Tour v492
LLY
ELI LILLY AND CO
$1183.78 +6.10%
8/5 10:05

Option Volume

Detail
Current (08/05 10:05am) 19,827
Calls: 12,214 (62%)
Puts: 7,613 (38%)
Prior (06/29) 7,818
Calls: 5,698 (73%)
Puts: 2,120 (27%)
Current vs Prior +153.61%
Calls: +114.36% (Calls)
Puts: +259.10% (Puts)
Prior 7-Day Total 198,820
Calls: 115,424 (58%)
Puts: 83,396 (42%)
Prior 7-Day Average 28,402
Calls: 16,489 (58%)
Puts: 11,913 (42%)
Current vs Prior 7-Day Avg -30.19%
Calls: -25.93%
Puts: -36.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 10:05am) $56.51M
Calls: $47.10M (83%)
Puts: $9.41M (17%)
Prior (06/29) $24.08M
Calls: $19.43M (81%)
Puts: $4.65M (19%)
Current vs Prior +134.63%
Calls: +142.35%
Puts: +102.38%
Prior 7-Day Total $478.03M
Calls: $336.85M (70%)
Puts: $141.18M (30%)
Prior 7-Day Average $68.29M
Calls: $48.12M (70%)
Puts: $20.17M (30%)
Current vs Prior 7-Day Avg -17.25%
Calls: -2.13%
Puts: -53.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 10:05am) 0.62
Prior (06/29) 0.37
Current vs Prior +67.53%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg -13.86%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 10:05am) 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 3.74% | 5.55%6.64% | 10.44%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -50.23% | -35.42%-27.97% | -14.60%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -25.08% | -17.80%-27.97% | -14.60%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -50.23% | -35.42%-28.11% | -14.78%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 30.13% | 18.23%
Calls: 27.14% | 20.29%
Puts: 33.12% | 16.17%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +422.18% | +91.49%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +79.64% | +9.60%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($47.10M) vs puts ($9.41M). Massive premium surge with dollar volume up 135% vs prior. Unusually high activity with volume up 154% vs prior - elevated interest. Bullish P/C ratio of 0.62.

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
10:05BULLISHBULLISHBULLISH
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 114 of results (avg 8.0%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$960.00Aug 21222.05231.05$226.554.0%--1.00137
$950.00Sep 18236.75246.65$241.704.1%10.95190
$950.00Aug 21230.35240.95$235.654.5%21.0019
$970.00Aug 21210.00221.15$215.585.2%--1.0012
$960.00Sep 18226.95239.15$233.055.2%--0.95152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1420.00Aug 21231.05242.30$236.684.8%--0.9310
$1400.00Sep 18212.50225.00$218.755.7%--0.87106
$1360.00Aug 28172.00183.80$177.906.6%--0.9116
$1220.00Sep 1874.6580.00$77.336.9%10.56168
$1210.00Sep 1868.4573.60$71.037.3%150.5424

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.851.00$0.9316.1%1.4K0.04926
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 261 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 14180.00193.00$186.507.0%41.0030
$1010.00Aug 14170.00183.00$176.507.4%21.001
$1020.00Aug 14160.05174.00$167.038.4%--1.0013
$1030.00Aug 14150.00164.00$157.008.9%11.00210
$950.00Aug 21230.35240.95$235.654.5%21.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Aug 7128.00142.00$135.0010.4%--1.0014
$1340.00Aug 7148.00162.00$155.009.0%31.009
$1345.00Aug 7153.00165.25$159.137.7%31.003
$1350.00Aug 7158.00171.75$164.888.3%51.004
$1300.00Aug 7109.00122.00$115.5011.3%--0.9636

Most actively traded options today. High liquidity = easy entry/exit. 538 active (total vol 16.2K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.851.00$0.9316.1%1.4K0.04926
$1250.00Aug 73.204.35$3.7830.4%9590.14548
$1070.00Aug 7110.45123.00$116.7310.8%6500.98652
$1075.00Aug 7106.30118.00$112.1510.4%6500.98654
$1200.00Aug 713.5016.75$15.1321.5%5700.41558
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 218.4010.80$9.6025.0%5740.171.0K
$1100.00Aug 70.991.61$1.3047.7%3470.05722
$1000.00Aug 70.020.15$0.09144.4%2120.00979
$1020.00Aug 70.010.11$0.06166.7%1610.00556
$1140.00Aug 74.557.05$5.8043.1%1410.19249

