LLY - Options Database

LLY

ELI LILLY AND CO

$1183.07 +0.10%

(9/24 18:46) ◀

Friday, September 25, 2026 (3:15pm)

▶ (9/25 18:38)

◀ 9/25 15:15 ▶

Option Volume

Detail

ℹ

Current (09/25) 35,167

Calls: 20,540 (58%)

Puts: 14,627 (42%)

Prior (09/24) 38,113

Calls: 23,504 (62%)

Puts: 14,609 (38%)

Current vs Prior -7.73%

Calls: -12.61% (Calls)

Puts: +0.12% (Puts)

Prior 7-Day Total 211,835

Calls: 115,936 (55%)

Puts: 95,899 (45%)

Prior 7-Day Average 30,262

Calls: 16,562 (55%)

Puts: 13,699 (45%)

Current vs Prior 7-Day Avg +16.21%

Calls: +24.02%

Puts: +6.77%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/25) $48.28M

Calls: $34.47M (71%)

Puts: $13.81M (29%)

Prior (09/24) $62.67M

Calls: $44.36M (71%)

Puts: $18.31M (29%)

Current vs Prior -22.96%

Calls: -22.30%

Puts: -24.56%

Prior 7-Day Total $382.43M

Calls: $233.88M (61%)

Puts: $148.55M (39%)

Prior 7-Day Average $54.63M

Calls: $33.41M (61%)

Puts: $21.22M (39%)

Current vs Prior 7-Day Avg -11.62%

Calls: +3.17%

Puts: -34.92%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/25) 0.71

Prior (09/24) 0.62

Current vs Prior +14.57%

Prior 7-Day Average 0.91

Current vs Prior 7-Day Avg -22.00%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/25) 335,207

Calls: 154,906 (46%)

Puts: 180,301 (54%)

Prior (09/24) 170,132

Calls: 88,650 (52%)

Puts: 81,482 (48%)

Current vs Prior +97.03%

Prior 7-Day Total 1,191,470

Calls: 619,200 (52%)

Puts: 572,270 (48%)

Prior 7-Day Average 170,210

Calls: 88,457 (52%)

Puts: 81,752 (48%)

Current vs Prior 7-Day Avg +96.94%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)

Current 0.66% | 3.76%6.46% | 12.25%

Prior 1.68% | 3.98%6.37% | 12.42%

Current vs Prior -60.81% | -5.58%+1.36% | -1.32%

Prior 7-Day Avg 2.79% | 4.53%3.95% | 9.32%

Current vs 7-Day Avg -76.36% | -16.93%+63.60% | +31.54%

Prior 7-Day Eod 1.68% | 3.98%6.37% | 12.42%

Current vs 7-Day Eod -60.81% | -5.58%+1.36% | -1.32%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 63.44% | 13.12%

Calls: 59.26% | 13.97%

Puts: 67.61% | 12.28%

Prior 43.30% | 22.54%

Calls: 45.37% | 13.15%

Puts: 41.24% | 31.93%

Current vs Prior +46.51% | -41.79%

Prior 7-Day Avg 24.85% | 29.62%

Calls: 23.92% | 17.34%

Puts: 25.78% | 41.90%

Current vs 7-Day Avg +155.34% | -55.71%

Liquidity Expensive

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Moderately bullish flow with 71% call dollar volume ($34.47M). Rising open interest (up 97%) indicates new positions being established.

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current NEUTRAL

Prior BULLISH

7-Day Avg BULLISH

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🔥 High Volume

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📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

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⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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Best Value <$1

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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 83 of results (avg 8.1%, best 5.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$950.00	Oct 16	229.70	241.90	$235.80	5.2%	2	1.00	29
$1000.00	Oct 16	181.70	191.95	$186.83	5.5%	2	1.00	109
$960.00	Oct 16	219.75	232.20	$225.98	5.5%	2	1.00	41
$975.00	Oct 2	204.90	216.75	$210.83	5.6%	--	1.00	43
$970.00	Oct 16	209.90	222.15	$216.03	5.7%	2	1.00	26

