Tour v492
LLY
ELI LILLY AND CO
$1185.88 +6.29%
8/5 10:10

Option Volume

Detail
Current (08/05 10:10am) 20,813
Calls: 12,764 (61%)
Puts: 8,049 (39%)
Prior (06/29) 7,818
Calls: 5,698 (73%)
Puts: 2,120 (27%)
Current vs Prior +166.22%
Calls: +124.01% (Calls)
Puts: +279.67% (Puts)
Prior 7-Day Total 204,447
Calls: 119,309 (58%)
Puts: 85,138 (42%)
Prior 7-Day Average 29,206
Calls: 17,044 (58%)
Puts: 12,162 (42%)
Current vs Prior 7-Day Avg -28.74%
Calls: -25.11%
Puts: -33.82%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 10:10am) $57.24M
Calls: $47.38M (83%)
Puts: $9.86M (17%)
Prior (06/29) $24.08M
Calls: $19.43M (81%)
Puts: $4.65M (19%)
Current vs Prior +137.67%
Calls: +143.83%
Puts: +111.92%
Prior 7-Day Total $505.01M
Calls: $363.25M (72%)
Puts: $141.76M (28%)
Prior 7-Day Average $72.14M
Calls: $51.89M (72%)
Puts: $20.25M (28%)
Current vs Prior 7-Day Avg -20.66%
Calls: -8.69%
Puts: -51.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 10:10am) 0.63
Prior (06/29) 0.37
Current vs Prior +69.49%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -11.42%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 10:10am) 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 3.90% | 5.49%6.83% | 10.52%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -48.23% | -36.18%-25.90% | -13.99%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -22.05% | -18.76%-25.90% | -13.99%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -48.23% | -36.18%-26.05% | -14.17%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 31.55% | 22.71%
Calls: 30.18% | 17.68%
Puts: 32.92% | 27.74%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +446.79% | +138.55%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +88.11% | +36.54%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($47.38M) vs puts ($9.86M). Massive premium surge with dollar volume up 138% vs prior. Unusually high activity with volume up 166% vs prior - elevated interest. Bullish P/C ratio of 0.63.

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
10:10BULLISHBULLISHBULLISH
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 132 of results (avg 7.8%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1220.00Sep 1845.3547.00$46.183.6%40.431.2K
$1000.00Aug 7180.45190.15$185.305.2%121.0034
$985.00Aug 7194.00204.45$199.235.2%20.99--
$950.00Sep 18234.00246.65$240.335.3%10.93190
$980.00Aug 21200.00211.00$205.505.4%--1.00310
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Sep 18214.70225.95$220.335.1%--0.88106
$1420.00Aug 21230.85243.65$237.255.4%--0.9310
$1170.00Sep 1847.9050.75$49.335.8%190.4430
$1360.00Aug 21173.00184.00$178.506.2%--0.9319
$1360.00Aug 28174.00186.00$180.006.7%--0.9116

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. 261 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 14180.00192.15$186.086.5%41.0030
$1010.00Aug 14170.00181.30$175.656.4%21.001
$1020.00Aug 14160.00171.40$165.706.9%--1.0013
$1030.00Aug 14150.00161.20$155.607.2%11.00210
$1040.00Aug 14140.00152.00$146.008.2%--1.0028
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Aug 7128.85142.00$135.439.7%--1.0014
$1340.00Aug 7147.20162.00$154.609.6%31.009
$1345.00Aug 7153.10167.00$160.058.7%31.003
$1350.00Aug 7160.00172.00$166.007.2%51.004
$1300.00Aug 7110.60122.00$116.309.8%--0.9436

Most actively traded options today. High liquidity = easy entry/exit. 547 active (total vol 16.9K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.701.00$0.8535.3%1.4K0.04926
$1250.00Aug 73.004.45$3.7338.9%1.1K0.14548
$1070.00Aug 7109.00121.00$115.0010.4%6500.98652
$1075.00Aug 7104.15114.75$109.459.7%6500.98654
$1200.00Aug 713.1016.00$14.5519.9%5770.40558
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 218.5010.95$9.7325.2%5740.181.0K
$1100.00Aug 70.991.59$1.2946.5%3570.05722
$1000.00Aug 70.050.15$0.10100.0%2170.00979
$1020.00Aug 70.030.18$0.11136.4%1610.00556
$1140.00Aug 74.607.90$6.2552.8%1410.20249

