LLY - Options Database

LLY

ELI LILLY AND CO

$1189.41 -3.59%

$1190.95 (+0.13%)🌙

as of 08/26 06:44 PM

(8/26 16:00) ◀

Wednesday, August 26, 2026 (6:44pm)

▶

◀ 8/26 18:44

Option Volume

Detail

ℹ

Current (08/26) 51,772

Calls: 21,351 (41%)

Puts: 30,421 (59%)

Prior (08/25) 24,827

Calls: 11,463 (46%)

Puts: 13,364 (54%)

Current vs Prior +108.53%

Calls: +86.26% (Calls)

Puts: +127.63% (Puts)

Prior 7-Day Total 333,853

Calls: 179,256 (54%)

Puts: 154,597 (46%)

Prior 7-Day Average 47,693

Calls: 25,608 (54%)

Puts: 22,085 (46%)

Current vs Prior 7-Day Avg +8.55%

Calls: -16.62%

Puts: +37.74%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (08/26) $105.50M

Calls: $58.35M (55%)

Puts: $47.15M (45%)

Prior (08/25) $62.37M

Calls: $35.12M (56%)

Puts: $27.25M (44%)

Current vs Prior +69.14%

Calls: +66.12%

Puts: +73.03%

Prior 7-Day Total $748.16M

Calls: $538.54M (72%)

Puts: $209.61M (28%)

Prior 7-Day Average $106.88M

Calls: $76.93M (72%)

Puts: $29.94M (28%)

Current vs Prior 7-Day Avg -1.29%

Calls: -24.16%

Puts: +57.46%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (08/26) 1.42

Prior (08/25) 1.17

Current vs Prior +22.21%

Prior 7-Day Average 0.98

Current vs Prior 7-Day Avg +44.93%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (08/26) 190,849

Calls: 95,883 (50%)

Puts: 94,966 (50%)

Prior (08/25) 152,875

Calls: 77,218 (51%)

Puts: 75,657 (49%)

Current vs Prior +24.84%

Prior 7-Day Total 1,330,701

Calls: 710,575 (53%)

Puts: 620,126 (47%)

Prior 7-Day Average 190,100

Calls: 101,510 (53%)

Puts: 88,589 (47%)

Current vs Prior 7-Day Avg +0.39%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)

Current 2.42% | 4.38%6.82% | 9.99%

Prior 2.58% | 4.46%6.70% | 10.80%

Current vs Prior -6.38% | -1.91%+1.71% | -7.45%

Prior 7-Day Avg 2.80% | 4.46%2.98% | 8.03%

Current vs 7-Day Avg -13.73% | -1.85%+128.54% | +24.45%

Prior 7-Day Eod 2.58% | 4.46%6.70% | 10.80%

Current vs 7-Day Eod -6.38% | -1.91%+1.71% | -7.45%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Prior 19.55% | 23.14%

Calls: 20.80% | 30.48%

Puts: 18.30% | 15.81%

Current vs Prior +11.36% | +33.10%

Prior 7-Day Avg 22.82% | 22.39%

Calls: 18.97% | 25.11%

Puts: 26.67% | 19.67%

Current vs 7-Day Avg -4.60% | +37.59%

Liquidity Expensive

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🤖 AI Insights

Elevated premium activity with dollar volume up 69% vs prior. Unusually high activity with volume up 109% vs prior - elevated interest. Bearish P/C ratio of 1.42 indicates protective positioning. Rising open interest (up 25%) indicates new positions being established.

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 NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior NEUTRAL

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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 39 of results (avg 8.2%, best 4.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Sep 18	190.85	199.40	$195.13	4.4%	1	0.97	--
$1040.00	Sep 18	149.35	158.25	$153.80	5.8%	1	0.94	--
$1000.00	Sep 25	190.30	202.45	$196.38	6.2%	2	0.94	--
$1080.00	Sep 18	112.00	120.30	$116.15	7.1%	17	0.89	331
$1050.00	Sep 18	141.65	152.50	$147.07	7.4%	1	0.93	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Aug 28	204.25	216.05	$210.15	5.6%	7	1.00	--
$1400.00	Sep 18	204.10	216.10	$210.10	5.7%	3	1.00	--
$1380.00	Aug 28	184.70	196.05	$190.38	6.0%	8	1.00	--
$1240.00	Sep 18	64.25	68.70	$66.47	6.7%	39	0.68	113
$1245.00	Sep 18	67.70	72.45	$70.08	6.8%	9	0.70	27

