LLY - Options Database

LLY

ELI LILLY AND CO

$1183.46 +0.13%

$1183.90 (+0.04%)🌙

as of 09/25 06:38 PM

(9/25 15:15) ◀

Friday, September 25, 2026 (6:38pm)

▶

◀ 9/25 18:38

Option Volume

Detail

ℹ

Current (09/25) 38,831

Calls: 22,558 (58%)

Puts: 16,273 (42%)

Prior (09/24) 38,113

Calls: 23,504 (62%)

Puts: 14,609 (38%)

Current vs Prior +1.88%

Calls: -4.02% (Calls)

Puts: +11.39% (Puts)

Prior 7-Day Total 216,353

Calls: 119,407 (55%)

Puts: 96,946 (45%)

Prior 7-Day Average 30,907

Calls: 17,058 (55%)

Puts: 13,849 (45%)

Current vs Prior 7-Day Avg +25.64%

Calls: +32.24%

Puts: +17.50%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/25) $54.54M

Calls: $38.13M (70%)

Puts: $16.41M (30%)

Prior (09/24) $62.67M

Calls: $44.36M (71%)

Puts: $18.31M (29%)

Current vs Prior -12.97%

Calls: -14.04%

Puts: -10.39%

Prior 7-Day Total $364.24M

Calls: $233.80M (64%)

Puts: $130.44M (36%)

Prior 7-Day Average $52.03M

Calls: $33.40M (64%)

Puts: $18.63M (36%)

Current vs Prior 7-Day Avg +4.81%

Calls: +14.17%

Puts: -11.95%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/25) 0.72

Prior (09/24) 0.62

Current vs Prior +16.06%

Prior 7-Day Average 0.90

Current vs Prior 7-Day Avg -19.93%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/25) 144,296

Calls: 76,168 (53%)

Puts: 68,128 (47%)

Prior (09/24) 170,132

Calls: 88,650 (52%)

Puts: 81,482 (48%)

Current vs Prior -15.19%

Prior 7-Day Total 1,340,894

Calls: 676,701 (50%)

Puts: 664,193 (50%)

Prior 7-Day Average 191,556

Calls: 96,671 (50%)

Puts: 94,884 (50%)

Current vs Prior 7-Day Avg -24.67%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 0.56% | 3.70%6.36% | 12.41%

Prior 1.68% | 3.98%6.37% | 12.42%

Current vs Prior +119.75% | +30.89%-0.20% | -0.05%

Prior 7-Day Avg 2.97% | 4.64%3.96% | 9.42%

Current vs 7-Day Avg +24.75% | +12.33%+60.39% | +31.74%

Prior 7-Day Eod 0.66% | 3.76%6.37% | 12.42%

Current vs 7-Day Eod +460.76% | +38.62%-0.20% | -0.05%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 43.30% | 22.54%

Calls: 45.37% | 13.15%

Puts: 41.24% | 31.93%

Prior 43.30% | 22.54%

Calls: 45.37% | 13.15%

Puts: 41.24% | 31.93%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 30.80% | 27.09%

Calls: 24.52% | 17.22%

Puts: 26.21% | 41.62%

Current vs 7-Day Avg +40.59% | -16.81%

Liquidity Expensive

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Moderately bullish flow with 70% call dollar volume ($38.13M). Declining open interest (down 15%) indicates positions being closed.

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 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 37 of results (avg 7.8%, best 4.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1050.00	Oct 2	133.00	139.25	$136.13	4.6%	26	0.99	7
$1020.00	Oct 16	164.15	173.95	$169.05	5.8%	2	0.96	45
$960.00	Oct 16	220.10	234.00	$227.05	6.1%	2	0.99	41
$1000.00	Oct 16	181.70	193.40	$187.55	6.2%	2	0.98	109
$950.00	Oct 16	230.00	245.05	$237.53	6.3%	2	0.99	29

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1380.00	Oct 23	190.70	200.80	$195.75	5.2%	2	0.93	--
$1345.00	Sep 25	154.65	164.65	$159.65	6.3%	6	1.00	--
$1340.00	Sep 25	150.20	160.20	$155.20	6.4%	6	1.00	--
$1320.00	Sep 25	127.55	139.40	$133.48	8.9%	12	1.00	--
$1335.00	Oct 9	145.65	159.75	$152.70	9.2%	6	0.94	--

