LLY - Options Database

LLY

ELI LILLY AND CO

$1156.63 +0.35%

$1156.38 (-0.02%)🌙

as of 07/15 06:49 PM

(7/14 19:07) ◀

Wednesday, July 15, 2026 (6:49pm)

▶ (7/16 18:41)

◀ 7/15 18:49 ▶

Option Volume

Detail

ℹ

Current (07/15) 42,046

Calls: 16,447 (39%)

Puts: 25,599 (61%)

Prior (07/14) 46,546

Calls: 19,512 (42%)

Puts: 27,034 (58%)

Current vs Prior -9.67%

Calls: -15.71% (Calls)

Puts: -5.31% (Puts)

Prior 7-Day Total 307,567

Calls: 143,400 (47%)

Puts: 164,167 (53%)

Prior 7-Day Average 43,938

Calls: 20,485 (47%)

Puts: 23,452 (53%)

Current vs Prior 7-Day Avg -4.31%

Calls: -19.71%

Puts: +9.15%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/15) $48.80M

Calls: $26.00M (53%)

Puts: $22.80M (47%)

Prior (07/14) $70.41M

Calls: $39.50M (56%)

Puts: $30.92M (44%)

Current vs Prior -30.69%

Calls: -34.16%

Puts: -26.26%

Prior 7-Day Total $498.04M

Calls: $333.84M (67%)

Puts: $164.20M (33%)

Prior 7-Day Average $71.15M

Calls: $47.69M (67%)

Puts: $23.46M (33%)

Current vs Prior 7-Day Avg -31.41%

Calls: -45.48%

Puts: -2.80%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/15) 1.56

Prior (07/14) 1.39

Current vs Prior +12.34%

Prior 7-Day Average 1.26

Current vs Prior 7-Day Avg +23.90%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/15) 171,548

Calls: 87,583 (51%)

Puts: 83,965 (49%)

Prior (07/14) 184,714

Calls: 90,714 (49%)

Puts: 94,000 (51%)

Current vs Prior -7.13%

Prior 7-Day Total 1,221,845

Calls: 645,312 (53%)

Puts: 576,533 (47%)

Prior 7-Day Average 174,549

Calls: 92,187 (53%)

Puts: 82,361 (47%)

Current vs Prior 7-Day Avg -1.72%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)

Current 2.66% | 4.70%2.66% | 11.43%

Prior 2.89% | 5.23%2.89% | 11.52%

Current vs Prior -7.96% | -10.06%-7.96% | -0.82%

Prior 7-Day Avg 2.94% | 5.27%4.41% | 11.89%

Current vs 7-Day Avg -9.74% | -10.79%-39.81% | -3.95%

Prior 7-Day Eod 2.89% | 5.23%2.89% | 11.52%

Current vs 7-Day Eod -7.96% | -10.06%-7.96% | -0.82%

Sentiment BULLISHBULLISH

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 24.68% | 21.27%

Calls: 21.94% | 19.87%

Puts: 27.42% | 22.66%

Current vs 7-Day Avg +0.00% | +0.00%

Liquidity Expensive

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🤖 AI Insights

Extreme bearish P/C ratio of 1.56 - heavy put buying.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BEARISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BEARISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

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

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Tightest Spreads

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Best Value <$1

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High Delta

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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 80 of results (avg 7.5%, best 4.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$960.00	Aug 21	199.00	208.25	$203.63	4.5%	1	0.91	--
$950.00	Jul 17	199.05	208.65	$203.85	4.7%	2	1.00	110
$940.00	Jul 17	209.25	219.40	$214.33	4.7%	1	1.00	56
$970.00	Aug 21	190.00	199.30	$194.65	4.8%	10	0.90	12
$960.00	Jul 17	189.55	198.85	$194.20	4.8%	2	1.00	91

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1380.00	Aug 28	227.00	237.95	$232.48	4.7%	2	0.87	--
$1155.00	Aug 14	55.50	58.35	$56.93	5.0%	8	0.47	12
$1380.00	Jul 31	219.30	231.40	$225.35	5.4%	1	0.97	--
$1380.00	Jul 24	219.20	231.40	$225.30	5.4%	1	0.98	--
$1155.00	Aug 7	51.00	53.85	$52.43	5.4%	8	0.47	14