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. 222 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1050.00	Aug 28	134.60	147.05	$140.82	8.8%	2	0.99	6
$1030.00	Aug 28	154.55	166.50	$160.53	7.4%	2	0.99	3
$1100.00	Aug 28	86.70	97.30	$92.00	11.5%	23	0.98	9
$1080.00	Aug 28	105.65	117.80	$111.73	10.9%	6	0.98	15
$970.00	Sep 18	214.00	233.40	$223.70	8.7%	1	0.98	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1245.00	Aug 28	48.85	61.85	$55.35	23.5%	19	1.00	61
$1250.00	Aug 28	55.45	64.75	$60.10	15.5%	24	1.00	138
$1255.00	Aug 28	58.45	72.00	$65.22	20.8%	28	1.00	79
$1260.00	Aug 28	63.05	76.15	$69.60	18.8%	7	1.00	37
$1265.00	Aug 28	70.55	82.10	$76.32	15.1%	6	1.00	50

Most actively traded options today. High liquidity = easy entry/exit. 651 active (total vol 30.3K, top 1.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Aug 28	0.70	0.93	$0.82	28.0%	916	0.06	584
$1240.00	Aug 28	1.00	2.19	$1.60	74.4%	573	0.10	94
$1300.00	Sep 18	6.60	7.90	$7.25	17.9%	558	0.15	2.3K
$1200.00	Aug 28	8.00	10.00	$9.00	22.2%	482	0.40	474
$1260.00	Aug 28	0.40	0.73	$0.56	58.9%	412	0.04	168

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1150.00	Aug 28	1.20	3.00	$2.10	85.7%	1.1K	0.12	311
$1100.00	Sep 18	5.65	8.55	$7.10	40.8%	673	0.14	968
$1180.00	Aug 28	6.10	10.00	$8.05	48.4%	541	0.36	676
$1075.00	Sep 4	0.99	1.75	$1.37	55.5%	514	0.04	57
$1040.00	Aug 28	0.01	0.15	$0.08	175.0%	414	0.00	227

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 18.5%, max 40.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1177.50	Aug 28	Sep 4	42.9%	32.7%	31.2%	15	20
$1185.00	Aug 28	Oct 2	38.9%	30.7%	26.7%	20	65
$1160.00	Aug 28	Oct 2	40.3%	32.2%	25.3%	14	47
$1175.00	Aug 28	Oct 2	39.8%	32.2%	23.8%	18	11
$1170.00	Aug 28	Oct 2	38.6%	31.4%	23.1%	17	34

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1172.50	Aug 28	Sep 4	44.2%	31.5%	40.2%	73	38
$1177.50	Aug 28	Sep 4	42.9%	32.7%	31.2%	89	38
$1185.00	Aug 28	Oct 2	38.9%	30.7%	26.7%	174	242
$1160.00	Aug 28	Oct 2	40.3%	32.2%	25.3%	123	292
$1175.00	Aug 28	Oct 2	39.8%	32.2%	23.8%	267	393

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 344 found (best R:R 16.86, avg 9.70)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1180.00	$1185.00	Sep 4	$0.37	$4.63	$0.37	59%	12.51	$1180.37
$1165.00	$1180.00	Sep 25	$6.37	$8.63	$6.37	62%	1.35	$1171.37
$1185.00	$1190.00	Sep 25	$0.45	$4.55	$0.45	55%	10.11	$1185.45
$1125.00	$1140.00	Oct 2	$8.50	$6.50	$8.50	73%	0.76	$1133.50
$1185.00	$1190.00	Oct 2	$0.58	$4.42	$0.58	54%	7.62	$1185.58

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1210.00	$1205.00	Sep 11	$0.28	$4.72	$0.28	59%	16.86	$1209.72
$1235.00	$1230.00	Sep 25	$1.08	$3.92	$1.08	64%	3.63	$1233.92
$1225.00	$1220.00	Sep 18	$1.10	$3.90	$1.10	62%	3.55	$1223.90
$1180.00	$1175.00	Sep 11	$0.10	$4.90	$0.10	42%	49.00	$1179.90
$1270.00	$1265.00	Aug 28	$3.15	$1.85	$3.15	100%	0.59	$1266.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 290 found (best R:R 1.39, avg 0.63)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1380.00	$1400.00	Sep 25	$3.82	$3.82	$16.18	90%	0.24	$1383.82
$1320.00	$1325.00	Sep 25	$3.29	$3.29	$1.71	83%	1.92	$1323.29
$1295.00	$1300.00	Sep 25	$3.38	$3.38	$1.62	80%	2.09	$1298.38
$1330.00	$1340.00	Sep 4	$2.42	$2.42	$7.58	92%	0.32	$1332.42
$1285.00	$1290.00	Sep 25	$2.90	$2.90	$2.10	77%	1.38	$1287.90

