LLY - Options Database

LLY

ELI LILLY AND CO

$1199.43 -2.48%

$1201.10 (+0.14%)🌙

as of 06/30 06:38 PM

(6/29 18:41) ◀

Tuesday, June 30, 2026 (6:38pm)

▶ (7/1 18:41)

◀ 6/30 18:38 ▶

Option Volume

Detail

ℹ

Current (06/30) 66,168

Calls: 33,692 (51%)

Puts: 32,476 (49%)

Prior (06/29) 44,810

Calls: 20,682 (46%)

Puts: 24,128 (54%)

Current vs Prior +47.66%

Calls: +62.90% (Calls)

Puts: +34.60% (Puts)

Prior 7-Day Total 335,115

Calls: 188,046 (56%)

Puts: 147,069 (44%)

Prior 7-Day Average 47,873

Calls: 26,863 (56%)

Puts: 21,009 (44%)

Current vs Prior 7-Day Avg +38.21%

Calls: +25.42%

Puts: +54.58%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (06/30) $91.34M

Calls: $64.41M (71%)

Puts: $26.92M (29%)

Prior (06/29) $104.24M

Calls: $81.36M (78%)

Puts: $22.88M (22%)

Current vs Prior -12.38%

Calls: -20.83%

Puts: +17.66%

Prior 7-Day Total $632.54M

Calls: $512.30M (81%)

Puts: $120.24M (19%)

Prior 7-Day Average $90.36M

Calls: $73.19M (81%)

Puts: $17.18M (19%)

Current vs Prior 7-Day Avg +1.08%

Calls: -11.99%

Puts: +56.75%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (06/30) 0.96

Prior (06/29) 1.17

Current vs Prior -17.38%

Prior 7-Day Average 0.99

Current vs Prior 7-Day Avg -2.18%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (06/30) 170,385

Calls: 84,938 (50%)

Puts: 85,447 (50%)

Prior (06/29) 171,037

Calls: 95,872 (56%)

Puts: 75,165 (44%)

Current vs Prior -0.38%

Prior 7-Day Total 1,104,962

Calls: 629,975 (57%)

Puts: 474,987 (43%)

Prior 7-Day Average 157,851

Calls: 89,996 (57%)

Puts: 67,855 (43%)

Current vs Prior 7-Day Avg +7.94%

Sentiment BULLISH

Expected Move

Detail

ℹ

3DTEWKMO Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)

Current 4.68% | 6.50%4.68% | 6.50%6.50% | 12.87%

Prior 3.17% | 5.06%-- | ---- | --

Current vs Prior -24.11% | -7.50%-- | ---- | --

Prior 7-Day Avg 3.10% | 4.85%-- | ---- | --

Current vs 7-Day Avg -22.38% | -3.43%-- | ---- | --

Prior 7-Day Eod 3.17% | 5.06%-- | ---- | --

Current vs 7-Day Eod -24.11% | -7.50%-- | ---- | --

Sentiment BULLISH----

Relative Spread

Detail

ℹ

Expiry | Next

Current 24.68% | 21.27%

Calls: 21.94% | 19.87%

Puts: 27.42% | 22.66%

Prior 24.68% | 21.27%

Calls: 21.94% | 19.87%

Puts: 27.42% | 22.66%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 28.07% | 21.34%

Calls: 24.83% | 21.16%

Puts: 31.30% | 21.52%

Current vs 7-Day Avg -12.06% | -0.33%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($64.41M).

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 NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

📈 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

🎯

Tightest Spreads

💰

Best Value <$1

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High Delta

⚖️

Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 118 of results (avg 7.8%, best 4.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$970.00	Jul 17	230.35	239.80	$235.08	4.0%	2	0.99	184
$1000.00	Jul 17	200.55	210.00	$205.28	4.6%	12	0.98	266
$1010.00	Jul 10	189.45	199.00	$194.23	4.9%	1	0.96	6
$980.00	Jul 17	219.75	231.00	$225.38	5.0%	3	0.98	151
$990.00	Jul 17	209.95	221.20	$215.58	5.2%	2	0.98	143

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Jul 17	34.10	36.00	$35.05	5.4%	167	0.48	234
$1240.00	Jul 24	62.90	67.15	$65.03	6.5%	2	0.62	--
$1190.00	Jul 24	35.25	37.70	$36.48	6.7%	10	0.44	18
$1195.00	Jul 24	37.60	40.25	$38.92	6.8%	2	0.46	--
$1260.00	Jul 31	79.15	84.80	$81.98	6.9%	2	0.66	1

