Tour v492
LLY
ELI LILLY AND CO
$1161.39 +4.10%
8/5 10:25

Option Volume

Detail
Current (08/05 10:25am) 25,810
Calls: 15,681 (61%)
Puts: 10,129 (39%)
Prior (06/29) 7,818
Calls: 5,698 (73%)
Puts: 2,120 (27%)
Current vs Prior +230.14%
Calls: +175.20% (Calls)
Puts: +377.78% (Puts)
Prior 7-Day Total 216,827
Calls: 126,780 (58%)
Puts: 90,047 (42%)
Prior 7-Day Average 30,975
Calls: 18,111 (58%)
Puts: 12,863 (42%)
Current vs Prior 7-Day Avg -16.68%
Calls: -13.42%
Puts: -21.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 10:25am) $58.42M
Calls: $43.31M (74%)
Puts: $15.11M (26%)
Prior (06/29) $24.08M
Calls: $19.43M (81%)
Puts: $4.65M (19%)
Current vs Prior +142.58%
Calls: +122.86%
Puts: +224.95%
Prior 7-Day Total $525.65M
Calls: $376.44M (72%)
Puts: $149.21M (28%)
Prior 7-Day Average $75.09M
Calls: $53.78M (72%)
Puts: $21.32M (28%)
Current vs Prior 7-Day Avg -22.20%
Calls: -19.47%
Puts: -29.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 10:25am) 0.65
Prior (06/29) 0.37
Current vs Prior +73.61%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -9.16%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 10:25am) 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 3.86% | 5.62%6.71% | 10.66%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -48.72% | -34.63%-27.18% | -12.82%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -22.81% | -16.79%-27.18% | -12.82%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -48.72% | -34.63%-27.33% | -12.99%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.97% | 24.22%
Calls: 18.58% | 26.22%
Puts: 31.36% | 22.22%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +332.76% | +154.41%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +48.87% | +45.62%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($43.31M). Massive premium surge with dollar volume up 143% vs prior. Unusually high activity with volume up 230% 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
10:25BULLISHBULLISHBULLISH
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 98 of results (avg 7.9%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Sep 18212.70223.30$218.004.9%10.93190
$940.00Sep 18222.40233.85$228.135.0%20.9465
$970.00Sep 18194.00204.65$199.335.3%--0.9185
$980.00Sep 18185.00195.50$190.255.5%--0.9188
$930.00Sep 18230.00243.10$236.555.5%--0.9467
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Aug 21196.40207.00$201.705.3%--0.9519
$1350.00Aug 7183.95195.00$189.485.8%51.004
$1340.00Sep 18183.90195.00$189.455.9%--0.8432
$1340.00Aug 7175.10186.00$180.556.0%31.009
$1340.00Aug 21175.80188.00$181.906.7%--0.9420

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. 260 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Aug 14156.00169.95$162.988.6%41.0030
$1010.00Aug 14146.00158.15$152.078.0%21.001
$1020.00Aug 14137.00147.20$142.107.2%--1.0013
$940.00Aug 21214.45227.45$220.955.9%11.0079
$950.00Aug 21204.50216.45$210.485.7%21.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1285.00Aug 7118.95131.00$124.989.6%11.001
$1300.00Aug 7132.80146.00$139.409.5%--1.0036
$1320.00Aug 7154.10166.00$160.057.4%--1.0014
$1340.00Aug 7175.10186.00$180.556.0%31.009
$1345.00Aug 7177.55190.00$183.786.8%31.003

Most actively traded options today. High liquidity = easy entry/exit. 590 active (total vol 20.4K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.380.55$0.4736.2%1.5K0.02926
$1250.00Aug 71.502.26$1.8840.4%1.2K0.07548
$1200.00Aug 77.508.40$7.9511.3%7440.25558
$1070.00Aug 789.0096.05$92.537.6%6500.97652
$1075.00Aug 784.0091.20$87.608.2%6500.96654
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 2112.1016.50$14.3030.8%5800.251.0K
$1100.00Aug 72.403.25$2.8330.0%4590.11722
$1000.00Aug 70.040.10$0.0785.7%2530.00979
$1140.00Aug 79.5014.95$12.2344.6%1700.34249
$1020.00Aug 70.010.10$0.06150.0%1680.00556

