LLY - Options Database

LLY

ELI LILLY AND CO

$1176.10 -1.12%

$1175.77 (-0.03%)🌙

as of 08/27 06:42 PM

(8/26 18:44) ◀

Thursday, August 27, 2026 (6:42pm)

▶ (8/28 18:42)

◀ 8/27 18:42 ▶

Option Volume

Detail

ℹ

Current (08/27) 45,701

Calls: 17,741 (39%)

Puts: 27,960 (61%)

Prior (08/26) 51,772

Calls: 21,351 (41%)

Puts: 30,421 (59%)

Current vs Prior -11.73%

Calls: -16.91% (Calls)

Puts: -8.09% (Puts)

Prior 7-Day Total 316,713

Calls: 173,167 (55%)

Puts: 143,546 (45%)

Prior 7-Day Average 45,244

Calls: 24,738 (55%)

Puts: 20,506 (45%)

Current vs Prior 7-Day Avg +1.01%

Calls: -28.28%

Puts: +36.35%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (08/27) $98.16M

Calls: $34.43M (35%)

Puts: $63.73M (65%)

Prior (08/26) $105.50M

Calls: $58.35M (55%)

Puts: $47.15M (45%)

Current vs Prior -6.95%

Calls: -40.99%

Puts: +35.16%

Prior 7-Day Total $773.50M

Calls: $548.04M (71%)

Puts: $225.47M (29%)

Prior 7-Day Average $110.50M

Calls: $78.29M (71%)

Puts: $32.21M (29%)

Current vs Prior 7-Day Avg -11.17%

Calls: -56.02%

Puts: +97.86%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (08/27) 1.58

Prior (08/26) 1.42

Current vs Prior +10.61%

Prior 7-Day Average 0.97

Current vs Prior 7-Day Avg +62.35%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (08/27) 172,086

Calls: 88,167 (51%)

Puts: 83,919 (49%)

Prior (08/26) 190,849

Calls: 95,883 (50%)

Puts: 94,966 (50%)

Current vs Prior -9.83%

Prior 7-Day Total 1,324,731

Calls: 702,857 (53%)

Puts: 621,874 (47%)

Prior 7-Day Average 189,247

Calls: 100,408 (53%)

Puts: 88,839 (47%)

Current vs Prior 7-Day Avg -9.07%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 1.62% | 3.80%6.62% | 10.10%

Prior 2.42% | 4.38%6.82% | 9.99%

Current vs Prior -32.94% | -13.15%-2.86% | +1.05%

Prior 7-Day Avg 2.69% | 4.42%3.50% | 8.37%

Current vs 7-Day Avg -39.73% | -14.03%+89.26% | +20.60%

Prior 7-Day Eod 2.42% | 4.38%6.82% | 9.99%

Current vs 7-Day Eod -32.94% | -13.15%-2.86% | +1.05%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Prior 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 22.05% | 23.73%

Calls: 19.51% | 25.12%

Puts: 24.58% | 22.35%

Current vs 7-Day Avg -1.26% | +29.79%

Liquidity Expensive

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Moderately bearish flow with 65% put dollar volume ($63.73M). Extreme bearish P/C ratio of 1.58 - heavy put buying.

Smart Money BEARISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

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 45 of results (avg 7.9%, best 3.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$950.00	Sep 18	223.65	234.45	$229.05	4.7%	1	1.00	179
$990.00	Sep 18	184.40	193.80	$189.10	5.0%	1	1.00	124
$1000.00	Sep 18	174.65	184.10	$179.38	5.3%	3	0.94	388
$1000.00	Oct 2	178.60	189.00	$183.80	5.7%	2	0.93	--
$1040.00	Sep 18	136.30	144.65	$140.48	5.9%	8	0.92	549

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1240.00	Sep 18	74.55	77.25	$75.90	3.6%	11	0.74	111
$1245.00	Sep 18	78.15	81.20	$79.68	3.8%	2	0.77	--
$1360.00	Sep 11	179.85	190.20	$185.02	5.6%	16	1.00	--
$1335.00	Oct 2	158.00	167.90	$162.95	6.1%	4	0.87	--
$1310.00	Oct 2	135.55	145.50	$140.53	7.1%	3	0.83	4

