LLY - Options Database

LLY

ELI LILLY AND CO

$1160.00 +0.28%

$1159.20 (-0.07%)🌙

as of 09/01 06:43 PM

(8/31 18:42) ◀

Tuesday, September 1, 2026 (6:43pm)

▶

◀ 9/1 18:43

Option Volume

Detail

ℹ

Current (09/01) 32,966

Calls: 14,877 (45%)

Puts: 18,089 (55%)

Prior (08/31) 49,641

Calls: 28,737 (58%)

Puts: 20,904 (42%)

Current vs Prior -33.59%

Calls: -48.23% (Calls)

Puts: -13.47% (Puts)

Prior 7-Day Total 310,691

Calls: 155,543 (50%)

Puts: 155,148 (50%)

Prior 7-Day Average 44,384

Calls: 22,220 (50%)

Puts: 22,164 (50%)

Current vs Prior 7-Day Avg -25.73%

Calls: -33.05%

Puts: -18.39%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (09/01) $54.23M

Calls: $30.39M (56%)

Puts: $23.84M (44%)

Prior (08/31) $85.30M

Calls: $53.72M (63%)

Puts: $31.58M (37%)

Current vs Prior -36.42%

Calls: -43.42%

Puts: -24.50%

Prior 7-Day Total $641.39M

Calls: $367.44M (57%)

Puts: $273.95M (43%)

Prior 7-Day Average $91.63M

Calls: $52.49M (57%)

Puts: $39.14M (43%)

Current vs Prior 7-Day Avg -40.81%

Calls: -42.10%

Puts: -39.08%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/01) 1.22

Prior (08/31) 0.73

Current vs Prior +67.15%

Prior 7-Day Average 1.05

Current vs Prior 7-Day Avg +15.61%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (09/01) 178,891

Calls: 91,894 (51%)

Puts: 86,997 (49%)

Prior (08/31) 172,294

Calls: 88,717 (51%)

Puts: 83,577 (49%)

Current vs Prior +3.83%

Prior 7-Day Total 1,252,694

Calls: 657,888 (53%)

Puts: 594,806 (47%)

Prior 7-Day Average 178,956

Calls: 93,984 (53%)

Puts: 84,972 (47%)

Current vs Prior 7-Day Avg -0.04%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)

Current 2.56% | 4.13%5.30% | 9.16%

Prior 2.93% | 4.32%5.98% | 9.65%

Current vs Prior -12.57% | -4.43%-11.50% | -5.06%

Prior 7-Day Avg 2.55% | 4.39%4.94% | 9.27%

Current vs 7-Day Avg +0.52% | -5.79%+7.25% | -1.20%

Prior 7-Day Eod 2.93% | 4.32%5.98% | 9.65%

Current vs 7-Day Eod -12.57% | -4.43%-11.50% | -5.06%

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 20.82% | 27.52%

Calls: 20.54% | 23.37%

Puts: 21.10% | 31.67%

Current vs 7-Day Avg +4.57% | +11.93%

Liquidity Expensive

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🤖 AI Insights

Bearish P/C ratio of 1.22 indicates protective positioning. P/C ratio rising 67% - increased hedging/bearish positioning.

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 NEUTRAL

Prior BULLISH

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 67 of results (avg 7.6%, best 3.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$990.00	Oct 16	177.30	185.45	$181.38	4.5%	3	0.91	19
$940.00	Sep 18	217.40	227.45	$222.43	4.5%	2	0.99	49
$940.00	Sep 11	216.35	229.35	$222.85	5.8%	2	0.99	--
$1050.00	Oct 16	126.15	133.85	$130.00	5.9%	7	0.82	261
$1010.00	Oct 9	155.75	165.80	$160.78	6.3%	2	0.91	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1240.00	Oct 16	97.70	101.40	$99.55	3.7%	8	0.69	--
$1240.00	Sep 18	83.80	87.00	$85.40	3.7%	1	0.83	--
$1245.00	Sep 18	88.15	91.90	$90.03	4.2%	1	0.83	--
$1320.00	Oct 16	161.10	168.35	$164.73	4.4%	2	0.84	14
$1300.00	Oct 16	145.20	152.45	$148.82	4.9%	2	0.81	--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.32, cheapest $0.32)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Sep 4	0.30	0.35	$0.32	15.6%	514	0.02	403