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1380.00	Oct 23	190.70	202.20	$196.45	5.9%	2	0.92	--
$1340.00	Oct 16	152.50	162.65	$157.57	6.4%	--	0.94	36
$1345.00	Sep 25	156.25	166.65	$161.45	6.4%	6	1.00	--
$1320.00	Sep 25	131.75	140.60	$136.18	6.5%	12	1.00	--
$1140.00	Oct 23	20.90	22.40	$21.65	6.9%	78	0.32	47

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.52, cheapest $0.52)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Oct 2	0.49	0.54	$0.52	9.6%	378	0.03	656

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 219 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Sep 25	177.05	188.90	$182.98	6.5%	--	1.00	14
$1020.00	Sep 25	157.05	169.30	$163.18	7.5%	1	1.00	6
$1050.00	Sep 25	128.10	137.95	$133.02	7.4%	2	1.00	20
$1055.00	Sep 25	122.05	134.30	$128.18	9.6%	--	1.00	17
$1070.00	Sep 25	107.05	118.75	$112.90	10.4%	9	1.00	4

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Sep 25	61.50	70.50	$66.00	13.6%	1	1.00	1
$1270.00	Sep 25	82.20	90.40	$86.30	9.5%	1	1.00	--
$1275.00	Sep 25	86.50	95.25	$90.88	9.6%	1	1.00	--
$1320.00	Sep 25	131.75	140.60	$136.18	6.5%	12	1.00	--
$1340.00	Sep 25	150.20	162.20	$156.20	7.7%	6	1.00	--

Most actively traded options today. High liquidity = easy entry/exit. 536 active (total vol 22.1K, top 1.2K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Sep 25	0.01	0.10	$0.06	150.0%	1.2K	0.02	1.2K
$1180.00	Sep 25	3.10	5.50	$4.30	55.8%	1.0K	0.74	259
$1190.00	Sep 25	0.29	0.55	$0.42	61.9%	750	0.13	256
$1185.00	Sep 25	0.60	1.50	$1.05	85.7%	686	0.32	233
$1170.00	Sep 25	10.50	16.60	$13.55	45.0%	542	1.00	179

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1145.00	Sep 25	0.00	0.13	$0.07	185.7%	598	0.01	296
$1180.00	Sep 25	0.70	1.10	$0.90	44.4%	432	0.30	105
$1175.00	Sep 25	0.04	0.37	$0.21	157.1%	406	0.08	87
$1160.00	Sep 25	0.01	0.18	$0.10	170.0%	249	0.02	299
$1155.00	Sep 25	0.00	0.05	$0.03	166.7%	230	0.01	315

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 6.6%, max 18.1%)

CALLS (2)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1185.00	Sep 25	Oct 30	40.9%	38.9%	5.0%	690	263
$1105.00	Oct 16	Oct 23	31.9%	31.1%	2.6%	3	17

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1147.50	Oct 2	Oct 9	32.2%	27.2%	18.1%	4	70
$1260.00	Oct 16	Oct 23	33.0%	30.2%	9.2%	20	94
$1185.00	Sep 25	Nov 6	40.9%	37.5%	9.1%	69	69
$1137.50	Oct 2	Oct 9	33.1%	31.6%	4.9%	31	20
$1152.50	Oct 2	Oct 9	32.7%	31.3%	4.5%	2	73

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 346 found (best R:R 2.98, avg 7.01)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1080.00	$1085.00	Sep 25	$2.68	$2.32	$2.68	100%	0.87	$1082.68
$1095.00	$1100.00	Oct 2	$2.80	$2.20	$2.80	94%	0.79	$1097.80
$1135.00	$1140.00	Oct 9	$1.93	$3.07	$1.93	76%	1.59	$1136.93
$1145.00	$1150.00	Oct 23	$1.48	$3.52	$1.48	66%	2.38	$1146.48
$1340.00	$1360.00	Oct 30	$1.30	$18.70	$1.30	17%	14.38	$1341.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1160.00	$1140.00	Nov 6	$5.02	$14.98	$5.02	42%	2.98	$1154.98
$1195.00	$1190.00	Sep 25	$2.10	$2.90	$2.10	96%	1.38	$1192.90
$1275.00	$1270.00	Oct 2	$2.77	$2.23	$2.77	95%	0.81	$1272.23
$1170.00	$1165.00	Oct 16	$0.15	$4.85	$0.15	43%	32.33	$1169.85
$1180.00	$1175.00	Oct 23	$0.65	$4.35	$0.65	47%	6.69	$1179.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 290 found (best R:R 0.29, avg 0.62)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1360.00	$1380.00	Oct 9	$4.51	$4.51	$15.49	91%	0.29	$1364.51
$1345.00	$1360.00	Oct 2	$3.35	$3.35	$11.65	92%	0.29	$1348.35
$1325.00	$1330.00	Oct 23	$3.33	$3.33	$1.67	87%	1.99	$1328.33
$1285.00	$1290.00	Oct 23	$3.52	$3.52	$1.48	83%	2.38	$1288.52
$1325.00	$1335.00	Oct 9	$3.27	$3.27	$6.73	89%	0.49	$1328.27