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1020.00	$1015.00	Sep 11	$2.91	$2.91	$2.09	94%	1.39	$1017.09
$1155.00	$1150.00	Oct 2	$4.47	$4.47	$0.53	63%	8.43	$1150.53
$1030.00	$1025.00	Oct 2	$2.93	$2.93	$2.07	89%	1.42	$1027.07
$1145.00	$1140.00	Sep 4	$3.36	$3.36	$1.64	78%	2.05	$1141.64
$1125.00	$1120.00	Oct 2	$3.49	$3.49	$1.51	73%	2.31	$1121.51

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $10.82, cheapest $7.33)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1177.50	Aug 28	Sep 4	$11.20	42.9%	32.7%
$1185.00	Aug 28	Sep 4	$13.40	38.9%	31.6%
$1175.00	Aug 28	Sep 4	$12.30	39.8%	32.8%
$1202.50	Aug 28	Sep 4	$10.45	39.4%	32.4%
$1190.00	Aug 28	Sep 4	$11.15	38.2%	31.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1172.50	Aug 28	Sep 4	$7.33	44.2%	31.5%
$1177.50	Aug 28	Sep 4	$8.87	42.9%	32.7%
$1185.00	Aug 28	Sep 4	$9.72	38.9%	31.6%
$1175.00	Aug 28	Sep 4	$9.70	39.8%	32.8%
$1202.50	Aug 28	Sep 4	$8.37	39.4%	32.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 193 found (cheapest 2.24% of stock, avg 6.53%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1185.00	Aug 28	$16.38	$10.30	$26.68	$1158.32	$1211.68	2.24%
$1190.00	Aug 28	$14.35	$12.35	$26.70	$1163.30	$1216.70	2.24%
$1192.50	Aug 28	$11.88	$14.83	$26.71	$1165.79	$1219.21	2.25%
$1195.00	Aug 28	$10.88	$16.15	$27.03	$1167.97	$1222.03	2.27%
$1205.00	Aug 28	$7.50	$19.80	$27.30	$1177.70	$1232.30	2.30%
$1200.00	Aug 28	$9.00	$18.73	$27.73	$1172.27	$1227.73	2.33%
$1175.00	Aug 28	$20.90	$6.88	$27.78	$1147.22	$1202.78	2.34%
$1180.00	Aug 28	$19.85	$8.05	$27.90	$1152.10	$1207.90	2.35%
$1177.50	Aug 28	$20.08	$8.68	$28.76	$1148.74	$1206.26	2.42%
$1170.00	Aug 28	$25.30	$5.08	$30.38	$1139.62	$1200.38	2.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.21% of stock, avg 4.48%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1205.00	$1175.00	Aug 28	$7.50	$6.88	$14.38	$1160.62	$1219.38
$1205.00	$1180.00	Aug 28	$7.50	$8.05	$15.55	$1164.45	$1220.55
$1205.00	$1177.50	Aug 28	$7.50	$8.68	$16.18	$1161.32	$1221.18
$1202.50	$1175.00	Aug 28	$8.95	$6.88	$15.83	$1159.17	$1218.33
$1202.50	$1180.00	Aug 28	$8.95	$8.05	$17.00	$1163.00	$1219.50
$1200.00	$1175.00	Aug 28	$9.00	$6.88	$15.88	$1159.12	$1215.88
$1200.00	$1180.00	Aug 28	$9.00	$8.05	$17.05	$1162.95	$1217.05
$1202.50	$1177.50	Aug 28	$8.95	$8.68	$17.63	$1159.87	$1220.13
$1200.00	$1177.50	Aug 28	$9.00	$8.68	$17.68	$1159.82	$1217.68
$1205.00	$1185.00	Aug 28	$7.50	$10.30	$17.80	$1167.20	$1222.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 169 found (best R:R 16.24, avg credit $1.84)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1015/1020	1240/1245	Sep 11	$4.71	$0.29	65%	16.24	$1015.29	$1244.71
1015/1020	1245/1250	Sep 11	$4.06	$0.94	68%	4.32	$1015.94	$1249.06
1090/1095	1230/1235	Sep 11	$4.50	$0.50	55%	9.00	$1090.50	$1234.50
1090/1095	1240/1245	Sep 11	$4.20	$0.80	60%	5.25	$1090.80	$1244.20