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	0.50	0.54	$0.52	7.7%	516	0.03	656

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 170 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1020.00	Sep 25	157.40	172.85	$165.13	9.4%	1	1.00	--
$1050.00	Sep 25	127.40	143.20	$135.30	11.7%	2	1.00	--
$1070.00	Sep 25	107.40	121.30	$114.35	12.2%	9	1.00	4
$1080.00	Sep 25	97.40	111.25	$104.33	13.3%	6	1.00	--
$1100.00	Sep 25	77.40	92.20	$84.80	17.5%	3	1.00	21

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1190.00	Sep 25	2.14	7.00	$4.57	106.3%	79	1.00	86
$1195.00	Sep 25	4.80	13.60	$9.20	95.7%	5	1.00	28
$1200.00	Sep 25	7.80	20.05	$13.93	87.9%	17	1.00	26
$1205.00	Sep 25	12.60	27.60	$20.10	74.6%	4	1.00	19
$1210.00	Sep 25	18.50	28.45	$23.48	42.4%	3	1.00	54

Most actively traded options today. High liquidity = easy entry/exit. 557 active (total vol 24.9K, top 1.2K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Sep 25	0.00	0.05	$0.03	166.7%	1.2K	0.01	1.2K
$1180.00	Sep 25	2.69	6.40	$4.55	81.5%	1.1K	0.81	259
$1185.00	Sep 25	0.10	3.00	$1.55	187.1%	926	0.46	233
$1190.00	Sep 25	0.03	0.15	$0.09	133.3%	863	0.06	256
$1170.00	Sep 25	12.00	20.00	$16.00	50.0%	564	0.98	179

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1145.00	Sep 25	0.00	0.28	$0.14	200.0%	600	0.02	296
$1180.00	Sep 25	0.04	1.02	$0.53	184.9%	520	0.19	105
$1175.00	Sep 25	0.00	0.17	$0.09	188.9%	419	0.04	87
$1160.00	Sep 25	0.00	0.10	$0.05	200.0%	260	0.01	299
$1100.00	Oct 2	1.00	1.67	$1.34	50.0%	253	0.06	363

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 1168.5%, max 3608.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1085.00	Sep 25	Oct 9	1173.4%	33.4%	3414.2%	36	21
$1110.00	Sep 25	Oct 9	965.0%	32.1%	2907.3%	5	17
$1165.00	Sep 25	Nov 6	220.9%	38.1%	479.1%	67	96
$1180.00	Sep 25	Oct 30	56.8%	38.1%	49.2%	1.1K	259
$1185.00	Sep 25	Oct 30	50.1%	38.7%	29.3%	930	263

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1085.00	Sep 25	Oct 23	1173.4%	31.6%	3608.6%	24	151
$1105.00	Sep 25	Oct 16	1007.2%	31.8%	3067.7%	4	115
$1110.00	Sep 25	Nov 6	965.0%	39.2%	2362.2%	17	353
$1115.00	Sep 25	Oct 30	922.6%	40.5%	2179.0%	96	143
$1165.00	Sep 25	Nov 6	220.9%	38.1%	479.1%	157	172

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 292 found (best R:R 11.50, avg 8.68)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1165.00	$1170.00	Oct 30	$0.35	$4.65	$0.35	58%	13.29	$1165.35
$1090.00	$1100.00	Oct 16	$6.50	$3.50	$6.50	87%	0.54	$1096.50
$1340.00	$1360.00	Oct 30	$1.20	$18.80	$1.20	17%	15.67	$1341.20
$1140.00	$1150.00	Oct 23	$4.97	$5.03	$4.97	69%	1.01	$1144.97
$1120.00	$1125.00	Oct 23	$2.13	$2.87	$2.13	76%	1.35	$1122.13

