Tour v492
LLY
ELI LILLY AND CO
$1155.38 +3.56%
8/5 10:30

Option Volume

Detail
Current (08/05 10:30am) 27,268
Calls: 16,697 (61%)
Puts: 10,571 (39%)
Prior (06/29) 7,818
Calls: 5,698 (73%)
Puts: 2,120 (27%)
Current vs Prior +248.78%
Calls: +193.03% (Calls)
Puts: +398.63% (Puts)
Prior 7-Day Total 221,824
Calls: 129,697 (58%)
Puts: 92,127 (42%)
Prior 7-Day Average 31,689
Calls: 18,528 (58%)
Puts: 13,161 (42%)
Current vs Prior 7-Day Avg -13.95%
Calls: -9.88%
Puts: -19.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 10:30am) $58.58M
Calls: $42.33M (72%)
Puts: $16.25M (28%)
Prior (06/29) $24.08M
Calls: $19.43M (81%)
Puts: $4.65M (19%)
Current vs Prior +143.23%
Calls: +117.81%
Puts: +249.39%
Prior 7-Day Total $526.83M
Calls: $372.37M (71%)
Puts: $154.46M (29%)
Prior 7-Day Average $75.26M
Calls: $53.20M (71%)
Puts: $22.07M (29%)
Current vs Prior 7-Day Avg -22.17%
Calls: -20.43%
Puts: -26.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 10:30am) 0.63
Prior (06/29) 0.37
Current vs Prior +70.16%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -11.23%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 10:30am) 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% | 5.82%6.87% | 10.81%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -50.22% | -32.34%-25.47% | -11.62%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -25.05% | -13.88%-25.47% | -11.62%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -50.22% | -32.34%-25.62% | -11.80%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 33.51% | 19.64%
Calls: 27.01% | 22.05%
Puts: 40.00% | 17.24%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +480.76% | +106.30%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +99.79% | +18.08%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($42.33M). Massive premium surge with dollar volume up 143% vs prior. Unusually high activity with volume up 249% 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
10:30BULLISHBULLISHBULLISH
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 105 of results (avg 8.1%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Sep 1840.8542.45$41.653.8%1380.411.1K
$1010.00Sep 18156.45164.75$160.605.2%20.8638
$950.00Sep 18207.00218.00$212.505.2%10.93190
$960.00Sep 18200.25211.00$205.635.2%--0.93152
$940.00Aug 21211.05222.55$216.805.3%11.0079
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Aug 21199.00211.05$205.035.9%--0.9519
$1345.00Aug 7183.00194.90$188.956.3%31.003
$1340.00Aug 21180.00192.55$186.286.7%--0.9420
$1360.00Aug 28200.05214.00$207.036.7%--0.9216
$1345.00Aug 14184.00197.00$190.506.8%20.91--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.37, cheapest $0.37)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.350.39$0.3710.8%1.5K0.02926
PUTS (0)
No puts meet the criteria

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
$950.00Aug 7198.35213.20$205.777.2%21.0012
$990.00Aug 14160.00173.00$166.507.8%21.003
$1000.00Aug 14151.15163.00$157.077.5%41.0030
$1010.00Aug 14140.00154.00$147.009.5%21.001
$940.00Aug 21211.05222.55$216.805.3%11.0079
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1280.00Aug 7119.00131.55$125.2810.0%--1.0013
$1285.00Aug 7124.20136.35$130.289.3%11.001
$1300.00Aug 7139.00152.00$145.508.9%--1.0036
$1320.00Aug 7158.00172.00$165.008.5%--1.0014
$1340.00Aug 7178.00192.00$185.007.6%31.009

Most actively traded options today. High liquidity = easy entry/exit. 599 active (total vol 21.2K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.350.39$0.3710.8%1.5K0.02926
$1250.00Aug 71.171.52$1.3525.9%1.3K0.06548
$1200.00Aug 76.007.00$6.5015.4%7670.22558
$1070.00Aug 782.6090.40$86.509.0%6500.96652
$1075.00Aug 778.0086.00$82.009.8%6500.95654
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 2113.6016.50$15.0519.3%5810.261.0K
$1100.00Aug 72.763.80$3.2831.7%4720.13722
$1000.00Aug 70.040.08$0.0666.7%2570.00979
$1140.00Aug 711.0517.00$14.0342.4%1710.37249
$1020.00Aug 70.060.10$0.0850.0%1690.01556

