Tour v492
LLY
ELI LILLY AND CO
$1161.72 +4.13%
8/5 15:00

Option Volume

Detail
Current (08/05 3:00pm) 81,421
Calls: 45,298 (56%)
Puts: 36,123 (44%)
Prior --
Calls: 18,004 (52%)
Puts: 16,723 (48%)
Current vs Prior +0.00%
Calls: +151.60% (Calls)
Puts: +116.01% (Puts)
Prior 7-Day Total 351,917
Calls: 196,057 (56%)
Puts: 155,860 (44%)
Prior 7-Day Average 50,273
Calls: 28,008 (56%)
Puts: 22,265 (44%)
Current vs Prior 7-Day Avg +61.95%
Calls: +61.73%
Puts: +62.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 3:00pm) $137.04M
Calls: $96.90M (71%)
Puts: $40.15M (29%)
Prior --
Calls: $38.07M (52%)
Puts: $34.92M (48%)
Current vs Prior +0.00%
Calls: +154.54%
Puts: +14.99%
Prior 7-Day Total $716.45M
Calls: $493.08M (69%)
Puts: $223.38M (31%)
Prior 7-Day Average $102.35M
Calls: $70.44M (69%)
Puts: $31.91M (31%)
Current vs Prior 7-Day Avg +33.90%
Calls: +37.56%
Puts: +25.82%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 3:00pm) 0.80
Prior 1.00
Current vs Prior -20.25%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg +0.75%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05 3:00pm) 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 3.10% | 5.32%6.49% | 10.27%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -58.76% | -38.17%-29.59% | -15.99%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -37.91% | -21.30%-29.59% | -15.99%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -58.76% | -38.17%-29.73% | -16.16%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.18% | 21.38%
Calls: 16.52% | 17.94%
Puts: 37.84% | 24.81%
Prior 5.77% | 9.52%
Calls: 5.48% | 7.63%
Puts: 6.05% | 11.40%
Current vs Prior +371.06% | +124.58%
Prior 7-Day Avg 16.77% | 16.63%
Calls: 15.63% | 15.57%
Puts: 17.91% | 17.69%
Current vs 7-Day Avg +62.05% | +28.54%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($96.90M). P/C ratio dropping 20% - 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
15:00BULLISHBULLISHBULLISH
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 132 of results (avg 8.1%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$930.00Sep 18231.20242.75$236.984.9%--0.9467
$980.00Aug 28180.65190.85$185.755.5%--0.9510
$940.00Aug 21215.85228.50$222.185.7%11.0079
$1010.00Aug 28152.70161.90$157.305.8%10.922
$1000.00Sep 18170.70181.00$175.855.9%50.89405
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1170.00Sep 1858.5561.00$59.784.1%290.5030
$1360.00Aug 28196.30207.00$201.655.3%--0.9116
$1340.00Sep 18181.60193.00$187.306.1%--0.8532
$1340.00Aug 21174.85186.00$180.436.2%--0.9520
$1345.00Aug 7178.15190.00$184.086.4%30.993

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Aug 70.800.95$0.8817.0%1.6K0.04548
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 290 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 7204.00216.40$210.205.9%21.0012
$980.00Aug 7175.80189.60$182.707.6%11.002
$985.00Aug 7171.00181.35$176.185.9%21.00--
$990.00Aug 7166.00178.20$172.107.1%21.001
$1000.00Aug 7156.00168.20$162.107.5%251.0034
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1350.00Aug 7182.75195.00$188.886.5%51.004
$1340.00Aug 7171.00185.00$178.007.9%30.999
$1345.00Aug 7178.15190.00$184.086.4%30.993
$1320.00Aug 7153.00166.00$159.508.2%--0.9914
$1300.00Aug 7131.95146.00$138.9810.1%--0.9936

Most actively traded options today. High liquidity = easy entry/exit. 711 active (total vol 53.9K, top 4.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Aug 74.355.50$4.9323.3%4.2K0.20558
$1300.00Aug 70.120.27$0.2075.0%2.2K0.01926
$1340.00Aug 211.542.47$2.0146.3%1.7K0.052.5K
$1250.00Aug 70.800.95$0.8817.0%1.6K0.04548
$1320.00Sep 1812.0013.95$12.9815.0%1.4K0.17662
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 188.359.35$8.8511.3%1.5K0.111.5K
$1050.00Aug 70.150.25$0.2050.0%1.1K0.01903
$1100.00Aug 2112.0514.50$13.2818.4%7170.241.0K
$1100.00Aug 71.201.89$1.5544.5%7130.08722
$1080.00Aug 70.501.06$0.7871.8%5890.04671

