Tour v492
LLY
ELI LILLY AND CO
$1179.31 +5.70%
8/5 09:55

Option Volume

Detail
Current (08/05 9:55am) 15,545
Calls: 9,162 (59%)
Puts: 6,383 (41%)
Prior (06/29) 6,549
Calls: 5,007 (76%)
Puts: 1,542 (24%)
Current vs Prior +137.36%
Calls: +82.98% (Calls)
Puts: +313.94% (Puts)
Prior 7-Day Total 186,854
Calls: 107,595 (58%)
Puts: 79,259 (42%)
Prior 7-Day Average 26,693
Calls: 15,370 (58%)
Puts: 11,322 (42%)
Current vs Prior 7-Day Avg -41.76%
Calls: -40.39%
Puts: -43.63%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 9:55am) $35.20M
Calls: $25.95M (74%)
Puts: $9.25M (26%)
Prior (06/29) $22.68M
Calls: $18.81M (83%)
Puts: $3.87M (17%)
Current vs Prior +55.22%
Calls: +38.01%
Puts: +138.77%
Prior 7-Day Total $440.42M
Calls: $305.51M (69%)
Puts: $134.90M (31%)
Prior 7-Day Average $62.92M
Calls: $43.64M (69%)
Puts: $19.27M (31%)
Current vs Prior 7-Day Avg -44.05%
Calls: -40.53%
Puts: -52.01%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 9:55am) 0.70
Prior (06/29) 0.31
Current vs Prior +126.22%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -6.62%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 9:55am) 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 3.99% | 5.44%6.54% | 10.47%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -47.02% | -36.69%-29.08% | -14.38%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -20.25% | -19.41%-29.08% | -14.38%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -47.02% | -36.69%-29.22% | -14.56%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 32.96% | 27.72%
Calls: 34.42% | 25.27%
Puts: 31.50% | 30.17%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +471.23% | +191.18%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +96.51% | +66.66%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($25.95M). Elevated premium activity with dollar volume up 55% vs prior. Unusually high activity with volume up 137% 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
09:55BULLISHBULLISHBULLISH
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 81 of results (avg 8.5%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Sep 18230.45243.65$237.055.6%10.94190
$980.00Aug 28194.80208.10$201.456.6%--0.9310
$1000.00Sep 18182.80195.85$189.336.9%--0.91405
$950.00Aug 21222.00237.85$229.936.9%11.0019
$980.00Aug 21194.00208.00$201.007.0%--1.00310
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Sep 18219.05234.00$226.536.6%--0.90106
$1360.00Aug 21176.00189.00$182.507.1%--0.9419
$1340.00Sep 18166.60179.00$172.807.2%--0.8232
$1360.00Aug 28177.00191.00$184.007.6%--0.9216
$1345.00Aug 14160.00173.00$166.507.8%20.90--

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. 254 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 7222.00238.20$230.107.0%11.0012
$985.00Aug 7187.80202.00$194.907.3%21.00--
$990.00Aug 7182.95197.00$189.987.4%21.001
$1000.00Aug 7173.00187.00$180.007.8%121.0034
$1015.00Aug 7158.00172.00$165.008.5%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1350.00Aug 7163.40178.00$170.708.6%50.994
$1340.00Aug 7154.00168.00$161.008.7%30.989
$1345.00Aug 7158.50173.00$165.758.7%30.983
$1320.00Aug 7134.00149.00$141.5010.6%--0.9714
$1300.00Aug 7114.10129.00$121.5512.3%--0.9636

Most actively traded options today. High liquidity = easy entry/exit. 511 active (total vol 12.7K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.701.05$0.8839.8%1.2K0.04926
$1250.00Aug 73.504.40$3.9522.8%7590.13548
$1200.00Aug 711.0517.35$14.2044.4%5230.36558
$1400.00Aug 70.010.10$0.06150.0%2910.00576
$1280.00Aug 71.531.80$1.6716.2%2300.06375
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 219.0512.00$10.5328.0%5680.191.0K
$1100.00Aug 71.201.98$1.5949.1%3020.07722
$1000.00Aug 70.020.15$0.09144.4%1680.00979
$1140.00Aug 74.8511.50$8.1881.3%1350.24249
$1080.00Aug 70.500.98$0.7464.9%1170.03671

