Tour v492
LLY
ELI LILLY AND CO
$1157.79 +3.77%
8/5 13:00

Option Volume

Detail
Current (08/05 1:00pm) 58,086
Calls: 34,250 (59%)
Puts: 23,836 (41%)
Prior --
Calls: 18,004 (52%)
Puts: 16,723 (48%)
Current vs Prior +0.00%
Calls: +90.24% (Calls)
Puts: +42.53% (Puts)
Prior 7-Day Total 259,558
Calls: 149,726 (58%)
Puts: 109,832 (42%)
Prior 7-Day Average 37,079
Calls: 21,389 (58%)
Puts: 15,690 (42%)
Current vs Prior 7-Day Avg +56.65%
Calls: +60.13%
Puts: +51.92%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 1:00pm) $112.02M
Calls: $76.39M (68%)
Puts: $35.63M (32%)
Prior --
Calls: $38.07M (52%)
Puts: $34.92M (48%)
Current vs Prior +0.00%
Calls: +100.68%
Puts: +2.06%
Prior 7-Day Total $574.58M
Calls: $393.33M (68%)
Puts: $181.25M (32%)
Prior 7-Day Average $82.08M
Calls: $56.19M (68%)
Puts: $25.89M (32%)
Current vs Prior 7-Day Avg +36.48%
Calls: +35.95%
Puts: +37.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 1:00pm) 0.70
Prior 1.00
Current vs Prior -30.41%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -6.00%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 1:00pm) 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 3.28% | 5.35%6.49% | 10.32%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -56.36% | -37.76%-29.58% | -15.62%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -34.30% | -20.78%-29.58% | -15.62%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -56.36% | -37.76%-29.73% | -15.79%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 34.13% | 25.69%
Calls: 31.23% | 26.52%
Puts: 37.04% | 24.86%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +491.51% | +169.85%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +103.49% | +54.46%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($76.39M). Bullish P/C ratio of 0.70. P/C ratio dropping 30% - 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 BULLISH
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
13:00BULLISHBULLISHBULLISH
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 117 of results (avg 8.0%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$940.00Sep 18220.40229.65$225.034.1%20.9465
$950.00Sep 18211.00220.30$215.654.3%210.93190
$930.00Sep 18229.10239.40$234.254.4%--0.9467
$980.00Aug 28175.90185.35$180.635.2%--0.9510
$940.00Aug 21211.35222.80$217.085.3%11.0079
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Sep 18186.75196.40$191.585.0%--0.8532
$1350.00Aug 7189.10199.00$194.055.1%51.004
$1360.00Aug 21199.25210.00$204.635.3%--0.9619
$1360.00Aug 28200.05211.00$205.535.3%--0.9216
$1345.00Aug 7182.75194.00$188.386.0%30.993

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. 282 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 7201.00215.40$208.206.9%21.0012
$980.00Aug 7171.00183.10$177.056.8%11.002
$985.00Aug 7166.00179.20$172.607.6%21.00--
$990.00Aug 7161.00172.75$166.887.0%21.001
$1000.00Aug 7151.00164.85$157.938.8%201.0034
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1350.00Aug 7189.10199.00$194.055.1%51.004
$1345.00Aug 7182.75194.00$188.386.0%30.993
$1340.00Aug 7176.15189.00$182.587.0%30.999
$1320.00Aug 7156.45169.20$162.827.8%--0.9914
$1300.00Aug 7138.20150.00$144.108.2%--0.9936

Most actively traded options today. High liquidity = easy entry/exit. 680 active (total vol 42.7K, top 3.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Aug 74.605.25$4.9313.2%3.5K0.19558
$1300.00Aug 70.150.30$0.2268.2%1.8K0.01926
$1250.00Aug 70.641.20$0.9260.9%1.5K0.04548
$1320.00Sep 1811.8514.00$12.9316.6%1.4K0.17662
$1070.00Aug 785.0092.45$88.738.4%6531.00652
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 188.6010.00$9.3015.1%1.4K0.121.5K
$1050.00Aug 70.110.58$0.35134.3%1.1K0.02903
$1100.00Aug 2113.1515.70$14.4317.7%6850.251.0K
$1100.00Aug 71.343.50$2.4289.3%6600.10722
$1080.00Aug 70.591.34$0.9777.3%5670.05671

