Tour v492
LLY
ELI LILLY AND CO
$1145.32 +2.66%
8/5 11:00

Option Volume

Detail
Current (08/05 11:00am) 34,638
Calls: 20,059 (58%)
Puts: 14,579 (42%)
Prior --
Calls: 18,004 (52%)
Puts: 16,723 (48%)
Current vs Prior +0.00%
Calls: +11.41% (Calls)
Puts: -12.82% (Puts)
Prior 7-Day Total 231,732
Calls: 136,181 (59%)
Puts: 95,551 (41%)
Prior 7-Day Average 33,104
Calls: 19,454 (59%)
Puts: 13,650 (41%)
Current vs Prior 7-Day Avg +4.63%
Calls: +3.11%
Puts: +6.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 11:00am) $67.26M
Calls: $45.49M (68%)
Puts: $21.76M (32%)
Prior --
Calls: $38.07M (52%)
Puts: $34.92M (48%)
Current vs Prior +0.00%
Calls: +19.51%
Puts: -37.67%
Prior 7-Day Total $536.87M
Calls: $375.82M (70%)
Puts: $161.05M (30%)
Prior 7-Day Average $76.70M
Calls: $53.69M (70%)
Puts: $23.01M (30%)
Current vs Prior 7-Day Avg -12.31%
Calls: -15.27%
Puts: -5.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 11:00am) 0.73
Prior 1.00
Current vs Prior -27.32%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg +2.88%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05 11:00am) 357,589
Calls: 159,851 (45%)
Puts: 197,738 (55%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
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 3.78% | 5.81%6.77% | 10.65%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -49.72% | -32.44%-26.55% | -12.93%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -24.31% | -14.01%-26.55% | -12.93%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -49.72% | -32.44%-26.69% | -13.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 33.30% | 22.09%
Calls: 37.44% | 24.12%
Puts: 29.16% | 20.06%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +477.12% | +132.04%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +98.54% | +32.81%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($45.49M). P/C ratio dropping 27% - sentiment shifting bullish.

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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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
11:00BULLISHBULLISHBULLISH
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 92 of results (avg 8.1%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$920.00Sep 18229.20241.30$235.255.1%--0.94728
$920.00Sep 11226.45238.60$232.525.2%--0.9410
$930.00Sep 18219.70232.00$225.855.4%--0.9567
$950.00Aug 7192.00203.00$197.505.6%21.0012
$970.00Sep 18182.85194.00$188.435.9%--0.9185
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1170.00Sep 1868.8072.45$70.635.2%240.5430
$1340.00Sep 18194.00205.70$199.855.9%--0.8632
$1350.00Aug 7197.00208.90$202.955.9%51.004
$1160.00Sep 1862.7566.60$64.686.0%20.51174
$1360.00Aug 21207.40220.40$213.906.1%--0.9519

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. 270 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 7192.00203.00$197.505.6%21.0012
$985.00Aug 7155.75169.00$162.388.2%21.00--
$1000.00Aug 7141.35154.00$147.688.6%131.0034
$1015.00Aug 7124.45139.00$131.7311.0%21.001
$990.00Aug 7149.50164.00$156.759.3%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Aug 7101.00110.00$105.508.5%131.0020
$1260.00Aug 7107.00120.55$113.7811.9%--1.0024
$1275.00Aug 7122.00134.20$128.109.5%--1.0011
$1280.00Aug 7127.00141.30$134.1510.7%--1.0013
$1285.00Aug 7132.00145.35$138.689.6%11.001

Most actively traded options today. High liquidity = easy entry/exit. 622 active (total vol 26.1K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.200.25$0.2321.7%1.7K0.01926
$1250.00Aug 71.001.65$1.3348.9%1.3K0.05548
$1200.00Aug 74.506.70$5.6039.3%8560.19558
$1070.00Aug 772.5582.00$77.2812.2%6530.95652
$1075.00Aug 769.8077.00$73.409.8%6500.94654
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 1810.2512.00$11.1315.7%1.3K0.141.5K
$1050.00Aug 70.290.80$0.5592.7%9810.03903
$1100.00Aug 2114.9019.50$17.2026.7%6160.291.0K
$1100.00Aug 73.055.50$4.2857.2%5080.16722
$1000.00Aug 70.050.10$0.0862.5%2710.00979