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 152 strikes (avg 72.6%, max 234.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$990.00Aug 7Sep 18124.3%37.2%234.0%2131
$950.00Aug 7Sep 1894.4%38.5%145.0%2202
$1000.00Aug 7Sep 1878.3%37.3%109.9%12439
$1400.00Aug 7Sep 1878.0%37.3%109.2%3082.0K
$1380.00Aug 7Sep 1878.8%37.7%109.0%6349
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$990.00Aug 7Sep 18124.3%37.2%234.0%38493
$1015.00Aug 7Sep 11105.6%37.1%184.4%1276
$950.00Aug 7Sep 1894.4%38.5%145.0%991.1K
$980.00Aug 7Sep 1891.1%37.5%143.2%52458
$960.00Aug 7Sep 1888.1%40.0%120.4%95496

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 5.90)

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$0.34$19.66$0.3457.82$1380.34
$1285.00$1290.00Aug 7$0.10$4.90$0.1049.00$1285.10
$1315.00$1320.00Aug 7$0.11$4.89$0.1144.45$1315.11
$1355.00$1360.00Aug 7$0.11$4.89$0.1144.45$1355.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$980.00$975.00Aug 7$0.10$4.90$0.1049.00$979.90
$980.00$970.00Aug 21$0.24$9.76$0.2440.67$979.76
$1110.00$1105.00Aug 7$0.13$4.87$0.1337.46$1109.87
$985.00$980.00Aug 7$0.15$4.85$0.1532.33$984.85
$1105.00$1100.00Aug 14$0.15$4.85$0.1532.33$1104.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 544 found (best R:R 99.00, avg 2.87)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1050.00$1065.00Aug 14$14.85$14.85$0.1599.00$1064.85
$1050.00$1055.00Aug 7$4.90$4.90$0.1049.00$1054.90
$960.00$970.00Aug 21$9.80$9.80$0.2049.00$969.80
$980.00$1000.00Aug 21$19.57$19.57$0.4345.51$999.57
$1000.00$1020.00Aug 21$19.43$19.43$0.5734.09$1019.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1340.00$1320.00Aug 7$19.50$19.50$0.5039.00$1320.50
$1280.00$1275.00Aug 7$4.75$4.75$0.2519.00$1275.25
$1345.00$1340.00Aug 7$4.75$4.75$0.2519.00$1340.25
$1345.00$1315.00Aug 14$28.10$28.10$1.9014.79$1316.90
$1300.00$1280.00Aug 14$18.70$18.70$1.3014.38$1281.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 150 found (avg debit $5.42, cheapest $0.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1385.00Aug 7Aug 14$0.40141.9%70.9%
$980.00Aug 21Aug 28$0.4542.6%49.8%
$990.00Aug 7Aug 14$0.52124.3%73.5%
$1400.00Aug 7Aug 14$0.5578.0%50.5%
$1000.00Aug 7Aug 14$0.6078.3%49.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Aug 7Aug 14$0.4578.3%49.0%
$1030.00Aug 7Aug 14$0.6971.1%44.7%
$950.00Aug 7Aug 14$0.7594.4%65.8%
$1345.00Aug 7Aug 14$0.7576.5%61.2%
$1020.00Aug 7Aug 14$0.7766.6%47.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 237 found (cheapest 3.73% of stock, avg 9.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1180.00Aug 7$20.60$23.33$43.93$1136.07$1223.933.73%
$1175.00Aug 7$24.10$20.73$44.83$1130.17$1219.833.80%
$1170.00Aug 7$28.05$16.83$44.88$1125.12$1214.883.81%
$1185.00Aug 7$19.33$26.00$45.33$1139.67$1230.333.84%
$1167.50Aug 7$27.90$17.48$45.38$1122.12$1212.883.85%
$1172.50Aug 7$26.15$19.25$45.40$1127.10$1217.903.85%
$1177.50Aug 7$23.68$21.68$45.36$1132.14$1222.863.85%
$1192.50Aug 7$16.18$30.20$46.38$1146.12$1238.883.93%
$1162.50Aug 7$31.50$15.33$46.83$1115.67$1209.333.97%
$1165.00Aug 7$30.50$16.38$46.88$1118.12$1211.883.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.76% of stock, avg 5.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1195.00$1170.00Aug 7$15.75$16.83$32.58$1137.42$1227.58
