LLY - Options Database

LLY

ELI LILLY AND CO

$1184.78 +0.11%

$1187.52 (+0.23%)🌙

as of 09/29 03:24 AM

(9/25 18:38) ◀

Monday, September 28, 2026 (3:24am)

▶ (9/29 18:41)

◀ 9/28 03:24 ▶

Option Volume

Detail

ℹ

Current (09/29) 23,253

Calls: 13,658 (59%)

Puts: 9,595 (41%)

Prior (09/25) 38,831

Calls: 22,558 (58%)

Puts: 16,273 (42%)

Current vs Prior -40.12%

Calls: -39.45% (Calls)

Puts: -41.04% (Puts)

Prior 7-Day Total 192,397

Calls: 105,726 (55%)

Puts: 86,671 (45%)

Prior 7-Day Average 32,066

Calls: 15,103 (55%)

Puts: 12,381 (45%)

Current vs Prior 7-Day Avg -27.48%

Calls: -9.57%

Puts: -22.51%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/29) $49.84M

Calls: $31.48M (63%)

Puts: $18.35M (37%)

Prior (09/25) $54.54M

Calls: $38.13M (70%)

Puts: $16.41M (30%)

Current vs Prior -8.62%

Calls: -17.43%

Puts: +11.87%

Prior 7-Day Total $319.72M

Calls: $215.31M (67%)

Puts: $104.41M (33%)

Prior 7-Day Average $53.29M

Calls: $30.76M (67%)

Puts: $14.92M (33%)

Current vs Prior 7-Day Avg -6.47%

Calls: +2.36%

Puts: +23.04%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/29) 0.70

Prior (09/25) 0.72

Current vs Prior -2.62%

Prior 7-Day Average 0.93

Current vs Prior 7-Day Avg -24.15%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/29) 134,687

Calls: 69,560 (52%)

Puts: 65,127 (48%)

Prior (09/25) 144,296

Calls: 76,168 (53%)

Puts: 68,128 (47%)

Current vs Prior -6.66%

Prior 7-Day Total 967,325

Calls: 498,860 (52%)

Puts: 468,465 (48%)

Prior 7-Day Average 161,220

Calls: 83,143 (52%)

Puts: 78,077 (48%)

Current vs Prior 7-Day Avg -16.46%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 3.37% | 4.83%5.85% | 12.12%

Prior 3.70% | 5.21%6.36% | 12.41%

Current vs Prior -9.03% | -7.24%-8.00% | -2.32%

Prior 7-Day Avg 2.99% | 4.69%4.43% | 10.11%

Current vs 7-Day Avg +12.54% | +3.18%+31.99% | +19.98%

Prior 7-Day Eod 3.70% | 5.21%6.36% | 12.41%

Current vs 7-Day Eod -9.03% | -7.24%-8.00% | -2.32%

Sentiment BULLISHBULLISH

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 28.95% | 28.05%

Calls: 28.69% | 16.41%

Puts: 29.21% | 39.68%

Current vs 7-Day Avg +49.59% | -19.63%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($31.48M). Below-average activity with volume down 40% vs prior.

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 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

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 31 of results (avg 8.1%, best 5.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Oct 16	181.55	192.10	$186.83	5.6%	1	0.98	109
$975.00	Oct 2	205.50	217.85	$211.68	5.8%	43	1.00	--
$1050.00	Oct 2	132.00	139.95	$135.98	5.8%	37	1.00	12
$975.00	Oct 30	211.30	225.65	$218.48	6.6%	43	0.95	--
$1000.00	Oct 23	184.40	197.00	$190.70	6.6%	4	0.95	--

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1420.00	Oct 16	228.10	243.00	$235.55	6.3%	2	1.00	--
$1340.00	Oct 16	148.70	161.10	$154.90	8.0%	7	0.94	36