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 156 strikes (avg 60.4%, max 166.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1883.3%37.9%120.0%3202
$990.00Aug 7Sep 1874.5%36.4%104.4%2131
$1380.00Aug 7Sep 1882.9%40.6%104.2%271349
$1275.00Aug 7Sep 1175.3%38.7%94.7%4473
$1360.00Aug 7Sep 1878.2%40.4%93.5%301.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$925.00Aug 7Aug 28132.8%49.7%166.9%22139
$930.00Aug 7Sep 1895.5%36.6%161.1%72321
$940.00Aug 7Sep 1890.0%38.1%136.3%73512
$960.00Aug 7Sep 1881.6%35.7%128.3%135496
$980.00Aug 7Sep 1883.7%36.7%128.0%55458

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 423 found (best R:R 85.96, avg 5.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1360.00$1380.00Aug 28$0.23$19.77$0.2385.96$1360.23
$1270.00$1275.00Aug 7$0.10$4.90$0.1049.00$1270.10
$1310.00$1315.00Aug 7$0.10$4.90$0.1049.00$1310.10
$1340.00$1360.00Aug 21$0.42$19.58$0.4246.62$1340.42
$1360.00$1380.00Sep 4$0.49$19.51$0.4939.82$1360.49
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$990.00$980.00Aug 21$0.21$9.79$0.2146.62$989.79
$1030.00$1025.00Aug 7$0.11$4.89$0.1144.45$1029.89
$1085.00$1080.00Aug 7$0.12$4.88$0.1240.67$1084.88
$1040.00$1035.00Aug 14$0.12$4.88$0.1240.67$1039.88
$1070.00$1065.00Aug 7$0.13$4.87$0.1337.46$1069.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 586 found (best R:R 193.44, avg 2.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$950.00$985.00Aug 7$34.82$34.82$0.18193.44$984.82
$1010.00$1020.00Aug 14$9.85$9.85$0.1565.67$1019.85
$960.00$970.00Sep 18$9.78$9.78$0.2244.45$969.78
$940.00$950.00Sep 18$9.75$9.75$0.2539.00$949.75
$1020.00$1030.00Aug 14$9.65$9.65$0.3527.57$1029.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1275.00$1260.00Aug 7$14.65$14.65$0.3541.86$1260.35
$1320.00$1300.00Aug 7$19.50$19.50$0.5039.00$1300.50
$1320.00$1300.00Aug 21$19.47$19.47$0.5336.74$1300.53
$1345.00$1315.00Aug 14$29.00$29.00$1.0029.00$1316.00
$1260.00$1250.00Aug 7$9.57$9.57$0.4322.26$1250.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 156 found (avg debit $5.81, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1365.00Aug 7Aug 14$0.4081.8%48.5%
$990.00Aug 7Aug 14$0.7274.5%45.1%
$1000.00Aug 7Aug 14$0.7268.5%45.5%
$950.00Aug 7Aug 21$0.7383.3%43.9%
$1360.00Aug 7Aug 14$1.0978.2%54.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$930.00Aug 7Aug 14$0.1595.5%54.7%
$1300.00Aug 7Aug 14$0.2569.5%47.0%
$985.00Aug 7Aug 14$0.2778.2%45.1%
$980.00Aug 7Aug 14$0.2883.7%47.1%
$990.00Aug 7Aug 14$0.3674.5%45.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 253 found (cheapest 3.55% of stock, avg 9.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1152.50Aug 7$22.40$18.58$40.98$1111.52$1193.483.55%
$1145.00Aug 7$25.75$15.35$41.10$1103.90$1186.103.56%
$1150.00Aug 7$23.33$18.35$41.68$1108.32$1191.683.61%
$1157.50Aug 7$21.05$21.25$42.30$1115.20$1199.803.66%
$1162.50Aug 7$17.93$24.35$42.28$1120.22$1204.783.66%
$1155.00Aug 7$22.03$20.53$42.56$1112.44$1197.563.68%
$1165.00Aug 7$16.73$26.00$42.73$1122.27$1207.733.70%
$1140.00Aug 7$29.00$14.03$43.03$1096.97$1183.033.72%
$1167.50Aug 7$16.05$27.13$43.18$1124.32$1210.683.74%
$1160.00Aug 7$20.00$23.50$43.50$1116.50$1203.503.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.52% of stock, avg 6.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1170.00$1140.00Aug 7$15.13$14.03$29.16$1110.84$1199.16
