Tour v492
LLY
ELI LILLY AND CO
$1147.11 +2.82%
8/5 12:00

Option Volume

Detail
Current (08/05 12:00pm) 46,266
Calls: 25,864 (56%)
Puts: 20,402 (44%)
Prior --
Calls: 18,004 (52%)
Puts: 16,723 (48%)
Current vs Prior +0.00%
Calls: +43.66% (Calls)
Puts: +22.00% (Puts)
Prior 7-Day Total 240,560
Calls: 140,559 (58%)
Puts: 100,001 (42%)
Prior 7-Day Average 34,365
Calls: 20,079 (58%)
Puts: 14,285 (42%)
Current vs Prior 7-Day Avg +34.63%
Calls: +28.81%
Puts: +42.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 12:00pm) $87.46M
Calls: $57.66M (66%)
Puts: $29.80M (34%)
Prior --
Calls: $38.07M (52%)
Puts: $34.92M (48%)
Current vs Prior +0.00%
Calls: +51.46%
Puts: -14.64%
Prior 7-Day Total $545.70M
Calls: $378.01M (69%)
Puts: $167.70M (31%)
Prior 7-Day Average $77.96M
Calls: $54.00M (69%)
Puts: $23.96M (31%)
Current vs Prior 7-Day Avg +12.19%
Calls: +6.77%
Puts: +24.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 12:00pm) 0.79
Prior 1.00
Current vs Prior -21.12%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg +9.85%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05 12:00pm) 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 3.44% | 5.52%6.58% | 10.49%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -54.24% | -35.77%-28.59% | -14.19%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -31.11% | -18.25%-28.59% | -14.19%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -54.24% | -35.77%-28.73% | -14.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.45% | 17.38%
Calls: 19.00% | 16.49%
Puts: 35.90% | 18.27%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +375.74% | +82.56%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +63.66% | +4.49%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($57.66M). P/C ratio dropping 21% - 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
12:00BULLISHBULLISHBULLISH
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 153 of results (avg 7.9%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$940.00Aug 21203.05211.65$207.354.1%11.0079
$930.00Sep 18221.00232.00$226.504.9%--0.9467
$950.00Sep 18201.00211.85$206.435.3%210.92190
$960.00Aug 21185.00195.40$190.205.5%--1.00137
$920.00Sep 11226.30239.25$232.785.6%--0.9410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 1810.2510.75$10.504.8%1.4K0.131.5K
$1350.00Aug 7196.80207.00$201.905.1%51.004
$1345.00Aug 7191.80202.00$196.905.2%30.993
$1340.00Aug 7186.80197.20$192.005.4%30.999
$1360.00Aug 28208.05220.20$214.135.7%--0.9116

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.28, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1050.00Aug 70.250.30$0.2817.9%1.0K0.02903

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 280 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 7193.00205.00$199.006.0%21.0012
$980.00Aug 7163.00175.00$169.007.1%11.002
$985.00Aug 7158.00168.95$163.486.7%21.00--
$990.00Aug 7153.00164.20$158.607.1%21.001
$1000.00Aug 7143.00153.95$148.487.4%181.0034
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1320.00Aug 14166.00178.20$172.107.1%41.004
$1350.00Aug 7196.80207.00$201.905.1%51.004
$1340.00Aug 7186.80197.20$192.005.4%30.999
$1320.00Aug 7166.60179.80$173.207.6%--0.9914
$1345.00Aug 7191.80202.00$196.905.2%30.993

Most actively traded options today. High liquidity = easy entry/exit. 658 active (total vol 33.6K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Aug 70.180.30$0.2450.0%1.8K0.01926
$1250.00Aug 70.500.90$0.7057.1%1.4K0.03548
$1200.00Aug 72.924.30$3.6138.2%1.0K0.15558
$1070.00Aug 775.9083.00$79.458.9%6530.94652
$1075.00Aug 771.8079.00$75.409.5%6500.93654
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 1810.2510.75$10.504.8%1.4K0.131.5K
$1050.00Aug 70.250.30$0.2817.9%1.0K0.02903
$1100.00Aug 2116.2517.50$16.887.4%6630.291.0K
$1100.00Aug 72.553.50$3.0331.4%5820.13722
$1080.00Aug 70.961.82$1.3961.9%3880.07671

