LLY - Options Database

LLY

ELI LILLY AND CO

$1157.08 -2.33%

$1161.05 (+0.34%)🌙

as of 10/01 12:15 AM

(9/29 18:41) ◀

Wednesday, September 30, 2026 (12:15am)

▶ (10/1 18:32)

◀ 9/30 00:15 ▶

Option Volume

Detail

ℹ

Current (10/01) 43,593

Calls: 26,265 (60%)

Puts: 17,328 (40%)

Prior (09/29) 21,726

Calls: 11,713 (54%)

Puts: 10,013 (46%)

Current vs Prior +100.65%

Calls: +124.24% (Calls)

Puts: +73.06% (Puts)

Prior 7-Day Total 206,643

Calls: 113,531 (55%)

Puts: 93,112 (45%)

Prior 7-Day Average 29,520

Calls: 16,218 (55%)

Puts: 13,301 (45%)

Current vs Prior 7-Day Avg +47.67%

Calls: +61.94%

Puts: +30.27%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/01) $77.72M

Calls: $35.02M (45%)

Puts: $42.70M (55%)

Prior (09/29) $47.77M

Calls: $29.28M (61%)

Puts: $18.48M (39%)

Current vs Prior +62.70%

Calls: +19.59%

Puts: +130.99%

Prior 7-Day Total $355.57M

Calls: $233.89M (66%)

Puts: $121.69M (34%)

Prior 7-Day Average $50.80M

Calls: $33.41M (66%)

Puts: $17.38M (34%)

Current vs Prior 7-Day Avg +53.00%

Calls: +4.81%

Puts: +145.61%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (10/01) 0.66

Prior (09/29) 0.85

Current vs Prior -22.83%

Prior 7-Day Average 0.91

Current vs Prior 7-Day Avg -27.45%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/01) 147,916

Calls: 79,490 (54%)

Puts: 68,426 (46%)

Prior (09/29) 151,528

Calls: 76,232 (50%)

Puts: 75,296 (50%)

Current vs Prior -2.38%

Prior 7-Day Total 1,068,744

Calls: 546,756 (51%)

Puts: 521,988 (49%)

Prior 7-Day Average 152,677

Calls: 78,108 (51%)

Puts: 74,569 (49%)

Current vs Prior 7-Day Avg -3.12%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 2.74% | 4.39%5.85% | 12.00%

Prior 2.76% | 4.48%5.71% | 11.93%

Current vs Prior -0.56% | -2.02%+2.37% | +0.58%

Prior 7-Day Avg 3.00% | 4.68%5.01% | 10.95%

Current vs 7-Day Avg -8.48% | -6.27%+16.70% | +9.64%

Prior 7-Day Eod 2.76% | 4.48%5.71% | 11.93%

Current vs 7-Day Eod -0.56% | -2.02%+2.37% | +0.58%

Sentiment BULLISHBEARISH

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 34.07% | 26.08%

Calls: 34.65% | 15.25%

Puts: 33.51% | 36.91%

Current vs 7-Day Avg +27.08% | -13.57%

Liquidity Expensive

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🤖 AI Insights

Elevated premium activity with dollar volume up 63% vs prior. Dollar volume significantly above 7-day average (53% higher). Unusually high activity with volume up 101% vs prior - elevated interest. Bullish P/C ratio of 0.66.

Smart Money BEARISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Current BULLISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

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 20 of results (avg 8.1%, best 5.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$950.00	Oct 16	209.70	220.75	$215.23	5.1%	7	1.00	28
$1200.00	Oct 9	9.45	10.00	$9.73	5.7%	162	0.29	111
$1000.00	Oct 16	159.05	172.00	$165.53	7.8%	1	0.98	109
$1000.00	Oct 9	156.65	170.15	$163.40	8.3%	1	0.99	--
$1000.00	Oct 23	159.00	173.70	$166.35	8.8%	1	0.97	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1380.00	Oct 16	211.80	225.10	$218.45	6.1%	2	1.00	--
$1360.00	Oct 16	191.70	204.70	$198.20	6.6%	2	1.00	--
$1325.00	Oct 2	156.55	168.45	$162.50	7.3%	1	1.00	--
$1320.00	Oct 30	157.70	170.65	$164.18	7.9%	2	0.85	3
$1330.00	Oct 23	161.85	175.25	$168.55	8.0%	2	0.97	--