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 65.1%, max 148.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1895.5%41.1%132.3%3202
$990.00Aug 7Sep 1886.1%38.0%126.6%2131
$1000.00Aug 7Sep 1883.2%37.8%120.3%15439
$1380.00Aug 7Sep 1876.3%37.4%103.8%12349
$1420.00Aug 7Sep 1878.4%38.6%103.2%411.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$980.00Aug 7Sep 1894.6%38.1%148.6%54458
$960.00Aug 7Sep 1891.4%37.5%144.1%119496
$950.00Aug 7Sep 1895.5%41.1%132.3%1371.1K
$1015.00Aug 7Sep 1190.0%39.2%129.6%1976
$990.00Aug 7Sep 1886.1%38.0%126.6%57493

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 407 found (best R:R 99.00, avg 5.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1400.00$1410.00Aug 14$0.13$9.87$0.1375.92$1400.13
$1360.00$1380.00Aug 28$0.34$19.66$0.3457.82$1360.34
$1335.00$1340.00Aug 7$0.11$4.89$0.1144.45$1335.11
$1415.00$1420.00Aug 7$0.12$4.88$0.1240.67$1415.12
$1300.00$1305.00Aug 14$0.12$4.88$0.1240.67$1300.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1040.00$1030.00Aug 21$0.10$9.90$0.1099.00$1039.90
$980.00$975.00Aug 7$0.10$4.90$0.1049.00$979.90
$990.00$975.00Sep 11$0.44$14.56$0.4433.09$989.56
$985.00$980.00Aug 7$0.15$4.85$0.1532.33$984.85
$1075.00$1070.00Aug 7$0.17$4.83$0.1728.41$1074.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 566 found (best R:R 99.00, avg 2.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$970.00$980.00Aug 21$9.88$9.88$0.1282.33$979.88
$1000.00$1015.00Aug 7$14.70$14.70$0.3049.00$1014.70
$980.00$1000.00Aug 21$19.50$19.50$0.5039.00$999.50
$1000.00$1020.00Aug 21$19.50$19.50$0.5039.00$1019.50
$1030.00$1040.00Aug 14$9.60$9.60$0.4024.00$1039.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1300.00$1285.00Aug 7$14.85$14.85$0.1599.00$1285.15
$1420.00$1360.00Aug 21$58.75$58.75$1.2547.00$1361.25
$1360.00$1340.00Aug 21$19.50$19.50$0.5039.00$1340.50
$1345.00$1315.00Aug 14$28.90$28.90$1.1026.27$1316.10
$1340.00$1320.00Aug 7$19.17$19.17$0.8323.10$1320.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 152 found (avg debit $5.62, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1395.00Aug 7Aug 14$0.08144.6%72.7%
$1410.00Aug 7Aug 14$0.4280.8%50.2%
$1040.00Aug 7Aug 14$0.4567.4%46.3%
$1420.00Aug 7Aug 14$0.4778.4%52.0%
$1020.00Aug 7Aug 14$0.5074.0%44.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1020.00Aug 7Aug 14$0.4474.0%44.8%
$1000.00Aug 7Aug 14$0.4883.2%50.4%
$1025.00Aug 7Aug 14$0.5470.1%44.3%
$950.00Aug 7Aug 14$0.7695.5%66.6%
$1010.00Aug 7Aug 14$0.8480.7%51.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 242 found (cheapest 3.54% of stock, avg 9.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1175.00Aug 7$25.48$16.45$41.93$1133.07$1216.933.54%
$1180.00Aug 7$23.40$18.58$41.98$1138.02$1221.983.54%
$1177.50Aug 7$25.00$17.60$42.60$1134.90$1220.103.59%
$1195.00Aug 7$15.63$27.00$42.63$1152.37$1237.633.59%
$1185.00Aug 7$22.20$20.88$43.08$1141.92$1228.083.63%
$1192.50Aug 7$17.30$26.00$43.30$1149.20$1235.803.65%
$1190.00Aug 7$19.40$24.00$43.40$1146.60$1233.403.66%
$1167.50Aug 7$30.50$13.15$43.65$1123.85$1211.153.68%
$1172.50Aug 7$27.50$16.10$43.60$1128.90$1216.103.68%
$1165.00Aug 7$32.00$11.98$43.98$1121.02$1208.983.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.52% of stock, avg 5.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1202.50$1172.50Aug 7$13.78$16.10$29.88$1142.62$1232.38
$1202.50$1175.00Aug 7$13.78$16.45$30.23$1144.77$1232.73
$1200.00$1172.50Aug 7$14.55$16.10$30.65$1141.85$1230.65
$1200.00$1175.00Aug 7$14.55$16.45$31.00$1144.00$1231.00
$1202.50$1177.50Aug 7$13.78$17.60$31.38$1146.12$1233.88
$1195.00$1172.50Aug 7$15.63$16.10$31.73$1140.77$1226.73
$1195.00$1175.00Aug 7$15.63$16.45$32.08$1142.92$1227.08
$1200.00$1177.50Aug 7$14.55$17.60$32.15$1145.35$1232.15
$1202.50$1180.00Aug 7$13.78$18.58$32.36$1147.64$1234.86
$1200.00$1180.00Aug 7$14.55$18.58$33.13$1146.87$1233.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 229 found (best R:R 135.36, avg credit $8.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
950/9551000/1015Aug 7$14.89$0.11135.36$940.11$1014.89
980/9851000/1015Aug 7$14.85$0.1599.00$970.15$1014.85
950/9601040/1050Aug 21$9.88$0.1282.33$950.12$1049.88
975/9801000/1015Aug 7$14.80$0.2074.00$965.20$1014.80
970/9801040/1050Aug 21$9.86$0.1470.43$970.14$1049.86
990/10001020/1030Aug 21$9.86$0.1470.43$990.14$1029.86
990/10001030/1040Aug 21$9.86$0.1470.43$990.14$1039.86
970/9751040/1050Aug 14$9.85$0.1565.67$965.15$1049.85
1010/10201040/1050Sep 18$9.83$0.1757.82$1010.17$1049.83
1020/10301040/1050Aug 21$9.82$0.1854.56$1020.18$1049.82

