Tour v492
LLY
ELI LILLY AND CO
$1166.66 +4.57%
8/5 14:07

Option Volume

Detail
Current (08/05 2:05pm) 72,135
Calls: 38,026 (53%)
Puts: 34,109 (47%)
Prior (08/04) 33,469
Calls: 15,453 (46%)
Puts: 18,016 (54%)
Current vs Prior +115.53%
Calls: +146.08% (Calls)
Puts: +89.33% (Puts)
Prior 7-Day Total 326,048
Calls: 183,895 (56%)
Puts: 142,153 (44%)
Prior 7-Day Average 46,578
Calls: 26,270 (56%)
Puts: 20,307 (44%)
Current vs Prior 7-Day Avg +54.87%
Calls: +44.75%
Puts: +67.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 2:05pm) $123.93M
Calls: $87.26M (70%)
Puts: $36.68M (30%)
Prior (08/04) $109.20M
Calls: $60.92M (56%)
Puts: $48.28M (44%)
Current vs Prior +13.49%
Calls: +43.24%
Puts: -24.04%
Prior 7-Day Total $679.98M
Calls: $463.47M (68%)
Puts: $216.50M (32%)
Prior 7-Day Average $97.14M
Calls: $66.21M (68%)
Puts: $30.93M (32%)
Current vs Prior 7-Day Avg +27.58%
Calls: +31.79%
Puts: +18.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 2:05pm) 0.90
Prior (08/04) 1.17
Current vs Prior -23.06%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg +15.57%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05 2:05pm) 357,589
Calls: 159,851 (45%)
Puts: 197,738 (55%)
Prior (08/04) 335,973
Calls: 149,564 (45%)
Puts: 186,409 (55%)
Current vs Prior +6.43%
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 3.25% | 5.38%6.51% | 10.32%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -56.85% | -37.39%-29.42% | -15.61%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -35.04% | -20.30%-29.42% | -15.61%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -56.85% | -37.39%-29.56% | -15.78%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 40.12% | 20.23%
Calls: 42.02% | 17.75%
Puts: 38.21% | 22.72%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +595.32% | +112.50%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +139.20% | +21.63%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($87.26M). Unusually high activity with volume up 116% vs prior - elevated interest. P/C ratio dropping 23% - 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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHBULLISHBULLISH
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 149 of results (avg 7.7%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$980.00Aug 28184.00192.25$188.134.4%--0.9610
$1200.00Sep 1843.0545.00$44.034.4%3340.431.1K
$960.00Aug 21200.00210.20$205.105.0%--1.00137
$1010.00Aug 28155.70163.70$159.705.0%10.942
$940.00Aug 21218.95230.35$224.655.1%11.0079
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1340.00Aug 7172.15181.00$176.585.0%30.999
$1360.00Aug 21192.40203.00$197.705.4%--0.9619
$1340.00Sep 18180.05190.00$185.035.4%--0.8532
$1345.00Aug 7176.25186.00$181.135.4%30.993
$1350.00Aug 7180.85191.00$185.935.5%50.994

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. 286 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 7208.05223.35$215.707.1%21.0012
$980.00Aug 7179.00192.25$185.637.1%11.002
$985.00Aug 7174.00184.75$179.386.0%21.00--
$990.00Aug 7169.00179.75$174.386.2%21.001
$1000.00Aug 7159.00168.35$163.685.7%251.0034
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1350.00Aug 7180.85191.00$185.935.5%50.994
$1340.00Aug 7172.15181.00$176.585.0%30.999
$1345.00Aug 7176.25186.00$181.135.4%30.993
$1320.00Aug 7150.80161.00$155.906.5%--0.9914
$1300.00Aug 7129.05141.00$135.038.8%--0.9836