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 155 strikes (avg 60.8%, max 161.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1887.4%38.2%128.9%3202
$1380.00Aug 7Sep 1882.0%38.5%113.0%224349
$990.00Aug 7Sep 1876.2%36.9%106.7%2131
$1360.00Aug 7Sep 1876.3%39.2%94.4%301.5K
$1000.00Aug 7Sep 1871.3%37.0%92.7%15439
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$930.00Aug 7Sep 1897.0%37.1%161.7%67321
$940.00Aug 7Sep 1891.7%38.6%137.3%72512
$980.00Aug 7Sep 1885.5%36.3%135.3%55458
$960.00Aug 7Sep 1883.2%36.3%129.2%135496
$950.00Aug 7Sep 1887.4%38.2%128.9%1391.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 425 found (best R:R 85.96, avg 5.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1360.00$1380.00Aug 28$0.23$19.77$0.2385.96$1360.23
$1245.00$1250.00Aug 7$0.10$4.90$0.1049.00$1245.10
$1270.00$1275.00Aug 7$0.10$4.90$0.1049.00$1270.10
$1340.00$1360.00Aug 21$0.42$19.58$0.4246.62$1340.42
$1315.00$1320.00Aug 7$0.11$4.89$0.1144.45$1315.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$980.00$975.00Aug 7$0.11$4.89$0.1144.45$979.89
$1030.00$1025.00Aug 7$0.12$4.88$0.1240.67$1029.88
$985.00$980.00Aug 7$0.15$4.85$0.1532.33$984.85
$955.00$950.00Aug 7$0.18$4.82$0.1826.78$954.82
$1075.00$1070.00Aug 7$0.18$4.82$0.1826.78$1074.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 582 found (best R:R 99.00, avg 2.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1030.00$1040.00Aug 21$9.82$9.82$0.1854.56$1039.82
$980.00$1000.00Aug 21$19.52$19.52$0.4840.67$999.52
$1020.00$1035.00Aug 7$14.52$14.52$0.4830.25$1034.52
$1050.00$1055.00Aug 7$4.83$4.83$0.1728.41$1054.83
$1172.50$1175.00Aug 7$2.40$2.40$0.1024.00$1174.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1360.00$1340.00Aug 21$19.80$19.80$0.2099.00$1340.20
$1280.00$1260.00Aug 14$19.62$19.62$0.3851.63$1260.38
$1345.00$1315.00Aug 14$29.00$29.00$1.0029.00$1316.00
$1280.00$1275.00Aug 7$4.83$4.83$0.1728.41$1275.17
$1300.00$1285.00Aug 7$14.42$14.42$0.5824.86$1285.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 153 found (avg debit $5.83, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1365.00Aug 7Aug 14$0.4079.8%47.6%
$1030.00Aug 14Aug 21$0.5549.6%39.9%
$1040.00Aug 7Aug 14$0.9863.4%40.0%
$1360.00Aug 7Aug 14$1.0976.3%53.1%
$990.00Aug 7Aug 14$1.2076.2%66.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$930.00Aug 7Aug 14$0.1597.0%55.6%
$980.00Aug 7Aug 14$0.2285.5%47.1%
$1000.00Aug 7Aug 14$0.3871.3%43.6%
$1015.00Aug 7Aug 14$0.5070.7%42.1%
$950.00Aug 7Aug 14$0.7687.4%61.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 251 found (cheapest 3.55% of stock, avg 9.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1150.00Aug 7$26.00$15.20$41.20$1108.80$1191.203.55%
$1160.00Aug 7$22.33$19.23$41.56$1118.44$1201.563.58%
$1155.00Aug 7$23.78$18.20$41.98$1113.02$1196.983.61%
$1157.50Aug 7$22.25$20.08$42.33$1115.17$1199.833.64%
$1152.50Aug 7$25.18$17.40$42.58$1109.92$1195.083.67%
$1167.50Aug 7$17.38$25.20$42.58$1124.92$1210.083.67%
$1165.00Aug 7$19.30$23.45$42.75$1122.25$1207.753.68%
$1170.00Aug 7$16.43$26.48$42.91$1127.09$1212.913.69%
$1145.00Aug 7$29.03$14.40$43.43$1101.57$1188.433.74%
$1162.50Aug 7$21.25$22.48$43.73$1118.77$1206.233.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.72% of stock, avg 6.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1170.00$1150.00Aug 7$16.43$15.20$31.63$1118.37$1201.63