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. 152 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$975.00	Oct 2	205.50	217.85	$211.68	5.8%	43	1.00	--
$1000.00	Oct 2	178.45	194.00	$186.23	8.3%	2	1.00	12
$1010.00	Oct 2	167.75	182.90	$175.33	8.6%	2	1.00	4
$1015.00	Oct 2	165.55	177.90	$171.73	7.2%	2	1.00	6
$1020.00	Oct 2	158.80	172.90	$165.85	8.5%	1	1.00	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1420.00	Oct 16	228.10	243.00	$235.55	6.3%	2	1.00	--
$1275.00	Oct 2	83.30	98.25	$90.78	16.5%	1	0.96	--
$1340.00	Oct 16	148.70	161.10	$154.90	8.0%	7	0.94	36
$1250.00	Oct 2	59.15	74.60	$66.88	23.1%	1	0.91	8
$1300.00	Oct 16	110.50	123.55	$117.03	11.2%	2	0.89	38

Most actively traded options today. High liquidity = easy entry/exit. 459 active (total vol 14.6K, top 1.6K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1230.00	Oct 2	3.90	4.50	$4.20	14.3%	1.6K	0.17	248
$1360.00	Oct 9	0.01	0.73	$0.37	194.6%	776	0.01	15
$1250.00	Oct 2	1.70	2.32	$2.01	30.8%	555	0.09	433
$1265.00	Oct 2	0.59	1.50	$1.05	86.7%	489	0.05	82
$1300.00	Oct 2	0.25	0.38	$0.32	40.6%	450	0.02	747

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1085.00	Oct 2	0.10	1.07	$0.59	164.4%	211	0.03	303
$1090.00	Oct 2	0.02	0.91	$0.47	189.4%	182	0.02	205
$1100.00	Oct 2	0.37	1.01	$0.69	92.8%	178	0.04	450
$1130.00	Oct 2	1.65	3.45	$2.55	70.6%	177	0.11	475
$975.00	Oct 2	0.01	0.06	$0.03	166.7%	160	0.00	45

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 13.2%, max 22.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1235.00	Oct 2	Oct 23	39.1%	31.9%	22.6%	85	109
$1140.00	Oct 2	Oct 23	36.4%	31.6%	15.1%	14	422
$1230.00	Oct 2	Oct 23	37.6%	32.7%	15.0%	1.6K	329
$1162.50	Oct 2	Oct 9	35.8%	32.2%	11.2%	48	11
$1115.00	Oct 16	Oct 23	32.9%	31.4%	4.8%	14	14

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1145.00	Oct 2	Oct 23	38.2%	31.2%	22.4%	68	156
$1155.00	Oct 2	Oct 9	37.7%	31.5%	20.0%	140	88
$1160.00	Oct 2	Oct 23	35.4%	31.3%	13.0%	69	222
$1165.00	Oct 2	Oct 23	35.6%	31.6%	12.8%	47	343
$1210.00	Oct 2	Oct 9	37.9%	33.9%	11.8%	8	40

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 286 found (best R:R 4.43, avg 8.83)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1110.00	$1115.00	Oct 23	$0.92	$4.08	$0.92	78%	4.43	$1110.92
$1120.00	$1150.00	Oct 30	$17.65	$12.35	$17.65	71%	0.70	$1137.65
$1180.00	$1185.00	Oct 30	$0.15	$4.85	$0.15	55%	32.33	$1180.15
$1205.00	$1210.00	Oct 30	$0.22	$4.78	$0.22	48%	21.73	$1205.22
$1075.00	$1090.00	Oct 30	$9.87	$5.13	$9.87	81%	0.52	$1084.87

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1190.00	$1185.00	Oct 2	$0.85	$4.15	$0.85	54%	4.88	$1189.15
$1170.00	$1165.00	Oct 9	$0.25	$4.75	$0.25	40%	19.00	$1169.75
$1200.00	$1195.00	Oct 9	$1.33	$3.67	$1.33	57%	2.76	$1198.67
$1050.00	$1040.00	Nov 6	$0.13	$9.87	$0.13	16%	75.92	$1049.87
$1190.00	$1185.00	Oct 16	$1.15	$3.85	$1.15	50%	3.35	$1188.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 239 found (best R:R 0.32, avg 0.54)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1400.00	$1420.00	Oct 2	$4.81	$4.81	$15.19	92%	0.32	$1404.81
$1215.00	$1220.00	Oct 16	$3.37	$3.37	$1.63	61%	2.07	$1218.37
$1190.00	$1195.00	Oct 30	$4.00	$4.00	$1.00	48%	4.00	$1194.00
$1330.00	$1340.00	Oct 23	$2.20	$2.20	$7.80	89%	0.28	$1332.20
$1300.00	$1315.00	Nov 6	$5.05	$5.05	$9.95	73%	0.51	$1305.05

