Tour v492
LLY
ELI LILLY AND CO
$1162.63 +4.21%
8/5 10:35

Option Volume

Detail
Current (08/05 10:35am) 28,392
Calls: 17,459 (61%)
Puts: 10,933 (39%)
Prior (06/29) 7,818
Calls: 5,698 (73%)
Puts: 2,120 (27%)
Current vs Prior +263.16%
Calls: +206.41% (Calls)
Puts: +415.71% (Puts)
Prior 7-Day Total 227,084
Calls: 133,059 (59%)
Puts: 94,025 (41%)
Prior 7-Day Average 32,440
Calls: 19,008 (59%)
Puts: 13,432 (41%)
Current vs Prior 7-Day Avg -12.48%
Calls: -8.15%
Puts: -18.61%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 10:35am) $61.60M
Calls: $45.93M (75%)
Puts: $15.67M (25%)
Prior (06/29) $24.08M
Calls: $19.43M (81%)
Puts: $4.65M (19%)
Current vs Prior +155.76%
Calls: +136.34%
Puts: +236.88%
Prior 7-Day Total $530.85M
Calls: $371.90M (70%)
Puts: $158.95M (30%)
Prior 7-Day Average $75.84M
Calls: $53.13M (70%)
Puts: $22.71M (30%)
Current vs Prior 7-Day Avg -18.78%
Calls: -13.55%
Puts: -30.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 10:35am) 0.63
Prior (06/29) 0.37
Current vs Prior +68.31%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -11.90%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 10:35am) 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 3.77% | 5.69%6.72% | 10.73%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -49.88% | -33.81%-27.10% | -12.24%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -24.54% | -15.75%-27.10% | -12.24%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -49.88% | -33.81%-27.24% | -12.42%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 34.34% | 24.46%
Calls: 24.88% | 27.69%
Puts: 43.79% | 21.24%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +495.15% | +156.93%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +104.74% | +47.06%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($45.93M). Massive premium surge with dollar volume up 156% vs prior. Unusually high activity with volume up 263% 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
10:35BULLISHBULLISHBULLISH
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 88 of results (avg 8.2%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$940.00Sep 18224.35235.45$229.904.8%20.9465
$950.00Sep 18212.15224.50$218.335.7%10.94190
$960.00Aug 21197.00209.20$203.106.0%--1.00137
$980.00Aug 21177.00188.15$182.586.1%--1.00310
$960.00Sep 18202.00215.10$208.556.3%--0.94152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Aug 28195.80207.00$201.405.6%--0.9216
$1360.00Aug 21194.85206.00$200.435.6%--0.9519
$1350.00Aug 7183.15195.00$189.086.3%50.994
$1345.00Aug 7178.45190.00$184.236.3%30.993
$1340.00Aug 21174.80187.00$180.906.7%--0.9420

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.38, cheapest $0.38)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.350.40$0.3813.2%1.5K0.01926
PUTS (0)
No puts meet the criteria

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
$950.00Aug 7204.05221.55$212.808.2%21.0012
$985.00Aug 7171.00184.80$177.907.8%21.00--
$990.00Aug 7166.00177.60$171.806.8%21.001
$1000.00Aug 7156.00168.75$162.387.9%121.0034
$1015.00Aug 7141.00154.00$147.508.8%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Aug 7171.00185.00$178.007.9%30.999
$1350.00Aug 7183.15195.00$189.086.3%50.994
$1345.00Aug 7178.45190.00$184.236.3%30.993
$1320.00Aug 7150.85165.00$157.939.0%--0.9914
$1300.00Aug 7130.80145.00$137.9010.3%--0.9836

Most actively traded options today. High liquidity = easy entry/exit. 599 active (total vol 22.1K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.350.40$0.3813.2%1.5K0.01926
$1250.00Aug 71.402.19$1.8043.9%1.3K0.07548
$1200.00Aug 76.909.35$8.1330.1%7750.25558
$1070.00Aug 789.0097.10$93.058.7%6501.00652
$1075.00Aug 784.0092.00$88.009.1%6500.97654
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Aug 2113.5015.00$14.2510.5%5810.251.0K
$1100.00Aug 72.103.45$2.7848.6%4810.11722
$1000.00Aug 70.040.15$0.10110.0%2600.00979
$1020.00Aug 70.020.10$0.06133.3%1710.00556
$1140.00Aug 79.1512.00$10.5826.9%1710.32249

