LLY - Options Database

LLY

ELI LILLY AND CO

$1184.63 -0.01%

$1180.79 (-0.32%)🌙

as of 09/29 06:41 PM

(9/28 03:24) ◀

Tuesday, September 29, 2026 (6:41pm)

▶ (9/30 00:15)

◀ 9/29 18:41 ▶

Option Volume

Detail

ℹ

Current (09/29) 21,726

Calls: 11,713 (54%)

Puts: 10,013 (46%)

Prior (09/28) 23,253

Calls: 13,658 (59%)

Puts: 9,595 (41%)

Current vs Prior -6.57%

Calls: -14.24% (Calls)

Puts: +4.36% (Puts)

Prior 7-Day Total 215,650

Calls: 119,384 (55%)

Puts: 96,266 (45%)

Prior 7-Day Average 30,807

Calls: 17,054 (55%)

Puts: 13,752 (45%)

Current vs Prior 7-Day Avg -29.48%

Calls: -31.32%

Puts: -27.19%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/29) $47.77M

Calls: $29.28M (61%)

Puts: $18.48M (39%)

Prior (09/28) $49.84M

Calls: $31.48M (63%)

Puts: $18.35M (37%)

Current vs Prior -4.15%

Calls: -6.99%

Puts: +0.72%

Prior 7-Day Total $369.55M

Calls: $246.79M (67%)

Puts: $122.76M (33%)

Prior 7-Day Average $52.79M

Calls: $35.26M (67%)

Puts: $17.54M (33%)

Current vs Prior 7-Day Avg -9.52%

Calls: -16.94%

Puts: +5.40%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/29) 0.85

Prior (09/28) 0.70

Current vs Prior +21.69%

Prior 7-Day Average 0.89

Current vs Prior 7-Day Avg -4.40%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/29) 151,528

Calls: 76,232 (50%)

Puts: 75,296 (50%)

Prior (09/28) 134,687

Calls: 69,560 (52%)

Puts: 65,127 (48%)

Current vs Prior +12.50%

Prior 7-Day Total 1,102,012

Calls: 568,420 (52%)

Puts: 533,592 (48%)

Prior 7-Day Average 157,430

Calls: 81,202 (52%)

Puts: 76,227 (48%)

Current vs Prior 7-Day Avg -3.75%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 2.76% | 4.48%5.71% | 11.93%

Prior 3.37% | 4.83%5.85% | 12.12%

Current vs Prior -18.03% | -7.32%-2.38% | -1.60%

Prior 7-Day Avg 3.05% | 4.71%4.63% | 10.39%

Current vs 7-Day Avg -9.38% | -4.80%+23.21% | +14.78%

Prior 7-Day Eod 3.37% | 4.83%5.85% | 12.12%

Current vs 7-Day Eod -18.03% | -7.32%-2.38% | -1.60%

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 31.00% | 27.26%

Calls: 31.07% | 15.94%

Puts: 30.93% | 38.58%

Current vs 7-Day Avg +39.69% | -17.31%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($29.28M).

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 NEUTRAL

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

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 31 of results (avg 7.9%, best 4.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Oct 2	180.95	190.00	$185.48	4.9%	7	1.00	14
$970.00	Oct 30	214.25	228.15	$221.20	6.3%	2	0.93	--
$995.00	Oct 9	185.35	197.40	$191.38	6.3%	2	0.96	1
$1035.00	Oct 23	151.40	161.30	$156.35	6.3%	2	0.94	3
$1000.00	Nov 6	190.60	203.30	$196.95	6.4%	1	0.90	--

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1340.00	Nov 6	160.60	172.50	$166.55	7.1%	2	0.80	--
$1285.00	Nov 6	117.95	127.95	$122.95	8.1%	4	0.71	--
$1310.00	Oct 30	133.40	144.80	$139.10	8.2%	2	0.78	--
$1300.00	Nov 6	128.35	139.45	$133.90	8.3%	2	0.74	--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.37, cheapest $0.37)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1270.00	Oct 2	0.33	0.40	$0.37	18.9%	139	0.02	498

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 169 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Oct 2	180.95	190.00	$185.48	4.9%	7	1.00	14
$1050.00	Oct 2	128.85	142.55	$135.70	10.1%	3	1.00	13
$1000.00	Oct 9	180.30	193.60	$186.95	7.1%	1	0.99	--
$1080.00	Oct 2	97.80	112.70	$105.25	14.2%	3	0.99	--
$1015.00	Oct 9	163.85	178.75	$171.30	8.7%	2	0.99	3