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. 185 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1020.00	Jul 2	177.20	188.00	$182.60	5.9%	11	1.00	--
$1010.00	Jul 2	186.70	198.00	$192.35	5.9%	2	1.00	12
$1045.00	Jul 2	150.55	163.00	$156.78	7.9%	10	1.00	10
$1005.00	Jul 2	191.35	203.00	$197.18	5.9%	1	0.99	8
$1080.00	Jul 2	117.65	128.00	$122.83	8.4%	1	0.99	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1270.00	Jul 2	66.00	74.05	$70.03	11.5%	1	1.00	--
$1280.00	Jul 2	76.00	84.00	$80.00	10.0%	3	1.00	--
$1300.00	Jul 2	97.00	104.00	$100.50	7.0%	1	1.00	--
$1320.00	Jul 2	112.00	124.40	$118.20	10.5%	2	1.00	3
$1275.00	Jul 2	71.00	79.25	$75.13	11.0%	1	0.99	1

Most actively traded options today. High liquidity = easy entry/exit. 493 active (total vol 29.1K, top 4.3K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Jul 10	0.70	0.95	$0.83	30.1%	4.3K	0.03	50
$1400.00	Jul 17	1.80	1.95	$1.88	8.0%	3.3K	0.04	1.5K
$1300.00	Jul 2	0.25	0.36	$0.31	35.5%	2.1K	0.02	1.9K
$1280.00	Jul 10	5.00	11.10	$8.05	75.8%	1.4K	0.19	30
$1250.00	Jul 2	1.64	1.90	$1.77	14.7%	1.3K	0.10	948

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1155.00	Jul 2	1.00	1.78	$1.39	56.1%	522	0.09	87
$1175.00	Jul 2	2.75	5.35	$4.05	64.2%	493	0.21	52
$1075.00	Jul 17	1.84	4.10	$2.97	76.1%	394	0.07	21
$1010.00	Jul 2	0.01	0.31	$0.16	187.5%	383	0.01	85
$995.00	Jul 2	0.01	0.46	$0.24	187.5%	244	0.01	169

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 94 strikes (avg 59.4%, max 211.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1000.00	Jul 2	Jul 17	111.1%	42.0%	164.3%	14	284
$1040.00	Jul 2	Jul 17	96.1%	38.0%	152.6%	21	195
$1010.00	Jul 2	Jul 24	96.6%	38.8%	148.7%	4	12
$1050.00	Jul 2	Jul 17	85.1%	38.2%	122.8%	18	337
$1020.00	Jul 2	Jul 24	84.9%	39.6%	114.7%	13	--

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1035.00	Jul 2	Jul 31	116.7%	37.5%	211.1%	15	81
$1040.00	Jul 2	Jul 31	96.1%	34.2%	180.8%	16	32
$1065.00	Jul 2	Jul 31	106.2%	37.9%	180.3%	29	15
$1000.00	Jul 2	Aug 7	111.1%	44.4%	150.2%	116	952
$960.00	Jul 2	Jul 17	119.3%	48.3%	147.1%	5	627

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 293 found (best R:R 199.00, avg 8.36)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1300.00	$1320.00	Jul 2	$0.10	$19.90	$0.10	199.00	$1300.10
$1320.00	$1340.00	Jul 2	$0.12	$19.88	$0.12	165.67	$1320.12
$1280.00	$1300.00	Jul 2	$0.22	$19.78	$0.22	89.91	$1280.22
$1340.00	$1360.00	Jul 31	$0.27	$19.73	$0.27	73.07	$1340.27
$1380.00	$1400.00	Jul 10	$0.44	$19.56	$0.44	44.45	$1380.44