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. 199 found (avg delta 0.75, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1060.00	Aug 28	110.70	120.60	$115.65	8.6%	2	1.00	--
$1110.00	Aug 28	60.85	71.00	$65.93	15.4%	2	1.00	--
$1120.00	Aug 28	50.90	61.10	$56.00	18.2%	34	1.00	73
$1130.00	Aug 28	41.05	51.35	$46.20	22.3%	5	1.00	10
$950.00	Sep 18	223.65	234.45	$229.05	4.7%	1	1.00	179

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1360.00	Sep 11	179.85	190.20	$185.02	5.6%	16	1.00	--
$1300.00	Aug 28	120.10	129.70	$124.90	7.7%	4	1.00	1
$1280.00	Aug 28	99.65	109.70	$104.68	9.6%	19	0.99	12
$1265.00	Aug 28	85.60	94.60	$90.10	10.0%	70	0.99	45
$1260.00	Aug 28	80.30	89.70	$85.00	11.1%	54	0.99	32

Most actively traded options today. High liquidity = easy entry/exit. 615 active (total vol 25.9K, top 770)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1340.00	Aug 28	0.00	0.02	$0.01	200.0%	770	0.00	900
$1200.00	Aug 28	1.15	2.00	$1.58	53.8%	657	0.14	532
$1192.50	Aug 28	2.19	3.90	$3.05	56.1%	581	0.23	96
$1200.00	Sep 18	25.35	27.65	$26.50	8.7%	580	0.41	1.2K
$1320.00	Sep 18	2.32	3.95	$3.14	51.9%	468	0.08	3.8K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1150.00	Aug 28	1.00	2.00	$1.50	66.7%	522	0.13	927
$1150.00	Sep 18	21.35	24.50	$22.93	13.7%	391	0.37	298
$1050.00	Aug 28	0.01	0.13	$0.07	171.4%	313	0.00	277
$1035.00	Aug 28	0.00	0.17	$0.09	188.9%	308	0.01	232
$1130.00	Sep 25	20.45	27.40	$23.92	29.1%	298	0.32	66

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 15.7%, max 22.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1160.00	Aug 28	Sep 18	36.9%	30.2%	22.2%	209	453
$1192.50	Aug 28	Sep 11	38.2%	31.6%	20.9%	582	96
$1165.00	Aug 28	Sep 4	36.3%	30.2%	20.4%	2	14
$1177.50	Aug 28	Sep 4	36.5%	30.6%	19.0%	57	30
$1195.00	Aug 28	Sep 25	37.5%	32.6%	15.2%	57	29

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1175.00	Aug 28	Oct 2	37.6%	30.8%	21.9%	118	414
$1192.50	Aug 28	Sep 11	38.2%	31.6%	20.9%	16	55
$1172.50	Aug 28	Sep 4	39.3%	32.8%	19.7%	42	58
$1177.50	Aug 28	Sep 4	36.5%	30.6%	19.0%	134	57
$1167.50	Aug 28	Sep 4	37.5%	31.7%	18.5%	16	55

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 322 found (best R:R 2.42, avg 8.65)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1175.00	$1190.00	Oct 9	$4.38	$10.62	$4.38	52%	2.42	$1179.38
$1230.00	$1260.00	Oct 9	$7.13	$22.87	$7.13	37%	3.21	$1237.13
$1285.00	$1300.00	Sep 25	$0.37	$14.63	$0.37	17%	39.54	$1285.37
$1115.00	$1155.00	Oct 2	$25.35	$14.65	$25.35	73%	0.58	$1140.35
$1225.00	$1230.00	Sep 25	$0.13	$4.87	$0.13	34%	37.46	$1225.13

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1145.00	$1140.00	Oct 9	$0.25	$4.75	$0.25	39%	19.00	$1144.75
$1170.00	$1165.00	Sep 25	$0.75	$4.25	$0.75	46%	5.67	$1169.25
$1140.00	$1130.00	Sep 18	$1.57	$8.43	$1.57	32%	5.37	$1138.43
$1145.00	$1140.00	Sep 11	$0.14	$4.86	$0.14	31%	34.71	$1144.86
$1170.00	$1155.00	Oct 9	$5.23	$9.77	$5.23	47%	1.87	$1164.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 277 found (best R:R 5.58, avg 0.56)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1390.00	$1400.00	Aug 28	$8.48	$8.48	$1.52	88%	5.58	$1398.48
$1215.00	$1220.00	Sep 4	$4.35	$4.35	$0.65	72%	6.69	$1219.35
$1275.00	$1280.00	Oct 2	$3.60	$3.60	$1.40	76%	2.57	$1278.60
$1390.00	$1395.00	Sep 4	$2.45	$2.45	$2.55	95%	0.96	$1392.45
$1385.00	$1390.00	Sep 4	$2.53	$2.53	$2.47	92%	1.02	$1387.53