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1265.00	Oct 2	73.25	88.15	$80.70	18.5%	2	1.00	--
$1290.00	Oct 2	98.10	113.00	$105.55	14.1%	6	1.00	--
$1250.00	Oct 2	58.70	73.65	$66.18	22.6%	2	0.98	--
$1225.00	Oct 2	35.85	51.45	$43.65	35.7%	2	0.85	--
$1220.00	Oct 2	33.50	45.35	$39.42	30.1%	7	0.82	35

Most actively traded options today. High liquidity = easy entry/exit. 507 active (total vol 11.1K, top 599)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1230.00	Oct 2	2.20	2.80	$2.50	24.0%	599	0.13	817
$1250.00	Oct 2	0.81	1.14	$0.98	33.7%	348	0.06	515
$1300.00	Oct 2	0.07	0.12	$0.10	50.0%	315	0.01	986
$1200.00	Oct 16	26.40	28.50	$27.45	7.7%	226	0.45	1.4K
$1220.00	Oct 2	3.65	4.75	$4.20	26.2%	221	0.20	285

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1130.00	Oct 2	1.25	2.30	$1.78	59.0%	356	0.09	401
$1165.00	Oct 2	4.70	10.35	$7.53	75.0%	268	0.29	374
$1080.00	Oct 16	3.55	4.65	$4.10	26.8%	217	0.10	490
$1100.00	Oct 16	5.55	6.75	$6.15	19.5%	173	0.14	850
$1080.00	Oct 2	0.05	0.46	$0.26	157.7%	143	0.01	154

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 9.3%, max 39.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1165.00	Oct 2	Oct 23	38.5%	32.1%	19.8%	19	72
$1155.00	Oct 2	Nov 6	40.8%	38.7%	5.3%	8	43
$1170.00	Oct 2	Nov 6	40.8%	39.4%	3.5%	23	99
$1160.00	Oct 2	Nov 6	40.2%	38.9%	3.2%	57	82
$1175.00	Oct 2	Nov 6	39.4%	39.1%	0.8%	25	122

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1152.50	Oct 2	Oct 9	40.3%	28.9%	39.3%	32	77
$1157.50	Oct 2	Oct 9	41.9%	32.1%	30.4%	12	19
$1200.00	Oct 2	Oct 23	36.6%	32.9%	11.2%	10	137
$1220.00	Oct 2	Oct 23	36.0%	32.5%	10.6%	9	42
$1205.00	Oct 2	Oct 23	34.7%	32.7%	6.1%	9	97

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 312 found (best R:R 24.00, avg 8.74)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1180.00	$1185.00	Oct 9	$0.47	$4.53	$0.47	54%	9.64	$1180.47
$1125.00	$1135.00	Oct 23	$5.39	$4.61	$5.39	76%	0.86	$1130.39
$1210.00	$1220.00	Nov 6	$2.45	$7.55	$2.45	46%	3.08	$1212.45
$1230.00	$1240.00	Oct 30	$1.87	$8.13	$1.87	40%	4.35	$1231.87
$1220.00	$1240.00	Oct 16	$4.00	$16.00	$4.00	35%	4.00	$1224.00

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1185.00	$1180.00	Oct 30	$0.20	$4.80	$0.20	48%	24.00	$1184.80
$1220.00	$1205.00	Oct 2	$9.79	$5.21	$9.79	82%	0.53	$1210.21
$1170.00	$1160.00	Oct 9	$1.87	$8.13	$1.87	39%	4.35	$1168.13
$1215.00	$1210.00	Oct 16	$1.60	$3.40	$1.60	62%	2.12	$1213.40
$1200.00	$1195.00	Oct 2	$1.62	$3.38	$1.62	64%	2.09	$1198.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 257 found (best R:R 4.15, avg 0.52)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1225.00	$1230.00	Oct 23	$4.28	$4.28	$0.72	63%	5.94	$1229.28
$1285.00	$1300.00	Oct 23	$3.90	$3.90	$11.10	82%	0.35	$1288.90
$1185.00	$1190.00	Oct 23	$4.32	$4.32	$0.68	48%	6.35	$1189.32
$1220.00	$1225.00	Nov 6	$3.85	$3.85	$1.15	56%	3.35	$1223.85
$1215.00	$1220.00	Oct 23	$3.60	$3.60	$1.40	59%	2.57	$1218.60

