Tour v492
LLY
ELI LILLY AND CO
$1169.17 +4.79%
8/5 10:15

Option Volume

Detail
Current (08/05 10:15am) 22,008
Calls: 13,335 (61%)
Puts: 8,673 (39%)
Prior (06/29) 7,818
Calls: 5,698 (73%)
Puts: 2,120 (27%)
Current vs Prior +181.50%
Calls: +134.03% (Calls)
Puts: +309.10% (Puts)
Prior 7-Day Total 209,715
Calls: 122,911 (59%)
Puts: 86,804 (41%)
Prior 7-Day Average 29,959
Calls: 17,558 (59%)
Puts: 12,400 (41%)
Current vs Prior 7-Day Avg -26.54%
Calls: -24.05%
Puts: -30.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 10:15am) $54.56M
Calls: $42.79M (78%)
Puts: $11.76M (22%)
Prior (06/29) $24.08M
Calls: $19.43M (81%)
Puts: $4.65M (19%)
Current vs Prior +126.53%
Calls: +120.21%
Puts: +152.90%
Prior 7-Day Total $527.04M
Calls: $384.68M (73%)
Puts: $142.37M (27%)
Prior 7-Day Average $75.29M
Calls: $54.95M (73%)
Puts: $20.34M (27%)
Current vs Prior 7-Day Avg -27.54%
Calls: -22.13%
Puts: -42.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 10:15am) 0.65
Prior (06/29) 0.37
Current vs Prior +74.81%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -7.41%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 10:15am) 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 3.76% | 5.50%6.77% | 10.48%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -49.99% | -36.04%-26.56% | -14.34%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -24.70% | -18.59%-26.56% | -14.34%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -49.99% | -36.04%-26.71% | -14.51%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 36.28% | 25.77%
Calls: 40.00% | 26.87%
Puts: 32.56% | 24.68%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +528.77% | +170.69%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +116.31% | +54.94%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($42.79M) vs puts ($11.76M). Massive premium surge with dollar volume up 127% vs prior. Unusually high activity with volume up 182% vs prior - elevated interest. Bullish P/C ratio of 0.65.

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
10:15BULLISHBULLISHBULLISH
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 89 of results (avg 8.2%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$960.00Sep 18212.05223.50$217.785.3%--0.93152
$970.00Aug 21195.00206.55$200.785.8%--0.9312
$1100.00Sep 18100.00106.00$103.005.8%100.71668
$1100.00Aug 2178.2583.00$80.635.9%100.79865
$960.00Aug 21205.25219.00$212.136.5%--1.00137
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1400.00Sep 18226.60240.05$233.335.8%--0.90106
$1220.00Sep 1884.2589.95$87.106.5%10.60168
$1360.00Aug 21185.00198.00$191.506.8%--0.9419
$1340.00Sep 18173.00185.70$179.357.1%--0.8332
$1320.00Aug 21148.80159.85$154.327.2%--0.9112

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
$950.00Aug 7212.00228.30$220.157.4%21.0012
$985.00Aug 7178.00192.00$185.007.6%21.00--
$990.00Aug 7174.15187.00$180.587.1%21.001
$1000.00Aug 7163.70177.00$170.357.8%121.0034
$1015.00Aug 7148.00162.00$155.009.0%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1350.00Aug 7173.00187.00$180.007.8%50.994
$1340.00Aug 7163.00175.90$169.457.6%30.999
$1345.00Aug 7168.00181.70$174.857.8%30.993
$1320.00Aug 7143.80158.00$150.909.4%--0.9814
$1300.00Aug 7125.60136.75$131.188.5%--0.9836

Most actively traded options today. High liquidity = easy entry/exit. 554 active (total vol 17.9K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.390.69$0.5455.6%1.5K0.02926
$1250.00Aug 72.203.00$2.6030.8%1.2K0.10548
$1070.00Aug 796.00105.00$100.509.0%6501.00652
$1075.00Aug 791.00100.00$95.509.4%6501.00654
$1200.00Aug 79.0011.10$10.0520.9%6140.30558
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 2110.9512.25$11.6011.2%5750.211.0K
$1100.00Aug 71.292.00$1.6543.0%3930.07722
$1000.00Aug 70.050.15$0.10100.0%2190.00979
$1020.00Sep 189.5011.65$10.5820.3%1640.13430
$1020.00Aug 70.010.18$0.10170.0%1620.01556

