Tour v492
LLY
ELI LILLY AND CO
$1161.58 +4.11%
8/5 14:00

Option Volume

Detail
Current (08/05 2:00pm) 71,434
Calls: 37,437 (52%)
Puts: 33,997 (48%)
Prior --
Calls: 18,004 (52%)
Puts: 16,723 (48%)
Current vs Prior +0.00%
Calls: +107.94% (Calls)
Puts: +103.29% (Puts)
Prior 7-Day Total 289,252
Calls: 166,517 (58%)
Puts: 122,735 (42%)
Prior 7-Day Average 41,321
Calls: 23,788 (58%)
Puts: 17,533 (42%)
Current vs Prior 7-Day Avg +72.87%
Calls: +57.38%
Puts: +93.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 2:00pm) $122.22M
Calls: $85.17M (70%)
Puts: $37.06M (30%)
Prior --
Calls: $38.07M (52%)
Puts: $34.92M (48%)
Current vs Prior +0.00%
Calls: +123.73%
Puts: +6.13%
Prior 7-Day Total $625.01M
Calls: $423.80M (68%)
Puts: $201.21M (32%)
Prior 7-Day Average $89.29M
Calls: $60.54M (68%)
Puts: $28.74M (32%)
Current vs Prior 7-Day Avg +36.89%
Calls: +40.67%
Puts: +28.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 2:00pm) 0.91
Prior 1.00
Current vs Prior -9.19%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +21.04%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05 2:00pm) 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 3.23% | 5.41%6.58% | 10.42%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -57.06% | -37.12%-28.67% | -14.77%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -35.36% | -19.97%-28.67% | -14.77%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -57.06% | -37.12%-28.81% | -14.94%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 29.77% | 17.51%
Calls: 28.64% | 12.44%
Puts: 30.91% | 22.58%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +415.94% | +83.93%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +77.49% | +5.28%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($85.17M).

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
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
14:00BULLISHNEUTRALBULLISH
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 148 of results (avg 7.8%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$960.00Sep 18207.60216.45$212.024.2%--0.92152
$980.00Aug 21179.15186.90$183.034.2%--1.00310
$930.00Sep 18234.55244.75$239.654.3%--0.9467
$960.00Aug 21199.00209.00$204.004.9%--1.00137
$980.00Aug 28182.45192.05$187.255.1%--0.9410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1360.00Aug 28195.25205.00$200.134.9%--0.9216
$1360.00Aug 21193.40204.00$198.705.3%--0.9619
$1340.00Sep 18180.65191.00$185.835.6%--0.8532
$1180.00Sep 1863.7567.60$65.685.9%150.5395
$1340.00Aug 7172.35183.00$177.686.0%31.009

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. 285 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$990.00Aug 14169.00179.85$174.436.2%21.003
$1000.00Aug 14159.00170.00$164.506.7%51.0030
$1010.00Aug 14149.00161.00$155.007.7%21.001
$940.00Aug 21217.60229.65$223.635.4%11.0079
$950.00Aug 21207.70219.60$213.655.6%21.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1275.00Aug 7106.65118.00$112.3310.1%--1.0011
$1280.00Aug 7111.30123.00$117.1510.0%--1.0013
$1285.00Aug 7116.70128.00$122.359.2%11.001
$1300.00Aug 7131.00143.40$137.209.0%--1.0036
$1320.00Aug 7151.00163.00$157.007.6%--1.0014

Most actively traded options today. High liquidity = easy entry/exit. 695 active (total vol 45.8K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Aug 75.406.20$5.8013.8%4.0K0.22558
$1300.00Aug 70.220.30$0.2630.8%2.1K0.01926
$1250.00Aug 70.911.25$1.0831.5%1.6K0.05548
$1320.00Sep 1812.7014.45$13.5812.9%1.4K0.18662
$1070.00Aug 791.0598.00$94.537.4%6560.98652
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 188.259.15$8.7010.3%1.5K0.111.5K
$1050.00Aug 70.160.50$0.33103.0%1.1K0.02903
$1100.00Aug 71.502.51$2.0150.2%6920.09722
$1100.00Aug 2112.6514.00$13.3310.1%6880.241.0K
$1080.00Aug 70.530.92$0.7353.4%5730.04671