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1130.00	$1125.00	Oct 23	$4.03	$4.03	$0.97	73%	4.15	$1125.97
$980.00	$965.00	Oct 2	$2.43	$2.43	$12.57	96%	0.19	$977.57
$1020.00	$1015.00	Oct 9	$1.66	$1.66	$3.34	96%	0.50	$1018.34
$1140.00	$1135.00	Oct 23	$3.02	$3.02	$1.98	69%	1.53	$1136.98
$1160.00	$1155.00	Oct 16	$3.23	$3.23	$1.77	64%	1.82	$1156.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $8.87, cheapest $7.50)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1170.00	Oct 2	Oct 9	$10.07	40.8%	31.3%
$1175.00	Oct 2	Oct 9	$10.42	39.4%	30.7%
$1190.00	Oct 2	Oct 9	$6.85	38.0%	30.7%
$1180.00	Oct 2	Oct 9	$8.65	38.4%	32.0%
$1200.00	Oct 2	Oct 9	$9.35	36.6%	33.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1170.00	Oct 2	Oct 9	$7.50	40.8%	31.3%
$1175.00	Oct 2	Oct 9	$7.85	39.4%	30.7%
$1190.00	Oct 2	Oct 9	$9.35	38.0%	30.7%
$1180.00	Oct 2	Oct 9	$9.47	38.4%	32.0%
$1200.00	Oct 2	Oct 9	$9.58	36.6%	33.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 130 found (cheapest 2.56% of stock, avg 6.74%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1185.00	Oct 2	$16.25	$14.05	$30.30	$1154.70	$1215.30	2.56%
$1180.00	Oct 2	$18.65	$13.08	$31.73	$1148.27	$1211.73	2.68%
$1190.00	Oct 2	$14.58	$18.35	$32.93	$1157.07	$1222.93	2.78%
$1175.00	Oct 2	$21.78	$11.38	$33.16	$1141.84	$1208.16	2.80%
$1195.00	Oct 2	$11.00	$22.63	$33.63	$1161.37	$1228.63	2.84%
$1170.00	Oct 2	$24.10	$10.05	$34.15	$1135.85	$1204.15	2.88%
$1200.00	Oct 2	$9.85	$24.25	$34.10	$1165.90	$1234.10	2.88%
$1162.50	Oct 2	$29.15	$7.03	$36.18	$1126.32	$1198.68	3.05%
$1165.00	Oct 2	$28.95	$7.53	$36.48	$1128.52	$1201.48	3.08%
$1205.00	Oct 2	$7.45	$29.63	$37.08	$1167.92	$1242.08	3.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.16% of stock, avg 5.41%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1210.00	$1165.00	Oct 2	$6.20	$7.53	$13.73	$1151.27	$1223.73
$1205.00	$1165.00	Oct 2	$7.45	$7.53	$14.98	$1150.02	$1219.98
$1210.00	$1170.00	Oct 2	$6.20	$10.05	$16.25	$1153.75	$1226.25
$1205.00	$1170.00	Oct 2	$7.45	$10.05	$17.50	$1152.50	$1222.50
$1200.00	$1165.00	Oct 2	$9.85	$7.53	$17.38	$1147.62	$1217.38
$1210.00	$1175.00	Oct 2	$6.20	$11.38	$17.58	$1157.42	$1227.58
$1205.00	$1175.00	Oct 2	$7.45	$11.38	$18.83	$1156.17	$1223.83
$1200.00	$1170.00	Oct 2	$9.85	$10.05	$19.90	$1150.10	$1219.90
$1195.00	$1165.00	Oct 2	$11.00	$7.53	$18.53	$1146.47	$1213.53
$1200.00	$1175.00	Oct 2	$9.85	$11.38	$21.23	$1153.77	$1221.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 190 found (best R:R 6.25, avg credit $2.45)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1015/1020	1215/1220	Oct 9	$4.31	$0.69	62%	6.25	$1015.69	$1219.31
1015/1020	1235/1240	Oct 9	$3.44	$1.56	72%	2.21	$1016.56	$1238.44
1005/1010	1215/1220	Oct 9	$3.85	$1.15	62%	3.35	$1006.15	$1218.85
1025/1030	1215/1220	Oct 9	$3.56	$1.44	62%	2.47	$1026.44	$1218.56
1005/1010	1235/1240	Oct 9	$2.98	$2.02	73%	1.48	$1007.02	$1237.98
1015/1020	1220/1225	Oct 9	$3.33	$1.67	65%	1.99	$1016.67	$1223.33
1025/1030	1235/1240	Oct 9	$2.69	$2.31	73%	1.16	$1027.31	$1237.69
1075/1080	1215/1220	Oct 9	$3.22	$1.78	60%	1.81	$1076.78	$1218.22
1070/1075	1215/1220	Oct 9	$3.12	$1.88	61%	1.66	$1071.88	$1218.12
1005/1010	1220/1225	Oct 9	$2.87	$2.13	66%	1.35	$1007.13	$1222.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 174 found (best R:R 32.90, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1280.00	$1300.00	$1320.00	Oct 16	$0.59	$19.41	7%	32.90
$1340.00	$1360.00	$1380.00	Oct 30	$0.48	$19.52	6%	40.67
$1150.00	$1155.00	$1160.00	Oct 9	$0.07	$4.93	6%	70.43
$1155.00	$1160.00	$1165.00	Oct 16	$0.05	$4.95	5%	99.00
$1150.00	$1155.00	$1160.00	Oct 16	$0.08	$4.92	5%	61.50