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. 170 found (avg delta 0.75, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Oct 2	155.40	169.85	$162.63	8.9%	6	1.00	12
$1015.00	Oct 2	139.60	154.25	$146.93	10.0%	2	1.00	8
$1050.00	Oct 2	106.00	118.90	$112.45	11.5%	40	1.00	12
$950.00	Oct 16	209.70	220.75	$215.23	5.1%	7	1.00	28
$1000.00	Oct 9	156.65	170.15	$163.40	8.3%	1	0.99	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Oct 2	36.80	46.20	$41.50	22.7%	56	1.00	131
$1205.00	Oct 2	37.40	51.05	$44.22	30.9%	2	1.00	90
$1215.00	Oct 2	46.75	60.25	$53.50	25.2%	12	1.00	--
$1220.00	Oct 2	51.75	64.25	$58.00	21.6%	2	1.00	--
$1225.00	Oct 2	60.00	68.80	$64.40	13.7%	38	1.00	8

Most actively traded options today. High liquidity = easy entry/exit. 527 active (total vol 30.7K, top 4.4K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1220.00	Oct 2	0.62	0.89	$0.76	35.5%	4.4K	0.05	300
$1300.00	Oct 2	0.04	0.13	$0.09	100.0%	1.5K	0.01	1.2K
$1240.00	Oct 2	0.18	0.45	$0.32	84.4%	1.5K	0.02	338
$1320.00	Oct 16	0.90	1.79	$1.35	65.9%	1.3K	0.04	435
$1230.00	Oct 2	0.35	0.60	$0.48	52.1%	1.3K	0.03	866

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 2	0.36	1.06	$0.71	98.6%	475	0.04	515
$1200.00	Nov 6	75.60	83.30	$79.45	9.7%	353	0.57	3
$1200.00	Oct 30	67.45	80.70	$74.08	17.9%	348	0.58	8
$1210.00	Oct 30	74.10	85.15	$79.63	13.9%	336	0.61	2
$1210.00	Nov 6	78.05	90.70	$84.38	15.0%	332	0.60	1

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 17.0%, max 36.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1162.50	Oct 2	Oct 9	43.8%	32.2%	36.1%	3	138
$1130.00	Oct 2	Oct 23	39.5%	32.4%	22.0%	6	28
$1145.00	Oct 2	Oct 23	38.6%	31.9%	20.9%	8	31
$1135.00	Oct 2	Oct 16	36.9%	32.5%	13.3%	19	437
$1155.00	Oct 2	Oct 16	36.1%	32.3%	12.0%	85	69

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1162.50	Oct 2	Oct 9	43.8%	32.2%	36.1%	14	17
$1157.50	Oct 2	Oct 9	43.7%	32.4%	34.8%	11	37
$1135.00	Oct 2	Oct 23	36.9%	32.3%	14.0%	122	139
$1155.00	Oct 2	Oct 23	36.1%	31.8%	13.7%	97	173
$1147.50	Oct 2	Oct 9	38.4%	33.9%	13.3%	41	77

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 338 found (best R:R 7.77, avg 9.35)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1135.00	$1140.00	Oct 2	$1.40	$3.60	$1.40	82%	2.57	$1136.40
$1100.00	$1105.00	Oct 2	$2.37	$2.63	$2.37	96%	1.11	$1102.37
$1310.00	$1325.00	Oct 30	$0.28	$14.72	$0.28	18%	52.57	$1310.28
$1145.00	$1150.00	Oct 16	$0.80	$4.20	$0.80	62%	5.25	$1145.80
$1150.00	$1155.00	Oct 9	$0.80	$4.20	$0.80	62%	5.25	$1150.80

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1210.00	$1205.00	Oct 16	$0.57	$4.43	$0.57	73%	7.77	$1209.43
$1205.00	$1200.00	Oct 2	$2.72	$2.28	$2.72	100%	0.84	$1202.28
$1205.00	$1200.00	Nov 6	$0.60	$4.40	$0.60	59%	7.33	$1204.40
$1170.00	$1165.00	Oct 2	$0.57	$4.43	$0.57	63%	7.77	$1169.43
$1230.00	$1225.00	Oct 23	$1.57	$3.43	$1.57	76%	2.18	$1228.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 275 found (best R:R 32.33, avg 0.55)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1165.00	$1175.00	Oct 23	$7.10	$7.10	$2.90	48%	2.45	$1172.10
$1195.00	$1200.00	Oct 16	$3.65	$3.65	$1.35	62%	2.70	$1198.65
$1165.00	$1170.00	Oct 16	$4.03	$4.03	$0.97	48%	4.15	$1169.03
$1215.00	$1225.00	Oct 30	$5.10	$5.10	$4.90	61%	1.04	$1220.10
$1240.00	$1260.00	Oct 16	$4.37	$4.37	$15.63	79%	0.28	$1244.37