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 153 strikes (avg 66.3%, max 146.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1895.5%41.1%132.0%3202
$990.00Aug 7Sep 1885.6%38.0%125.0%2131
$1000.00Aug 7Sep 1881.7%37.9%115.5%14439
$1380.00Aug 7Sep 1876.1%36.7%107.3%6349
$1420.00Aug 7Sep 1878.3%38.3%104.5%411.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$980.00Aug 7Sep 1894.6%38.3%146.8%53458
$960.00Aug 7Sep 1891.4%37.7%142.4%108496
$1015.00Aug 7Sep 1190.0%38.2%135.8%1376
$950.00Aug 7Sep 1895.5%41.1%132.0%1351.1K
$990.00Aug 7Sep 1885.6%38.0%125.0%50493

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 389 found (best R:R 85.96, avg 5.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1380.00$1400.00Aug 21$0.23$19.77$0.2385.96$1380.23
$1360.00$1380.00Aug 28$0.34$19.66$0.3457.82$1360.34
$1300.00$1320.00Aug 28$0.45$19.55$0.4543.44$1300.45
$1285.00$1290.00Aug 7$0.12$4.88$0.1240.67$1285.12
$1255.00$1260.00Aug 21$0.17$4.83$0.1728.41$1255.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$980.00$975.00Aug 7$0.11$4.89$0.1144.45$979.89
$1075.00$1070.00Aug 7$0.12$4.88$0.1240.67$1074.88
$1175.00$1170.00Aug 21$0.12$4.88$0.1240.67$1174.88
$985.00$980.00Aug 7$0.15$4.85$0.1532.33$984.85
$1095.00$1090.00Aug 7$0.17$4.83$0.1728.41$1094.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 547 found (best R:R 49.00, avg 2.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1030.00$1040.00Aug 14$9.80$9.80$0.2049.00$1039.80
$980.00$1000.00Aug 21$19.50$19.50$0.5039.00$999.50
$1120.00$1125.00Aug 7$4.87$4.87$0.1337.46$1124.87
$950.00$975.00Sep 4$24.00$24.00$1.0024.00$974.00
$1040.00$1045.00Aug 7$4.78$4.78$0.2221.73$1044.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1320.00$1300.00Aug 7$19.50$19.50$0.5039.00$1300.50
$1300.00$1285.00Aug 7$14.50$14.50$0.5029.00$1285.50
$1345.00$1315.00Aug 14$28.63$28.63$1.3720.90$1316.37
$1270.00$1265.00Aug 21$4.75$4.75$0.2519.00$1265.25
$1275.00$1260.00Aug 7$14.15$14.15$0.8516.65$1260.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 151 found (avg debit $5.53, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$990.00Aug 7Aug 14$0.0585.6%74.9%
$1410.00Aug 7Aug 14$0.4280.7%49.8%
$1400.00Aug 7Aug 14$0.5376.1%49.3%
$980.00Aug 21Aug 28$0.6045.6%51.2%
$1365.00Aug 7Aug 14$0.6471.6%44.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1000.00Aug 7Aug 14$0.5081.7%50.9%
$1020.00Aug 7Aug 14$0.5070.5%45.3%
$1025.00Aug 7Aug 14$0.5470.1%44.8%
$950.00Aug 7Aug 14$0.7695.5%67.0%
$1030.00Aug 7Aug 14$0.8264.6%45.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 241 found (cheapest 3.50% of stock, avg 9.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1185.00Aug 7$21.00$20.38$41.38$1143.62$1226.383.50%
$1180.00Aug 7$23.95$17.58$41.53$1138.47$1221.533.51%
$1190.00Aug 7$18.73$23.58$42.31$1147.69$1232.313.57%
$1195.00Aug 7$16.38$26.10$42.48$1152.52$1237.483.59%
$1170.00Aug 7$29.75$13.80$43.55$1126.45$1213.553.68%
$1172.50Aug 7$28.80$14.98$43.78$1128.72$1216.283.70%
$1177.50Aug 7$26.45$17.33$43.78$1133.72$1221.283.70%
$1192.50Aug 7$19.20$24.70$43.90$1148.60$1236.403.71%
$1200.00Aug 7$15.13$29.28$44.41$1155.59$1244.413.75%
$1175.00Aug 7$28.25$16.52$44.77$1130.23$1219.773.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.53% of stock, avg 5.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1202.50$1172.50Aug 7$14.93$14.98$29.91$1142.59$1232.41
