Tour v531
LLY
ELI LILLY AND CO
$1370.24 +6.36%
◀ 10/29 14:11 ▶

Option Volume

Detail
ℹ
Current (10/29 2:10pm) 60,758
Calls: 31,199 (51%)
Puts: 29,559 (49%)
Prior (10/28) 23,324
Calls: 8,881 (38%)
Puts: 14,443 (62%)
Current vs Prior +160.50%
Calls: +251.30% (Calls)
Puts: +104.66% (Puts)
Prior 7-Day Total 297,081
Calls: 176,006 (59%)
Puts: 121,075 (41%)
Prior 7-Day Average 42,440
Calls: 25,143 (59%)
Puts: 17,296 (41%)
Current vs Prior 7-Day Avg +43.16%
Calls: +24.08%
Puts: +70.90%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/29 2:10pm) $191.68M
Calls: $155.44M (81%)
Puts: $36.25M (19%)
Prior (10/28) $60.87M
Calls: $38.55M (63%)
Puts: $22.32M (37%)
Current vs Prior +214.92%
Calls: +303.20%
Puts: +62.41%
Prior 7-Day Total $752.10M
Calls: $553.11M (74%)
Puts: $198.99M (26%)
Prior 7-Day Average $107.44M
Calls: $79.02M (74%)
Puts: $28.43M (26%)
Current vs Prior 7-Day Avg +78.40%
Calls: +96.71%
Puts: +27.50%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/29 2:10pm) 0.95
Prior (10/28) 1.63
Current vs Prior -41.74%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +14.81%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/29 2:10pm) 329,225
Calls: 143,631 (44%)
Puts: 185,594 (56%)
Prior (10/28) 315,431
Calls: 139,481 (44%)
Puts: 175,950 (56%)
Current vs Prior +4.37%
Prior 7-Day Total 2,379,769
Calls: 1,073,840 (45%)
Puts: 1,305,929 (55%)
Prior 7-Day Average 339,967
Calls: 153,405 (45%)
Puts: 186,561 (55%)
Current vs Prior 7-Day Avg -3.16%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 2.38% | 4.66%7.25% | 10.46%
Prior 6.29% | 7.60%8.79% | 11.63%
Current vs Prior -62.17% | -38.62%-17.55% | -10.09%
Prior 7-Day Avg 2.91% | 4.74%4.85% | 10.68%
Current vs 7-Day Avg -18.28% | -1.57%+49.43% | -2.04%
Prior 7-Day Eod 6.29% | 7.60%8.92% | 11.64%
Current vs 7-Day Eod -62.17% | -38.62%-18.71% | -10.14%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 23.63% | 28.70%
Calls: 17.88% | 28.47%
Puts: 29.39% | 28.93%
Prior 29.05% | 16.40%
Calls: 30.16% | 13.62%
Puts: 27.94% | 19.18%
Current vs Prior -18.66% | +75.00%
Prior 7-Day Avg 28.12% | 20.75%
Calls: 28.63% | 18.85%
Puts: 27.63% | 22.65%
Current vs 7-Day Avg -15.98% | +38.31%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($155.44M) vs puts ($36.25M). Massive premium surge with dollar volume up 215% vs prior. Dollar volume significantly above 7-day average (78% higher). Unusually high activity with volume up 160% vs prior - elevated interest.

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 BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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
14:10BULLISHNEUTRALBULLISH
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 150 of results (avg 7.0%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1220.00Nov 20153.75160.25$157.004.1%110.93295
$1100.00Nov 6264.40275.60$270.004.1%21.0012
$1150.00Nov 20216.85226.05$221.454.2%211.00137
$1140.00Nov 20225.65235.90$230.784.4%41.00111
$1200.00Nov 13169.50177.35$173.434.5%61.0035
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1620.00Nov 13246.20258.45$252.334.9%10.97--
$1620.00Oct 30245.50258.45$251.985.1%21.00--
$1250.00Nov 207.958.40$8.185.5%1250.14119
$1600.00Oct 30224.75238.65$231.706.0%121.00--
$1460.00Nov 20100.20108.60$104.408.0%--0.7827

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.55, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1440.00Oct 300.520.59$0.5512.7%1770.04127
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 291 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1100.00Oct 30261.00275.25$268.135.3%71.0018
$1120.00Oct 30241.50256.80$249.156.1%--1.0015
$1130.00Oct 30231.80246.80$239.306.3%--1.0024
$1100.00Nov 6264.40275.60$270.004.1%21.0012
$1110.00Nov 6253.10265.70$259.404.9%11.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1500.00Oct 30126.05138.45$132.259.4%141.002
$1600.00Oct 30224.75238.65$231.706.0%121.00--
$1620.00Oct 30245.50258.45$251.985.1%21.00--
$1620.00Nov 13246.20258.45$252.334.9%10.97--
$1450.00Oct 3077.0088.60$82.8014.0%10.962