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 55.8%, max 146.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1883.8%39.7%111.0%23202
$1340.00Aug 7Sep 1877.6%37.6%106.3%126819
$1360.00Aug 7Sep 1876.1%37.7%102.2%501.5K
$980.00Aug 7Sep 1873.5%38.2%92.6%190
$1320.00Aug 7Sep 1872.3%37.5%92.6%901.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$930.00Aug 7Sep 1897.2%39.5%146.4%83321
$920.00Aug 7Sep 1892.4%39.9%131.4%22440
$940.00Aug 7Sep 1889.2%39.8%123.9%78512
$960.00Aug 7Sep 1884.3%38.8%117.6%146496
$945.00Aug 7Sep 491.8%43.0%113.3%134125

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 451 found (best R:R 89.91, avg 6.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1325.00$1335.00Aug 14$0.19$9.81$0.1951.63$1325.19
$1245.00$1250.00Aug 7$0.10$4.90$0.1049.00$1245.10
$1305.00$1310.00Aug 7$0.10$4.90$0.1049.00$1305.10
$1340.00$1360.00Aug 21$0.44$19.56$0.4444.45$1340.44
$1280.00$1285.00Aug 7$0.12$4.88$0.1240.67$1280.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$940.00$930.00Aug 21$0.11$9.89$0.1189.91$939.89
$930.00$920.00Aug 21$0.19$9.81$0.1951.63$929.81
$1000.00$990.00Aug 21$0.19$9.81$0.1951.63$999.81
$1015.00$1010.00Aug 7$0.10$4.90$0.1049.00$1014.90
$1005.00$1000.00Aug 14$0.11$4.89$0.1144.45$1004.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 609 found (best R:R 56.14, avg 2.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$970.00$980.00Aug 21$9.80$9.80$0.2049.00$979.80
$985.00$990.00Aug 7$4.88$4.88$0.1240.67$989.88
$1085.00$1090.00Aug 14$4.88$4.88$0.1240.67$1089.88
$1010.00$1020.00Aug 14$9.70$9.70$0.3032.33$1019.70
$1000.00$1010.00Aug 28$9.70$9.70$0.3032.33$1009.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1360.00$1340.00Aug 21$19.65$19.65$0.3556.14$1340.35
$1300.00$1280.00Aug 14$19.45$19.45$0.5535.36$1280.55
$1227.50$1225.00Aug 7$2.40$2.40$0.1024.00$1225.10
$935.00$930.00Aug 14$4.79$4.79$0.2122.81$930.21
$1300.00$1280.00Aug 21$18.93$18.93$1.0717.69$1281.07