Most actively traded options today. High liquidity = easy entry/exit. 696 active (total vol 46.1K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Aug 75.606.60$6.1016.4%4.0K0.23558
$1300.00Aug 70.200.30$0.2540.0%2.1K0.01926
$1250.00Aug 70.841.41$1.1350.4%1.6K0.05548
$1320.00Sep 1813.3515.00$14.1811.6%1.4K0.18662
$1070.00Aug 792.00100.00$96.008.3%6561.00652
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 188.009.25$8.6314.5%1.5K0.111.5K
$1050.00Aug 70.150.50$0.33106.1%1.1K0.02903
$1100.00Aug 71.002.48$1.7485.1%6930.08722
$1100.00Aug 2111.8014.00$12.9017.1%6880.231.0K
$1080.00Aug 70.500.90$0.7057.1%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 57.2%, max 149.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1891.4%39.8%129.7%23202
$980.00Aug 7Sep 1883.3%38.3%117.4%190
$990.00Aug 7Sep 1880.4%37.9%112.5%2131
$1000.00Aug 7Sep 1876.9%37.5%104.8%30439
$1380.00Aug 7Sep 1876.7%37.6%104.0%470349
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$940.00Aug 7Sep 1899.1%39.7%149.2%78512
$960.00Aug 7Sep 1899.2%40.5%145.0%169496
$950.00Aug 7Sep 1891.4%39.8%129.7%2291.1K
$975.00Aug 7Sep 1190.4%40.2%124.8%33134
$980.00Aug 7Sep 1883.3%38.3%117.4%102458

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 448 found (best R:R 61.50, avg 6.54)

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
$1290.00$1300.00Sep 18$0.21$9.79$0.2146.62$1290.21
$1300.00$1305.00Aug 7$0.11$4.89$0.1144.45$1300.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$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
$985.00$980.00Aug 14$0.11$4.89$0.1144.45$984.89
$950.00$940.00Aug 21$0.22$9.78$0.2244.45$949.78
$1095.00$1090.00Aug 7$0.12$4.88$0.1240.67$1094.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 621 found (best R:R 152.85, avg 3.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1020.00$1030.00Aug 21$9.87$9.87$0.1375.92$1029.87
$1000.00$1010.00Aug 28$9.85$9.85$0.1565.67$1009.85
$1010.00$1020.00Aug 14$9.80$9.80$0.2049.00$1019.80
$1040.00$1045.00Aug 14$4.90$4.90$0.1049.00$1044.90
$1120.00$1125.00Aug 7$4.88$4.88$0.1240.67$1124.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1360.00$1340.00Aug 21$19.87$19.87$0.13152.85$1340.13
$1280.00$1260.00Aug 14$19.73$19.73$0.2773.07$1260.27
$1280.00$1275.00Aug 7$4.82$4.82$0.1826.78$1275.18
$1320.00$1300.00Aug 21$19.25$19.25$0.7525.67$1300.75
$1350.00$1345.00Aug 7$4.80$4.80$0.2024.00$1345.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 157 found (avg debit $5.75, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1045.00Aug 7Aug 14$0.1364.5%46.6%
$1365.00Aug 7Aug 14$0.4079.7%47.0%
$1350.00Aug 7Aug 14$0.5470.7%45.3%
$1390.00Aug 7Aug 14$0.5987.7%53.8%
$1385.00Aug 7Aug 14$0.6682.8%53.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$945.00Aug 7Aug 14$0.0699.2%50.7%
$955.00Aug 7Aug 14$0.0993.9%49.3%
$960.00Aug 7Aug 14$0.1399.2%51.4%
$965.00Aug 7Aug 14$0.1698.3%51.2%
$975.00Aug 7Aug 14$0.1790.4%48.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 281 found (cheapest 3.07% of stock, avg 9.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1155.00Aug 7$22.38$13.43$35.81$1119.19$1190.813.07%
$1157.50Aug 7$21.25$14.68$35.93$1121.57$1193.433.08%
$1160.00Aug 7$20.27$15.80$36.07$1123.93$1196.073.09%
$1167.50Aug 7$15.88$20.15$36.03$1131.47$1203.533.09%
$1150.00Aug 7$25.80$10.45$36.25$1113.75$1186.253.11%
$1165.00Aug 7$17.73$18.70$36.43$1128.57$1201.433.12%
$1172.50Aug 7$14.28$22.50$36.78$1135.72$1209.283.15%
$1162.50Aug 7$19.85$16.98$36.83$1125.67$1199.333.16%
$1177.50Aug 7$11.33$25.58$36.91$1140.59$1214.413.16%