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1130.00	$1125.00	Oct 9	$4.85	$4.85	$0.15	71%	32.33	$1125.15
$1080.00	$1075.00	Nov 6	$3.55	$3.55	$1.45	74%	2.45	$1076.45
$1145.00	$1140.00	Oct 9	$3.45	$3.45	$1.55	63%	2.23	$1141.55
$1040.00	$1035.00	Oct 30	$2.35	$2.35	$2.65	84%	0.89	$1037.65
$1005.00	$1000.00	Oct 30	$2.03	$2.03	$2.97	89%	0.68	$1002.97

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $10.55, cheapest $10.35)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1162.50	Oct 2	Oct 9	$11.48	43.8%	32.2%
$1180.00	Oct 2	Oct 9	$10.53	40.8%	32.1%
$1165.00	Oct 2	Oct 9	$12.50	40.9%	32.6%
$1175.00	Oct 2	Oct 9	$12.00	39.8%	33.1%
$1170.00	Oct 2	Oct 9	$12.76	38.2%	32.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1162.50	Oct 2	Oct 9	$10.35	43.8%	32.2%
$1157.50	Oct 2	Oct 9	$7.12	43.7%	32.4%
$1165.00	Oct 2	Oct 9	$8.70	40.9%	32.6%
$1175.00	Oct 2	Oct 9	$10.35	39.8%	33.1%
$1170.00	Oct 2	Oct 9	$11.45	38.2%	32.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 140 found (cheapest 2.14% of stock, avg 6.52%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1170.00	Oct 2	$9.32	$15.45	$24.77	$1145.23	$1194.77	2.14%
$1160.00	Oct 2	$13.55	$11.55	$25.10	$1134.90	$1185.10	2.17%
$1162.50	Oct 2	$14.55	$11.68	$26.23	$1136.27	$1188.73	2.27%
$1175.00	Oct 2	$8.00	$19.10	$27.10	$1147.90	$1202.10	2.34%
$1165.00	Oct 2	$12.38	$14.88	$27.26	$1137.74	$1192.26	2.36%
$1145.00	Oct 2	$21.90	$6.14	$28.04	$1116.96	$1173.04	2.42%
$1155.00	Oct 2	$19.13	$9.05	$28.18	$1126.82	$1183.18	2.44%
$1150.00	Oct 2	$22.15	$7.07	$29.22	$1120.78	$1179.22	2.53%
$1147.50	Oct 2	$22.78	$6.92	$29.70	$1117.80	$1177.20	2.57%
$1152.50	Oct 2	$20.98	$8.93	$29.91	$1122.59	$1182.41	2.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.01% of stock, avg 5.26%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1185.00	$1150.00	Oct 2	$4.65	$7.07	$11.72	$1138.28	$1196.72
$1180.00	$1150.00	Oct 2	$6.70	$7.07	$13.77	$1136.23	$1193.77
$1175.00	$1150.00	Oct 2	$8.00	$7.07	$15.07	$1134.93	$1190.07
$1185.00	$1152.50	Oct 2	$4.65	$8.93	$13.58	$1138.92	$1198.58
$1185.00	$1155.00	Oct 2	$4.65	$9.05	$13.70	$1141.30	$1198.70
$1180.00	$1152.50	Oct 2	$6.70	$8.93	$15.63	$1136.87	$1195.63
$1175.00	$1152.50	Oct 2	$8.00	$8.93	$16.93	$1135.57	$1191.93
$1170.00	$1150.00	Oct 2	$9.32	$7.07	$16.39	$1133.61	$1186.39
$1180.00	$1155.00	Oct 2	$6.70	$9.05	$15.75	$1139.25	$1195.75
$1175.00	$1155.00	Oct 2	$8.00	$9.05	$17.05	$1137.95	$1192.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 100 found (best R:R 1.55, avg credit $1.56)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1070/1075	1195/1200	Oct 9	$3.04	$1.96	60%	1.55	$1071.96	$1198.04
1120/1125	1180/1185	Oct 2	$3.13	$1.87	55%	1.67	$1121.87	$1183.13
1050/1055	1195/1200	Oct 9	$2.61	$2.39	63%	1.09	$1052.39	$1197.61
1055/1060	1195/1200	Oct 9	$2.64	$2.36	62%	1.12	$1057.36	$1197.64
1085/1090	1195/1200	Oct 9	$2.95	$2.05	56%	1.44	$1087.05	$1197.95
1080/1085	1195/1200	Oct 9	$2.80	$2.20	57%	1.27	$1082.20	$1197.80
1085/1090	1180/1185	Oct 2	$2.36	$2.64	65%	0.89	$1087.64	$1182.36
1060/1065	1195/1200	Oct 9	$2.54	$2.46	62%	1.03	$1062.46	$1197.54
1065/1070	1195/1200	Oct 9	$2.54	$2.46	61%	1.03	$1067.46	$1197.54
1110/1115	1180/1185	Oct 2	$2.60	$2.40	60%	1.08	$1112.40	$1182.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 180 found (best R:R 49.51, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$950.00	$1000.00	$1050.00	Oct 16	$0.99	$49.01	6%	49.51
$1260.00	$1280.00	$1300.00	Oct 16	$0.18	$19.82	8%	110.11
$1140.00	$1150.00	$1160.00	Oct 30	$0.23	$9.77	6%	42.48
$1190.00	$1195.00	$1200.00	Oct 2	$0.12	$4.88	7%	40.67
$1195.00	$1200.00	$1205.00	Oct 2	$0.10	$4.90	6%	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1240.00	$1260.00	$1280.00	Oct 16	$1.48	$18.52	16%	12.51
$1180.00	$1185.00	$1190.00	Oct 2	$0.20	$4.80	15%	24.00
$1260.00	$1280.00	$1300.00	Oct 16	$0.47	$19.53	6%	41.55
$1175.00	$1180.00	$1185.00	Oct 9	$0.18	$4.82	10%	26.78
$1090.00	$1095.00	$1100.00	Nov 6	$0.05	$4.95	2%	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. 171 found (best net $-27.66, 158 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1000.00	$1070.00	1:2	Oct 9	-$27.66	$42.34
$1240.00	$1260.00	1:2	Oct 16	-$0.81	$19.19
$1280.00	$1300.00	1:2	Oct 16	-$0.44	$19.56
$1360.00	$1380.00	1:2	Oct 16	-$0.13	$19.87
$1260.00	$1280.00	1:2	Oct 16	-$1.78	$18.22