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. 166 found (avg delta 0.73, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1030.00	Jul 24	121.00	132.00	$126.50	8.7%	2	1.00	2
$940.00	Jul 31	210.95	223.40	$217.18	5.7%	1	1.00	4
$940.00	Jul 17	209.25	219.40	$214.33	4.7%	1	1.00	56
$950.00	Jul 17	199.05	208.65	$203.85	4.7%	2	1.00	110
$960.00	Jul 17	189.55	198.85	$194.20	4.8%	2	1.00	91

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1240.00	Jul 17	81.70	88.00	$84.85	7.4%	4	1.00	94
$1250.00	Jul 17	90.50	98.00	$94.25	8.0%	2	1.00	--
$1275.00	Jul 17	115.00	126.00	$120.50	9.1%	1	1.00	--
$1380.00	Jul 24	219.20	231.40	$225.30	5.4%	1	0.98	--
$1380.00	Jul 31	219.30	231.40	$225.35	5.4%	1	0.97	--

Most actively traded options today. High liquidity = easy entry/exit. 564 active (total vol 18.2K, top 2.6K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Jul 17	1.51	2.00	$1.76	27.8%	2.6K	0.11	1.9K
$1300.00	Jul 17	0.05	0.12	$0.09	77.8%	1.0K	0.01	3.9K
$1320.00	Jul 17	0.01	1.11	$0.56	196.4%	302	0.02	214
$1200.00	Aug 21	41.00	48.50	$44.75	16.8%	249	0.42	2.2K
$1220.00	Jul 17	0.11	0.98	$0.55	158.2%	246	0.04	1.4K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1130.00	Aug 14	44.10	50.60	$47.35	13.7%	290	0.41	47
$1100.00	Jul 17	0.70	1.16	$0.93	49.5%	197	0.06	734
$1130.00	Aug 7	40.05	46.00	$43.03	13.8%	171	0.40	14
$1015.00	Jul 24	0.00	1.53	$0.77	198.7%	153	0.03	15
$1130.00	Aug 21	48.20	54.00	$51.10	11.4%	146	0.41	42

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 77 strikes (avg 42.5%, max 173.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Jul 17	Aug 28	102.4%	42.6%	140.6%	26	257
$940.00	Jul 17	Aug 28	94.6%	44.7%	111.9%	3	56
$1320.00	Jul 17	Aug 28	88.1%	42.9%	105.1%	305	214
$1360.00	Jul 17	Aug 28	85.9%	42.8%	100.8%	131	168
$1010.00	Jul 17	Aug 28	82.3%	42.5%	93.8%	10	71

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$970.00	Jul 17	Aug 28	118.7%	43.4%	173.6%	23	246
$980.00	Jul 17	Aug 28	94.7%	43.5%	117.9%	12	267
$930.00	Jul 17	Aug 21	100.8%	47.1%	113.9%	28	536
$990.00	Jul 17	Aug 28	91.5%	42.9%	113.2%	10	373
$950.00	Jul 17	Aug 21	90.2%	44.2%	103.9%	85	996

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 379 found (best R:R 229.77, avg 6.10)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1320.00	$1380.00	Jul 24	$0.26	$59.74	$0.26	229.77	$1320.26
$1300.00	$1320.00	Jul 31	$0.31	$19.69	$0.31	63.52	$1300.31
$1280.00	$1295.00	Jul 31	$0.27	$14.73	$0.27	54.56	$1280.27
$1275.00	$1280.00	Jul 17	$0.13	$4.87	$0.13	37.46	$1275.13
$1315.00	$1320.00	Jul 17	$0.13	$4.87	$0.13	37.46	$1315.13

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1010.00	$1000.00	Jul 17	$0.13	$9.87	$0.13	75.92	$1009.87
$970.00	$960.00	Aug 7	$0.16	$9.84	$0.16	61.50	$969.84
$1030.00	$1015.00	Jul 24	$0.26	$14.74	$0.26	56.69	$1029.74
$950.00	$930.00	Aug 21	$0.40	$19.60	$0.40	49.00	$949.60
$1100.00	$1095.00	Jul 17	$0.11	$4.89	$0.11	44.45	$1099.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 464 found (best R:R 207.33, avg 2.72)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$940.00	$1000.00	Jul 31	$59.58	$59.58	$0.42	141.86	$999.58
$950.00	$960.00	Jul 17	$9.65	$9.65	$0.35	27.57	$959.65
$1010.00	$1045.00	Jul 17	$33.68	$33.68	$1.32	25.52	$1043.68
$1000.00	$1010.00	Jul 17	$9.57	$9.57	$0.43	22.26	$1009.57
$1010.00	$1020.00	Aug 21	$9.52	$9.52	$0.48	19.83	$1019.52

