Tour v492
LLY
ELI LILLY AND CO
$1168.77 +4.76%
$1169.99 (+0.10%)🌙
as of 08/05 04:00 PM
8/5 16:00

Option Volume

Detail
Current (08/05 4:00pm) 87,030
Calls: 48,629 (56%)
Puts: 38,401 (44%)
Prior --
Calls: 18,004 (52%)
Puts: 16,723 (48%)
Current vs Prior +0.00%
Calls: +170.10% (Calls)
Puts: +129.63% (Puts)
Prior 7-Day Total 375,252
Calls: 207,105 (55%)
Puts: 168,147 (45%)
Prior 7-Day Average 53,607
Calls: 29,586 (55%)
Puts: 24,021 (45%)
Current vs Prior 7-Day Avg +62.35%
Calls: +64.36%
Puts: +59.86%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 4:00pm) $155.91M
Calls: $115.43M (74%)
Puts: $40.48M (26%)
Prior --
Calls: $38.07M (52%)
Puts: $34.92M (48%)
Current vs Prior +0.00%
Calls: +203.23%
Puts: +15.92%
Prior 7-Day Total $741.47M
Calls: $513.58M (69%)
Puts: $227.89M (31%)
Prior 7-Day Average $105.92M
Calls: $73.37M (69%)
Puts: $32.56M (31%)
Current vs Prior 7-Day Avg +47.19%
Calls: +57.33%
Puts: +24.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 4:00pm) 0.79
Prior 1.00
Current vs Prior -21.03%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -2.04%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05 4:00pm) 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 2.93% | 5.06%6.34% | 10.11%
Prior 7.52% | 8.60%9.22% | 12.23%
Current vs Prior -61.08% | -41.16%-31.19% | -17.30%
Prior 7-Day Avg 5.00% | 6.76%9.22% | 12.23%
Current vs 7-Day Avg -41.40% | -25.11%-31.19% | -17.30%
Prior 7-Day Eod 7.52% | 8.60%9.24% | 12.25%
Current vs 7-Day Eod -61.08% | -41.16%-31.33% | -17.47%
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
+
Add Card

🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($115.43M). 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
16:00BULLISHBULLISHBULLISH
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 124 of results (avg 8.0%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$960.00Sep 18212.95222.20$217.584.3%--0.94152
$940.00Sep 18231.05243.05$237.055.1%20.9565
$940.00Aug 21224.80236.60$230.705.1%10.9979
$960.00Aug 21205.55217.15$211.355.5%--0.98137
$980.00Aug 28188.00199.00$193.505.7%--0.9410
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Sep 1868.2072.00$70.105.4%310.56206
$1340.00Sep 18173.95184.00$178.985.6%--0.8432
$1400.00Sep 18226.20239.95$233.085.9%--0.90106
$1360.00Aug 28186.00198.00$192.006.2%--0.9216
$1350.00Aug 7173.50185.00$179.256.4%51.004

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.90, cheapest $0.90)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1250.00Aug 70.850.95$0.9011.1%1.9K0.05548
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 301 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$950.00Aug 7211.35228.65$220.007.9%21.0012
$990.00Aug 14174.00188.00$181.007.7%21.003
$1000.00Aug 14166.35178.00$172.186.8%61.0030
$1010.00Aug 14154.00168.90$161.459.2%21.001
$1020.00Aug 14146.00158.00$152.007.9%--1.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1260.00Aug 786.0095.00$90.509.9%--1.0024
$1275.00Aug 7101.00110.00$105.508.5%--1.0011
$1280.00Aug 7103.00116.80$109.9012.6%--1.0013
$1285.00Aug 7108.00122.45$115.2312.5%11.001
$1300.00Aug 7123.00135.85$129.439.9%--1.0036

Most actively traded options today. High liquidity = easy entry/exit. 735 active (total vol 60.7K, top 4.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1200.00Aug 75.506.50$6.0016.7%4.6K0.25558
$1300.00Aug 70.130.30$0.2277.3%2.2K0.01926
$1250.00Aug 70.850.95$0.9011.1%1.9K0.05548
$1340.00Aug 211.503.45$2.4878.6%1.7K0.062.5K
$1320.00Sep 1812.3515.55$13.9522.9%1.4K0.18662
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1000.00Sep 186.458.15$7.3023.3%1.6K0.101.5K
$1050.00Aug 70.050.19$0.12116.7%1.4K0.01903
$1100.00Aug 70.801.37$1.0952.3%7630.06722
$1100.00Aug 219.5012.75$11.1329.2%7440.211.0K
$1070.00Aug 70.090.38$0.24120.8%6420.01122