Most actively traded options today. High liquidity = easy entry/exit. 671 active (total vol 36.8K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1560.00Nov 202.803.15$2.9711.8%1.4K0.06226
$1400.00Oct 303.655.00$4.3331.2%1.3K0.21821
$1520.00Nov 204.606.05$5.3227.3%1.1K0.10171
$1450.00Oct 300.220.66$0.44100.0%9200.03214
$1500.00Oct 300.000.30$0.15200.0%8860.01765
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$1300.00Oct 300.510.86$0.6950.7%7890.0462
$1100.00Nov 200.620.86$0.7432.4%5190.01565
$1200.00Nov 203.153.80$3.4718.7%4200.06458
$1285.00Oct 300.090.53$0.31141.9%3910.0242
$1100.00Oct 300.000.03$0.02150.0%3300.001.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 42.3%, max 69.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1335.00Oct 30Nov 2753.0%31.3%69.4%7939
$1360.00Oct 30Dec 1153.0%31.5%68.3%228326
$1355.00Oct 30Nov 1356.4%33.6%67.7%3336
$1350.00Oct 30Dec 1151.5%31.4%63.8%184221
$1340.00Oct 30Dec 451.1%31.3%63.3%57176
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$1360.00Oct 30Dec 1153.0%31.5%68.3%10413
$1350.00Oct 30Nov 1351.5%34.0%51.3%24117
$1380.00Oct 30Dec 448.4%33.4%44.8%8612
$1420.00Nov 13Dec 436.1%32.7%10.7%311
$1440.00Nov 13Nov 2036.1%33.6%7.3%--30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 383 found (best R:R 5.85, avg 8.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1305.00$1310.00Dec 4$0.73$4.27$0.7370%5.85$1305.73
$1340.00$1360.00Nov 27$8.62$11.38$8.6260%1.32$1348.62
$1250.00$1255.00Nov 6$2.18$2.82$2.1896%1.29$1252.18
$1245.00$1250.00Nov 20$2.18$2.82$2.1888%1.29$1247.18
$1380.00$1400.00Nov 20$6.48$13.52$6.4847%2.09$1386.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$1380.00$1360.00Nov 20$7.58$12.42$7.5853%1.64$1372.42
$1385.00$1380.00Nov 13$0.83$4.17$0.8356%5.02$1384.17
$1360.00$1355.00Nov 6$0.55$4.45$0.5545%8.09$1359.45
$1390.00$1385.00Nov 6$1.35$3.65$1.3561%2.70$1388.65
$1390.00$1385.00Oct 30$1.88$3.12$1.8870%1.66$1388.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 303 found (best R:R 3.24, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1385.00$1390.00Nov 13$3.64$3.64$1.3656%2.68$1388.64
$1510.00$1520.00Nov 13$2.05$2.05$7.9590%0.26$1512.05
$1405.00$1410.00Nov 13$2.88$2.88$2.1264%1.36$1407.88
$1425.00$1430.00Nov 13$2.38$2.38$2.6271%0.91$1427.38
$1420.00$1440.00Nov 20$6.81$6.81$13.1966%0.52$1426.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$1330.00$1325.00Nov 6$3.82$3.82$1.1869%3.24$1326.18
$1255.00$1250.00Nov 13$2.63$2.63$2.3786%1.11$1252.37
$1155.00$1150.00Dec 4$2.32$2.32$2.6892%0.87$1152.68
$1115.00$1110.00Oct 30$1.88$1.88$3.1296%0.60$1113.12
$1360.00$1340.00Nov 20$10.33$10.33$9.6754%1.07$1349.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $14.46, cheapest $14.36)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1355.00Oct 30Nov 6$14.6756.4%37.1%
$1360.00Oct 30Nov 6$14.4653.0%34.9%
$1365.00Oct 30Nov 6$14.6351.6%35.2%
$1370.00Oct 30Nov 6$13.7049.1%37.1%
$1390.00Oct 30Nov 6$13.4348.8%37.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$1355.00Oct 30Nov 6$14.3656.4%37.1%
$1360.00Oct 30Nov 6$13.9853.0%34.9%
$1365.00Oct 30Nov 6$14.9251.6%35.2%
$1370.00Oct 30Nov 6$16.3049.1%37.1%
$1390.00Oct 30Nov 6$16.5748.8%37.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 179 found (cheapest 2.13% of stock, avg 6.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$1375.00Oct 30$11.63$17.52$29.15$1345.85$1404.152.13%
$1365.00Oct 30$16.77$12.73$29.50$1335.50$1394.502.15%
$1370.00Oct 30$15.10$14.35$29.45$1340.55$1399.452.15%
$1360.00Oct 30$20.02$11.00$31.02$1328.98$1391.022.26%
$1380.00Oct 30$10.25$21.65$31.90$1348.10$1411.902.33%
$1385.00Oct 30$7.90$24.20$32.10$1352.90$1417.102.34%
$1355.00Oct 30$22.23$10.07$32.30$1322.70$1387.302.36%
$1350.00Oct 30$25.48$7.10$32.58$1317.42$1382.582.38%
$1390.00Oct 30$6.95$26.08$33.03$1356.97$1423.032.41%
$1395.00Oct 30$5.05$32.13$37.18$1357.82$1432.182.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.89% of stock, avg 3.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$1395.00$1350.00Oct 30$5.05$7.10$12.15$1337.85$1407.15
$1390.00$1350.00Oct 30$6.95$7.10$14.05$1335.95$1404.05
$1385.00$1350.00Oct 30$7.90$7.10$15.00$1335.00$1400.00
$1395.00$1355.00Oct 30$5.05$10.07$15.12$1339.88$1410.12
$1390.00$1355.00Oct 30$6.95$10.07$17.02$1337.98$1407.02
$1385.00$1355.00Oct 30$7.90$10.07$17.97$1337.03$1402.97
$1395.00$1360.00Oct 30$5.05$11.00$16.05$1343.95$1411.05
$1380.00$1350.00Oct 30$10.25$7.10$17.35$1332.65$1397.35
$1390.00$1360.00Oct 30$6.95$11.00$17.95$1342.05$1407.95
$1385.00$1360.00Oct 30$7.90$11.00$18.90$1341.10$1403.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 390 found (best R:R 3.10, avg credit $2.85)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
1110/11151390/1395Oct 30$3.78$1.2266%3.10$1111.22$1393.78
1115/11201400/1405Nov 6$3.93$1.0762%3.67$1116.07$1403.93
1115/11201420/1425Nov 6$3.45$1.5570%2.23$1116.55$1423.45
1110/11151410/1415Oct 30$2.69$2.3182%1.16$1112.31$1412.69
1115/11201410/1415Nov 6$3.38$1.6266%2.09$1116.62$1413.38
1110/11151415/1420Oct 30$2.36$2.6485%0.89$1112.64$1417.36
1110/11151400/1405Oct 30$2.83$2.1775%1.30$1112.17$1402.83
1110/11151420/1425Oct 30$2.12$2.8887%0.74$1112.88$1422.12
1110/11151405/1410Oct 30$2.44$2.5679%0.95$1112.56$1407.44
1115/11201415/1420Nov 6$2.96$2.0468%1.45$1117.04$1417.96