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1005.00	$1000.00	Oct 2	$4.19	$4.19	$0.81	93%	5.17	$1000.81
$985.00	$980.00	Oct 2	$3.85	$3.85	$1.15	94%	3.35	$981.15
$960.00	$950.00	Oct 9	$3.75	$3.75	$6.25	94%	0.60	$956.25
$1075.00	$1070.00	Oct 23	$3.64	$3.64	$1.36	86%	2.68	$1071.36
$955.00	$950.00	Oct 2	$3.10	$3.10	$1.90	94%	1.63	$951.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $11.42, cheapest $18.07)

CALLS (2)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1185.00	Sep 25	Oct 2	$18.90	40.9%	32.3%
$1157.50	Oct 2	Oct 9	$6.95	33.9%	31.6%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1185.00	Sep 25	Oct 2	$18.07	40.9%	32.3%
$1157.50	Oct 2	Oct 9	$5.98	33.9%	31.6%
$1162.50	Oct 2	Oct 9	$7.18	32.7%	31.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 175 found (cheapest 0.39% of stock, avg 6.43%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1185.00	Sep 25	$1.05	$3.51	$4.56	$1180.44	$1189.56	0.39%
$1180.00	Sep 25	$4.30	$0.90	$5.20	$1174.80	$1185.20	0.44%
$1190.00	Sep 25	$0.42	$9.05	$9.47	$1180.53	$1199.47	0.80%
$1175.00	Sep 25	$9.68	$0.21	$9.89	$1165.11	$1184.89	0.84%
$1195.00	Sep 25	$0.13	$11.15	$11.28	$1183.72	$1206.28	0.95%
$1170.00	Sep 25	$13.55	$0.16	$13.71	$1156.29	$1183.71	1.16%
$1200.00	Sep 25	$0.06	$16.23	$16.29	$1183.71	$1216.29	1.38%
$1165.00	Sep 25	$18.93	$0.14	$19.07	$1145.93	$1184.07	1.61%
$1205.00	Sep 25	$0.04	$20.73	$20.77	$1184.23	$1225.77	1.76%
$1160.00	Sep 25	$23.13	$0.10	$23.23	$1136.77	$1183.23	1.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.11% of stock, avg 5.22%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1190.00	$1180.00	Sep 25	$0.42	$0.90	$1.32	$1178.68	$1191.32
$1185.00	$1180.00	Sep 25	$1.05	$0.90	$1.95	$1178.05	$1186.95
$1190.00	$1105.00	Sep 25	$0.42	$5.03	$5.45	$1099.55	$1195.45
$1190.00	$1110.00	Sep 25	$0.42	$5.03	$5.45	$1104.55	$1195.45
$1190.00	$1112.50	Sep 25	$0.42	$5.03	$5.45	$1107.05	$1195.45
$1190.00	$1115.00	Sep 25	$0.42	$5.03	$5.45	$1109.55	$1195.45
$1185.00	$1115.00	Sep 25	$1.05	$5.03	$6.08	$1108.92	$1191.08
$1185.00	$1112.50	Sep 25	$1.05	$5.03	$6.08	$1106.42	$1191.08
$1185.00	$1110.00	Sep 25	$1.05	$5.03	$6.08	$1103.92	$1191.08
$1185.00	$1105.00	Sep 25	$1.05	$5.03	$6.08	$1098.92	$1191.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 145 found (best R:R 24.00, avg credit $2.92)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1000/1005	1230/1235	Oct 2	$4.80	$0.20	74%	24.00	$1000.20	$1234.80
980/985	1230/1235	Oct 2	$4.46	$0.54	75%	8.26	$980.54	$1234.46
950/955	1215/1220	Oct 2	$4.80	$0.20	66%	24.00	$950.20	$1219.80
980/985	1220/1225	Oct 2	$4.60	$0.40	69%	11.50	$980.40	$1224.60
950/955	1225/1230	Oct 2	$4.47	$0.53	71%	8.43	$950.53	$1229.47
950/955	1205/1210	Oct 2	$4.85	$0.15	59%	32.33	$950.15	$1209.85
950/960	1220/1225	Oct 9	$6.65	$3.35	61%	1.99	$953.35	$1226.65
950/955	1230/1235	Oct 2	$3.71	$1.29	75%	2.88	$951.29	$1233.71
950/955	1210/1215	Oct 2	$4.30	$0.70	63%	6.14	$950.70	$1214.30
1025/1030	1235/1240	Oct 9	$4.00	$1.00	67%	4.00	$1026.00	$1239.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 253 found (best R:R 45.51, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1185.00	$1190.00	$1195.00	Sep 25	$0.34	$4.66	28%	13.71
$1220.00	$1240.00	$1260.00	Oct 16	$1.08	$18.92	14%	17.52
$1175.00	$1180.00	$1185.00	Sep 25	$2.13	$2.87	68%	1.35
$1240.00	$1260.00	$1280.00	Oct 16	$1.00	$19.00	12%	19.00
$1300.00	$1320.00	$1340.00	Oct 16	$0.43	$19.57	6%	45.51