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 165 strikes (avg 58.4%, max 288.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$950.00Aug 7Sep 1894.2%38.8%142.6%23202
$980.00Aug 7Sep 1887.3%38.3%128.0%190
$1340.00Aug 7Sep 1881.7%36.4%124.6%196819
$1400.00Aug 7Sep 1878.1%35.1%122.5%1.1K2.0K
$1000.00Aug 7Sep 1880.9%36.7%120.6%34439
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$945.00Aug 7Sep 4197.9%50.9%288.7%156125
$960.00Aug 7Sep 18103.2%37.8%173.0%175496
$940.00Aug 7Sep 18100.0%39.4%153.8%79512
$950.00Aug 7Sep 1894.2%38.8%142.6%2541.1K
$980.00Aug 7Sep 1887.3%38.3%128.0%123458

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 455 found (best R:R 152.85, avg 6.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$1380.00$1400.00Sep 4$0.13$19.87$0.13152.85$1380.13
$1380.00$1400.00Aug 28$0.25$19.75$0.2579.00$1380.25
$1340.00$1360.00Aug 21$0.35$19.65$0.3556.14$1340.35
$1260.00$1265.00Sep 4$0.10$4.90$0.1049.00$1260.10
$1270.00$1275.00Aug 7$0.12$4.88$0.1240.67$1270.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$990.00$975.00Sep 11$0.15$14.85$0.1599.00$989.85
$960.00$950.00Aug 21$0.13$9.87$0.1375.92$959.87
$1040.00$1030.00Aug 21$0.17$9.83$0.1757.82$1039.83
$980.00$965.00Sep 4$0.30$14.70$0.3049.00$979.70
$970.00$960.00Aug 21$0.21$9.79$0.2146.62$969.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 629 found (best R:R 59.00, avg 2.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$950.00$980.00Aug 7$29.50$29.50$0.5059.00$979.50
$1000.00$1020.00Aug 21$19.56$19.56$0.4444.45$1019.56
$1060.00$1065.00Aug 7$4.85$4.85$0.1532.33$1064.85
$980.00$1000.00Aug 28$19.30$19.30$0.7027.57$999.30
$1065.00$1070.00Aug 7$4.82$4.82$0.1826.78$1069.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$1280.00$1270.00Aug 21$9.82$9.82$0.1854.56$1270.18
$1340.00$1320.00Aug 21$19.63$19.63$0.3753.05$1320.37
$1315.00$1310.00Aug 14$4.85$4.85$0.1532.33$1310.15
$1227.50$1225.00Aug 7$2.40$2.40$0.1024.00$1225.10
$1345.00$1320.00Aug 14$23.85$23.85$1.1520.74$1321.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 163 found (avg debit $5.59, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1040.00Aug 7Aug 14$0.1567.3%43.9%
$1400.00Aug 7Aug 14$0.1878.1%46.5%
$1365.00Aug 7Aug 14$0.4079.2%45.9%
$1340.00Aug 7Aug 14$0.5081.7%44.5%
$1350.00Aug 7Aug 14$0.6273.3%45.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$960.00Aug 7Aug 14$0.24103.2%55.2%
$980.00Aug 7Aug 14$0.2787.3%49.5%
$990.00Aug 7Aug 14$0.3085.0%47.8%
$965.00Aug 7Aug 14$0.3194.9%54.0%
$995.00Aug 7Aug 14$0.3879.8%47.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 298 found (cheapest 2.81% of stock, avg 9.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1167.50Aug 7$17.65$15.15$32.80$1134.70$1200.302.81%
$1175.00Aug 7$13.95$18.98$32.93$1142.07$1207.932.82%
$1170.00Aug 7$16.77$16.58$33.35$1136.65$1203.352.85%
$1177.50Aug 7$13.95$20.83$34.78$1142.72$1212.282.98%
$1160.00Aug 7$22.43$12.68$35.11$1124.89$1195.113.00%
$1172.50Aug 7$16.63$18.43$35.06$1137.44$1207.563.00%
$1165.00Aug 7$20.00$15.50$35.50$1129.50$1200.503.04%
$1180.00Aug 7$13.70$22.00$35.70$1144.30$1215.703.05%
$1162.50Aug 7$21.88$14.00$35.88$1126.62$1198.383.07%
$1155.00Aug 7$25.25$11.23$36.48$1118.52$1191.483.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 2.09% of stock, avg 5.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1185.00$1160.00Aug 7$11.70$12.68$24.38$1135.62$1209.38
$1185.00$1162.50Aug 7$11.70$14.00$25.70$1136.80$1210.70
$1180.00$1160.00Aug 7$13.70$12.68$26.38$1133.62$1206.38
$1175.00$1160.00Aug 7$13.95$12.68$26.63$1133.37$1201.63
$1177.50$1160.00Aug 7$13.95$12.68$26.63$1133.37$1204.13
$1185.00$1167.50Aug 7$11.70$15.15$26.85$1140.65$1211.85
$1185.00$1165.00Aug 7$11.70$15.50$27.20$1137.80$1212.20
$1180.00$1162.50Aug 7$13.70$14.00$27.70$1134.80$1207.70
$1175.00$1162.50Aug 7$13.95$14.00$27.95$1134.55$1202.95
$1177.50$1162.50Aug 7$13.95$14.00$27.95$1134.55$1205.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 232 found (best R:R 85.96, avg credit $7.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
960/9701000/1020Aug 21$19.77$0.2385.96$950.23$1019.77
950/9601000/1020Aug 21$19.69$0.3163.52$940.31$1019.69
950/960990/1000Sep 18$9.83$0.1757.82$950.17$999.83
980/9901000/1010Sep 18$9.83$0.1757.82$980.17$1009.83
970/9801020/1030Sep 18$9.82$0.1854.56$970.18$1029.82
995/10001020/1030Aug 14$9.80$0.2049.00$990.20$1029.80
970/9801050/1060Aug 21$9.80$0.2049.00$970.20$1059.80
1005/10101020/1030Aug 14$9.77$0.2342.48$1000.23$1029.77
1015/10201130/1135Sep 4$4.88$0.1240.67$1015.12$1134.88
960/9701010/1020Sep 18$9.72$0.2834.71$960.28$1019.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 320 found (best R:R 399.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$1360.00$1380.00$1400.00Sep 18$0.12$19.88165.67
$1320.00$1340.00$1360.00Aug 21$0.15$19.85132.33
$1320.00$1340.00$1360.00Sep 11$0.16$19.84124.00
$1285.00$1290.00$1295.00Aug 7$0.05$4.9599.00
$1355.00$1360.00$1365.00Aug 7$0.05$4.9599.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$1260.00$1280.00$1300.00Aug 14$0.05$19.95399.00
$1200.00$1210.00$1220.00Sep 4$0.05$9.95199.00
$1080.00$1090.00$1100.00Sep 18$0.07$9.93141.86
$950.00$960.00$970.00Aug 21$0.08$9.92124.00
$1230.00$1240.00$1250.00Sep 18$0.08$9.92124.00