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 154 strikes (avg 63.7%, max 143.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1889.9%39.3%128.5%3202
$1400.00Aug 7Sep 1882.4%38.8%112.5%3972.0K
$990.00Aug 7Sep 1878.9%37.4%111.2%2131
$1000.00Aug 7Sep 1876.9%37.8%103.6%15439
$1395.00Aug 7Aug 14154.7%76.2%103.1%1226
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$940.00Aug 7Sep 1897.2%39.9%143.6%61512
$980.00Aug 7Sep 1888.3%37.1%138.4%54458
$960.00Aug 7Sep 1885.7%36.6%134.1%120496
$950.00Aug 7Sep 1889.9%39.3%128.5%1371.1K
$985.00Aug 7Sep 494.5%42.9%120.3%2272

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 393 found (best R:R 149.00, avg 6.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1360.00$1380.00Aug 28$0.34$19.66$0.3457.82$1360.34
$1355.00$1360.00Aug 7$0.10$4.90$0.1049.00$1355.10
$1230.00$1235.00Aug 28$0.10$4.90$0.1049.00$1230.10
$1360.00$1380.00Aug 21$0.41$19.59$0.4147.78$1360.41
$1335.00$1340.00Aug 7$0.11$4.89$0.1144.45$1335.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1015.00$1000.00Sep 11$0.10$14.90$0.10149.00$1014.90
$990.00$980.00Aug 21$0.10$9.90$0.1099.00$989.90
$980.00$975.00Aug 7$0.11$4.89$0.1144.45$979.89
$1035.00$1030.00Aug 28$0.11$4.89$0.1144.45$1034.89
$1060.00$1055.00Aug 7$0.12$4.88$0.1240.67$1059.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 562 found (best R:R 75.92, avg 3.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1090.00$1100.00Aug 21$9.87$9.87$0.1375.92$1099.87
$990.00$1000.00Aug 14$9.82$9.82$0.1854.56$999.82
$940.00$950.00Aug 21$9.78$9.78$0.2244.45$949.78
$980.00$1000.00Aug 21$19.50$19.50$0.5039.00$999.50
$1040.00$1045.00Aug 7$4.85$4.85$0.1532.33$1044.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1320.00$1300.00Aug 7$19.72$19.72$0.2870.43$1300.28
$1285.00$1280.00Aug 7$4.88$4.88$0.1240.67$1280.12
$1195.00$1190.00Aug 28$4.88$4.88$0.1240.67$1190.12
$1360.00$1340.00Aug 21$19.50$19.50$0.5039.00$1340.50
$1260.00$1250.00Aug 7$9.70$9.70$0.3032.33$1250.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 153 found (avg debit $5.64, cheapest $0.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$990.00Aug 7Aug 14$0.4278.9%70.8%
$1400.00Aug 7Aug 14$0.4682.4%51.7%
$950.00Aug 7Aug 21$0.6589.9%44.9%
$1365.00Aug 7Aug 14$0.6875.6%48.3%
$1000.00Aug 7Aug 14$0.8376.9%47.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$980.00Aug 7Aug 14$0.2288.3%49.2%
$1020.00Aug 7Aug 14$0.4767.7%42.2%
$1000.00Aug 7Aug 14$0.4876.9%47.5%
$1025.00Aug 7Aug 14$0.6463.9%42.4%
$950.00Aug 7Aug 14$0.7689.9%63.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 245 found (cheapest 3.43% of stock, avg 9.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1172.50Aug 7$18.27$21.80$40.07$1132.43$1212.573.43%
$1165.00Aug 7$23.53$17.35$40.88$1124.12$1205.883.50%
$1157.50Aug 7$27.48$13.53$41.01$1116.49$1198.513.51%
$1160.00Aug 7$26.00$15.10$41.10$1118.90$1201.103.52%
$1167.50Aug 7$22.50$18.68$41.18$1126.32$1208.683.52%
$1162.50Aug 7$24.73$16.65$41.38$1121.12$1203.883.54%
$1155.00Aug 7$29.00$13.25$42.25$1112.75$1197.253.61%
$1170.00Aug 7$20.70$21.50$42.20$1127.80$1212.203.61%
$1175.00Aug 7$19.27$23.08$42.35$1132.65$1217.353.62%
$1177.50Aug 7$17.95$24.50$42.45$1135.05$1219.953.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.51% of stock, avg 5.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1185.00$1160.00Aug 7$14.25$15.10$29.35$1130.65$1214.35
$1185.00$1162.50Aug 7$14.25$16.65$30.90$1131.60$1215.90
$1185.00$1165.00Aug 7$14.25$17.35$31.60$1133.40$1216.60
$1180.00$1160.00Aug 7$16.70$15.10$31.80$1128.20$1211.80
$1185.00$1167.50Aug 7$14.25$18.68$32.93$1134.57$1217.93
$1177.50$1160.00Aug 7$17.95$15.10$33.05$1126.95$1210.55
$1172.50$1160.00Aug 7$18.27$15.10$33.37$1126.63$1205.87
$1180.00$1162.50Aug 7$16.70$16.65$33.35$1129.15$1213.35
$1180.00$1165.00Aug 7$16.70$17.35$34.05$1130.95$1214.05
$1175.00$1160.00Aug 7$19.27$15.10$34.37$1125.63$1209.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 255 found (best R:R 165.67, avg credit $8.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
950/960980/1000Aug 21$19.88$0.12165.67$940.12$999.88
990/10001020/1030Sep 18$9.85$0.1565.67$990.15$1029.85
950/9601080/1100Aug 28$19.63$0.3753.05$940.37$1099.63
980/9901020/1030Aug 21$9.80$0.2049.00$980.20$1029.80
1045/10501110/1115Sep 4$4.90$0.1049.00$1045.10$1114.90
950/9601030/1040Aug 21$9.79$0.2146.62$950.21$1039.79
980/9901050/1060Aug 21$9.78$0.2244.45$980.22$1059.78
1000/10051130/1140Aug 28$9.75$0.2539.00$995.25$1139.75
950/9551035/1040Aug 7$4.87$0.1337.46$950.13$1039.87
940/950960/970Sep 18$9.74$0.2637.46$940.26$969.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 263 found (best R:R 221.22, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1300.00$1320.00$1340.00Aug 21$0.09$19.91221.22
$990.00$1000.00$1010.00Aug 14$0.14$9.8670.43
$1320.00$1340.00$1360.00Aug 21$0.30$19.7065.67
$1360.00$1365.00$1370.00Aug 7$0.08$4.9261.50
$1270.00$1275.00$1280.00Aug 28$0.09$4.9154.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1230.00$1240.00$1250.00Sep 18$0.07$9.93141.86
$1025.00$1030.00$1035.00Aug 7$0.06$4.9482.33
$1070.00$1075.00$1080.00Aug 7$0.08$4.9261.50
$1180.00$1185.00$1190.00Aug 7$0.08$4.9261.50
$1300.00$1320.00$1340.00Sep 18$0.33$19.6759.61