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1260.00	$1280.00	$1300.00	Oct 16	$0.43	$19.57	10%	45.51
$1175.00	$1180.00	$1185.00	Sep 25	$1.92	$3.08	60%	1.60
$1170.00	$1175.00	$1180.00	Sep 25	$0.64	$4.36	25%	6.81
$1235.00	$1240.00	$1245.00	Oct 2	$0.08	$4.92	4%	61.50
$1105.00	$1110.00	$1115.00	Oct 2	$0.06	$4.94	3%	82.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 243 found (best net $-16.32, 213 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1360.00	$1400.00	1:2	Nov 6	-$2.73	$37.27
$1170.00	$1220.00	1:2	Nov 6	-$24.16	$25.84
$1320.00	$1340.00	1:2	Oct 16	-$0.90	$19.10
$1380.00	$1400.00	1:2	Oct 16	-$0.35	$19.65
$1360.00	$1380.00	1:2	Oct 2	-$0.10	$19.90

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1345.00	$1260.00	1:2	Oct 23	-$16.32	$68.68
$1335.00	$1270.00	1:2	Oct 9	-$26.85	$38.15
$1250.00	$1220.00	1:2	Sep 25	-$5.70	$24.30
$1035.00	$1025.00	1:2	Oct 23	-$0.46	$9.54
$1175.00	$1170.00	1:2	Sep 25	-$0.11	$4.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 126 found (best yield 4.75%, avg 1.30%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1185.00	Oct 30	$56.25	0.52	0.2%	4.75%	4.92%	4	30
$1220.00	Nov 6	$41.10	0.43	3.1%	3.47%	6.60%	1	2
$1190.00	Oct 30	$52.75	0.51	0.6%	4.46%	5.04%	--	15
$1195.00	Oct 30	$50.35	0.50	1.0%	4.26%	5.26%	1	4
$1200.00	Oct 30	$48.00	0.48	1.4%	4.06%	5.49%	4	32
$1205.00	Oct 30	$45.75	0.47	1.9%	3.87%	5.72%	2	22
$1215.00	Oct 30	$41.40	0.44	2.7%	3.50%	6.20%	10	20
$1220.00	Oct 30	$39.35	0.43	3.1%	3.33%	6.45%	--	13
$1240.00	Nov 6	$33.55	0.38	4.8%	2.84%	7.65%	2	--
$1225.00	Oct 30	$37.35	0.42	3.5%	3.16%	6.70%	1	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 20,540

Total Puts 14,627

Put/Call Ratio 0.71

Net Difference 5,913

Prior's Put/Call Breakdown

Total Calls 23,504

Total Puts 14,609

Put/Call Ratio 0.62

Net Difference 8,895

Prior 7-Day Put/Call Summary

Total Calls 115,936

Total Puts 95,899

Average Put/Call Ratio 0.91

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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