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1140.00	$1145.00	$1150.00	Oct 16	$0.10	$4.90	5%	49.00
$1115.00	$1120.00	$1125.00	Oct 2	$0.08	$4.92	3%	61.50
$1070.00	$1075.00	$1080.00	Oct 9	$0.10	$4.90	3%	49.00
$1135.00	$1137.50	$1140.00	Oct 2	$0.07	$2.43	2%	34.71
$1045.00	$1050.00	$1055.00	Oct 2	$0.06	$4.94	0%	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. 154 found (best net $-38.51, 139 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1000.00	$1095.00	1:2	Nov 6	-$38.51	$56.49
$1075.00	$1125.00	1:2	Oct 23	-$32.71	$17.29
$1360.00	$1400.00	1:2	Nov 6	-$2.38	$37.62
$1340.00	$1360.00	1:2	Oct 16	-$0.34	$19.66
$1240.00	$1260.00	1:2	Oct 16	-$4.14	$15.86

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1260.00	$1190.00	1:2	Oct 30	-$16.36	$53.64
$1250.00	$1225.00	1:2	Oct 2	-$21.12	$3.88
$1035.00	$1005.00	1:2	Oct 23	-$0.71	$29.29
$985.00	$955.00	1:2	Oct 30	-$1.41	$28.59
$1080.00	$1075.00	1:2	Oct 2	-$0.06	$4.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 121 found (best yield 3.88%, avg 1.43%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1220.00	Nov 6	$45.95	0.44	3.0%	3.88%	6.86%	3	3
$1195.00	Nov 6	$55.95	0.50	0.9%	4.72%	5.60%	3	--
$1190.00	Nov 6	$57.85	0.51	0.5%	4.88%	5.34%	17	9
$1245.00	Nov 6	$36.80	0.38	5.1%	3.11%	8.20%	13	--
$1235.00	Nov 6	$38.15	0.40	4.2%	3.22%	7.47%	2	--
$1240.00	Nov 6	$36.65	0.39	4.7%	3.09%	7.77%	11	2
$1210.00	Nov 6	$46.25	0.46	2.1%	3.90%	6.05%	2	2
$1200.00	Nov 6	$50.50	0.48	1.3%	4.26%	5.56%	2	--
$1230.00	Nov 6	$39.05	0.41	3.8%	3.30%	7.13%	2	--
$1225.00	Nov 6	$40.30	0.42	3.4%	3.40%	6.81%	1	--

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 11,713

Total Puts 10,013

Put/Call Ratio 0.85

Net Difference 1,700

Prior's Put/Call Breakdown

Total Calls 13,658

Total Puts 9,595

Put/Call Ratio 0.70

Net Difference 4,063

Prior 7-Day Put/Call Summary

Total Calls 119,384

Total Puts 96,266

Average Put/Call Ratio 0.89

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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