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1170.00	$1160.00	Oct 23	$0.80	$9.20	$0.80	42%	11.50	$1169.20
$1215.00	$1205.00	Oct 2	$4.95	$5.05	$4.95	73%	1.02	$1210.05
$1260.00	$1240.00	Oct 16	$13.15	$6.85	$13.15	78%	0.52	$1246.85
$1160.00	$1135.00	Nov 6	$7.73	$17.27	$7.73	41%	2.23	$1152.27
$1190.00	$1185.00	Sep 25	$2.52	$2.48	$2.52	100%	0.98	$1187.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 246 found (best R:R 0.75, avg 0.58)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1205.00	$1210.00	Oct 23	$4.83	$4.83	$0.17	55%	28.41	$1209.83
$1320.00	$1335.00	Oct 23	$3.47	$3.47	$11.53	86%	0.30	$1323.47
$1190.00	$1195.00	Oct 9	$4.18	$4.18	$0.82	52%	5.10	$1194.18
$1220.00	$1225.00	Oct 9	$3.00	$3.00	$2.00	67%	1.50	$1223.00
$1235.00	$1240.00	Oct 23	$2.90	$2.90	$2.10	66%	1.38	$1237.90

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1000.00	$990.00	Nov 6	$4.27	$4.27	$5.73	88%	0.75	$995.73
$990.00	$980.00	Oct 2	$2.75	$2.75	$7.25	95%	0.38	$987.25
$1115.00	$1110.00	Oct 30	$3.60	$3.60	$1.40	71%	2.57	$1111.40
$990.00	$985.00	Oct 23	$2.38	$2.38	$2.62	93%	0.91	$987.62
$1165.00	$1160.00	Nov 6	$4.07	$4.07	$0.93	57%	4.38	$1160.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $15.42, cheapest $18.53)

CALLS (1)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1185.00	Sep 25	Oct 2	$19.50	50.1%	31.3%

PUTS (2)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1185.00	Sep 25	Oct 2	$18.53	50.1%	31.3%
$1162.50	Oct 2	Oct 9	$8.23	31.9%	31.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 123 found (cheapest 0.30% of stock, avg 6.17%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1185.00	Sep 25	$1.55	$2.05	$3.60	$1181.40	$1188.60	0.30%
$1190.00	Sep 25	$0.09	$4.57	$4.66	$1185.34	$1194.66	0.39%
$1180.00	Sep 25	$4.55	$0.53	$5.08	$1174.92	$1185.08	0.43%
$1195.00	Sep 25	$0.10	$9.20	$9.30	$1185.70	$1204.30	0.79%
$1175.00	Sep 25	$10.18	$0.09	$10.27	$1164.73	$1185.27	0.87%
$1200.00	Sep 25	$0.03	$13.93	$13.96	$1186.04	$1213.96	1.18%
$1170.00	Sep 25	$16.00	$0.04	$16.04	$1153.96	$1186.04	1.36%
$1205.00	Sep 25	$0.04	$20.10	$20.14	$1184.86	$1225.14	1.70%
$1165.00	Sep 25	$20.42	$1.65	$22.07	$1142.93	$1187.07	1.86%
$1210.00	Sep 25	$0.05	$23.48	$23.53	$1186.47	$1233.53	1.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.05% of stock, avg 5.42%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1190.00	$1180.00	Sep 25	$0.09	$0.53	$0.62	$1179.38	$1190.62
$1185.00	$1180.00	Sep 25	$1.55	$0.53	$2.08	$1177.92	$1187.08
$1190.00	$1115.00	Sep 25	$0.09	$8.53	$8.62	$1106.38	$1198.62
$1190.00	$1122.50	Sep 25	$0.09	$8.53	$8.62	$1113.88	$1198.62
$1190.00	$1127.50	Sep 25	$0.09	$8.53	$8.62	$1118.88	$1198.62
$1190.00	$1132.50	Sep 25	$0.09	$8.53	$8.62	$1123.88	$1198.62
$1185.00	$1132.50	Sep 25	$1.55	$8.53	$10.08	$1122.42	$1195.08
$1185.00	$1127.50	Sep 25	$1.55	$8.53	$10.08	$1117.42	$1195.08
$1185.00	$1122.50	Sep 25	$1.55	$8.53	$10.08	$1112.42	$1195.08
$1185.00	$1115.00	Sep 25	$1.55	$8.53	$10.08	$1104.92	$1195.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 146 found (best R:R 16.24, avg credit $3.12)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1050/1055	1235/1240	Oct 23	$4.71	$0.29	55%	16.24	$1050.29	$1239.71
1090/1095	1235/1240	Oct 23	$4.67	$0.33	49%	14.15	$1090.33	$1239.67
1055/1060	1220/1225	Oct 9	$3.87	$1.13	62%	3.42	$1056.13	$1223.87
1075/1080	1220/1225	Oct 9	$3.98	$1.02	59%	3.90	$1076.02	$1223.98
985/990	1240/1245	Oct 23	$3.81	$1.19	62%	3.20	$986.19	$1243.81
980/985	1235/1240	Oct 23	$3.72	$1.28	62%	2.91	$981.28	$1238.72
1070/1075	1220/1225	Oct 9	$3.67	$1.33	61%	2.76	$1071.33	$1223.67
1055/1060	1230/1235	Oct 9	$3.30	$1.70	67%	1.94	$1056.70	$1233.30
1075/1080	1230/1235	Oct 9	$3.41	$1.59	63%	2.14	$1076.59	$1233.41
990/1000	1400/1420	Nov 6	$6.25	$13.75	76%	0.45	$993.75	$1406.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 160 found (best R:R 4.00, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1180.00	$1185.00	$1190.00	Sep 25	$1.54	$3.46	75%	2.25
$1320.00	$1340.00	$1360.00	Oct 16	$0.20	$19.80	5%	99.00
$1170.00	$1175.00	$1180.00	Sep 25	$0.19	$4.81	17%	25.32
$1380.00	$1400.00	$1420.00	Oct 16	$0.11	$19.89	2%	180.82
$1195.00	$1200.00	$1205.00	Sep 25	$0.08	$4.92	3%	61.50