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
$1070.00$1080.00$1090.00Sep 18$0.08$9.92124.00
$1030.00$1040.00$1050.00Aug 21$0.10$9.9099.00
$1340.00$1360.00$1380.00Aug 21$0.20$19.8099.00
$1380.00$1400.00$1420.00Sep 18$0.20$19.8099.00
$1345.00$1350.00$1355.00Aug 7$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1300.00$1320.00$1340.00Aug 21$0.14$19.86141.86
$975.00$980.00$985.00Aug 7$0.05$4.9599.00
$1075.00$1080.00$1085.00Aug 7$0.06$4.9482.33
$1190.00$1200.00$1210.00Sep 18$0.12$9.8882.33
$1000.00$1005.00$1010.00Aug 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. 194 found (best net $-34.10, 165 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$34.10$60.90
$1360.00$1400.001:2Sep 11-$3.87$36.13
$1320.00$1360.001:2Sep 11-$4.16$35.84
$1225.00$1265.001:2Sep 11-$14.80$25.20
$1400.00$1420.001:2Aug 28-$0.23$19.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1180.00$1140.001:2Sep 4-$10.95$29.05
$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-$1.91$13.09
$990.00$975.001:2Sep 11-$4.56$10.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 158 found (best yield 4.70%, avg 1.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1190.00Sep 18$55.700.510.3%4.70%5.04%122
$1200.00Sep 18$51.400.481.2%4.33%5.53%491.1K
$1190.00Sep 11$50.000.510.3%4.22%4.56%41
$1210.00Sep 18$49.250.462.0%4.15%6.19%1668
$1220.00Sep 18$45.350.432.9%3.82%6.70%41.2K
$1190.00Sep 4$45.000.500.3%3.79%4.14%55
$1200.00Sep 11$45.000.481.2%3.79%4.99%1--
$1195.00Sep 4$43.450.490.8%3.66%4.43%1--
$1200.00Sep 4$40.000.471.2%3.37%4.56%420
$1230.00Sep 18$39.650.413.7%3.34%7.06%2158

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 12,764
Total Puts 8,049
Put/Call Ratio 0.63
Net Difference 4,715

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 119,309
Total Puts 85,138
Average Put/Call Ratio 0.71
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