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 159 strikes (avg 58.0%, max 161.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1891.1%39.5%130.8%23202
$1380.00Aug 7Sep 1882.6%38.0%117.6%470349
$980.00Aug 7Sep 1883.0%38.2%117.3%190
$990.00Aug 7Sep 1880.2%37.7%112.7%2131
$1000.00Aug 7Sep 1876.6%37.2%105.8%30439
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$930.00Aug 7Sep 18106.6%40.8%161.4%96321
$940.00Aug 7Sep 1898.7%39.5%150.0%78512
$950.00Aug 7Sep 1891.1%39.5%130.8%2291.1K
$975.00Aug 7Sep 1190.0%40.3%123.3%33134
$960.00Aug 7Sep 1888.8%40.2%121.1%160496

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 450 found (best R:R 75.92, avg 6.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1325.00$1335.00Aug 14$0.19$9.81$0.1951.63$1325.19
$1360.00$1380.00Aug 21$0.38$19.62$0.3851.63$1360.38
$1270.00$1275.00Aug 7$0.10$4.90$0.1049.00$1270.10
$1280.00$1285.00Aug 7$0.11$4.89$0.1144.45$1280.11
$1300.00$1305.00Aug 7$0.12$4.88$0.1240.67$1300.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$940.00$930.00Sep 18$0.13$9.87$0.1375.92$939.87
$970.00$960.00Aug 21$0.16$9.84$0.1661.50$969.84
$960.00$955.00Aug 14$0.11$4.89$0.1144.45$959.89
$1095.00$1090.00Aug 7$0.12$4.88$0.1240.67$1094.88
$1075.00$1065.00Sep 4$0.28$9.72$0.2834.71$1074.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 624 found (best R:R 132.33, avg 3.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1045.00$1050.00Aug 14$4.85$4.85$0.1532.33$1049.85
$970.00$980.00Sep 18$9.70$9.70$0.3032.33$979.70
$960.00$970.00Sep 18$9.67$9.67$0.3329.30$969.67
$950.00$960.00Aug 21$9.65$9.65$0.3527.57$959.65
$1000.00$1015.00Aug 7$14.43$14.43$0.5725.32$1014.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1320.00$1300.00Aug 21$19.85$19.85$0.15132.33$1300.15
$1300.00$1285.00Aug 7$14.85$14.85$0.1599.00$1285.15
$1320.00$1300.00Aug 7$19.80$19.80$0.2099.00$1300.20
$1275.00$1260.00Aug 7$14.70$14.70$0.3049.00$1260.30
$1360.00$1340.00Aug 21$19.52$19.52$0.4840.67$1340.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 157 found (avg debit $5.69, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1365.00Aug 7Aug 14$0.4079.8%47.0%
$990.00Aug 7Aug 14$0.4380.2%47.3%
$1350.00Aug 7Aug 14$0.5470.9%45.4%
$1390.00Aug 7Aug 14$0.5987.8%53.9%
$1385.00Aug 7Aug 14$0.6683.0%53.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$945.00Aug 7Aug 14$0.0698.9%50.6%
$955.00Aug 7Aug 14$0.0993.6%49.2%
$1345.00Aug 7Aug 14$0.1073.7%66.9%
$965.00Aug 7Aug 14$0.1698.0%51.1%
$960.00Aug 7Aug 14$0.2188.8%51.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 281 found (cheapest 3.06% of stock, avg 9.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1167.50Aug 7$15.10$20.45$35.55$1131.95$1203.053.06%
$1155.00Aug 7$22.38$13.43$35.81$1119.19$1190.813.08%
$1160.00Aug 7$19.90$15.88$35.78$1124.22$1195.783.08%
$1165.00Aug 7$16.43$19.50$35.93$1129.07$1200.933.09%
$1162.50Aug 7$18.43$17.63$36.06$1126.44$1198.563.10%
$1157.50Aug 7$21.25$14.93$36.18$1121.32$1193.683.11%
$1150.00Aug 7$24.83$11.98$36.81$1113.19$1186.813.17%
$1170.00Aug 7$14.70$22.20$36.90$1133.10$1206.903.18%
$1172.50Aug 7$14.05$23.00$37.05$1135.45$1209.553.19%
$1175.00Aug 7$12.50$24.50$37.00$1138.00$1212.003.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 174 found (cheapest 2.23% of stock, avg 5.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1175.00$1155.00Aug 7$12.50$13.43$25.93$1129.07$1200.93