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 57.9%, max 140.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1887.6%38.6%127.0%3202
$990.00Aug 7Sep 1876.4%37.5%103.7%2131
$1380.00Aug 7Sep 1880.7%39.8%102.8%291349
$1000.00Aug 7Sep 1873.9%38.0%94.2%15439
$1360.00Aug 7Sep 1875.4%39.6%90.7%301.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$940.00Aug 7Sep 1891.9%38.2%140.9%73512
$960.00Aug 7Sep 1884.4%36.5%131.5%135496
$950.00Aug 7Sep 1887.6%38.5%127.2%1451.1K
$975.00Aug 7Sep 1186.9%39.1%122.2%33134
$980.00Aug 7Sep 1885.7%38.6%122.0%65458

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 421 found (best R:R 85.96, avg 5.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1360.00$1380.00Aug 28$0.23$19.77$0.2385.96$1360.23
$1310.00$1315.00Aug 7$0.10$4.90$0.1049.00$1310.10
$1300.00$1305.00Aug 7$0.14$4.86$0.1434.71$1300.14
$1275.00$1280.00Aug 14$0.15$4.85$0.1532.33$1275.15
$1340.00$1360.00Aug 28$0.63$19.37$0.6330.75$1340.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1030.00$1025.00Aug 7$0.11$4.89$0.1144.45$1029.89
$1040.00$1035.00Aug 14$0.12$4.88$0.1240.67$1039.88
$1045.00$1040.00Sep 4$0.12$4.88$0.1240.67$1044.88
$990.00$980.00Aug 21$0.25$9.75$0.2539.00$989.75
$1055.00$1050.00Aug 7$0.13$4.87$0.1337.46$1054.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 578 found (best R:R 124.00, avg 2.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1000.00$1015.00Aug 7$14.88$14.88$0.12124.00$1014.88
$1000.00$1010.00Aug 14$9.80$9.80$0.2049.00$1009.80
$950.00$960.00Sep 18$9.78$9.78$0.2244.45$959.78
$1035.00$1040.00Aug 7$4.88$4.88$0.1240.67$1039.88
$950.00$975.00Sep 4$24.15$24.15$0.8528.41$974.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1275.00$1260.00Aug 7$14.75$14.75$0.2559.00$1260.25
$1360.00$1340.00Aug 21$19.53$19.53$0.4741.55$1340.47
$1350.00$1345.00Aug 7$4.85$4.85$0.1532.33$1345.15
$1340.00$1320.00Aug 21$19.35$19.35$0.6529.77$1320.65
$1280.00$1275.00Aug 7$4.83$4.83$0.1728.41$1275.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 154 found (avg debit $5.92, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1365.00Aug 7Aug 14$0.4278.3%47.4%
$1350.00Aug 7Aug 14$0.7572.3%48.1%
$1020.00Aug 7Aug 14$0.9061.9%46.1%
$1050.00Aug 7Aug 14$1.0859.0%43.7%
$1360.00Aug 7Aug 14$1.1075.4%52.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$980.00Aug 7Aug 14$0.2885.7%48.3%
$985.00Aug 7Aug 14$0.2879.1%46.2%
$990.00Aug 7Aug 14$0.3676.4%46.2%
$1000.00Aug 7Aug 14$0.5973.9%46.7%
$1005.00Aug 7Aug 14$0.6075.8%46.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 252 found (cheapest 3.43% of stock, avg 9.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1155.00Aug 7$23.73$16.15$39.88$1115.12$1194.883.43%
$1152.50Aug 7$25.50$15.58$41.08$1111.42$1193.583.53%
$1157.50Aug 7$22.00$19.00$41.00$1116.50$1198.503.53%
$1160.00Aug 7$21.25$20.60$41.85$1118.15$1201.853.60%
$1165.00Aug 7$19.73$22.15$41.88$1123.12$1206.883.60%
$1167.50Aug 7$18.85$24.15$43.00$1124.50$1210.503.70%
$1162.50Aug 7$21.70$21.38$43.08$1119.42$1205.583.71%
$1170.00Aug 7$17.88$25.53$43.41$1126.59$1213.413.73%
$1150.00Aug 7$28.50$14.93$43.43$1106.57$1193.433.74%
$1140.00Aug 7$33.00$10.58$43.58$1096.42$1183.583.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.71% of stock, avg 6.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1175.00$1152.50Aug 7$15.98$15.58$31.56$1120.94$1206.56