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1375.00	$1250.00	Jul 24	$124.40	$124.40	$0.60	207.33	$1250.60
$1235.00	$1220.00	Jul 17	$14.90	$14.90	$0.10	149.00	$1220.10
$1380.00	$1250.00	Jul 31	$125.80	$125.80	$4.20	29.95	$1254.20
$1185.00	$1180.00	Jul 17	$4.72	$4.72	$0.28	16.86	$1180.28
$1250.00	$1240.00	Jul 17	$9.40	$9.40	$0.60	15.67	$1240.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 117 found (avg debit $7.75, cheapest $0.19)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1320.00	Jul 17	Jul 24	$0.23	88.1%	43.8%
$1380.00	Jul 17	Jul 24	$0.25	102.4%	52.4%
$1300.00	Jul 17	Jul 24	$0.66	62.2%	39.3%
$1295.00	Jul 17	Jul 24	$1.23	70.5%	43.5%
$1275.00	Jul 17	Jul 24	$1.37	59.3%	39.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1010.00	Jul 17	Jul 24	$0.19	82.3%	40.7%
$930.00	Jul 17	Jul 24	$0.35	100.8%	60.5%
$960.00	Jul 17	Jul 24	$0.53	85.8%	55.5%
$1000.00	Jul 17	Jul 24	$0.60	80.3%	46.6%
$1030.00	Jul 17	Jul 24	$0.75	72.8%	40.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 152 found (cheapest 2.31% of stock, avg 9.09%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1155.00	Jul 17	$14.40	$12.33	$26.73	$1128.27	$1181.73	2.31%
$1150.00	Jul 17	$16.77	$10.13	$26.90	$1123.10	$1176.90	2.33%
$1160.00	Jul 17	$11.30	$16.33	$27.63	$1132.37	$1187.63	2.39%
$1165.00	Jul 17	$9.25	$18.93	$28.18	$1136.82	$1193.18	2.44%
$1145.00	Jul 17	$20.23	$8.80	$29.03	$1115.97	$1174.03	2.51%
$1140.00	Jul 17	$22.38	$6.75	$29.13	$1110.87	$1169.13	2.52%
$1170.00	Jul 17	$7.80	$21.98	$29.78	$1140.22	$1199.78	2.57%
$1175.00	Jul 17	$6.00	$25.05	$31.05	$1143.95	$1206.05	2.68%
$1135.00	Jul 17	$26.33	$5.13	$31.46	$1103.54	$1166.46	2.72%
$1180.00	Jul 17	$4.80	$28.88	$33.68	$1146.32	$1213.68	2.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.86% of stock, avg 6.59%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1180.00	$1135.00	Jul 17	$4.80	$5.13	$9.93	$1125.07	$1189.93
$1175.00	$1135.00	Jul 17	$6.00	$5.13	$11.13	$1123.87	$1186.13
$1180.00	$1140.00	Jul 17	$4.80	$6.75	$11.55	$1128.45	$1191.55
$1175.00	$1140.00	Jul 17	$6.00	$6.75	$12.75	$1127.25	$1187.75
$1170.00	$1135.00	Jul 17	$7.80	$5.13	$12.93	$1122.07	$1182.93
$1180.00	$1145.00	Jul 17	$4.80	$8.80	$13.60	$1131.40	$1193.60
$1165.00	$1135.00	Jul 17	$9.25	$5.13	$14.38	$1120.62	$1179.38
$1170.00	$1140.00	Jul 17	$7.80	$6.75	$14.55	$1125.45	$1184.55
$1175.00	$1145.00	Jul 17	$6.00	$8.80	$14.80	$1130.20	$1189.80
$1180.00	$1150.00	Jul 17	$4.80	$10.13	$14.93	$1135.07	$1194.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 435 found (best R:R 75.92, avg credit $11.14)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
1080/1085	1110/1120	Jul 31	$9.87	$0.13	75.92	$1075.13	$1119.87
930/935	1090/1100	Jul 24	$9.85	$0.15	65.67	$925.15	$1099.85
1040/1050	1090/1100	Aug 21	$9.85	$0.15	65.67	$1040.15	$1099.85
960/970	1060/1080	Jul 17	$19.68	$0.32	61.50	$950.32	$1079.68
1010/1015	1030/1040	Jul 24	$9.82	$0.18	54.56	$1005.18	$1039.82
960/970	1010/1045	Jul 17	$34.33	$0.67	51.24	$935.67	$1044.33
975/980	1000/1010	Aug 7	$9.80	$0.20	49.00	$970.20	$1009.80
1030/1035	1120/1125	Aug 7	$4.88	$0.12	40.67	$1030.12	$1124.88
960/965	1090/1100	Jul 24	$9.72	$0.28	34.71	$955.28	$1099.72
990/1000	1010/1025	Aug 7	$14.57	$0.43	33.88	$985.43	$1024.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 190 found (best R:R 110.11, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1110.00	$1120.00	$1130.00	Aug 21	$0.09	$9.91	110.11
$1130.00	$1140.00	$1150.00	Aug 21	$0.10	$9.90	99.00
$1150.00	$1160.00	$1170.00	Aug 21	$0.10	$9.90	99.00
$1300.00	$1320.00	$1340.00	Aug 21	$0.23	$19.77	85.96
$1120.00	$1125.00	$1130.00	Jul 17	$0.06	$4.94	82.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1050.00	$1055.00	$1060.00	Jul 17	$0.07	$4.93	70.43
$1065.00	$1070.00	$1075.00	Jul 17	$0.07	$4.93	70.43
$1075.00	$1080.00	$1085.00	Jul 17	$0.08	$4.92	61.50
$1000.00	$1015.00	$1030.00	Aug 28	$0.26	$14.74	56.69
$1020.00	$1025.00	$1030.00	Jul 17	$0.09	$4.91	54.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 178 found (best net $-21.85, 164 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$950.00	$1050.00	1:2	Aug 14	-$39.43	$60.57
$1320.00	$1380.00	1:2	Jul 24	-$0.27	$59.73
$1030.00	$1110.00	1:2	Aug 28	-$38.05	$41.95
$1000.00	$1065.00	1:2	Jul 31	-$40.50	$24.50
$1300.00	$1320.00	1:2	Jul 24	-$0.83	$19.17