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1005.00	$1000.00	Oct 9	$4.12	$4.12	$0.88	93%	4.68	$1000.88
$1035.00	$1030.00	Nov 6	$4.06	$4.06	$0.94	86%	4.32	$1030.94
$980.00	$975.00	Oct 2	$3.02	$3.02	$1.98	95%	1.53	$976.98
$1150.00	$1145.00	Oct 9	$4.27	$4.27	$0.73	70%	5.85	$1145.73
$1105.00	$1100.00	Oct 30	$3.83	$3.83	$1.17	74%	3.27	$1101.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $9.91, cheapest $6.60)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1180.00	Oct 2	Oct 9	$8.43	35.2%	29.1%
$1175.00	Oct 2	Oct 9	$9.32	34.9%	30.7%
$1170.00	Oct 2	Oct 9	$9.47	34.5%	30.3%
$1210.00	Oct 2	Oct 9	$8.30	37.9%	33.9%
$1185.00	Oct 2	Oct 9	$9.65	36.9%	32.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1180.00	Oct 2	Oct 9	$6.60	35.2%	29.1%
$1175.00	Oct 2	Oct 9	$7.90	34.9%	30.7%
$1170.00	Oct 2	Oct 9	$7.60	34.5%	30.3%
$1210.00	Oct 2	Oct 9	$7.45	37.9%	33.9%
$1185.00	Oct 2	Oct 9	$8.95	36.9%	32.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 99 found (cheapest 2.93% of stock, avg 6.61%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1190.00	Oct 2	$15.70	$19.05	$34.75	$1155.25	$1224.75	2.93%
$1195.00	Oct 2	$12.90	$23.03	$35.93	$1159.07	$1230.93	3.03%
$1180.00	Oct 2	$21.70	$14.95	$36.65	$1143.35	$1216.65	3.09%
$1185.00	Oct 2	$18.45	$18.20	$36.65	$1148.35	$1221.65	3.09%
$1170.00	Oct 2	$26.63	$10.45	$37.08	$1132.92	$1207.08	3.13%
$1175.00	Oct 2	$24.78	$12.58	$37.36	$1137.64	$1212.36	3.15%
$1200.00	Oct 2	$12.38	$25.60	$37.98	$1162.02	$1237.98	3.21%
$1165.00	Oct 2	$29.50	$9.20	$38.70	$1126.30	$1203.70	3.27%
$1160.00	Oct 2	$33.35	$7.53	$40.88	$1119.12	$1200.88	3.45%
$1162.50	Oct 2	$32.65	$8.45	$41.10	$1121.40	$1203.60	3.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.52% of stock, avg 5.48%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1210.00	$1165.00	Oct 2	$8.75	$9.20	$17.95	$1147.05	$1227.95
$1205.00	$1165.00	Oct 2	$9.45	$9.20	$18.65	$1146.35	$1223.65
$1210.00	$1170.00	Oct 2	$8.75	$10.45	$19.20	$1150.80	$1229.20
$1205.00	$1170.00	Oct 2	$9.45	$10.45	$19.90	$1150.10	$1224.90
$1200.00	$1165.00	Oct 2	$12.38	$9.20	$21.58	$1143.42	$1221.58
$1200.00	$1170.00	Oct 2	$12.38	$10.45	$22.83	$1147.17	$1222.83
$1210.00	$1175.00	Oct 2	$8.75	$12.58	$21.33	$1153.67	$1231.33
$1205.00	$1175.00	Oct 2	$9.45	$12.58	$22.03	$1152.97	$1227.03
$1195.00	$1165.00	Oct 2	$12.90	$9.20	$22.10	$1142.90	$1217.10
$1195.00	$1170.00	Oct 2	$12.90	$10.45	$23.35	$1146.65	$1218.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 174 found (best R:R 5.02, avg credit $3.02)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
975/980	1225/1230	Oct 2	$4.17	$0.83	74%	5.02	$975.83	$1229.17
1030/1035	1300/1315	Nov 6	$9.11	$5.89	58%	1.55	$1025.89	$1309.11
975/980	1210/1215	Oct 2	$4.42	$0.58	65%	7.62	$975.58	$1214.42
975/980	1220/1225	Oct 2	$4.05	$0.95	72%	4.26	$975.95	$1224.05
1080/1085	1225/1230	Oct 9	$4.45	$0.55	60%	8.09	$1080.55	$1229.45
975/980	1215/1220	Oct 2	$3.99	$1.01	68%	3.95	$976.01	$1218.99
1095/1110	1300/1315	Nov 6	$10.65	$4.35	44%	2.45	$1099.35	$1310.65
975/980	1230/1235	Oct 2	$3.34	$1.66	78%	2.01	$976.66	$1233.34
1080/1085	1230/1235	Oct 9	$4.02	$0.98	64%	4.10	$1080.98	$1234.02
1030/1035	1315/1325	Nov 6	$5.71	$4.29	62%	1.33	$1029.29	$1320.71