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 296 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1380.00$1400.00$1420.00Nov 27$0.31$19.6912%63.52
$1400.00$1420.00$1440.00Nov 20$0.38$19.6213%51.63
$1340.00$1360.00$1380.00Nov 20$0.59$19.4114%32.90
$1360.00$1380.00$1400.00Dec 4$0.37$19.6311%53.05
$1460.00$1480.00$1500.00Nov 20$0.15$19.859%132.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$1360.00$1380.00$1400.00Nov 27$0.14$19.8612%141.86
$1400.00$1405.00$1410.00Oct 30$0.07$4.936%70.43
$1180.00$1190.00$1200.00Nov 20$0.08$9.922%124.00
$1200.00$1205.00$1210.00Nov 27$0.05$4.951%99.00
$1360.00$1365.00$1370.00Nov 13$0.12$4.884%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 273 found (best net $-32.80, 258 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$1620.00$1640.001:2Nov 27-$0.37$19.63
$1620.00$1640.001:2Nov 13-$0.05$19.95
$1560.00$1580.001:2Nov 20-$0.85$19.15
$1540.00$1560.001:2Oct 30-$0.02$19.98
$1560.00$1580.001:2Oct 30-$0.02$19.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$1600.00$1500.001:2Oct 30-$32.80$67.20
$1500.00$1450.001:2Oct 30-$33.35$16.65
$1295.00$1290.001:2Oct 30-$0.07$4.93
$1205.00$1200.001:2Oct 30$0.00$5.00
$1235.00$1230.001:2Oct 30$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 100 found (best yield 3.39%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$1380.00Dec 4$46.450.480.7%3.39%4.10%8--
$1400.00Dec 4$37.600.422.2%2.74%4.92%805
$1420.00Dec 4$30.150.373.6%2.20%5.83%364
$1440.00Dec 4$24.500.325.1%1.79%6.88%617
$1460.00Dec 4$19.350.286.5%1.41%7.96%53
$1380.00Nov 27$39.050.470.7%2.85%3.56%3245
$1400.00Nov 27$31.100.412.2%2.27%4.44%8183
$1400.00Nov 20$30.800.402.2%2.25%4.42%423971
$1440.00Nov 27$20.150.305.1%1.47%6.56%12226
$1420.00Nov 27$23.300.353.6%1.70%5.33%23522

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 31,199
Total Puts 29,559
Put/Call Ratio 0.95
Net Difference 1,640

Prior's Put/Call Breakdown

Total Calls 8,881
Total Puts 14,443
Put/Call Ratio 1.63
Net Difference -5,562

Prior 7-Day Put/Call Summary

Total Calls 176,006
Total Puts 121,075
Average Put/Call Ratio 0.83
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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