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1180.00	$1185.00	$1190.00	Sep 25	$1.00	$4.00	81%	4.00
$1260.00	$1280.00	$1300.00	Oct 16	$0.36	$19.64	10%	54.56
$1175.00	$1180.00	$1185.00	Sep 25	$1.08	$3.92	57%	3.63
$1200.00	$1235.00	$1270.00	Oct 9	$5.30	$29.70	28%	5.60
$1170.00	$1175.00	$1180.00	Sep 25	$0.39	$4.61	18%	11.82

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 206 found (best net $-26.10, 182 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1080.00	$1145.00	1:2	Oct 30	-$37.23	$27.77
$1360.00	$1400.00	1:2	Oct 30	-$1.52	$38.48
$1360.00	$1400.00	1:2	Nov 6	-$3.33	$36.67
$1260.00	$1280.00	1:2	Oct 16	-$2.50	$17.50
$1320.00	$1335.00	1:2	Oct 23	-$0.84	$14.16

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1335.00	$1270.00	1:2	Oct 9	-$26.10	$38.90
$1250.00	$1220.00	1:2	Sep 25	-$3.26	$26.74
$1235.00	$1200.00	1:2	Oct 9	-$11.80	$23.20
$1250.00	$1220.00	1:2	Oct 2	-$16.62	$13.38
$1200.00	$1195.00	1:2	Sep 25	-$4.47	$0.53

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 110 found (best yield 3.84%, avg 1.36%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1210.00	Nov 6	$45.50	0.46	2.2%	3.84%	6.09%	2	--
$1215.00	Nov 6	$43.35	0.45	2.7%	3.66%	6.33%	2	--
$1220.00	Nov 6	$41.30	0.44	3.1%	3.49%	6.58%	1	--
$1185.00	Oct 30	$56.25	0.52	0.1%	4.75%	4.88%	4	30
$1195.00	Oct 30	$51.00	0.50	1.0%	4.31%	5.28%	1	--
$1200.00	Oct 30	$48.35	0.49	1.4%	4.09%	5.48%	4	32
$1205.00	Oct 30	$46.10	0.47	1.8%	3.90%	5.72%	2	22
$1220.00	Oct 30	$40.50	0.43	3.1%	3.42%	6.51%	10	13
$1215.00	Oct 30	$41.75	0.45	2.7%	3.53%	6.19%	10	20
$1240.00	Nov 6	$33.70	0.39	4.8%	2.85%	7.63%	2	--

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 22,558

Total Puts 16,273

Put/Call Ratio 0.72

Net Difference 6,285

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 119,407

Total Puts 96,946

Average Put/Call Ratio 0.90

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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