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 217 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1030.00	Sep 4	125.65	136.85	$131.25	8.5%	2	0.99	1
$940.00	Sep 11	216.35	229.35	$222.85	5.8%	2	0.99	--
$940.00	Sep 18	217.40	227.45	$222.43	4.5%	2	0.99	49
$1060.00	Sep 4	92.95	109.30	$101.13	16.2%	2	0.99	3
$1050.00	Sep 4	103.45	118.95	$111.20	13.9%	2	0.98	1

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Sep 4	82.40	98.25	$90.33	17.5%	7	1.00	39
$1260.00	Sep 4	92.10	108.15	$100.13	16.0%	2	1.00	--
$1350.00	Sep 4	184.10	198.10	$191.10	7.3%	1	1.00	--
$1235.00	Sep 4	70.50	80.55	$75.53	13.3%	2	0.97	23
$1240.00	Sep 4	77.05	87.45	$82.25	12.6%	2	0.97	33

Most actively traded options today. High liquidity = easy entry/exit. 611 active (total vol 21.1K, top 633)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Sep 4	3.10	3.40	$3.25	9.2%	633	0.16	279
$1250.00	Sep 4	0.30	0.35	$0.32	15.6%	514	0.02	403
$1220.00	Sep 4	0.80	1.81	$1.31	77.1%	455	0.07	124
$1235.00	Sep 4	0.40	0.77	$0.59	62.7%	369	0.04	121
$1360.00	Sep 4	0.00	0.02	$0.01	200.0%	332	0.00	86

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1105.00	Sep 4	0.87	1.69	$1.28	64.1%	420	0.07	248
$960.00	Sep 4	0.04	0.11	$0.08	87.5%	290	0.00	103
$1040.00	Sep 18	1.45	2.92	$2.19	67.1%	249	0.06	636
$1130.00	Sep 18	16.40	19.65	$18.02	18.0%	239	0.33	356
$990.00	Sep 4	0.02	0.29	$0.16	168.7%	233	0.01	42

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 13.3%, max 22.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1125.00	Sep 4	Oct 2	37.3%	30.5%	22.1%	26	27
$1197.50	Sep 4	Sep 11	37.7%	31.6%	19.4%	73	48
$1145.00	Sep 4	Oct 2	35.6%	29.9%	19.3%	14	119
$1155.00	Sep 4	Sep 25	36.4%	30.7%	18.5%	39	136
$1192.50	Sep 4	Sep 11	37.3%	31.6%	18.0%	5	52

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1125.00	Sep 4	Oct 9	37.3%	30.9%	20.6%	27	75
$1155.00	Sep 4	Sep 25	36.4%	30.7%	18.5%	31	220
$1192.50	Sep 4	Sep 11	37.3%	31.6%	18.0%	11	65
$1135.00	Sep 4	Oct 9	35.4%	30.3%	16.9%	35	107
$1130.00	Sep 4	Oct 16	36.6%	31.4%	16.6%	160	219

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 345 found (best R:R 1.17, avg 10.20)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1080.00	$1090.00	Sep 18	$4.61	$5.39	$4.61	87%	1.17	$1084.61
$1080.00	$1100.00	Oct 16	$11.67	$8.33	$11.67	76%	0.71	$1091.67
$1190.00	$1200.00	Oct 16	$1.88	$8.12	$1.88	43%	4.32	$1191.88
$1145.00	$1165.00	Oct 2	$8.63	$11.37	$8.63	58%	1.32	$1153.63
$1095.00	$1100.00	Sep 11	$2.35	$2.65	$2.35	86%	1.13	$1097.35

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1160.00	$1150.00	Sep 18	$2.30	$7.70	$2.30	48%	3.35	$1157.70
$1210.00	$1200.00	Sep 18	$5.05	$4.95	$5.05	72%	0.98	$1204.95
$1245.00	$1240.00	Sep 11	$2.60	$2.40	$2.60	90%	0.92	$1242.40
$1145.00	$1140.00	Oct 2	$0.22	$4.78	$0.22	42%	21.73	$1144.78
$1245.00	$1240.00	Sep 4	$3.00	$2.00	$3.00	96%	0.67	$1242.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 278 found (best R:R 0.35, avg 0.44)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1325.00	$1340.00	Sep 25	$3.87	$3.87	$11.13	88%	0.35	$1328.87
$1180.00	$1190.00	Oct 16	$7.22	$7.22	$2.78	53%	2.60	$1187.22
$1230.00	$1235.00	Sep 25	$3.88	$3.88	$1.12	73%	3.46	$1233.88
$1170.00	$1175.00	Oct 2	$4.30	$4.30	$0.70	51%	6.14	$1174.30
$1185.00	$1190.00	Sep 25	$3.52	$3.52	$1.48	58%	2.38	$1188.52