$1172.50$1150.00Aug 7$16.95$15.20$32.15$1117.85$1204.65
$1167.50$1150.00Aug 7$17.38$15.20$32.58$1117.42$1200.08
$1170.00$1152.50Aug 7$16.43$17.40$33.83$1118.67$1203.83
$1172.50$1152.50Aug 7$16.95$17.40$34.35$1118.15$1206.85
$1165.00$1150.00Aug 7$19.30$15.20$34.50$1115.50$1199.50
$1170.00$1155.00Aug 7$16.43$18.20$34.63$1120.37$1204.63
$1167.50$1152.50Aug 7$17.38$17.40$34.78$1117.72$1202.28
$1172.50$1155.00Aug 7$16.95$18.20$35.15$1119.85$1207.65
$1167.50$1155.00Aug 7$17.38$18.20$35.58$1119.42$1203.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 261 found (best R:R 82.33, avg credit $8.47)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
980/9901020/1030Aug 21$9.88$0.1282.33$980.12$1029.88
990/10001010/1020Sep 18$9.88$0.1282.33$990.12$1019.88
980/9901000/1010Sep 18$9.85$0.1565.67$980.15$1009.85
950/9551020/1035Aug 7$14.70$0.3049.00$940.30$1034.70
930/9401000/1010Sep 18$9.80$0.2049.00$930.20$1009.80
990/10001020/1030Aug 21$9.79$0.2146.62$990.21$1029.79
980/9851020/1035Aug 7$14.67$0.3344.45$970.33$1034.67
950/9601020/1030Aug 21$9.78$0.2244.45$950.22$1029.78
940/950960/970Sep 18$9.78$0.2244.45$940.22$969.78
975/9801020/1035Aug 7$14.63$0.3739.54$965.37$1034.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 306 found (best R:R 249.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1320.00$1340.00$1360.00Aug 21$0.08$19.92249.00
$1190.00$1200.00$1210.00Sep 18$0.06$9.94165.67
$1150.00$1160.00$1170.00Sep 18$0.09$9.91110.11
$1205.00$1215.00$1225.00Sep 11$0.10$9.9099.00
$1325.00$1330.00$1335.00Aug 7$0.06$4.9482.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1010.00$1020.00$1030.00Sep 18$0.07$9.93141.86
$1180.00$1190.00$1200.00Sep 18$0.09$9.91110.11
$1190.00$1200.00$1210.00Sep 18$0.11$9.8989.91
$1240.00$1250.00$1260.00Aug 14$0.13$9.8775.92
$1020.00$1025.00$1030.00Aug 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. 183 found (best net $-17.11, 152 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$17.11$77.89
$1320.00$1360.001:2Sep 11-$3.70$36.30
$1230.00$1265.001:2Sep 11-$12.60$22.40
$1360.00$1380.001:2Aug 21-$0.59$19.41
$1340.00$1360.001:2Aug 21-$1.81$18.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1090.00$1050.001:2Sep 11-$5.96$34.04
$1050.00$1015.001:2Sep 11-$2.62$32.38
$970.00$950.001:2Sep 11-$0.20$19.80
$985.00$965.001:2Sep 4-$6.20$13.80
$990.00$975.001:2Sep 11-$3.97$11.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 191 found (best yield 4.48%, avg 1.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1170.00Sep 18$52.000.500.7%4.48%5.22%1840
$1180.00Sep 18$48.000.471.6%4.13%5.74%14607
$1165.00Sep 4$47.800.510.3%4.12%4.43%23--
$1170.00Sep 11$47.000.490.7%4.05%4.79%5--
$1175.00Sep 11$45.000.481.2%3.87%5.05%23
$1190.00Sep 18$44.000.452.5%3.79%6.25%222
$1170.00Sep 4$43.000.500.7%3.70%4.44%244
$1175.00Sep 4$41.000.481.2%3.53%4.70%242
$1185.00Sep 11$41.000.452.0%3.53%5.56%7--
$1165.00Aug 28$40.600.500.3%3.50%3.81%128

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 15,681
Total Puts 10,129
Put/Call Ratio 0.65
Net Difference 5,552

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 126,780
Total Puts 90,047
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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