1100/1105	1220/1225	Sep 4	$4.25	$0.75	56%	5.67	$1100.75	$1224.25
1100/1105	1230/1235	Sep 4	$3.80	$1.20	61%	3.17	$1101.20	$1233.80
1015/1020	1235/1240	Sep 11	$3.56	$1.44	64%	2.47	$1016.44	$1238.56
1090/1095	1245/1250	Sep 11	$3.55	$1.45	62%	2.45	$1091.45	$1248.55
1030/1035	1245/1250	Sep 25	$3.17	$1.83	57%	1.73	$1031.83	$1248.17
1075/1080	1230/1235	Sep 11	$3.10	$1.90	59%	1.63	$1076.90	$1233.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 231 found (best R:R 46.62, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Sep 18	$0.24	$19.76	4%	82.33
$1240.00	$1245.00	$1250.00	Sep 25	$0.05	$4.95	3%	99.00
$1255.00	$1260.00	$1265.00	Aug 28	$0.07	$4.93	2%	70.43
$1300.00	$1305.00	$1310.00	Aug 28	$0.06	$4.94	2%	82.33
$1260.00	$1265.00	$1270.00	Sep 11	$0.10	$4.90	3%	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1250.00	$1260.00	$1270.00	Sep 18	$0.21	$9.79	7%	46.62
$1165.00	$1170.00	$1175.00	Sep 11	$0.08	$4.92	5%	61.50
$1070.00	$1080.00	$1090.00	Sep 18	$0.15	$9.85	4%	65.67
$1020.00	$1030.00	$1040.00	Sep 18	$0.11	$9.89	3%	89.91
$1150.00	$1155.00	$1160.00	Sep 4	$0.15	$4.85	6%	32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 204 found (best net $-0.28, 186 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1400.00	$1420.00	1:2	Oct 2	-$0.28	$19.72
$1240.00	$1245.00	1:2	Aug 28	-$0.10	$4.90
$1380.00	$1400.00	1:2	Sep 18	-$0.56	$19.44
$1295.00	$1300.00	1:2	Aug 28	-$0.01	$4.99
$1275.00	$1280.00	1:2	Aug 28	-$0.05	$4.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1140.00	$1135.00	1:2	Aug 28	-$0.10	$4.90
$1095.00	$1090.00	1:2	Sep 11	-$0.26	$4.74
$990.00	$980.00	1:2	Sep 11	-$0.02	$9.98
$995.00	$985.00	1:2	Aug 28	-$0.01	$9.99
$980.00	$975.00	1:2	Aug 28	-$0.01	$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 157 found (best yield 3.53%, avg 1.01%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1200.00	Oct 2	$41.95	0.49	0.9%	3.53%	4.42%	8	13
$1195.00	Oct 2	$43.30	0.51	0.5%	3.64%	4.11%	3	3
$1220.00	Oct 2	$32.40	0.43	2.6%	2.72%	5.30%	3	--
$1210.00	Oct 2	$35.55	0.46	1.7%	2.99%	4.72%	5	5
$1240.00	Oct 2	$26.20	0.37	4.2%	2.20%	6.46%	3	21
$1190.00	Oct 2	$44.50	0.52	0.1%	3.74%	3.79%	30	5
$1215.00	Oct 2	$33.60	0.44	2.1%	2.82%	4.98%	4	18
$1225.00	Oct 2	$30.05	0.41	3.0%	2.53%	5.52%	2	8
$1205.00	Oct 2	$36.35	0.47	1.3%	3.06%	4.37%	1	--
$1250.00	Oct 2	$23.10	0.34	5.1%	1.94%	7.04%	8	26

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 21,351

Total Puts 30,421

Put/Call Ratio 1.42

Net Difference -9,070

Prior's Put/Call Breakdown

Total Calls 11,463

Total Puts 13,364

Put/Call Ratio 1.17

Net Difference -1,901

Prior 7-Day Put/Call Summary

Total Calls 179,256

Total Puts 154,597

Average Put/Call Ratio 0.98

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

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📈 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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