LLY - Options Database

LLY

ELI LILLY AND CO

$1142.85 -0.61%

$1144.00 (+0.10%)🌙

as of 10/02 06:30 PM

(10/1 18:32) ◀

Friday, October 2, 2026 (6:30pm)

▶ (10/5 18:32)

◀ 10/2 18:30 ▶

Option Volume

Detail

ℹ

Current (10/02) 29,361

Calls: 15,934 (54%)

Puts: 13,427 (46%)

Prior (10/01) 27,878

Calls: 16,493 (59%)

Puts: 11,385 (41%)

Current vs Prior +5.32%

Calls: -3.39% (Calls)

Puts: +17.94% (Puts)

Prior 7-Day Total 221,683

Calls: 130,466 (59%)

Puts: 91,217 (41%)

Prior 7-Day Average 31,669

Calls: 18,638 (59%)

Puts: 13,031 (41%)

Current vs Prior 7-Day Avg -7.29%

Calls: -14.51%

Puts: +3.04%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/02) $50.99M

Calls: $28.78M (56%)

Puts: $22.21M (44%)

Prior (10/01) $63.93M

Calls: $29.17M (46%)

Puts: $34.77M (54%)

Current vs Prior -20.24%

Calls: -1.33%

Puts: -36.10%

Prior 7-Day Total $416.13M

Calls: $251.57M (60%)

Puts: $164.56M (40%)

Prior 7-Day Average $59.45M

Calls: $35.94M (60%)

Puts: $23.51M (40%)

Current vs Prior 7-Day Avg -14.22%

Calls: -19.92%

Puts: -5.51%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/02) 0.84

Prior (10/01) 0.69

Current vs Prior +22.07%

Prior 7-Day Average 0.71

Current vs Prior 7-Day Avg +18.25%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/02) 154,351

Calls: 84,166 (55%)

Puts: 70,185 (45%)

Prior (10/01) 152,573

Calls: 80,998 (53%)

Puts: 71,575 (47%)

Current vs Prior +1.17%

Prior 7-Day Total 1,051,584

Calls: 544,526 (52%)

Puts: 507,058 (48%)

Prior 7-Day Average 150,226

Calls: 77,789 (52%)

Puts: 72,436 (48%)

Current vs Prior 7-Day Avg +2.75%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 0.60% | 3.38%4.87% | 11.29%

Prior 1.74% | 3.80%5.29% | 11.73%

Current vs Prior +94.57% | +28.23%-7.91% | -3.78%

Prior 7-Day Avg 2.73% | 4.50%6.05% | 12.16%

Current vs 7-Day Avg +23.79% | +8.06%-19.60% | -7.20%

Prior 7-Day Eod 1.74% | 3.80%5.29% | 11.73%

Current vs 7-Day Eod +94.57% | +28.23%-7.91% | -3.78%

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 40.22% | 23.72%

Calls: 41.80% | 13.85%

Puts: 38.66% | 33.59%

Current vs 7-Day Avg +7.65% | -4.97%

Liquidity Expensive

Add Card

🤖 AI Insights

Market showing bullish sentiment based on options flow analysis.

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BEARISH

7-Day Avg BULLISH

Current NEUTRAL

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

🎯

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 15 of results (avg 7.9%, best 4.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$950.00	Nov 6	198.85	207.85	$203.35	4.4%	1	0.93	--
$940.00	Oct 16	202.10	213.80	$207.95	5.6%	1	0.99	--
$1150.00	Oct 30	48.20	51.90	$50.05	7.4%	288	0.51	36
$1000.00	Oct 2	137.40	148.45	$142.93	7.7%	2	1.00	13
$940.00	Oct 23	201.70	218.00	$209.85	7.8%	1	0.96	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1320.00	Nov 6	172.50	184.80	$178.65	6.9%	1	0.85	--
$1240.00	Oct 16	93.35	100.35	$96.85	7.2%	7	0.94	119
$1275.00	Oct 9	125.30	135.40	$130.35	7.7%	2	1.00	--
$1280.00	Oct 16	128.20	139.30	$133.75	8.3%	82	1.00	151
$1265.00	Oct 2	113.10	124.10	$118.60	9.3%	4	1.00	--

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. 187 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Oct 2	137.40	148.45	$142.93	7.7%	2	1.00	13
$1070.00	Oct 2	70.15	81.90	$76.03	15.5%	2	1.00	--
$1055.00	Oct 2	82.40	96.90	$89.65	16.2%	5	1.00	--
$1080.00	Oct 2	59.65	71.90	$65.78	18.6%	1	1.00	4
$1050.00	Oct 2	90.20	101.90	$96.05	12.2%	3	1.00	23