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1140.00	$1125.00	Oct 9	$9.05	$9.05	$5.95	62%	1.52	$1130.95
$955.00	$950.00	Aug 28	$3.74	$3.74	$1.26	94%	2.97	$951.26
$970.00	$950.00	Oct 2	$4.06	$4.06	$15.94	92%	0.25	$965.94
$1140.00	$1135.00	Sep 25	$4.32	$4.32	$0.68	65%	6.35	$1135.68
$1125.00	$1120.00	Oct 2	$3.75	$3.75	$1.25	69%	3.00	$1121.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $10.85, cheapest $12.70)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1175.00	Aug 28	Sep 4	$12.91	37.6%	30.8%
$1170.00	Aug 28	Sep 4	$13.32	35.8%	29.3%
$1165.00	Aug 28	Sep 4	$12.30	36.3%	30.2%
$1177.50	Aug 28	Sep 4	$12.27	36.5%	30.6%
$1197.50	Sep 4	Sep 11	$5.56	35.3%	30.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1175.00	Aug 28	Sep 4	$12.70	37.6%	30.8%
$1170.00	Aug 28	Sep 4	$11.90	35.8%	29.3%
$1172.50	Aug 28	Sep 4	$13.63	39.3%	32.8%
$1165.00	Aug 28	Sep 4	$11.88	36.3%	30.2%
$1167.50	Aug 28	Sep 4	$12.91	37.5%	31.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 169 found (cheapest 1.49% of stock, avg 6.04%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1177.50	Aug 28	$7.75	$9.73	$17.48	$1160.02	$1194.98	1.49%
$1172.50	Aug 28	$9.93	$7.70	$17.63	$1154.87	$1190.13	1.50%
$1180.00	Aug 28	$6.50	$11.10	$17.60	$1162.40	$1197.60	1.50%
$1175.00	Aug 28	$9.32	$8.48	$17.80	$1157.20	$1192.80	1.51%
$1170.00	Aug 28	$12.33	$5.85	$18.18	$1151.82	$1188.18	1.55%
$1165.00	Aug 28	$14.80	$4.20	$19.00	$1146.00	$1184.00	1.62%
$1185.00	Aug 28	$4.25	$15.18	$19.43	$1165.57	$1204.43	1.65%
$1160.00	Aug 28	$18.83	$2.94	$21.77	$1138.23	$1181.77	1.85%
$1190.00	Aug 28	$3.05	$18.93	$21.98	$1168.02	$1211.98	1.87%
$1192.50	Aug 28	$3.05	$20.33	$23.38	$1169.12	$1215.88	1.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.62% of stock, avg 4.58%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1190.00	$1165.00	Aug 28	$3.05	$4.20	$7.25	$1157.75	$1197.25
$1192.50	$1165.00	Aug 28	$3.05	$4.20	$7.25	$1157.75	$1199.75
$1185.00	$1165.00	Aug 28	$4.25	$4.20	$8.45	$1156.55	$1193.45
$1190.00	$1167.50	Aug 28	$3.05	$5.29	$8.34	$1159.16	$1198.34
$1192.50	$1167.50	Aug 28	$3.05	$5.29	$8.34	$1159.16	$1200.84
$1185.00	$1167.50	Aug 28	$4.25	$5.29	$9.54	$1157.96	$1194.54
$1190.00	$1170.00	Aug 28	$3.05	$5.85	$8.90	$1161.10	$1198.90
$1192.50	$1170.00	Aug 28	$3.05	$5.85	$8.90	$1161.10	$1201.40
$1185.00	$1170.00	Aug 28	$4.25	$5.85	$10.10	$1159.90	$1195.10
$1180.00	$1165.00	Aug 28	$6.50	$4.20	$10.70	$1154.30	$1190.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 240 found (best R:R 3.67, avg credit $2.05)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
950/955	1222/1225	Aug 28	$3.93	$1.07	90%	3.67	$951.07	$1226.43
950/955	1218/1220	Aug 28	$3.87	$1.13	89%	3.42	$951.13	$1221.37
950/955	1200/1202	Aug 28	$4.30	$0.70	80%	6.14	$950.70	$1204.30
950/955	1195/1200	Aug 28	$4.56	$0.44	74%	10.36	$950.44	$1199.56
950/955	1212/1215	Aug 28	$3.89	$1.11	88%	3.50	$951.11	$1216.39
1035/1040	1215/1220	Sep 4	$4.79	$0.21	69%	22.81	$1035.21	$1219.79
950/955	1205/1208	Aug 28	$3.92	$1.08	84%	3.63	$951.08	$1208.92
1025/1030	1215/1220	Sep 4	$4.53	$0.47	70%	9.64	$1025.47	$1219.53
1045/1050	1215/1220	Sep 4	$4.50	$0.50	70%	9.00	$1045.50	$1219.50
950/955	1192/1195	Aug 28	$4.39	$0.61	71%	7.20	$950.61	$1196.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 209 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1120.00	$1130.00	$1140.00	Sep 18	$0.10	$9.90	8%	99.00
$1385.00	$1390.00	$1395.00	Sep 4	$0.08	$4.92	8%	61.50
$1140.00	$1145.00	$1150.00	Sep 4	$0.08	$4.92	7%	61.50
$1300.00	$1310.00	$1320.00	Oct 2	$0.06	$9.94	3%	165.67
$1110.00	$1120.00	$1130.00	Sep 18	$0.43	$9.57	9%	22.26

