Tour v492
LLY
ELI LILLY AND CO
$1163.00 +4.24%
8/5 10:20

Option Volume

Detail
Current (08/05 10:20am) 23,744
Calls: 14,337 (60%)
Puts: 9,407 (40%)
Prior (06/29) 7,818
Calls: 5,698 (73%)
Puts: 2,120 (27%)
Current vs Prior +203.71%
Calls: +151.61% (Calls)
Puts: +343.73% (Puts)
Prior 7-Day Total 212,910
Calls: 124,657 (59%)
Puts: 88,253 (41%)
Prior 7-Day Average 30,415
Calls: 17,808 (59%)
Puts: 12,607 (41%)
Current vs Prior 7-Day Avg -21.94%
Calls: -19.49%
Puts: -25.39%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 10:20am) $55.58M
Calls: $42.00M (76%)
Puts: $13.58M (24%)
Prior (06/29) $24.08M
Calls: $19.43M (81%)
Puts: $4.65M (19%)
Current vs Prior +130.78%
Calls: +116.16%
Puts: +191.86%
Prior 7-Day Total $526.58M
Calls: $381.53M (72%)
Puts: $145.04M (28%)
Prior 7-Day Average $75.23M
Calls: $54.50M (72%)
Puts: $20.72M (28%)
Current vs Prior 7-Day Avg -26.11%
Calls: -22.93%
Puts: -34.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 10:20am) 0.66
Prior (06/29) 0.37
Current vs Prior +76.35%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -7.11%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 10:20am) 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 3.75% | 5.46%6.72% | 10.65%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -50.18% | -36.55%-27.08% | -12.94%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -24.99% | -19.24%-27.08% | -12.94%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -50.18% | -36.55%-27.23% | -13.11%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 33.92% | 26.61%
Calls: 36.36% | 27.69%
Puts: 31.48% | 25.53%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +487.87% | +179.52%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +102.24% | +59.99%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($42.00M) vs puts ($13.58M). Massive premium surge with dollar volume up 131% vs prior. Unusually high activity with volume up 204% vs prior - elevated interest. Bullish P/C ratio of 0.66.

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
10:20BULLISHBULLISHBULLISH
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 108 of results (avg 8.1%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Aug 2123.0024.20$23.605.1%1200.371.9K
$975.00Sep 4188.00198.50$193.255.4%--0.9243
$950.00Sep 4210.35222.20$216.275.5%--1.0010
$960.00Aug 21199.00210.95$204.985.8%--1.00137
$960.00Sep 18204.00217.10$210.556.2%--0.94152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Aug 28193.00205.00$199.006.0%--0.9216
$1210.00Sep 1881.6087.00$84.306.4%150.5924
$1360.00Aug 21191.00203.80$197.406.5%--0.9519
$1345.00Aug 14176.00188.20$182.106.7%20.90--
$1350.00Aug 7180.00193.00$186.507.0%51.004

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. 259 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$940.00Aug 21218.70232.85$225.776.3%11.0079
$950.00Aug 21209.15222.95$216.056.4%21.0019
$960.00Aug 21199.00210.95$204.985.8%--1.00137
$980.00Aug 21179.90192.00$185.956.5%--1.00310
$950.00Sep 4210.35222.20$216.275.5%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 7130.00143.00$136.509.5%--1.0036
$1320.00Aug 7150.00163.00$156.508.3%--1.0014
$1340.00Aug 7170.00183.00$176.507.4%31.009
$1345.00Aug 7175.00188.00$181.507.2%31.003
$1350.00Aug 7180.00193.00$186.507.0%51.004

Most actively traded options today. High liquidity = easy entry/exit. 581 active (total vol 18.8K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.450.55$0.5020.0%1.5K0.02926
$1250.00Aug 71.512.17$1.8435.9%1.2K0.07548
$1200.00Aug 78.0010.70$9.3528.9%6600.28558
$1070.00Aug 791.0099.00$95.008.4%6500.98652
$1075.00Aug 786.0094.00$90.008.9%6500.97654
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 2111.8514.35$13.1019.1%5780.231.0K
$1100.00Aug 71.552.50$2.0346.8%4050.09722
$1000.00Aug 70.040.10$0.0785.7%2460.00979
$1140.00Aug 76.6012.10$9.3558.8%1660.30249
$1020.00Sep 1810.0012.15$11.0819.4%1640.14430