$1192.50$1170.00Aug 7$16.18$16.83$33.01$1136.99$1225.51
$1195.00$1167.50Aug 7$15.75$17.48$33.23$1134.27$1228.23
$1192.50$1167.50Aug 7$16.18$17.48$33.66$1133.84$1226.16
$1195.00$1172.50Aug 7$15.75$19.25$35.00$1137.50$1230.00
$1192.50$1172.50Aug 7$16.18$19.25$35.43$1137.07$1227.93
$1190.00$1170.00Aug 7$18.77$16.83$35.60$1134.40$1225.60
$1185.00$1170.00Aug 7$19.33$16.83$36.16$1133.84$1221.16
$1190.00$1167.50Aug 7$18.77$17.48$36.25$1131.25$1226.25
$1195.00$1175.00Aug 7$15.75$20.73$36.48$1138.52$1231.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 216 found (best R:R 94.24, avg credit $8.94)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
980/9901000/1020Aug 21$19.79$0.2194.24$970.21$1019.79
960/9701010/1020Sep 18$9.88$0.1282.33$960.12$1019.88
970/9801040/1050Aug 21$9.84$0.1661.50$970.16$1049.84
970/9801000/1020Aug 21$19.67$0.3359.61$960.33$1019.67
990/10001020/1030Sep 18$9.80$0.2049.00$990.20$1029.80
1045/10501075/1080Aug 28$4.87$0.1337.46$1045.13$1079.87
960/970980/990Sep 18$9.73$0.2736.04$960.27$989.73
1000/10051080/1100Aug 28$19.42$0.5833.48$985.58$1099.42
1040/10451110/1115Aug 28$4.85$0.1532.33$1040.15$1114.85
1040/10451115/1120Aug 28$4.85$0.1532.33$1040.15$1119.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 267 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$980.00$1000.00$1020.00Aug 21$0.14$19.86141.86
$1300.00$1320.00$1340.00Sep 4$0.14$19.86141.86
$1080.00$1085.00$1090.00Aug 7$0.05$4.9599.00
$1240.00$1245.00$1250.00Aug 7$0.05$4.9599.00
$1235.00$1240.00$1245.00Aug 21$0.05$4.9599.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1170.00$1180.00$1190.00Sep 18$0.08$9.92124.00
$975.00$980.00$985.00Aug 7$0.05$4.9599.00
$1230.00$1235.00$1240.00Aug 14$0.05$4.9599.00
$1250.00$1255.00$1260.00Aug 21$0.05$4.9599.00
$1000.00$1005.00$1010.00Aug 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. 183 found (best net $-28.45, 149 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$28.45$66.55
$1270.00$1320.001:2Sep 11-$4.60$45.40
$1360.00$1400.001:2Sep 11-$4.00$36.00
$1320.00$1360.001:2Sep 11-$4.50$35.50
$1225.00$1265.001:2Sep 11-$13.95$26.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$985.00$965.001:2Sep 4-$5.00$15.00
$970.00$950.001:2Sep 11-$5.06$14.94
$1015.00$1000.001:2Sep 11-$3.56$11.44
$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. 158 found (best yield 4.83%, avg 1.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1180.00Sep 18$57.000.520.1%4.83%4.89%5607
$1190.00Sep 18$52.000.490.9%4.41%5.32%122
$1200.00Sep 18$48.000.471.8%4.07%5.82%451.1K
$1190.00Sep 11$47.000.490.9%3.99%4.89%41
$1185.00Sep 4$45.000.500.5%3.82%4.30%11
$1210.00Sep 18$43.000.442.6%3.65%6.25%1668
$1190.00Sep 4$42.000.480.9%3.56%4.47%45
$1220.00Sep 18$42.000.423.5%3.56%7.01%41.2K
$1180.00Aug 28$40.000.510.1%3.39%3.45%49
$1195.00Sep 4$40.000.471.3%3.39%4.72%1--

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 9,162
Total Puts 6,383
Put/Call Ratio 0.70
Net Difference 2,779

Prior's Put/Call Breakdown

Total Calls 5,007
Total Puts 1,542
Put/Call Ratio 0.31
Net Difference 3,465

Prior 7-Day Put/Call Summary

Total Calls 107,595
Total Puts 79,259
Average Put/Call Ratio 0.75
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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