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$995.00	$970.00	1:2	Oct 9	-$0.09	$24.91
$1125.00	$1120.00	1:2	Oct 2	-$0.39	$4.61
$975.00	$960.00	1:2	Oct 23	-$0.31	$14.69
$1015.00	$965.00	1:2	Oct 2	-$0.02	$49.98
$1025.00	$1015.00	1:2	Oct 2	$0.00	$10.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 128 found (best yield 4.85%, avg 1.47%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1165.00	Nov 6	$56.10	0.53	0.7%	4.85%	5.53%	2	2
$1170.00	Nov 6	$53.70	0.51	1.1%	4.64%	5.76%	1	--
$1180.00	Nov 6	$49.10	0.49	2.0%	4.24%	6.22%	2	3
$1185.00	Nov 6	$46.90	0.47	2.4%	4.05%	6.47%	1	7
$1190.00	Nov 6	$44.75	0.46	2.9%	3.87%	6.71%	2	--
$1195.00	Nov 6	$42.75	0.45	3.3%	3.69%	6.97%	2	--
$1200.00	Nov 6	$40.70	0.44	3.7%	3.52%	7.23%	18	8
$1175.00	Nov 6	$50.55	0.50	1.6%	4.37%	5.92%	1	1
$1205.00	Nov 6	$38.85	0.42	4.1%	3.36%	7.50%	5	1
$1210.00	Nov 6	$36.95	0.41	4.6%	3.19%	7.77%	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 26,265

Total Puts 17,328

Put/Call Ratio 0.66

Net Difference 8,937

Prior's Put/Call Breakdown

Total Calls 11,713

Total Puts 10,013

Put/Call Ratio 0.85

Net Difference 1,700

Prior 7-Day Put/Call Summary

Total Calls 113,531

Total Puts 93,112

Average Put/Call Ratio 0.91

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

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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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