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1070.00	$1055.00	Sep 25	$4.21	$4.21	$10.79	85%	0.39	$1065.79
$1110.00	$1105.00	Sep 25	$3.65	$3.65	$1.35	73%	2.70	$1106.35
$1085.00	$1060.00	Oct 2	$6.13	$6.13	$18.87	77%	0.32	$1078.87
$1020.00	$970.00	Oct 2	$4.23	$4.23	$45.77	89%	0.09	$1015.77
$1130.00	$1125.00	Sep 25	$3.20	$3.20	$1.80	64%	1.78	$1126.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $9.19, cheapest $8.45)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1155.00	Sep 4	Sep 11	$9.95	36.4%	30.4%
$1160.00	Sep 4	Sep 11	$9.05	35.5%	30.6%
$1165.00	Sep 4	Sep 11	$8.20	34.9%	30.3%
$1145.00	Sep 4	Sep 11	$8.93	35.6%	31.3%
$1150.00	Sep 4	Sep 11	$9.52	35.4%	32.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1155.00	Sep 4	Sep 11	$8.45	36.4%	30.4%
$1160.00	Sep 4	Sep 11	$9.13	35.5%	30.6%
$1165.00	Sep 4	Sep 11	$9.93	34.9%	30.3%
$1145.00	Sep 4	Sep 11	$8.88	35.6%	31.3%
$1150.00	Sep 4	Sep 11	$9.79	35.4%	32.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 167 found (cheapest 2.49% of stock, avg 6.84%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1165.00	Sep 4	$12.63	$16.30	$28.93	$1136.07	$1193.93	2.49%
$1155.00	Sep 4	$17.48	$12.20	$29.68	$1125.32	$1184.68	2.56%
$1160.00	Sep 4	$15.60	$14.15	$29.75	$1130.25	$1189.75	2.56%
$1167.50	Sep 4	$11.40	$18.60	$30.00	$1137.50	$1197.50	2.59%
$1172.50	Sep 4	$9.98	$20.15	$30.13	$1142.37	$1202.63	2.60%
$1170.00	Sep 4	$10.68	$19.55	$30.23	$1139.77	$1200.23	2.61%
$1150.00	Sep 4	$21.15	$9.73	$30.88	$1119.12	$1180.88	2.66%
$1145.00	Sep 4	$23.35	$8.00	$31.35	$1113.65	$1176.35	2.70%
$1175.00	Sep 4	$8.95	$22.55	$31.50	$1143.50	$1206.50	2.72%
$1177.50	Sep 4	$8.50	$24.30	$32.80	$1144.70	$1210.30	2.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.34% of stock, avg 4.80%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1175.00	$1140.00	Sep 4	$8.95	$6.63	$15.58	$1124.42	$1190.58
$1175.00	$1145.00	Sep 4	$8.95	$8.00	$16.95	$1128.05	$1191.95
$1172.50	$1140.00	Sep 4	$9.98	$6.63	$16.61	$1123.39	$1189.11
$1175.00	$1150.00	Sep 4	$8.95	$9.73	$18.68	$1131.32	$1193.68
$1172.50	$1145.00	Sep 4	$9.98	$8.00	$17.98	$1127.02	$1190.48
$1170.00	$1140.00	Sep 4	$10.68	$6.63	$17.31	$1122.69	$1187.31
$1172.50	$1150.00	Sep 4	$9.98	$9.73	$19.71	$1130.29	$1192.21
$1170.00	$1145.00	Sep 4	$10.68	$8.00	$18.68	$1126.32	$1188.68
$1170.00	$1150.00	Sep 4	$10.68	$9.73	$20.41	$1129.59	$1190.41
$1167.50	$1140.00	Sep 4	$11.40	$6.63	$18.03	$1121.97	$1185.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 298 found (best R:R 5.94, avg credit $2.88)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1105/1110	1215/1220	Sep 25	$4.28	$0.72	42%	5.94	$1105.72	$1219.28
1070/1080	1230/1240	Oct 9	$6.87	$3.13	45%	2.19	$1073.13	$1236.87
1045/1050	1205/1210	Sep 25	$3.65	$1.35	54%	2.70	$1046.35	$1208.65
1045/1050	1210/1215	Sep 25	$3.52	$1.48	56%	2.38	$1046.48	$1213.52
1070/1075	1205/1210	Sep 25	$3.82	$1.18	48%	3.24	$1071.18	$1208.82
1070/1075	1210/1215	Sep 25	$3.69	$1.31	50%	2.82	$1071.31	$1213.69
1030/1035	1215/1220	Oct 2	$3.40	$1.60	54%	2.12	$1031.60	$1218.40
930/935	1230/1240	Oct 9	$4.76	$5.24	63%	0.91	$930.24	$1234.76
935/940	1230/1240	Oct 9	$4.56	$5.44	63%	0.84	$935.44	$1234.56
940/945	1198/1200	Sep 11	$2.30	$2.70	70%	0.85	$942.70	$1199.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 217 found (best R:R 33.48, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1120.00	$1130.00	$1140.00	Sep 25	$0.09	$9.91	8%	110.11
$1130.00	$1140.00	$1150.00	Sep 25	$0.11	$9.89	8%	89.91
$1140.00	$1150.00	$1160.00	Oct 16	$0.15	$9.85	6%	65.67
$1320.00	$1340.00	$1360.00	Oct 16	$0.51	$19.49	6%	38.22
$1280.00	$1300.00	$1320.00	Oct 16	$0.61	$19.39	6%	31.79