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1035.00	$1020.00	Jul 31	$0.20	$14.80	$0.20	74.00	$1034.80
$980.00	$970.00	Jul 17	$0.17	$9.83	$0.17	57.82	$979.83
$985.00	$980.00	Jul 2	$0.10	$4.90	$0.10	49.00	$984.90
$1000.00	$995.00	Jul 2	$0.10	$4.90	$0.10	49.00	$999.90
$1015.00	$1010.00	Jul 2	$0.10	$4.90	$0.10	49.00	$1014.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 388 found (best R:R 82.33, avg 3.13)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1080.00	$1090.00	Jul 2	$9.88	$9.88	$0.12	82.33	$1089.88
$1030.00	$1075.00	Jul 10	$44.20	$44.20	$0.80	55.25	$1074.20
$980.00	$990.00	Jul 17	$9.80	$9.80	$0.20	49.00	$989.80
$1080.00	$1085.00	Jul 24	$4.88	$4.88	$0.12	40.67	$1084.88
$1010.00	$1020.00	Jul 2	$9.75	$9.75	$0.25	39.00	$1019.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1270.00	$1255.00	Jul 2	$14.73	$14.73	$0.27	54.56	$1255.27
$1280.00	$1275.00	Jul 2	$4.87	$4.87	$0.13	37.46	$1275.13
$1380.00	$1300.00	Jul 17	$74.42	$74.42	$5.58	13.34	$1305.58
$1245.00	$1235.00	Jul 2	$9.12	$9.12	$0.88	10.36	$1235.88
$1255.00	$1250.00	Jul 2	$4.52	$4.52	$0.48	9.42	$1250.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 116 found (avg debit $6.99, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1020.00	Jul 2	Jul 10	$0.45	84.9%	60.6%
$1400.00	Jul 2	Jul 10	$0.75	78.1%	45.9%
$1030.00	Jul 2	Jul 10	$0.90	97.0%	51.3%
$1000.00	Jul 2	Jul 10	$0.95	111.1%	66.3%
$1380.00	Jul 2	Jul 10	$1.12	76.5%	45.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1035.00	Jul 2	Jul 17	$0.08	116.7%	39.4%
$1050.00	Jul 2	Jul 10	$0.20	85.1%	40.3%
$960.00	Jul 2	Jul 17	$0.48	119.3%	48.3%
$990.00	Jul 2	Jul 17	$0.58	107.9%	43.7%
$1030.00	Jul 2	Jul 10	$0.83	97.0%	51.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 166 found (cheapest 2.16% of stock, avg 8.39%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1200.00	Jul 2	$14.18	$11.70	$25.88	$1174.12	$1225.88	2.16%
$1195.00	Jul 2	$17.15	$9.10	$26.25	$1168.75	$1221.25	2.19%
$1190.00	Jul 2	$19.43	$7.25	$26.68	$1163.32	$1216.68	2.22%
$1210.00	Jul 2	$10.10	$18.13	$28.23	$1181.77	$1238.23	2.35%
$1205.00	Jul 2	$12.88	$15.40	$28.28	$1176.72	$1233.28	2.36%
$1185.00	Jul 2	$22.73	$5.70	$28.43	$1156.57	$1213.43	2.37%
$1180.00	Jul 2	$26.73	$4.26	$30.99	$1149.01	$1210.99	2.58%
$1215.00	Jul 2	$9.18	$22.55	$31.73	$1183.27	$1246.73	2.65%
$1220.00	Jul 2	$6.88	$25.33	$32.21	$1187.79	$1252.21	2.69%
$1175.00	Jul 2	$29.80	$4.05	$33.85	$1141.15	$1208.85	2.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.88% of stock, avg 5.00%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1225.00	$1180.00	Jul 2	$6.25	$4.26	$10.51	$1169.49	$1235.51
$1220.00	$1180.00	Jul 2	$6.88	$4.26	$11.14	$1168.86	$1231.14
$1225.00	$1185.00	Jul 2	$6.25	$5.70	$11.95	$1173.05	$1236.95
$1220.00	$1185.00	Jul 2	$6.88	$5.70	$12.58	$1172.42	$1232.58
$1215.00	$1180.00	Jul 2	$9.18	$4.26	$13.44	$1166.56	$1228.44
$1225.00	$1190.00	Jul 2	$6.25	$7.25	$13.50	$1176.50	$1238.50
$1220.00	$1190.00	Jul 2	$6.88	$7.25	$14.13	$1175.87	$1234.13
$1210.00	$1180.00	Jul 2	$10.10	$4.26	$14.36	$1165.64	$1224.36
$1215.00	$1185.00	Jul 2	$9.18	$5.70	$14.88	$1170.12	$1229.88
$1225.00	$1195.00	Jul 2	$6.25	$9.10	$15.35	$1179.65	$1240.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 300 found (best R:R 65.67, avg credit $8.55)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
980/985	1010/1020	Jul 2	$9.85	$0.15	65.67	$975.15	$1019.85
995/1000	1010/1020	Jul 2	$9.85	$0.15	65.67	$990.15	$1019.85
1000/1010	1050/1060	Jul 17	$9.79	$0.21	46.62	$1000.21	$1059.79
1070/1075	1145/1150	Jul 31	$4.87	$0.13	37.46	$1070.13	$1149.87
1055/1060	1150/1155	Aug 7	$4.87	$0.13	37.46	$1055.13	$1154.87
975/980	1100/1115	Jul 10	$14.60	$0.40	36.50	$965.40	$1114.60
970/980	1050/1060	Jul 17	$9.70	$0.30	32.33	$970.30	$1059.70
1020/1025	1050/1060	Jul 17	$9.70	$0.30	32.33	$1015.30	$1059.70
1040/1045	1050/1060	Jul 17	$9.70	$0.30	32.33	$1035.30	$1059.70
1000/1010	1020/1040	Jul 17	$19.39	$0.61	31.79	$990.61	$1039.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 175 found (best R:R 284.71, cheapest $0.07)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1380.00	$1400.00	$1420.00	Jul 2	$0.07	$19.93	284.71
$1280.00	$1300.00	$1320.00	Jul 2	$0.12	$19.88	165.67
$1240.00	$1250.00	$1260.00	Jul 24	$0.08	$9.92	124.00
$1320.00	$1340.00	$1360.00	Jul 2	$0.23	$19.77	85.96
$1060.00	$1070.00	$1080.00	Jul 17	$0.13	$9.87	75.92