$1167.50$1140.00Aug 7$16.05$14.03$30.08$1109.92$1197.58
$1170.00$1145.00Aug 7$15.13$15.35$30.48$1114.52$1200.48
$1165.00$1140.00Aug 7$16.73$14.03$30.76$1109.24$1195.76
$1167.50$1145.00Aug 7$16.05$15.35$31.40$1113.60$1198.90
$1162.50$1140.00Aug 7$17.93$14.03$31.96$1108.04$1194.46
$1165.00$1145.00Aug 7$16.73$15.35$32.08$1112.92$1197.08
$1162.50$1145.00Aug 7$17.93$15.35$33.28$1111.72$1195.78
$1170.00$1150.00Aug 7$15.13$18.35$33.48$1116.52$1203.48
$1170.00$1152.50Aug 7$15.13$18.58$33.71$1118.79$1203.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 282 found (best R:R 99.00, avg credit $8.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
930/940980/990Sep 18$9.90$0.1099.00$930.10$989.90
1005/10101020/1030Aug 14$9.87$0.1375.92$1000.13$1029.87
970/975990/1000Aug 14$9.85$0.1565.67$965.15$999.85
1015/10201030/1040Aug 14$9.85$0.1565.67$1010.15$1039.85
950/9551100/1110Sep 4$9.84$0.1661.50$945.16$1109.84
940/950990/1000Sep 18$9.82$0.1854.56$940.18$999.82
1005/10101060/1065Aug 14$4.90$0.1049.00$1005.10$1064.90
1010/10201030/1040Aug 21$9.80$0.2049.00$1010.20$1039.80
930/9401010/1020Sep 18$9.80$0.2049.00$930.20$1019.80
970/9751100/1110Aug 28$9.76$0.2440.67$965.24$1109.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 282 found (best R:R 132.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1320.00$1340.00$1360.00Aug 21$0.15$19.85132.33
$1320.00$1325.00$1330.00Aug 7$0.05$4.9599.00
$1120.00$1125.00$1130.00Aug 14$0.05$4.9599.00
$1320.00$1340.00$1360.00Sep 4$0.23$19.7785.96
$1230.00$1235.00$1240.00Aug 7$0.06$4.9482.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1050.00$1060.00$1070.00Sep 18$0.10$9.9099.00
$1155.00$1160.00$1165.00Aug 28$0.06$4.9482.33
$930.00$940.00$950.00Aug 21$0.13$9.8775.92
$1110.00$1120.00$1130.00Sep 18$0.14$9.8670.43
$1020.00$1025.00$1030.00Aug 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. 186 found (best net $-12.77, 160 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$12.77$82.23
$1230.00$1265.001:2Sep 11-$11.35$23.65
$1360.00$1380.001:2Aug 21-$0.59$19.41
$1320.00$1340.001:2Aug 28-$1.79$18.21
$1340.00$1360.001:2Aug 21-$1.81$18.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1050.00$1015.001:2Sep 11-$4.46$30.54
$1080.00$1050.001:2Sep 11-$8.75$21.25
$970.00$950.001:2Sep 11-$0.34$19.66
$985.00$965.001:2Sep 4-$6.00$14.00
$990.00$975.001:2Sep 11-$3.50$11.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 201 found (best yield 4.81%, avg 1.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1160.00Sep 18$55.550.510.4%4.81%5.21%22435
$1170.00Sep 18$51.800.491.3%4.48%5.75%1840
$1160.00Sep 11$50.000.510.4%4.33%4.73%234
$1180.00Sep 18$48.000.462.1%4.15%6.29%14607
$1170.00Sep 11$45.750.481.3%3.96%5.23%5--
$1160.00Sep 4$45.000.510.4%3.89%4.29%1--
$1190.00Sep 18$44.900.443.0%3.89%6.88%222
$1165.00Sep 4$43.300.490.8%3.75%4.58%23--
$1175.00Sep 11$43.000.471.7%3.72%5.42%23
$1170.00Sep 4$41.000.481.3%3.55%4.81%244

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 16,697
Total Puts 10,571
Put/Call Ratio 0.63
Net Difference 6,126

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 129,697
Total Puts 92,127
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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