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 158 strikes (avg 59.8%, max 158.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1888.1%38.8%126.8%23202
$1380.00Aug 7Sep 1884.3%38.2%120.3%464349
$1340.00Aug 7Sep 1879.7%37.8%110.4%175819
$980.00Aug 7Sep 1879.9%38.0%110.1%190
$990.00Aug 7Sep 1877.1%38.0%102.8%2131
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$930.00Aug 7Sep 18103.8%40.2%158.3%88321
$940.00Aug 7Sep 18102.3%39.7%158.0%78512
$950.00Aug 7Sep 1888.1%38.8%126.8%2161.1K
$960.00Aug 7Sep 1888.9%39.5%125.0%146496
$975.00Aug 7Sep 1186.6%39.5%119.4%33134

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 452 found (best R:R 89.91, avg 6.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1325.00$1335.00Aug 14$0.19$9.81$0.1951.63$1325.19
$1360.00$1380.00Sep 4$0.42$19.58$0.4246.62$1360.42
$1235.00$1240.00Aug 7$0.11$4.89$0.1144.45$1235.11
$1360.00$1380.00Aug 21$0.48$19.52$0.4840.67$1360.48
$1340.00$1360.00Aug 28$0.48$19.52$0.4840.67$1340.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$960.00$950.00Aug 21$0.11$9.89$0.1189.91$959.89
$990.00$980.00Aug 21$0.15$9.85$0.1565.67$989.85
$1065.00$1060.00Aug 7$0.11$4.89$0.1144.45$1064.89
$995.00$990.00Aug 28$0.11$4.89$0.1144.45$994.89
$965.00$960.00Sep 4$0.11$4.89$0.1144.45$964.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 622 found (best R:R 165.67, avg 2.99)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1020.00$1035.00Aug 7$14.87$14.87$0.13114.38$1034.87
$950.00$960.00Aug 21$9.78$9.78$0.2244.45$959.78
$1000.00$1010.00Aug 14$9.75$9.75$0.2539.00$1009.75
$940.00$950.00Aug 21$9.70$9.70$0.3032.33$949.70
$1030.00$1040.00Aug 21$9.65$9.65$0.3527.57$1039.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1345.00$1320.00Aug 14$24.85$24.85$0.15165.67$1320.15
$1340.00$1320.00Aug 7$19.76$19.76$0.2482.33$1320.24
$1250.00$1240.00Aug 7$9.75$9.75$0.2539.00$1240.25
$1310.00$1300.00Aug 14$9.54$9.54$0.4620.74$1300.46
$1227.50$1225.00Aug 7$2.38$2.38$0.1219.83$1225.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 158 found (avg debit $5.68, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1365.00Aug 7Aug 14$0.4180.9%48.5%
$1350.00Aug 7Aug 14$0.4971.8%46.3%
$1000.00Aug 7Aug 14$0.5771.5%48.7%
$1340.00Aug 7Aug 14$0.6279.7%47.3%
$1385.00Aug 7Aug 14$0.6684.6%55.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$930.00Aug 7Aug 14$0.09103.8%54.2%
$960.00Aug 7Aug 14$0.2088.9%49.7%
$935.00Aug 7Aug 14$0.23103.4%57.4%
$940.00Aug 7Aug 14$0.32102.3%58.1%
$945.00Aug 7Aug 14$0.4795.7%58.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 278 found (cheapest 3.04% of stock, avg 9.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1145.00Aug 7$24.20$11.00$35.20$1109.80$1180.203.04%
$1155.00Aug 7$18.58$17.38$35.96$1119.04$1190.963.11%
$1157.50Aug 7$17.77$18.52$36.29$1121.21$1193.793.13%
$1162.50Aug 7$16.15$20.33$36.48$1126.02$1198.983.15%
$1167.50Aug 7$12.60$24.03$36.63$1130.87$1204.133.16%
$1165.00Aug 7$13.65$23.08$36.73$1128.27$1201.733.17%
$1160.00Aug 7$16.65$20.25$36.90$1123.10$1196.903.19%
$1152.50Aug 7$20.83$16.50$37.33$1115.17$1189.833.22%
$1150.00Aug 7$22.80$15.40$38.20$1111.80$1188.203.30%
$1170.00Aug 7$12.98$25.80$38.78$1131.22$1208.783.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.04% of stock, avg 5.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1167.50$1145.00Aug 7$12.60$11.00$23.60$1121.40$1191.10
