Tour v492
LLY
ELI LILLY AND CO
$1187.76 +6.46%
8/5 10:00

Option Volume

Detail
Current (08/05 10:00am) 18,813
Calls: 11,589 (62%)
Puts: 7,224 (38%)
Prior --
Calls: 18,004 (52%)
Puts: 16,723 (48%)
Current vs Prior +0.00%
Calls: -35.63% (Calls)
Puts: -56.80% (Puts)
Prior 7-Day Total 192,528
Calls: 111,212 (58%)
Puts: 81,316 (42%)
Prior 7-Day Average 27,504
Calls: 15,887 (58%)
Puts: 11,616 (42%)
Current vs Prior 7-Day Avg -31.60%
Calls: -27.06%
Puts: -37.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 10:00am) $55.02M
Calls: $45.94M (83%)
Puts: $9.09M (17%)
Prior --
Calls: $38.07M (52%)
Puts: $34.92M (48%)
Current vs Prior +0.00%
Calls: +20.67%
Puts: -73.98%
Prior 7-Day Total $450.75M
Calls: $311.85M (69%)
Puts: $138.90M (31%)
Prior 7-Day Average $64.39M
Calls: $44.55M (69%)
Puts: $19.84M (31%)
Current vs Prior 7-Day Avg -14.55%
Calls: +3.11%
Puts: -54.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 10:00am) 0.62
Prior 1.00
Current vs Prior -37.67%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -15.10%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 10:00am) 357,589
Calls: 159,851 (45%)
Puts: 197,738 (55%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
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 3.94% | 5.63%6.69% | 10.46%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -47.68% | -34.56%-27.42% | -14.51%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -21.23% | -16.71%-27.42% | -14.51%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -47.68% | -34.56%-27.56% | -14.68%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 30.39% | 26.41%
Calls: 20.70% | 25.95%
Puts: 40.08% | 26.87%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +426.69% | +177.42%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +81.19% | +58.79%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($45.94M) vs puts ($9.09M). Bullish P/C ratio of 0.62. P/C ratio dropping 38% - sentiment shifting bullish.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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
10:00BULLISHBULLISHBULLISH
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 90 of results (avg 8.4%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 18194.85204.25$199.554.7%10.90405
$990.00Aug 7191.00202.75$196.886.0%21.001
$1020.00Sep 18175.75186.70$181.236.0%--0.89122
$990.00Aug 14191.80203.95$197.886.1%20.933
$985.00Aug 7196.00208.80$202.406.3%20.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1420.00Aug 21226.15241.30$233.736.5%--0.9310
$1400.00Sep 18210.00225.00$217.506.9%--0.89106
$1340.00Aug 21152.00163.00$157.507.0%--0.9220
$1360.00Aug 21168.00181.00$174.507.4%--0.9419
$1170.00Sep 1846.4050.00$48.207.5%40.4330

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. 255 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 14182.00194.90$188.456.8%41.0030
$1020.00Aug 14162.00176.95$169.488.8%--1.0013
$1030.00Aug 14153.00167.00$160.008.8%11.00210
$960.00Aug 21220.00236.05$228.037.0%--1.00137
$970.00Aug 21210.95226.55$218.757.1%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Aug 7125.00140.00$132.5011.3%--1.0014
$1340.00Aug 7145.00159.00$152.009.2%31.009
$1345.00Aug 7150.45165.00$157.739.2%31.003
$1350.00Aug 7155.95169.00$162.488.0%51.004
$1300.00Aug 7106.00121.00$113.5013.2%--0.9436

Most actively traded options today. High liquidity = easy entry/exit. 519 active (total vol 15.3K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.821.05$0.9424.5%1.3K0.04926
$1250.00Aug 73.604.75$4.1827.5%9460.15548
$1070.00Aug 7112.00125.80$118.9011.6%6500.98652
$1075.00Aug 7107.00121.00$114.0012.3%6500.98654
$1200.00Aug 714.3517.00$15.6816.9%5460.42558
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 217.8510.80$9.3231.7%5730.171.0K
$1100.00Aug 70.991.71$1.3553.3%3460.05722
$1000.00Aug 70.020.15$0.09144.4%2090.00979
$1020.00Aug 70.010.11$0.06166.7%1610.00556
$1140.00Aug 74.557.45$6.0048.3%1390.19249