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 162 strikes (avg 57.5%, max 158.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1891.6%38.2%139.8%23202
$980.00Aug 7Sep 1883.3%38.1%118.6%190
$990.00Aug 7Sep 1880.4%37.7%113.4%2131
$1380.00Aug 7Sep 1878.2%37.3%109.3%470349
$1000.00Aug 7Sep 1876.8%37.1%106.8%30439
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$960.00Aug 7Sep 18100.2%38.8%158.4%171496
$930.00Aug 7Sep 18102.7%40.7%152.2%109321
$940.00Aug 7Sep 1894.7%39.4%140.1%79512
$950.00Aug 7Sep 1891.6%38.2%139.8%2371.1K
$975.00Aug 7Sep 1190.4%39.9%126.5%33134

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 461 found (best R:R 75.92, avg 6.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1360.00$1380.00Aug 21$0.38$19.62$0.3851.63$1360.38
$1280.00$1285.00Aug 7$0.11$4.89$0.1144.45$1280.11
$1340.00$1360.00Aug 21$0.51$19.49$0.5138.22$1340.51
$1290.00$1295.00Aug 7$0.14$4.86$0.1434.71$1290.14
$1340.00$1360.00Aug 28$0.58$19.42$0.5833.48$1340.58
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
$950.00$940.00Sep 18$0.16$9.84$0.1661.50$949.84
$955.00$950.00Aug 14$0.11$4.89$0.1144.45$954.89
$1015.00$1010.00Aug 14$0.11$4.89$0.1144.45$1014.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 629 found (best R:R 75.92, avg 2.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1030.00$1040.00Aug 21$9.87$9.87$0.1375.92$1039.87
$950.00$960.00Sep 18$9.83$9.83$0.1757.82$959.83
$970.00$980.00Aug 21$9.80$9.80$0.2049.00$979.80
$1075.00$1080.00Aug 7$4.85$4.85$0.1532.33$1079.85
$1000.00$1010.00Aug 28$9.70$9.70$0.3032.33$1009.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1260.00$1250.00Aug 7$9.80$9.80$0.2049.00$1250.20
$1240.00$1230.00Aug 7$9.78$9.78$0.2244.45$1230.22
$1280.00$1275.00Aug 7$4.85$4.85$0.1532.33$1275.15
$1340.00$1320.00Aug 21$19.28$19.28$0.7226.78$1320.72
$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. 162 found (avg debit $5.58, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$980.00Aug 7Aug 21$0.3383.3%43.6%
$1000.00Aug 7Aug 14$0.4076.8%46.3%
$1365.00Aug 7Aug 14$0.4081.2%47.2%
$1350.00Aug 7Aug 14$0.6472.1%46.6%
$1355.00Aug 7Aug 14$0.6472.3%47.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$930.00Aug 7Aug 14$0.12102.7%55.8%
$960.00Aug 7Aug 14$0.12100.2%51.4%
$975.00Aug 7Aug 14$0.1490.4%47.3%
$970.00Aug 7Aug 14$0.1982.8%48.0%
$980.00Aug 7Aug 14$0.1983.3%46.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 287 found (cheapest 3.00% of stock, avg 9.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1160.00Aug 7$17.55$17.33$34.88$1125.12$1194.883.00%
$1155.00Aug 7$21.00$14.70$35.70$1119.30$1190.703.07%
$1152.50Aug 7$22.43$13.50$35.93$1116.57$1188.433.09%
$1157.50Aug 7$19.35$16.50$35.85$1121.65$1193.353.09%
$1165.00Aug 7$16.35$19.83$36.18$1128.82$1201.183.11%
$1162.50Aug 7$17.90$18.50$36.40$1126.10$1198.903.13%
$1170.00Aug 7$14.10$22.43$36.53$1133.47$1206.533.14%
$1150.00Aug 7$23.68$12.90$36.58$1113.42$1186.583.15%
$1167.50Aug 7$15.43$21.17$36.60$1130.90$1204.103.15%
$1172.50Aug 7$13.25$24.00$37.25$1135.25$1209.753.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.25% of stock, avg 5.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1175.00$1152.50Aug 7$12.60$13.50$26.10$1126.40$1201.10
$1172.50$1152.50Aug 7$13.25$13.50$26.75$1125.75$1199.25