$1175.00Aug 7$13.03$24.00$37.03$1137.97$1212.033.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.27% of stock, avg 5.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1175.00$1155.00Aug 7$13.03$13.43$26.46$1128.54$1201.46
$1175.00$1152.50Aug 7$13.03$13.68$26.71$1125.79$1201.71
$1172.50$1155.00Aug 7$14.28$13.43$27.71$1127.29$1200.21
$1175.00$1157.50Aug 7$13.03$14.68$27.71$1129.79$1202.71
$1172.50$1152.50Aug 7$14.28$13.68$27.96$1124.54$1200.46
$1175.00$1160.00Aug 7$13.03$15.80$28.83$1131.17$1203.83
$1172.50$1157.50Aug 7$14.28$14.68$28.96$1128.54$1201.46
$1167.50$1155.00Aug 7$15.88$13.43$29.31$1125.69$1196.81
$1170.00$1155.00Aug 7$15.85$13.43$29.28$1125.72$1199.28
$1167.50$1152.50Aug 7$15.88$13.68$29.56$1122.94$1197.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 255 found (best R:R 82.33, avg credit $9.04)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1005/10101030/1040Aug 14$9.88$0.1282.33$1000.12$1039.88
990/10001040/1050Aug 21$9.88$0.1282.33$990.12$1049.88
940/9501000/1010Sep 18$9.86$0.1470.43$940.14$1009.86
950/960990/1000Sep 18$9.85$0.1565.67$950.15$999.85
1040/10451065/1080Aug 14$14.77$0.2364.22$1030.23$1079.77
995/10001030/1040Aug 14$9.84$0.1661.50$990.16$1039.84
1015/10201030/1040Aug 14$9.84$0.1661.50$1010.16$1039.84
955/9601030/1040Aug 14$9.83$0.1757.82$950.17$1039.83
980/9851030/1040Aug 14$9.83$0.1757.82$975.17$1039.83
970/9801040/1050Aug 21$9.83$0.1757.82$970.17$1049.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 317 found (best R:R 249.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1320.00$1340.00$1360.00Sep 4$0.08$19.92249.00
$1320.00$1340.00$1360.00Aug 21$0.14$19.86141.86
$1130.00$1140.00$1150.00Sep 18$0.08$9.92124.00
$1320.00$1340.00$1360.00Sep 18$0.17$19.83116.65
$1000.00$1010.00$1020.00Sep 18$0.09$9.91110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1070.00$1080.00$1090.00Aug 21$0.06$9.94165.67
$1000.00$1010.00$1020.00Aug 21$0.07$9.93141.86
$945.00$950.00$955.00Aug 7$0.05$4.9599.00
$950.00$955.00$960.00Aug 7$0.05$4.9599.00
$1010.00$1015.00$1020.00Aug 14$0.05$4.9599.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 205 found (best net $-4.52, 191 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$975.00$1085.001:2Sep 4-$4.52$105.48
$1360.00$1380.001:2Aug 28-$0.43$19.57
$1360.00$1380.001:2Aug 21-$0.66$19.34
$1340.00$1360.001:2Aug 21-$0.71$19.29
$1320.00$1340.001:2Aug 21-$1.28$18.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1280.00$1220.001:2Sep 4-$34.05$25.95
$970.00$950.001:2Sep 11-$4.36$15.64
$980.00$965.001:2Sep 4-$4.36$10.64
$990.00$975.001:2Sep 11-$5.42$9.58
$950.00$940.001:2Aug 21-$0.44$9.56

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 188 found (best yield 4.54%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1170.00Sep 18$53.000.510.3%4.54%4.83%6240
$1170.00Sep 11$48.000.500.3%4.11%4.40%17--
$1180.00Sep 18$48.000.481.1%4.11%5.26%28607
$1170.00Sep 4$46.950.500.3%4.02%4.31%654
$1175.00Sep 11$45.000.480.7%3.86%4.57%43
$1175.00Sep 4$44.400.490.7%3.81%4.52%342
$1190.00Sep 18$44.000.452.0%3.77%5.77%1422
$1200.00Sep 18$43.050.432.9%3.69%6.55%3341.1K
$1185.00Sep 11$41.000.461.6%3.51%5.09%7--
$1185.00Sep 4$39.250.461.6%3.36%4.94%471

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 38,026
Total Puts 34,109
Put/Call Ratio 0.90
Net Difference 3,917

Prior's Put/Call Breakdown

Total Calls 15,453
Total Puts 18,016
Put/Call Ratio 1.17
Net Difference -2,563

Prior 7-Day Put/Call Summary

Total Calls 183,895
Total Puts 142,153
Average Put/Call Ratio 0.78
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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