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 151 strikes (avg 67.3%, max 146.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$990.00Aug 7Sep 1886.0%38.4%123.8%2131
$1000.00Aug 7Sep 1882.2%38.4%114.0%13439
$1420.00Aug 7Sep 1881.4%38.2%113.1%291.2K
$1400.00Aug 7Sep 1876.6%37.1%106.8%3142.0K
$1380.00Aug 7Sep 1874.9%36.6%104.6%6349
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$980.00Aug 7Sep 1895.1%38.6%146.1%53458
$960.00Aug 7Sep 1891.8%37.8%142.8%108496
$1015.00Aug 7Sep 1190.5%38.3%136.1%1376
$985.00Aug 7Sep 4101.8%45.4%124.5%2172
$990.00Aug 7Sep 1886.0%38.4%123.8%41493

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 391 found (best R:R 94.24, avg 5.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1360.00$1380.00Aug 28$0.21$19.79$0.2194.24$1360.21
$1380.00$1400.00Aug 21$0.23$19.77$0.2385.96$1380.23
$1290.00$1295.00Aug 7$0.10$4.90$0.1049.00$1290.10
$1300.00$1320.00Aug 28$0.45$19.55$0.4543.44$1300.45
$1405.00$1410.00Aug 7$0.13$4.87$0.1337.46$1405.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1015.00$1000.00Sep 11$0.28$14.72$0.2852.57$1014.72
$980.00$975.00Aug 7$0.11$4.89$0.1144.45$979.89
$1075.00$1070.00Aug 7$0.11$4.89$0.1144.45$1074.89
$990.00$980.00Aug 21$0.22$9.78$0.2244.45$989.78
$980.00$970.00Aug 21$0.24$9.76$0.2440.67$979.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 540 found (best R:R 132.33, avg 2.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$980.00$1000.00Aug 21$19.65$19.65$0.3556.14$999.65
$1115.00$1120.00Aug 7$4.87$4.87$0.1337.46$1119.87
$1000.00$1020.00Aug 21$19.47$19.47$0.5336.74$1019.47
$1065.00$1080.00Aug 14$14.50$14.50$0.5029.00$1079.50
$970.00$980.00Aug 21$9.65$9.65$0.3527.57$979.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1340.00$1320.00Aug 21$19.85$19.85$0.15132.33$1320.15
$1420.00$1360.00Aug 21$59.23$59.23$0.7776.92$1360.77
$1340.00$1320.00Aug 7$19.50$19.50$0.5039.00$1320.50
$1300.00$1280.00Aug 14$19.40$19.40$0.6032.33$1280.60
$1300.00$1285.00Aug 7$14.50$14.50$0.5029.00$1285.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 149 found (avg debit $5.59, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$980.00Aug 21Aug 28$0.2043.9%51.5%
$1410.00Aug 7Aug 14$0.4280.1%49.4%
$1000.00Aug 7Aug 14$0.5082.2%51.2%
$1400.00Aug 7Aug 14$0.5276.6%48.9%
$990.00Aug 7Aug 14$1.0086.0%75.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Aug 7Aug 14$0.5082.2%51.2%
$1020.00Aug 7Aug 14$0.7771.0%48.6%
$1030.00Aug 7Aug 14$0.7869.8%46.3%
$1025.00Aug 7Aug 14$1.1176.1%50.8%
$1055.00Aug 7Aug 14$1.1567.1%43.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 235 found (cheapest 3.65% of stock, avg 9.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1195.00Aug 7$17.83$25.50$43.33$1151.67$1238.333.65%
$1180.00Aug 7$26.40$17.27$43.67$1136.33$1223.673.68%
$1185.00Aug 7$23.43$20.48$43.91$1141.09$1228.913.70%
$1190.00Aug 7$20.93$23.33$44.26$1145.74$1234.263.73%
$1200.00Aug 7$15.68$29.50$45.18$1154.82$1245.183.80%
$1175.00Aug 7$28.38$17.05$45.43$1129.57$1220.433.82%
$1192.50Aug 7$20.93$24.50$45.43$1147.07$1237.933.82%
$1177.50Aug 7$27.80$17.83$45.63$1131.87$1223.133.84%
$1170.00Aug 7$31.90$13.78$45.68$1124.32$1215.683.85%
$1167.50Aug 7$33.08$12.75$45.83$1121.67$1213.333.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.59% of stock, avg 5.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1202.50$1172.50Aug 7$15.55$15.18$30.73$1141.77$1233.23