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 139 found (best R:R 32.78, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1240.00	$1260.00	$1280.00	Oct 16	$0.50	$19.50	12%	39.00
$1260.00	$1280.00	$1300.00	Oct 16	$0.85	$19.15	10%	22.53
$1195.00	$1200.00	$1205.00	Oct 30	$0.08	$4.92	3%	61.50
$1280.00	$1285.00	$1290.00	Oct 30	$0.07	$4.93	2%	70.43
$1360.00	$1380.00	$1400.00	Oct 16	$0.27	$19.73	2%	73.07

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1225.00	$1250.00	$1275.00	Oct 2	$0.74	$24.26	17%	32.78
$1020.00	$1030.00	$1040.00	Oct 30	$0.07	$9.93	3%	141.86
$1170.00	$1175.00	$1180.00	Oct 2	$0.24	$4.76	9%	19.83
$1100.00	$1105.00	$1110.00	Oct 2	$0.06	$4.94	2%	82.33
$990.00	$1000.00	$1010.00	Oct 16	$0.09	$9.91	1%	110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 148 found (best net $-37.62, 137 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1050.00	$1100.00	1:2	Oct 2	-$37.62	$12.38
$1330.00	$1400.00	1:2	Nov 6	-$0.82	$69.18
$1340.00	$1400.00	1:2	Oct 30	-$0.53	$59.47
$1220.00	$1270.00	1:2	Nov 6	-$12.71	$37.29
$1080.00	$1145.00	1:2	Nov 6	-$43.18	$21.82

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1420.00	$1340.00	1:2	Oct 16	-$74.25	$5.75
$1080.00	$1050.00	1:2	Oct 23	-$0.63	$29.37
$1250.00	$1225.00	1:2	Oct 2	-$20.56	$4.44
$990.00	$955.00	1:2	Oct 30	-$1.49	$33.51
$1040.00	$1030.00	1:2	Oct 2	-$0.02	$9.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 114 found (best yield 4.49%, avg 1.43%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1205.00	Nov 6	$53.15	0.48	1.7%	4.49%	6.19%	1	--
$1220.00	Nov 6	$45.60	0.45	3.0%	3.85%	6.82%	1	2
$1200.00	Nov 6	$51.85	0.49	1.3%	4.38%	5.66%	7	1
$1195.00	Nov 6	$53.95	0.51	0.9%	4.55%	5.42%	3	1
$1190.00	Oct 30	$56.00	0.52	0.4%	4.73%	5.17%	2	15
$1185.00	Nov 6	$58.45	0.53	0.0%	4.93%	4.95%	11	2
$1195.00	Oct 30	$52.95	0.51	0.9%	4.47%	5.33%	1	--
$1210.00	Oct 30	$45.45	0.47	2.1%	3.84%	5.96%	1	2
$1200.00	Oct 30	$48.45	0.50	1.3%	4.09%	5.37%	5	31
$1240.00	Oct 30	$34.15	0.39	4.7%	2.88%	7.54%	5	7

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 13,658

Total Puts 9,595

Put/Call Ratio 0.70

Net Difference 4,063

Prior's Put/Call Breakdown

Total Calls 22,558

Total Puts 16,273

Put/Call Ratio 0.72

Net Difference 6,285

Prior 7-Day Put/Call Summary

Total Calls 105,726

Total Puts 86,671

Average Put/Call Ratio 0.93

Ratio Trend Falling

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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