$1175.00$1155.00Aug 7$15.98$16.15$32.13$1122.87$1207.13
$1172.50$1152.50Aug 7$17.10$15.58$32.68$1119.82$1205.18
$1172.50$1155.00Aug 7$17.10$16.15$33.25$1121.75$1205.75
$1170.00$1152.50Aug 7$17.88$15.58$33.46$1119.04$1203.46
$1170.00$1155.00Aug 7$17.88$16.15$34.03$1120.97$1204.03
$1167.50$1152.50Aug 7$18.85$15.58$34.43$1118.07$1201.93
$1167.50$1155.00Aug 7$18.85$16.15$35.00$1120.00$1202.50
$1175.00$1157.50Aug 7$15.98$19.00$34.98$1122.52$1209.98
$1165.00$1152.50Aug 7$19.73$15.58$35.31$1117.19$1200.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 279 found (best R:R 99.00, avg credit $8.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
980/9901030/1040Aug 21$9.90$0.1099.00$980.10$1039.90
1020/10301050/1060Aug 21$9.87$0.1375.92$1020.13$1059.87
940/950970/980Sep 18$9.84$0.1661.50$940.16$979.84
990/10001020/1030Aug 21$9.83$0.1757.82$990.17$1029.83
990/9951130/1140Aug 28$9.76$0.2440.67$985.24$1139.76
970/9751030/1040Aug 14$9.74$0.2637.46$965.26$1039.74
970/975990/1000Aug 14$9.72$0.2834.71$965.28$999.72
1025/10301065/1080Aug 14$14.56$0.4433.09$1015.44$1079.56
950/960980/1000Aug 21$19.41$0.5932.90$940.59$999.41
1010/10151075/1080Aug 28$4.85$0.1532.33$1010.15$1079.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 286 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1050.00$1060.00$1070.00Sep 18$0.06$9.94165.67
$1300.00$1320.00$1340.00Aug 21$0.19$19.81104.26
$1090.00$1100.00$1110.00Aug 28$0.10$9.9099.00
$1130.00$1135.00$1140.00Aug 7$0.06$4.9482.33
$1355.00$1360.00$1365.00Aug 7$0.06$4.9482.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1000.00$1010.00$1020.00Sep 18$0.05$9.95199.00
$1040.00$1050.00$1060.00Aug 21$0.06$9.94165.67
$1320.00$1340.00$1360.00Aug 21$0.18$19.82110.11
$980.00$985.00$990.00Aug 7$0.05$4.9599.00
$990.00$1000.00$1010.00Sep 18$0.10$9.9099.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 182 found (best net $-20.05, 160 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$980.00$1075.001:2Aug 28-$20.05$74.95
$1360.00$1380.001:2Aug 21-$0.59$19.41
$1320.00$1340.001:2Aug 21-$1.38$18.62
$1320.00$1340.001:2Aug 28-$1.99$18.01
$1300.00$1320.001:2Aug 21-$2.11$17.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1050.00$1015.001:2Sep 11-$3.60$31.40
$1080.00$1050.001:2Sep 11-$8.55$21.45
$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. 192 found (best yield 4.56%, avg 1.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1170.00Sep 18$53.000.500.6%4.56%5.19%1840
$1180.00Sep 18$49.000.471.5%4.21%5.71%14607
$1170.00Sep 11$48.050.490.6%4.13%4.77%5--
$1190.00Sep 18$46.300.452.4%3.98%6.34%222
$1165.00Sep 4$46.000.510.2%3.96%4.16%23--
$1175.00Sep 11$46.050.481.1%3.96%5.02%43
$1170.00Sep 4$44.000.500.6%3.78%4.42%254
$1200.00Sep 18$41.600.423.2%3.58%6.79%1671.1K
$1175.00Sep 4$41.000.481.1%3.53%4.59%242
$1185.00Sep 11$41.000.451.9%3.53%5.45%7--

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 17,459
Total Puts 10,933
Put/Call Ratio 0.63
Net Difference 6,526

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 133,059
Total Puts 94,025
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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