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 $-23.40, 158 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$23.40$71.60
$1320.00$1360.001:2Sep 11-$3.78$36.22
$1360.00$1400.001:2Sep 11-$4.77$35.23
$1225.00$1265.001:2Sep 11-$12.13$27.87
$1380.00$1400.001:2Aug 21-$0.14$19.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1180.00$1140.001:2Sep 4-$15.13$24.87
$970.00$950.001:2Sep 11-$0.44$19.56
$985.00$965.001:2Sep 4-$5.00$15.00
$990.00$975.001:2Sep 11-$4.95$10.05
$1000.00$990.001:2Aug 21-$0.10$9.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 176 found (best yield 4.83%, avg 1.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1170.00Sep 18$56.500.520.1%4.83%4.90%1840
$1180.00Sep 18$55.000.500.9%4.70%5.63%12607
$1170.00Sep 11$51.000.520.1%4.36%4.43%4--
$1175.00Sep 11$49.000.510.5%4.19%4.69%23
$1190.00Sep 18$47.850.471.8%4.09%5.87%122
$1170.00Sep 4$47.000.520.1%4.02%4.09%34
$1185.00Sep 11$45.000.481.4%3.85%5.20%1--
$1200.00Sep 18$45.000.452.6%3.85%6.49%521.1K
$1180.00Sep 4$42.000.490.9%3.59%4.52%21
$1190.00Sep 11$42.000.471.8%3.59%5.37%41

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 13,335
Total Puts 8,673
Put/Call Ratio 0.65
Net Difference 4,662

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 122,911
Total Puts 86,804
Average Put/Call Ratio 0.70
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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