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 157 found (avg debit $6.04, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1365.00Aug 7Aug 14$0.3489.3%50.0%
$1350.00Aug 7Aug 14$0.5773.2%48.6%
$1340.00Aug 7Aug 14$0.7277.6%48.9%
$1320.00Aug 7Aug 14$0.9172.3%46.7%
$1300.00Aug 7Aug 14$1.1370.4%44.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$930.00Aug 7Aug 14$0.1597.2%54.1%
$960.00Aug 7Aug 14$0.2084.3%48.3%
$1300.00Aug 7Aug 14$0.3070.4%44.7%
$980.00Aug 7Aug 14$0.5473.5%48.4%
$920.00Aug 7Aug 14$0.6892.4%66.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 274 found (cheapest 3.22% of stock, avg 9.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1145.00Aug 7$20.00$16.98$36.98$1108.02$1181.983.22%
$1152.50Aug 7$16.52$20.45$36.97$1115.53$1189.473.22%
$1140.00Aug 7$22.48$14.68$37.16$1102.84$1177.163.24%
$1150.00Aug 7$18.15$19.50$37.65$1112.35$1187.653.28%
$1157.50Aug 7$14.45$23.40$37.85$1119.65$1195.353.30%
$1160.00Aug 7$13.23$24.70$37.93$1122.07$1197.933.31%
$1155.00Aug 7$16.02$22.35$38.37$1116.63$1193.373.34%
$1135.00Aug 7$26.15$12.88$39.03$1095.97$1174.033.40%
$1165.00Aug 7$11.70$27.70$39.40$1125.60$1204.403.43%
$1162.50Aug 7$13.05$26.58$39.63$1122.87$1202.133.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.88% of stock, avg 6.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1160.00$1125.00Aug 7$13.23$8.35$21.58$1103.42$1181.58
$1157.50$1125.00Aug 7$14.45$8.35$22.80$1102.20$1180.30
$1160.00$1130.00Aug 7$13.23$10.53$23.76$1106.24$1183.76
$1155.00$1125.00Aug 7$16.02$8.35$24.37$1100.63$1179.37
$1152.50$1125.00Aug 7$16.52$8.35$24.87$1100.13$1177.37
$1157.50$1130.00Aug 7$14.45$10.53$24.98$1105.02$1182.48
$1160.00$1135.00Aug 7$13.23$12.88$26.11$1108.89$1186.11
$1150.00$1125.00Aug 7$18.15$8.35$26.50$1098.50$1176.50
$1155.00$1130.00Aug 7$16.02$10.53$26.55$1103.45$1181.55
$1152.50$1130.00Aug 7$16.52$10.53$27.05$1102.95$1179.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 323 found (best R:R 67.97, avg credit $8.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
960/9701000/1020Aug 21$19.71$0.2967.97$950.29$1019.71
940/950980/990Sep 18$9.85$0.1565.67$940.15$989.85
920/930960/970Sep 18$9.84$0.1661.50$920.16$969.84
965/9701000/1010Aug 28$9.83$0.1757.82$960.17$1009.83
970/9751050/1060Aug 14$9.82$0.1854.56$965.18$1059.82
1000/10051010/1020Aug 14$9.81$0.1951.63$995.19$1019.81
980/9851050/1060Aug 14$9.80$0.2049.00$975.20$1059.80
980/9901000/1010Sep 18$9.75$0.2539.00$980.25$1009.75
980/9901010/1020Sep 18$9.75$0.2539.00$980.25$1019.75
1010/10201030/1040Aug 21$9.74$0.2637.46$1010.26$1039.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 309 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1030.00$1040.00$1050.00Sep 18$0.07$9.93141.86
$1320.00$1340.00$1360.00Aug 21$0.22$19.7889.91
$1235.00$1240.00$1245.00Aug 28$0.06$4.9482.33
$1320.00$1340.00$1360.00Sep 11$0.24$19.7682.33
$1335.00$1340.00$1345.00Aug 7$0.08$4.9261.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1000.00$1005.00$1010.00Aug 7$0.05$4.9599.00
$1300.00$1320.00$1340.00Sep 18$0.20$19.8099.00
$1025.00$1030.00$1035.00Aug 7$0.06$4.9482.33
$1085.00$1090.00$1095.00Aug 14$0.06$4.9482.33
$995.00$1000.00$1005.00Aug 14$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. 195 found (best net $-6.46, 174 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1300.00$1320.001:2Aug 28-$0.62$19.38
$1340.00$1360.001:2Aug 21-$0.93$19.07
$1320.00$1340.001:2Aug 21-$1.15$18.85
$1300.00$1320.001:2Aug 21-$1.46$18.54
$1280.00$1300.001:2Aug 21-$1.58$18.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1080.00$1050.001:2Sep 11-$6.46$23.54
$970.00$950.001:2Sep 11-$3.21$16.79
$945.00$925.001:2Sep 4-$7.23$12.77
$970.00$960.001:2Aug 21-$0.17$9.83
$930.00$920.001:2Aug 21-$0.33$9.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 205 found (best yield 4.80%, avg 1.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1150.00Sep 18$55.050.520.2%4.80%5.05%8297
$1160.00Sep 18$50.000.491.1%4.36%5.48%26435
$1155.00Sep 11$48.000.500.7%4.18%4.87%21
$1150.00Sep 4$46.900.510.2%4.09%4.34%411
$1170.00Sep 18$46.250.472.0%4.03%6.03%5140
$1160.00Sep 11$45.250.491.1%3.94%5.07%234
$1180.00Sep 18$43.250.442.9%3.77%6.64%20607
$1155.00Sep 4$43.000.500.7%3.75%4.44%11
$1165.00Sep 11$43.050.471.6%3.75%5.31%6--
$1160.00Sep 4$42.300.481.1%3.69%4.81%6--

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 25,864
Total Puts 20,402
Put/Call Ratio 0.79
Net Difference 5,462

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 140,559
Total Puts 100,001
Average Put/Call Ratio 0.72
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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