$1170.00$1145.00Aug 7$12.98$11.00$23.98$1121.02$1193.98
$1165.00$1145.00Aug 7$13.65$11.00$24.65$1120.35$1189.65
$1162.50$1145.00Aug 7$16.15$11.00$27.15$1117.85$1189.65
$1160.00$1145.00Aug 7$16.65$11.00$27.65$1117.35$1187.65
$1167.50$1150.00Aug 7$12.60$15.40$28.00$1122.00$1195.50
$1170.00$1150.00Aug 7$12.98$15.40$28.38$1121.62$1198.38
$1165.00$1150.00Aug 7$13.65$15.40$29.05$1120.95$1194.05
$1167.50$1152.50Aug 7$12.60$16.50$29.10$1123.40$1196.60
$1170.00$1152.50Aug 7$12.98$16.50$29.48$1123.02$1199.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 311 found (best R:R 82.33, avg credit $8.24)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
940/9501030/1040Aug 21$9.88$0.1282.33$940.12$1039.88
940/9451000/1010Aug 14$9.87$0.1375.92$935.13$1009.87
945/9501000/1010Aug 14$9.87$0.1375.92$940.13$1009.87
950/9551000/1010Aug 14$9.87$0.1375.92$945.13$1009.87
980/9901010/1020Sep 18$9.85$0.1565.67$980.15$1019.85
980/9901030/1040Aug 21$9.80$0.2049.00$980.20$1039.80
950/9601010/1020Sep 18$9.80$0.2049.00$950.20$1019.80
960/9651010/1020Aug 14$9.79$0.2146.62$955.21$1019.79
930/9351030/1040Aug 14$9.78$0.2244.45$925.22$1039.78
960/970980/990Sep 18$9.77$0.2342.48$960.23$989.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 321 found (best R:R 284.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1340.00$1360.00$1380.00Aug 21$0.07$19.93284.71
$1240.00$1250.00$1260.00Sep 18$0.05$9.95199.00
$1300.00$1320.00$1340.00Aug 21$0.18$19.82110.11
$1375.00$1380.00$1385.00Aug 7$0.05$4.9599.00
$1155.00$1160.00$1165.00Aug 14$0.05$4.9599.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1120.00$1130.00$1140.00Sep 18$0.08$9.92124.00
$945.00$950.00$955.00Aug 7$0.05$4.9599.00
$1080.00$1090.00$1100.00Sep 18$0.10$9.9099.00
$1055.00$1060.00$1065.00Aug 7$0.06$4.9482.33
$1165.00$1170.00$1175.00Aug 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. 191 found (best net $--, 173 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$975.00$1085.001:2Sep 4$0.00$110.00
$1360.00$1380.001:2Aug 21-$0.42$19.58
$1360.00$1380.001:2Aug 28-$0.43$19.57
$1340.00$1360.001:2Aug 21-$0.83$19.17
$1320.00$1340.001:2Aug 21-$1.01$18.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$970.00$950.001:2Sep 11-$0.99$19.01
$980.00$965.001:2Sep 4-$4.36$10.64
$990.00$975.001:2Sep 11-$4.69$10.31
$970.00$960.001:2Aug 21-$0.04$9.96
$950.00$940.001:2Aug 21-$0.42$9.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 198 found (best yield 4.71%, avg 1.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1160.00Sep 18$54.550.510.2%4.71%4.90%53435
$1170.00Sep 18$49.000.491.1%4.23%5.29%6040
$1160.00Sep 11$48.000.510.2%4.15%4.34%244
$1165.00Sep 11$46.000.500.6%3.97%4.60%6--
$1160.00Sep 4$45.100.510.2%3.90%4.09%16--
$1170.00Sep 11$44.000.481.1%3.80%4.85%17--
$1180.00Sep 18$44.000.461.9%3.80%5.72%28607
$1165.00Sep 4$41.000.490.6%3.54%4.16%34--
$1175.00Sep 11$41.000.471.5%3.54%5.03%43
$1170.00Sep 4$40.500.481.1%3.50%4.55%654

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 34,250
Total Puts 23,836
Put/Call Ratio 0.70
Net Difference 10,414

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 149,726
Total Puts 109,832
Average Put/Call Ratio 0.74
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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