9.8775.92
$1180.00$1185.00$1190.00Aug 7$0.07$4.9370.43
$1320.00$1340.00$1360.00Aug 21$0.28$19.7270.43
$1300.00$1320.00$1340.00Aug 21$0.29$19.7167.97

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 185 found (best net $-23.51, 151 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$23.51$71.49
$1270.00$1320.001:2Sep 11-$7.55$42.45
$1215.00$1265.001:2Sep 11-$10.16$39.84
$1360.00$1400.001:2Sep 11-$3.25$36.75
$1320.00$1360.001:2Sep 11-$5.00$35.00
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-$3.25$11.75
$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. 165 found (best yield 4.55%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1180.00Sep 18$53.300.510.8%4.55%5.35%5607
$1190.00Sep 18$49.500.481.6%4.23%5.88%122
$1200.00Sep 18$44.850.462.5%3.83%6.34%421.1K
$1190.00Sep 11$43.350.471.6%3.70%5.36%21
$1185.00Sep 4$42.000.491.2%3.59%4.81%11
$1210.00Sep 18$41.050.433.4%3.51%6.87%1668
$1175.00Aug 28$40.300.510.4%3.44%3.82%14
$1190.00Sep 4$39.000.471.6%3.33%4.99%45
$1195.00Sep 4$38.500.462.1%3.29%5.37%1--
$1180.00Aug 28$37.450.490.8%3.20%4.00%39

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 8,329
Total Puts 5,871
Put/Call Ratio 0.70
Net Difference 2,458

Prior's Put/Call Breakdown

Total Calls 4,416
Total Puts 1,372
Put/Call Ratio 0.31
Net Difference 3,044

Prior 7-Day Put/Call Summary

Total Calls 102,422
Total Puts 76,008
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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