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1280.00	$1190.00	1:2	Aug 28	-$21.85	$68.15
$1380.00	$1280.00	1:2	Aug 28	-$63.82	$36.18
$995.00	$965.00	1:2	Jul 24	-$4.00	$26.00
$1025.00	$1000.00	1:2	Jul 31	-$0.38	$24.62
$1025.00	$1000.00	1:2	Aug 7	-$4.17	$20.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 150 found (best yield 5.27%, avg 1.65%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1165.00	Aug 28	$61.00	0.50	0.7%	5.27%	6.00%	11	--
$1160.00	Aug 21	$59.00	0.51	0.3%	5.10%	5.39%	54	370
$1160.00	Aug 14	$55.00	0.51	0.3%	4.76%	5.05%	1	10
$1170.00	Aug 21	$54.20	0.49	1.2%	4.69%	5.84%	39	65
$1180.00	Aug 28	$54.00	0.47	2.0%	4.67%	6.69%	3	5
$1185.00	Aug 28	$52.00	0.46	2.5%	4.50%	6.95%	2	7
$1160.00	Aug 7	$50.00	0.51	0.3%	4.32%	4.61%	2	--
$1170.00	Aug 14	$50.00	0.49	1.2%	4.32%	5.48%	1	--
$1180.00	Aug 21	$49.25	0.47	2.0%	4.26%	6.28%	76	303
$1165.00	Aug 7	$48.00	0.50	0.7%	4.15%	4.87%	2	10

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 16,447

Total Puts 25,599

Put/Call Ratio 1.56

Net Difference -9,152

Prior's Put/Call Breakdown

Total Calls 19,512

Total Puts 27,034

Put/Call Ratio 1.39

Net Difference -7,522

Prior 7-Day Put/Call Summary

Total Calls 143,400

Total Puts 164,167

Average Put/Call Ratio 1.26

Ratio Trend Rising

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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