$1175.00$1155.00Aug 7$12.60$14.70$27.30$1127.70$1202.30
$1170.00$1152.50Aug 7$14.10$13.50$27.60$1124.90$1197.60
$1172.50$1155.00Aug 7$13.25$14.70$27.95$1127.05$1200.45
$1170.00$1155.00Aug 7$14.10$14.70$28.80$1126.20$1198.80
$1167.50$1152.50Aug 7$15.43$13.50$28.93$1123.57$1196.43
$1175.00$1157.50Aug 7$12.60$16.50$29.10$1128.40$1204.10
$1172.50$1157.50Aug 7$13.25$16.50$29.75$1127.75$1202.25
$1165.00$1152.50Aug 7$16.35$13.50$29.85$1122.65$1194.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 284 found (best R:R 99.00, avg credit $8.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
1020/10301040/1050Aug 21$9.90$0.1099.00$1020.10$1049.90
1010/10201040/1050Aug 21$9.83$0.1757.82$1010.17$1049.83
1020/10251095/1100Aug 28$4.89$0.1144.45$1020.11$1099.89
1045/10501070/1075Aug 28$4.89$0.1144.45$1045.11$1074.89
1020/10251130/1135Sep 4$4.89$0.1144.45$1020.11$1134.89
930/9351010/1020Aug 14$9.75$0.2539.00$925.25$1019.75
945/9501010/1020Aug 14$9.75$0.2539.00$940.25$1019.75
980/9851000/1010Aug 14$9.74$0.2637.46$975.26$1009.74
990/10001040/1050Aug 21$9.73$0.2736.04$990.27$1049.73
995/10001010/1020Aug 14$9.72$0.2834.71$990.28$1019.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 336 found (best R:R 152.85, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1340.00$1360.00$1380.00Aug 21$0.13$19.87152.85
$1250.00$1255.00$1260.00Aug 7$0.05$4.9599.00
$1355.00$1360.00$1365.00Aug 7$0.05$4.9599.00
$1110.00$1115.00$1120.00Sep 11$0.05$4.9599.00
$1310.00$1315.00$1320.00Aug 7$0.07$4.9370.43
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1010.00$1020.00$1030.00Aug 21$0.07$9.93141.86
$1030.00$1040.00$1050.00Aug 21$0.09$9.91110.11
$945.00$950.00$955.00Aug 7$0.05$4.9599.00
$950.00$955.00$960.00Aug 7$0.06$4.9482.33
$960.00$965.00$970.00Aug 7$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. 214 found (best net $-3.30, 199 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$975.00$1085.001:2Sep 4-$3.30$106.70
$1360.00$1380.001:2Aug 21-$0.74$19.26
$1340.00$1360.001:2Aug 21-$0.99$19.01
$1320.00$1340.001:2Aug 21-$1.14$18.86
$1275.00$1300.001:2Sep 11-$6.60$18.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1280.00$1220.001:2Sep 4-$36.50$23.50
$970.00$950.001:2Sep 11-$3.50$16.50
$980.00$965.001:2Sep 4-$4.02$10.98
$950.00$940.001:2Aug 21-$0.32$9.68
$990.00$975.001:2Sep 11-$5.42$9.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 193 found (best yield 4.47%, avg 1.30%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1170.00Sep 18$51.900.500.7%4.47%5.18%6640
$1165.00Sep 11$49.000.510.3%4.22%4.50%6--
$1180.00Sep 18$46.450.471.6%4.00%5.57%28607
$1170.00Sep 11$46.000.490.7%3.96%4.67%17--
$1190.00Sep 18$44.750.452.4%3.85%6.29%1422
$1165.00Sep 4$44.000.510.3%3.79%4.07%35--
$1175.00Sep 11$44.000.481.1%3.79%4.93%43
$1170.00Sep 4$42.050.490.7%3.62%4.33%654
$1200.00Sep 18$41.000.423.3%3.53%6.82%3491.1K
$1165.00Aug 28$40.600.510.3%3.49%3.78%1228

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 45,298
Total Puts 36,123
Put/Call Ratio 0.80
Net Difference 9,175

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 196,057
Total Puts 155,860
Average Put/Call Ratio 0.79
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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