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1145.00	Oct 2	1.10	3.00	$2.05	92.7%	93	1.00	150
$1147.50	Oct 2	0.97	9.10	$5.04	161.3%	79	1.00	89
$1150.00	Oct 2	3.00	16.20	$9.60	137.5%	236	1.00	254
$1152.50	Oct 2	1.05	12.35	$6.70	168.7%	4	1.00	109
$1155.00	Oct 2	3.80	16.00	$9.90	123.2%	111	1.00	131

Most actively traded options today. High liquidity = easy entry/exit. 536 active (total vol 22.3K, top 1.6K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1150.00	Oct 2	0.04	0.29	$0.16	156.2%	909	0.12	81
$1145.00	Oct 2	0.00	2.80	$1.40	200.0%	550	1.00	404
$1140.00	Oct 2	1.55	11.50	$6.53	152.4%	464	0.93	393
$1155.00	Oct 2	0.00	0.03	$0.02	150.0%	401	0.01	60
$1190.00	Oct 2	0.00	0.01	$0.01	100.0%	396	0.00	673

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1135.00	Oct 2	0.00	0.73	$0.37	197.3%	1.6K	0.10	164
$1130.00	Oct 2	0.02	0.30	$0.16	175.0%	393	0.04	302
$1140.00	Oct 2	0.00	0.45	$0.23	195.7%	380	0.12	232
$1100.00	Oct 16	8.20	10.00	$9.10	19.8%	346	0.23	875
$1125.00	Oct 2	0.00	0.50	$0.25	200.0%	297	0.05	192

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 796.4%, max 2462.0%)

CALLS (2)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1162.50	Oct 2	Oct 9	189.9%	30.1%	530.8%	102	152
$1142.50	Oct 2	Oct 9	52.2%	26.8%	94.8%	65	22

PUTS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1075.00	Oct 2	Nov 6	972.7%	38.0%	2462.0%	49	231
$1115.00	Oct 2	Oct 30	361.0%	40.1%	799.4%	150	235
$1142.50	Oct 2	Oct 9	52.2%	26.8%	94.8%	129	130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 294 found (best R:R 1.63, avg 8.24)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1105.00	$1110.00	Oct 9	$1.82	$3.18	$1.82	84%	1.75	$1106.82
$1140.00	$1145.00	Oct 23	$0.43	$4.57	$0.43	55%	10.63	$1140.43
$1300.00	$1320.00	Oct 30	$0.44	$19.56	$0.44	14%	44.45	$1300.44
$1165.00	$1170.00	Oct 30	$0.70	$4.30	$0.70	47%	6.14	$1165.70
$1165.00	$1170.00	Oct 23	$0.60	$4.40	$0.60	43%	7.33	$1165.60

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1195.00	$1190.00	Oct 2	$1.90	$3.10	$1.90	100%	1.63	$1193.10
$1160.00	$1155.00	Oct 16	$0.37	$4.63	$0.37	57%	12.51	$1159.63
$1185.00	$1180.00	Oct 2	$2.65	$2.35	$2.65	100%	0.89	$1182.35
$1210.00	$1205.00	Oct 9	$2.93	$2.07	$2.93	100%	0.71	$1207.07
$1195.00	$1190.00	Oct 9	$2.53	$2.47	$2.53	92%	0.98	$1192.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 244 found (best R:R 2.91, avg 0.56)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1200.00	$1205.00	Oct 23	$3.72	$3.72	$1.28	72%	2.91	$1203.72
$1230.00	$1240.00	Oct 30	$5.05	$5.05	$4.95	70%	1.02	$1235.05
$1165.00	$1170.00	Oct 16	$4.00	$4.00	$1.00	58%	4.00	$1169.00
$1162.50	$1165.00	Oct 2	$1.46	$1.46	$1.04	83%	1.40	$1163.96
$1215.00	$1220.00	Oct 16	$2.08	$2.08	$2.92	80%	0.71	$1217.08

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1045.00	$1040.00	Oct 30	$3.23	$3.23	$1.77	80%	1.82	$1041.77
$1115.00	$1110.00	Oct 2	$2.44	$2.44	$2.56	85%	0.95	$1112.56
$1140.00	$1080.00	Nov 13	$23.85	$23.85	$36.15	54%	0.66	$1116.15
$1140.00	$1135.00	Oct 23	$4.22	$4.22	$0.78	54%	5.41	$1135.78
$1125.00	$1120.00	Oct 16	$3.38	$3.38	$1.62	64%	2.09	$1121.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $15.23, cheapest $13.64)

CALLS (1)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1147.50	Oct 2	Oct 9	$16.83	22.4%	30.8%