$1200.00$1172.50Aug 7$15.13$14.98$30.11$1142.39$1230.11
$1195.00$1172.50Aug 7$16.38$14.98$31.36$1141.14$1226.36
$1202.50$1175.00Aug 7$14.93$16.52$31.45$1143.55$1233.95
$1200.00$1175.00Aug 7$15.13$16.52$31.65$1143.35$1231.65
$1202.50$1177.50Aug 7$14.93$17.33$32.26$1145.24$1234.76
$1200.00$1177.50Aug 7$15.13$17.33$32.46$1145.04$1232.46
$1202.50$1180.00Aug 7$14.93$17.58$32.51$1147.49$1235.01
$1200.00$1180.00Aug 7$15.13$17.58$32.71$1147.29$1232.71
$1195.00$1175.00Aug 7$16.38$16.52$32.90$1142.10$1227.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 226 found (best R:R 199.00, avg credit $9.16)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
950/9601080/1100Aug 28$19.90$0.10199.00$940.10$1099.90
970/9751010/1020Aug 14$9.90$0.1099.00$965.10$1019.90
950/9601050/1060Aug 21$9.88$0.1282.33$950.12$1059.88
990/10001040/1050Sep 18$9.87$0.1375.92$990.13$1049.87
970/9801050/1060Aug 21$9.86$0.1470.43$970.14$1059.86
1000/10051080/1100Aug 28$19.63$0.3753.05$985.37$1099.63
1010/10201060/1070Aug 21$9.80$0.2049.00$1010.20$1069.80
975/9801040/1045Aug 7$4.89$0.1144.45$975.11$1044.89
960/9701030/1040Sep 18$9.78$0.2244.45$960.22$1039.78
1020/10301040/1050Aug 21$9.77$0.2342.48$1020.23$1049.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 267 found (best R:R 152.85, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1280.00$1300.00$1320.00Aug 21$0.13$19.87152.85
$1320.00$1340.00$1360.00Aug 21$0.13$19.87152.85
$1120.00$1125.00$1130.00Aug 14$0.05$4.9599.00
$1110.00$1115.00$1120.00Aug 21$0.05$4.9599.00
$1115.00$1120.00$1125.00Aug 21$0.05$4.9599.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1200.00$1210.00$1220.00Sep 18$0.07$9.93141.86
$1280.00$1300.00$1320.00Aug 21$0.15$19.85132.33
$1175.00$1180.00$1185.00Aug 28$0.05$4.9599.00
$1010.00$1020.00$1030.00Sep 18$0.10$9.9099.00
$1050.00$1060.00$1070.00Sep 18$0.10$9.9099.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 197 found (best net $-36.60, 168 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$36.60$58.40
$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-$14.00$26.00
$1270.00$1300.001:2Sep 11-$10.11$19.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1180.00$1140.001:2Sep 4-$12.45$27.55
$970.00$950.001:2Sep 11-$0.62$19.38
$985.00$965.001:2Sep 4-$5.00$15.00
$1015.00$1000.001:2Sep 11-$2.80$12.20
$990.00$975.001:2Sep 11-$5.00$10.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 162 found (best yield 4.78%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1190.00Sep 18$56.600.510.5%4.78%5.31%122
$1185.00Sep 11$52.550.520.1%4.44%4.54%1--
$1200.00Sep 18$52.000.491.4%4.39%5.76%461.1K
$1190.00Sep 11$50.100.510.5%4.23%4.76%41
$1185.00Sep 4$48.850.520.1%4.13%4.23%11
$1210.00Sep 18$47.750.462.2%4.03%6.25%1668
$1190.00Sep 4$45.550.510.5%3.85%4.37%55
$1200.00Sep 11$45.050.481.4%3.81%5.18%1--
$1185.00Aug 28$44.500.520.1%3.76%3.86%315
$1220.00Sep 18$43.950.443.1%3.71%6.77%41.2K

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 12,214
Total Puts 7,613
Put/Call Ratio 0.62
Net Difference 4,601

Prior's Put/Call Breakdown

Total Calls 5,698
Total Puts 2,120
Put/Call Ratio 0.37
Net Difference 3,578

Prior 7-Day Put/Call Summary

Total Calls 115,424
Total Puts 83,396
Average Put/Call Ratio 0.72
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