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$960.00	$970.00	$980.00	Jul 17	$0.11	$9.89	89.91
$980.00	$990.00	$1000.00	Jul 17	$0.12	$9.88	82.33
$1050.00	$1055.00	$1060.00	Jul 2	$0.07	$4.93	70.43
$1130.00	$1135.00	$1140.00	Jul 31	$0.07	$4.93	70.43
$1250.00	$1255.00	$1260.00	Jul 10	$0.08	$4.92	61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 174 found (best net $-6.42, 158 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1340.00	$1400.00	1:2	Aug 7	-$6.42	$53.58
$1340.00	$1380.00	1:2	Jul 24	-$2.18	$37.82
$1360.00	$1400.00	1:2	Jul 31	-$2.56	$37.44
$1260.00	$1300.00	1:2	Jul 24	-$3.32	$36.68
$1380.00	$1400.00	1:2	Jul 2	-$0.01	$19.99

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1320.00	$1240.00	1:2	Aug 7	-$28.97	$51.03
$1380.00	$1300.00	1:2	Jul 17	-$30.41	$49.59
$1030.00	$1000.00	1:2	Jul 10	-$3.24	$26.76
$1320.00	$1260.00	1:2	Jul 31	-$37.58	$22.42
$995.00	$970.00	1:2	Aug 7	-$3.76	$21.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 89 found (best yield 5.54%, avg 1.52%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1200.00	Aug 7	$66.50	0.53	0.1%	5.54%	5.59%	8	24
$1210.00	Aug 7	$64.00	0.51	0.9%	5.34%	6.22%	22	8
$1205.00	Aug 7	$63.60	0.52	0.5%	5.30%	5.77%	4	9
$1220.00	Aug 7	$58.00	0.49	1.7%	4.84%	6.55%	19	29
$1230.00	Aug 7	$54.15	0.47	2.5%	4.51%	7.06%	9	32
$1200.00	Jul 31	$50.00	0.53	0.1%	4.17%	4.22%	127	70
$1240.00	Aug 7	$50.05	0.44	3.4%	4.17%	7.56%	15	--
$1205.00	Jul 31	$46.80	0.52	0.5%	3.90%	4.37%	7	12
$1250.00	Aug 7	$45.85	0.42	4.2%	3.82%	8.04%	13	31
$1210.00	Jul 31	$44.75	0.50	0.9%	3.73%	4.61%	45	64

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 33,692

Total Puts 32,476

Put/Call Ratio 0.96

Net Difference 1,216

Prior's Put/Call Breakdown

Total Calls 20,682

Total Puts 24,128

Put/Call Ratio 1.17

Net Difference -3,446

Prior 7-Day Put/Call Summary

Total Calls 188,046

Total Puts 147,069

Average Put/Call Ratio 0.99

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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