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1180.00	$1200.00	$1220.00	Oct 16	$0.58	$19.42	11%	33.48
$1120.00	$1130.00	$1140.00	Sep 18	$0.14	$9.86	9%	70.43
$1080.00	$1090.00	$1100.00	Oct 16	$0.15	$9.85	6%	65.67
$1150.00	$1160.00	$1170.00	Oct 16	$0.18	$9.82	6%	54.56
$1040.00	$1050.00	$1060.00	Oct 16	$0.10	$9.90	4%	99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 209 found (best net $-9.16, 194 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1065.00	$1130.00	1:2	Oct 9	-$20.21	$44.79
$1340.00	$1380.00	1:2	Sep 25	-$1.00	$39.00
$1320.00	$1340.00	1:2	Sep 18	$0.00	$20.00
$1360.00	$1380.00	1:2	Oct 2	-$0.79	$19.21
$1320.00	$1340.00	1:2	Sep 11	-$0.26	$19.74

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1350.00	$1260.00	1:2	Sep 4	-$9.16	$80.84
$1205.00	$1150.00	1:2	Oct 9	-$8.54	$46.46
$1000.00	$975.00	1:2	Oct 9	$0.00	$25.00
$1085.00	$1060.00	1:2	Oct 2	-$3.02	$21.98
$1050.00	$1030.00	1:2	Sep 11	-$0.33	$19.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 167 found (best yield 4.16%, avg 0.97%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1170.00	Oct 16	$48.30	0.50	0.9%	4.16%	5.03%	12	145
$1180.00	Oct 16	$43.70	0.47	1.7%	3.77%	5.49%	26	201
$1160.00	Oct 16	$53.00	0.52	0.0%	4.57%	4.57%	61	241
$1200.00	Oct 16	$36.25	0.41	3.5%	3.12%	6.57%	211	674
$1190.00	Oct 16	$35.10	0.43	2.6%	3.03%	5.61%	13	432
$1220.00	Oct 16	$27.05	0.35	5.2%	2.33%	7.50%	25	342
$1200.00	Oct 9	$31.00	0.40	3.5%	2.67%	6.12%	1	--
$1205.00	Oct 9	$28.85	0.39	3.9%	2.49%	6.37%	1	--
$1185.00	Oct 9	$34.25	0.45	2.2%	2.95%	5.11%	3	1
$1215.00	Oct 9	$25.45	0.36	4.7%	2.19%	6.94%	2	6

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 14,877

Total Puts 18,089

Put/Call Ratio 1.22

Net Difference -3,212

Prior's Put/Call Breakdown

Total Calls 28,737

Total Puts 20,904

Put/Call Ratio 0.73

Net Difference 7,833

Prior 7-Day Put/Call Summary

Total Calls 155,543

Total Puts 155,148

Average Put/Call Ratio 1.05

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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