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 61.3%, max 137.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1888.3%38.8%127.4%3202
$1380.00Aug 7Sep 1880.9%37.4%116.0%120349
$990.00Aug 7Sep 1877.2%37.7%104.8%2131
$1360.00Aug 7Sep 1879.8%39.6%101.6%271.5K
$1340.00Aug 7Sep 1877.9%39.1%98.9%21819
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$940.00Aug 7Sep 1893.7%39.4%137.8%62512
$980.00Aug 7Sep 1886.6%36.9%135.0%55458
$960.00Aug 7Sep 1884.1%36.5%130.2%130496
$950.00Aug 7Sep 1888.3%38.8%127.4%1371.1K
$985.00Aug 7Sep 492.6%42.0%120.7%2272

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 410 found (best R:R 49.00, avg 5.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1235.00$1240.00Aug 7$0.10$4.90$0.1049.00$1235.10
$1355.00$1360.00Aug 7$0.10$4.90$0.1049.00$1355.10
$1335.00$1340.00Aug 7$0.11$4.89$0.1144.45$1335.11
$1360.00$1380.00Aug 28$0.44$19.56$0.4444.45$1360.44
$1295.00$1300.00Aug 7$0.15$4.85$0.1532.33$1295.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$980.00$975.00Aug 7$0.11$4.89$0.1144.45$979.89
$1050.00$1045.00Aug 7$0.11$4.89$0.1144.45$1049.89
$1070.00$1065.00Aug 7$0.11$4.89$0.1144.45$1069.89
$985.00$980.00Aug 7$0.15$4.85$0.1532.33$984.85
$1085.00$1080.00Aug 7$0.15$4.85$0.1532.33$1084.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 560 found (best R:R 86.50, avg 2.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$950.00$985.00Aug 7$34.60$34.60$0.4086.50$984.60
$1040.00$1050.00Aug 14$9.82$9.82$0.1854.56$1049.82
$940.00$950.00Aug 21$9.72$9.72$0.2834.71$949.72
$1015.00$1020.00Aug 7$4.85$4.85$0.1532.33$1019.85
$1085.00$1090.00Aug 7$4.83$4.83$0.1728.41$1089.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1345.00$1315.00Aug 14$29.10$29.10$0.9032.33$1315.90
$1275.00$1260.00Aug 7$14.50$14.50$0.5029.00$1260.50
$1310.00$1300.00Aug 14$9.60$9.60$0.4024.00$1300.40
$1320.00$1300.00Aug 21$19.18$19.18$0.8223.39$1300.82
$1360.00$1340.00Aug 21$19.15$19.15$0.8522.53$1340.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 154 found (avg debit $5.71, cheapest $0.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1365.00Aug 7Aug 14$0.4078.6%46.3%
$1020.00Aug 7Aug 14$0.8562.2%42.5%
$990.00Aug 7Aug 14$1.0077.2%69.6%
$1000.00Aug 7Aug 14$1.0072.4%46.8%
$1360.00Aug 7Aug 14$1.0379.8%51.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$980.00Aug 7Aug 14$0.2286.6%48.2%
$1015.00Aug 7Aug 14$0.2780.9%43.3%
$1000.00Aug 7Aug 14$0.5372.4%46.8%
$1345.00Aug 7Aug 14$0.6080.2%65.6%
$1020.00Aug 7Aug 14$0.6462.2%42.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 249 found (cheapest 3.50% of stock, avg 9.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1157.50Aug 7$24.00$16.70$40.70$1116.80$1198.203.50%
$1152.50Aug 7$26.25$15.00$41.25$1111.25$1193.753.55%
$1155.00Aug 7$25.50$15.80$41.30$1113.70$1196.303.55%
$1162.50Aug 7$22.00$19.33$41.33$1121.17$1203.833.55%
$1150.00Aug 7$28.20$13.25$41.45$1108.55$1191.453.56%
$1170.00Aug 7$18.90$22.50$41.40$1128.60$1211.403.56%
$1160.00Aug 7$23.00$18.63$41.63$1118.37$1201.633.58%
$1167.50Aug 7$19.33$22.43$41.76$1125.74$1209.263.59%
$1145.00Aug 7$31.00$11.33$42.33$1102.67$1187.333.64%
$1165.00Aug 7$20.98$21.60$42.58$1122.42$1207.583.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.74% of stock, avg 6.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1175.00$1155.00Aug 7$16.10$15.80$31.90$1123.10$1206.90