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1160.00	$1170.00	$1180.00	Sep 18	$0.10	$9.90	9%	99.00
$1100.00	$1110.00	$1120.00	Sep 25	$0.18	$9.82	7%	54.56
$1140.00	$1150.00	$1160.00	Sep 18	$0.34	$9.66	9%	28.41
$1155.00	$1160.00	$1165.00	Aug 28	$0.26	$4.74	14%	18.23
$1150.00	$1160.00	$1170.00	Sep 18	$0.38	$9.62	9%	25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 218 found (best net $-25.70, 190 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1000.00	$1090.00	1:2	Oct 2	-$25.70	$64.30
$1060.00	$1110.00	1:2	Aug 28	-$16.21	$33.79
$1320.00	$1340.00	1:2	Sep 18	-$0.86	$19.14
$1340.00	$1360.00	1:2	Sep 18	-$0.52	$19.48
$1380.00	$1400.00	1:2	Sep 18	-$0.39	$19.61

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1090.00	$1070.00	1:2	Sep 11	-$0.42	$19.58
$980.00	$950.00	1:2	Sep 18	-$0.11	$29.89
$1015.00	$990.00	1:2	Oct 2	-$1.19	$23.81
$1020.00	$1000.00	1:2	Sep 11	-$0.21	$19.79
$1000.00	$970.00	1:2	Sep 25	-$1.15	$28.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 154 found (best yield 3.70%, avg 0.96%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1190.00	Oct 9	$43.50	0.48	1.2%	3.70%	4.88%	1	--
$1200.00	Oct 9	$39.55	0.45	2.0%	3.36%	5.39%	2	--
$1230.00	Oct 9	$26.45	0.37	4.6%	2.25%	6.83%	12	--
$1260.00	Oct 9	$20.70	0.30	7.1%	1.76%	8.89%	6	--
$1200.00	Oct 2	$34.15	0.45	2.0%	2.90%	4.94%	31	17
$1180.00	Oct 2	$42.60	0.51	0.3%	3.62%	3.95%	10	6
$1185.00	Oct 2	$40.20	0.49	0.8%	3.42%	4.17%	3	6
$1190.00	Oct 2	$37.85	0.48	1.2%	3.22%	4.40%	10	19
$1205.00	Oct 2	$32.10	0.43	2.5%	2.73%	5.19%	4	45
$1215.00	Oct 2	$28.25	0.40	3.3%	2.40%	5.71%	46	19

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 17,741

Total Puts 27,960

Put/Call Ratio 1.58

Net Difference -10,219

Prior's Put/Call Breakdown

Total Calls 21,351

Total Puts 30,421

Put/Call Ratio 1.42

Net Difference -9,070

Prior 7-Day Put/Call Summary

Total Calls 173,167

Total Puts 143,546

Average Put/Call Ratio 0.97

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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