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 157 strikes (avg 58.8%, max 150.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1883.6%38.8%115.8%3202
$990.00Aug 7Sep 1879.3%38.3%107.0%2131
$1340.00Aug 7Sep 1877.6%38.9%99.5%78819
$1360.00Aug 7Sep 1877.1%40.2%91.7%411.5K
$1320.00Aug 7Sep 1874.4%39.1%90.1%781.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$930.00Aug 7Sep 1896.9%38.7%150.5%74321
$940.00Aug 7Sep 1890.9%38.6%135.7%75512
$920.00Aug 7Sep 1892.1%42.2%118.2%10440
$950.00Aug 7Sep 1883.6%38.8%115.8%1501.1K
$975.00Aug 7Sep 1182.0%38.4%113.5%33134

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 431 found (best R:R 89.91, avg 5.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1295.00$1300.00Aug 7$0.10$4.90$0.1049.00$1295.10
$1265.00$1270.00Aug 7$0.11$4.89$0.1144.45$1265.11
$1270.00$1275.00Aug 7$0.13$4.87$0.1337.46$1270.13
$1280.00$1285.00Aug 7$0.13$4.87$0.1337.46$1280.13
$1365.00$1370.00Aug 7$0.13$4.87$0.1337.46$1365.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$950.00$940.00Aug 21$0.11$9.89$0.1189.91$949.89
$955.00$950.00Aug 7$0.12$4.88$0.1240.67$954.88
$1030.00$1025.00Aug 7$0.12$4.88$0.1240.67$1029.88
$1095.00$1090.00Aug 7$0.13$4.87$0.1337.46$1094.87
$975.00$970.00Sep 11$0.13$4.87$0.1337.46$974.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 592 found (best R:R 99.00, avg 2.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1050.00$1060.00Aug 21$9.85$9.85$0.1565.67$1059.85
$1020.00$1030.00Aug 21$9.78$9.78$0.2244.45$1029.78
$950.00$960.00Aug 21$9.67$9.67$0.3329.30$959.67
$980.00$990.00Sep 18$9.67$9.67$0.3329.30$989.67
$1035.00$1040.00Aug 7$4.80$4.80$0.2024.00$1039.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1320.00$1300.00Aug 21$19.80$19.80$0.2099.00$1300.20
$1320.00$1300.00Aug 7$19.65$19.65$0.3556.14$1300.35
$1280.00$1260.00Aug 14$19.64$19.64$0.3654.56$1260.36
$1280.00$1270.00Aug 21$9.73$9.73$0.2736.04$1270.27
$1360.00$1340.00Aug 21$19.37$19.37$0.6330.75$1340.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 156 found (avg debit $6.04, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1350.00Aug 7Aug 14$0.5277.3%48.7%
$1365.00Aug 7Aug 14$0.5288.6%52.6%
$950.00Aug 7Aug 21$0.7083.6%43.7%
$1340.00Aug 7Aug 14$0.9477.6%51.1%
$990.00Aug 7Aug 14$1.2079.3%47.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$930.00Aug 7Aug 14$0.1296.9%53.0%
$980.00Aug 7Aug 14$0.3080.9%45.8%
$985.00Aug 7Aug 14$0.5675.2%47.4%
$990.00Aug 7Aug 14$0.5779.3%47.2%
$1320.00Aug 7Aug 14$0.6074.4%50.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 262 found (cheapest 3.41% of stock, avg 9.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1135.00Aug 7$26.00$13.00$39.00$1096.00$1174.003.41%
$1145.00Aug 7$21.90$18.93$40.83$1104.17$1185.833.56%
$1150.00Aug 7$19.63$21.43$41.06$1108.94$1191.063.59%
$1152.50Aug 7$18.50$22.98$41.48$1111.02$1193.983.62%
$1155.00Aug 7$17.75$24.25$42.00$1113.00$1197.003.67%
$1130.00Aug 7$29.85$12.50$42.35$1087.65$1172.353.70%
$1140.00Aug 7$25.00$17.38$42.38$1097.62$1182.383.70%
$1157.50Aug 7$16.43$25.95$42.38$1115.12$1199.883.70%
$1160.00Aug 7$15.50$27.25$42.75$1117.25$1202.753.73%
$1125.00Aug 7$32.63$10.88$43.51$1081.49$1168.513.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.20% of stock, avg 6.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1162.50$1125.00Aug 7$14.33$10.88$25.21$1099.79$1187.71
$1160.00$1125.00Aug 7$15.50$10.88$26.38$1098.62$1186.38
$1162.50$1130.00Aug 7$14.33$12.50$26.83$1103.17$1189.33
$1157.50$1125.00Aug 7$16.43$10.88$27.31$1097.69$1184.81
$1162.50$1135.00Aug 7$14.33$13.00$27.33$1107.67$1189.83
$1160.00$1130.00Aug 7$15.50$12.50$28.00$1102.00$1188.00
$1160.00$1135.00Aug 7$15.50$13.00$28.50$1106.50$1188.50
$1155.00$1125.00Aug 7$17.75$10.88$28.63$1096.37$1183.63
$1157.50$1130.00Aug 7$16.43$12.50$28.93$1101.07$1186.43
$1152.50$1125.00Aug 7$18.50$10.88$29.38$1095.62$1181.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 294 found (best R:R 89.91, avg credit $7.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
940/9501020/1030Aug 21$9.89$0.1189.91$940.11$1029.89
920/930940/950Aug 21$9.86$0.1470.43$920.14$949.86
990/9951100/1110Aug 28$9.83$0.1757.82$985.17$1109.83
960/9701010/1020Sep 18$9.82$0.1854.56$960.18$1019.82
1010/10151110/1115Sep 4$4.90$0.1049.00$1010.10$1114.90
940/9501010/1020Sep 18$9.78$0.2244.45$940.22$1019.78
1020/10251060/1065Aug 14$4.86$0.1434.71$1020.14$1064.86
960/9701000/1010Sep 18$9.72$0.2834.71$960.28$1009.72
1000/10051060/1065Aug 14$4.85$0.1532.33$1000.15$1064.85
1025/10301130/1135Sep 11$4.84$0.1630.25$1025.16$1134.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 275 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1345.00$1350.00$1355.00Aug 7$0.05$4.9599.00
$1320.00$1340.00$1360.00Sep 11$0.25$19.7579.00
$1245.00$1250.00$1255.00Aug 7$0.07$4.9370.43
$1235.00$1240.00$1245.00Aug 7$0.08$4.9261.50
$1285.00$1290.00$1295.00Aug 7$0.08$4.9261.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$990.00$1000.00$1010.00Sep 18$0.05$9.95199.00
$1320.00$1340.00$1360.00Aug 21$0.12$19.88165.67
$1210.00$1215.00$1220.00Aug 21$0.05$4.9599.00
$1125.00$1130.00$1135.00Sep 11$0.05$4.9599.00
$1060.00$1065.00$1070.00Aug 14$0.06$4.9482.33