$1175.00$1152.50Aug 7$12.50$13.78$26.28$1126.22$1201.28
$1175.00$1157.50Aug 7$12.50$14.93$27.43$1130.07$1202.43
$1172.50$1155.00Aug 7$14.05$13.43$27.48$1127.52$1199.98
$1172.50$1152.50Aug 7$14.05$13.78$27.83$1124.67$1200.33
$1170.00$1155.00Aug 7$14.70$13.43$28.13$1126.87$1198.13
$1175.00$1160.00Aug 7$12.50$15.88$28.38$1131.62$1203.38
$1170.00$1152.50Aug 7$14.70$13.78$28.48$1124.02$1198.48
$1167.50$1155.00Aug 7$15.10$13.43$28.53$1126.47$1196.03
$1167.50$1152.50Aug 7$15.10$13.78$28.88$1123.62$1196.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 234 found (best R:R 65.67, avg credit $8.99)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
945/9501030/1040Aug 14$9.85$0.1565.67$940.15$1039.85
930/940970/980Sep 18$9.83$0.1757.82$930.17$979.83
960/9701000/1010Sep 18$9.83$0.1757.82$960.17$1009.83
940/950960/970Aug 21$9.82$0.1854.56$940.18$969.82
930/940960/970Sep 18$9.80$0.2049.00$930.20$969.80
940/9501000/1010Sep 18$9.79$0.2146.62$940.21$1009.79
960/9701020/1030Aug 21$9.78$0.2244.45$960.22$1029.78
960/9651100/1110Sep 4$9.78$0.2244.45$955.22$1109.78
1040/10451065/1080Aug 14$14.64$0.3640.67$1030.36$1079.64
990/9951135/1140Sep 4$4.88$0.1240.67$990.12$1139.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 325 found (best R:R 249.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1280.00$1300.00$1320.00Aug 21$0.08$19.92249.00
$1320.00$1340.00$1360.00Sep 4$0.08$19.92249.00
$1340.00$1360.00$1380.00Aug 21$0.10$19.90199.00
$1320.00$1340.00$1360.00Sep 18$0.13$19.87152.85
$1300.00$1320.00$1340.00Aug 21$0.14$19.86141.86
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1000.00$1010.00$1020.00Aug 21$0.07$9.93141.86
$945.00$950.00$955.00Aug 7$0.05$4.9599.00
$1280.00$1300.00$1320.00Sep 18$0.23$19.7785.96
$965.00$970.00$975.00Aug 14$0.06$4.9482.33
$935.00$940.00$945.00Aug 7$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. 209 found (best net $-4.20, 192 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$975.00$1085.001:2Sep 4-$4.20$105.80
$1360.00$1380.001:2Aug 28-$0.43$19.57
$1360.00$1380.001:2Aug 21-$0.66$19.34
$1320.00$1340.001:2Aug 21-$0.82$19.18
$1340.00$1360.001:2Aug 21-$0.94$19.06
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$970.00$950.001:2Sep 11-$4.56$15.44
$980.00$965.001:2Sep 4-$4.36$10.64
$950.00$940.001:2Aug 21-$0.24$9.76
$990.00$975.001:2Sep 11-$5.42$9.58
$980.00$970.001:2Aug 21-$0.59$9.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 194 found (best yield 4.52%, avg 1.31%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1170.00Sep 18$52.550.500.7%4.52%5.25%6240
$1165.00Sep 11$50.000.520.3%4.30%4.60%6--
$1165.00Sep 4$47.150.510.3%4.06%4.35%35--
$1170.00Sep 11$47.000.500.7%4.05%4.77%17--
$1180.00Sep 18$47.000.471.6%4.05%5.63%28607
$1170.00Sep 4$44.950.500.7%3.87%4.59%654
$1175.00Sep 11$45.000.491.2%3.87%5.03%43
$1190.00Sep 18$43.000.452.5%3.70%6.15%1422
$1175.00Sep 4$42.200.481.2%3.63%4.79%342
$1200.00Sep 18$41.550.423.3%3.58%6.88%3341.1K

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 37,437
Total Puts 33,997
Put/Call Ratio 0.91
Net Difference 3,440

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 166,517
Total Puts 122,735
Average Put/Call Ratio 0.75
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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