$1177.50$1155.00Aug 7$16.20$15.80$32.00$1123.00$1209.50
$1175.00$1157.50Aug 7$16.10$16.70$32.80$1124.70$1207.80
$1177.50$1157.50Aug 7$16.20$16.70$32.90$1124.60$1210.40
$1172.50$1155.00Aug 7$17.70$15.80$33.50$1121.50$1206.00
$1172.50$1157.50Aug 7$17.70$16.70$34.40$1123.10$1206.90
$1170.00$1155.00Aug 7$18.90$15.80$34.70$1120.30$1204.70
$1175.00$1160.00Aug 7$16.10$18.63$34.73$1125.27$1209.73
$1177.50$1160.00Aug 7$16.20$18.63$34.83$1125.17$1212.33
$1167.50$1155.00Aug 7$19.33$15.80$35.13$1119.87$1202.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 253 found (best R:R 82.33, avg credit $7.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
950/9601030/1040Aug 21$9.88$0.1282.33$950.12$1039.88
1040/10451080/1090Aug 28$9.87$0.1375.92$1035.13$1089.87
990/10001040/1050Aug 21$9.86$0.1470.43$990.14$1049.86
990/10001050/1060Aug 21$9.86$0.1470.43$990.14$1059.86
990/10001020/1030Sep 18$9.85$0.1565.67$990.15$1029.85
940/950980/990Sep 18$9.74$0.2637.46$940.26$989.74
1050/10551075/1080Aug 28$4.86$0.1434.71$1050.14$1079.86
980/9901030/1040Sep 18$9.65$0.3527.57$980.35$1039.65
970/9751080/1085Aug 14$4.82$0.1826.78$970.18$1084.82
1045/10501115/1120Sep 4$4.82$0.1826.78$1045.18$1119.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 270 found (best R:R 141.86, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1320.00$1340.00$1360.00Aug 21$0.18$19.82110.11
$1110.00$1120.00$1130.00Sep 18$0.10$9.9099.00
$1355.00$1360.00$1365.00Aug 7$0.06$4.9482.33
$1245.00$1250.00$1255.00Sep 4$0.06$4.9482.33
$1250.00$1255.00$1260.00Aug 7$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1090.00$1100.00$1110.00Sep 18$0.07$9.93141.86
$1260.00$1280.00$1300.00Aug 14$0.20$19.8099.00
$935.00$940.00$945.00Aug 7$0.06$4.9482.33
$1000.00$1005.00$1010.00Aug 7$0.06$4.9482.33
$1050.00$1055.00$1060.00Aug 7$0.08$4.9261.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 178 found (best net $-17.25, 151 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$17.25$77.75
$1320.00$1360.001:2Sep 11-$3.12$36.88
$1230.00$1265.001:2Sep 11-$12.10$22.90
$1360.00$1380.001:2Aug 21-$0.85$19.15
$1280.00$1300.001:2Aug 21-$1.17$18.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$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-$4.00$11.00
$1015.00$1000.001:2Sep 11-$4.35$10.65
$960.00$950.001:2Aug 21-$0.14$9.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 192 found (best yield 4.64%, avg 1.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1170.00Sep 18$54.000.510.6%4.64%5.25%1840
$1180.00Sep 18$50.000.491.5%4.30%5.76%13607
$1165.00Sep 4$48.000.510.2%4.13%4.30%1--
$1170.00Sep 11$48.000.500.6%4.13%4.73%4--
$1175.00Sep 11$46.000.491.0%3.96%4.99%23
$1190.00Sep 18$46.000.462.3%3.96%6.28%122
$1170.00Sep 4$44.000.500.6%3.78%4.39%34
$1175.00Sep 4$42.550.481.0%3.66%4.69%32
$1185.00Sep 11$42.600.461.9%3.66%5.55%7--
$1200.00Sep 18$42.500.443.2%3.65%6.84%541.1K

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 14,337
Total Puts 9,407
Put/Call Ratio 0.66
Net Difference 4,930

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 124,657
Total Puts 88,253
Average Put/Call Ratio 0.71
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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