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 $-23.60, 155 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1000.00$1075.001:2Aug 28-$23.60$51.40
$1340.00$1360.001:2Aug 21-$1.49$18.51
$1280.00$1300.001:2Aug 21-$1.83$18.17
$1300.00$1320.001:2Aug 21-$2.05$17.95
$1320.00$1340.001:2Aug 21-$2.81$17.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1080.00$1050.001:2Sep 11-$10.55$19.45
$970.00$950.001:2Sep 11-$2.48$17.52
$990.00$975.001:2Sep 11-$3.78$11.22
$980.00$965.001:2Sep 4-$3.91$11.09
$960.00$950.001:2Aug 21-$0.23$9.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 209 found (best yield 4.79%, avg 1.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1150.00Sep 18$54.900.520.4%4.79%5.20%5397
$1160.00Sep 18$51.200.491.3%4.47%5.75%24435
$1155.00Sep 11$48.200.500.8%4.21%5.05%11
$1170.00Sep 18$47.450.472.1%4.14%6.30%1940
$1160.00Sep 11$45.850.491.3%4.00%5.28%234
$1150.00Sep 4$44.900.510.4%3.92%4.33%311
$1155.00Sep 4$43.950.500.8%3.84%4.68%11
$1180.00Sep 18$43.100.443.0%3.76%6.79%14607
$1165.00Sep 11$43.000.471.7%3.75%5.47%4--
$1170.00Sep 11$41.850.462.1%3.65%5.81%5--

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 20,059
Total Puts 14,579
Put/Call Ratio 0.73
Net Difference 5,480

Prior's Put/Call Breakdown

Total Calls 18,004
Total Puts 16,723
Put/Call Ratio 1.00
Net Difference 1,281

Prior 7-Day Put/Call Summary

Total Calls 136,181
Total Puts 95,551
Average Put/Call Ratio 0.71
Ratio Trend Falling

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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