$1200.00$1172.50Aug 7$15.68$15.18$30.86$1141.64$1230.86
$1202.50$1175.00Aug 7$15.55$17.05$32.60$1142.40$1235.10
$1200.00$1175.00Aug 7$15.68$17.05$32.73$1142.27$1232.73
$1202.50$1180.00Aug 7$15.55$17.27$32.82$1147.18$1235.32
$1200.00$1180.00Aug 7$15.68$17.27$32.95$1147.05$1232.95
$1195.00$1172.50Aug 7$17.83$15.18$33.01$1139.49$1228.01
$1202.50$1177.50Aug 7$15.55$17.83$33.38$1144.12$1235.88
$1200.00$1177.50Aug 7$15.68$17.83$33.51$1143.99$1233.51
$1195.00$1175.00Aug 7$17.83$17.05$34.88$1140.12$1229.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 264 found (best R:R 99.00, avg credit $7.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
970/9751010/1020Aug 14$9.90$0.1099.00$965.10$1019.90
1075/10801085/1100Aug 14$14.85$0.1599.00$1065.15$1099.85
1030/10351050/1065Aug 14$14.84$0.1692.75$1020.16$1064.84
1020/10301100/1110Sep 4$9.89$0.1189.91$1020.11$1109.89
970/9751050/1065Aug 14$14.83$0.1787.24$960.17$1064.83
1020/10251050/1065Aug 14$14.83$0.1787.24$1010.17$1064.83
970/975990/1000Aug 14$9.86$0.1470.43$965.14$999.86
970/9801000/1020Aug 21$19.71$0.2967.97$960.29$1019.71
980/9901000/1020Aug 21$19.69$0.3163.52$970.31$1019.69
990/10001030/1040Sep 18$9.80$0.2049.00$990.20$1039.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 263 found (best R:R 165.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1020.00$1030.00$1040.00Aug 21$0.06$9.94165.67
$980.00$1000.00$1020.00Aug 21$0.18$19.82110.11
$1310.00$1315.00$1320.00Aug 7$0.05$4.9599.00
$1345.00$1350.00$1355.00Aug 7$0.05$4.9599.00
$1320.00$1340.00$1360.00Aug 28$0.20$19.8099.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1300.00$1320.00$1340.00Sep 18$0.18$19.82110.11
$1000.00$1005.00$1010.00Aug 7$0.06$4.9482.33
$1110.00$1120.00$1130.00Sep 18$0.13$9.8775.92
$1040.00$1045.00$1050.00Aug 7$0.07$4.9370.43
$1050.00$1055.00$1060.00Aug 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. 187 found (best net $-36.70, 162 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$36.70$58.30
$1270.00$1320.001:2Sep 11-$4.27$45.73
$1360.00$1400.001:2Sep 11-$3.37$36.63
$1320.00$1360.001:2Sep 11-$5.16$34.84
$1225.00$1265.001:2Sep 11-$14.60$25.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$985.00$965.001:2Sep 4-$5.00$15.00
$990.00$975.001:2Sep 11-$5.00$10.00
$980.00$970.001:2Aug 21-$0.26$9.74
$990.00$980.001:2Aug 21-$0.52$9.48
$1000.00$990.001:2Aug 21-$0.60$9.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 156 found (best yield 4.71%, avg 1.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1190.00Sep 18$56.000.510.2%4.71%4.90%122
$1190.00Sep 11$51.000.510.2%4.29%4.48%41
$1200.00Sep 18$51.000.491.0%4.29%5.32%451.1K
$1210.00Sep 18$47.000.471.9%3.96%5.83%1668
$1190.00Sep 4$46.050.510.2%3.88%4.07%45
$1200.00Sep 11$46.000.481.0%3.87%4.90%1--
$1195.00Sep 4$44.000.490.6%3.70%4.31%1--
$1220.00Sep 18$43.000.442.7%3.62%6.33%41.2K
$1200.00Sep 4$42.000.481.0%3.54%4.57%420
$1190.00Aug 28$40.000.510.2%3.37%3.56%239

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 11,589
Total Puts 7,224
Put/Call Ratio 0.62
Net Difference 4,365

Prior's Put/Call Breakdown

Total Calls 18,004
Total Puts 16,723
Put/Call Ratio 1.00
Net Difference 1,281

Prior 7-Day Put/Call Summary

Total Calls 111,212
Total Puts 81,316
Average Put/Call Ratio 0.73
Ratio Trend Falling

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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