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 $-8.10, 194 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$975.00$1085.001:2Sep 4-$8.10$101.90
$1360.00$1380.001:2Aug 28-$0.17$19.83
$1380.00$1400.001:2Aug 21-$0.28$19.72
$1360.00$1380.001:2Aug 21-$0.83$19.17
$1380.00$1400.001:2Aug 28-$1.59$18.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1230.00$1165.001:2Sep 11-$10.50$54.50
$970.00$950.001:2Sep 11-$0.94$19.06
$1280.00$1225.001:2Sep 4-$37.50$17.50
$980.00$965.001:2Sep 4-$4.80$10.20
$990.00$975.001:2Sep 11-$4.88$10.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 190 found (best yield 4.76%, avg 1.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1170.00Sep 18$55.600.520.1%4.76%4.86%8640
$1170.00Sep 11$50.000.520.1%4.28%4.38%23--
$1180.00Sep 18$50.000.491.0%4.28%5.24%38607
$1190.00Sep 18$47.200.471.8%4.04%5.85%3322
$1175.00Sep 11$47.000.510.5%4.02%4.55%43
$1170.00Sep 4$45.000.510.1%3.85%3.96%654
$1175.00Sep 4$43.000.500.5%3.68%4.21%392
$1185.00Sep 11$42.800.481.4%3.66%5.05%7--
$1200.00Sep 18$42.750.442.7%3.66%6.33%3601.1K
$1180.00Sep 4$41.000.481.0%3.51%4.47%211

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 48,629
Total Puts 38,401
Put/Call Ratio 0.79
Net Difference 10,228

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 207,105
Total Puts 168,147
Average Put/Call Ratio 0.81
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All