PUTS (1)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1142.50	Oct 2	Oct 9	$13.64	52.2%	26.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 163 found (cheapest 0.30% of stock, avg 6.00%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1145.00	Oct 2	$1.40	$2.05	$3.45	$1141.55	$1148.45	0.30%
$1147.50	Oct 2	$0.42	$5.04	$5.46	$1142.04	$1152.96	0.48%
$1142.50	Oct 2	$4.85	$0.71	$5.56	$1136.94	$1148.06	0.49%
$1140.00	Oct 2	$6.53	$0.23	$6.76	$1133.24	$1146.76	0.59%
$1152.50	Oct 2	$0.14	$6.70	$6.84	$1145.66	$1159.34	0.60%
$1135.00	Oct 2	$9.38	$0.37	$9.75	$1125.25	$1144.75	0.85%
$1137.50	Oct 2	$9.70	$0.05	$9.75	$1127.75	$1147.25	0.85%
$1150.00	Oct 2	$0.16	$9.60	$9.76	$1140.24	$1159.76	0.85%
$1155.00	Oct 2	$0.02	$9.90	$9.92	$1145.08	$1164.92	0.87%
$1157.50	Oct 2	$0.01	$13.45	$13.46	$1144.04	$1170.96	1.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.03% of stock, avg 4.84%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1150.00	$1140.00	Oct 2	$0.16	$0.23	$0.39	$1139.61	$1150.39
$1152.50	$1140.00	Oct 2	$0.14	$0.23	$0.37	$1139.63	$1152.87
$1152.50	$1135.00	Oct 2	$0.14	$0.37	$0.51	$1134.49	$1153.01
$1150.00	$1135.00	Oct 2	$0.16	$0.37	$0.53	$1134.47	$1150.53
$1147.50	$1140.00	Oct 2	$0.42	$0.23	$0.65	$1139.35	$1148.15
$1147.50	$1135.00	Oct 2	$0.42	$0.37	$0.79	$1134.21	$1148.29
$1152.50	$1142.50	Oct 2	$0.14	$0.71	$0.85	$1141.65	$1153.35
$1147.50	$1142.50	Oct 2	$0.42	$0.71	$1.13	$1141.37	$1148.63
$1150.00	$1142.50	Oct 2	$0.16	$0.71	$0.87	$1141.63	$1150.87
$1162.50	$1140.00	Oct 2	$1.50	$0.23	$1.73	$1138.27	$1164.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 159 found (best R:R 1.73, avg credit $3.56)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1070/1075	1285/1300	Oct 2	$9.51	$5.49	78%	1.73	$1065.49	$1294.51
1110/1115	1162/1165	Oct 2	$3.90	$1.10	68%	3.55	$1111.10	$1166.40
1025/1030	1175/1178	Oct 9	$3.71	$1.29	67%	2.88	$1026.29	$1178.71
1075/1080	1175/1178	Oct 9	$3.96	$1.04	61%	3.81	$1076.04	$1178.96
1085/1090	1175/1178	Oct 9	$4.11	$0.89	58%	4.62	$1085.89	$1179.11
1055/1060	1175/1178	Oct 9	$3.53	$1.47	66%	2.40	$1056.47	$1178.53
1090/1095	1175/1178	Oct 9	$3.96	$1.04	56%	3.81	$1091.04	$1178.96
1060/1065	1175/1178	Oct 9	$3.52	$1.48	65%	2.38	$1061.48	$1178.52
1045/1050	1175/1178	Oct 9	$3.39	$1.61	67%	2.11	$1046.61	$1178.39
1050/1055	1175/1178	Oct 9	$3.37	$1.63	67%	2.07	$1051.63	$1178.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 172 found (best R:R 51.63, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1220.00	$1240.00	$1260.00	Oct 16	$0.22	$19.78	11%	89.91
$1145.00	$1147.50	$1150.00	Oct 2	$0.72	$1.78	88%	2.47
$1147.50	$1150.00	$1152.50	Oct 2	$0.24	$2.26	26%	9.42
$1260.00	$1280.00	$1300.00	Oct 16	$0.23	$19.77	3%	85.96
$1115.00	$1120.00	$1125.00	Oct 16	$0.18	$4.82	7%	26.78

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1220.00	$1240.00	$1260.00	Oct 16	$0.38	$19.62	13%	51.63
$1140.00	$1142.50	$1145.00	Oct 2	$0.86	$1.64	88%	1.91
$940.00	$960.00	$980.00	Nov 6	$0.09	$19.91	4%	221.22
$1137.50	$1140.00	$1142.50	Oct 2	$0.30	$2.20	31%	7.33
$1165.00	$1170.00	$1175.00	Oct 9	$0.06	$4.94	6%	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. 176 found (best net $-30.85, 143 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$940.00	$1020.00	1:2	Oct 16	-$48.51	$31.49
$1145.00	$1195.00	1:2	Nov 13	-$18.82	$31.18
$1300.00	$1340.00	1:2	Nov 13	-$3.05	$36.95
$1115.00	$1125.00	1:2	Oct 2	-$7.05	$2.95
$1220.00	$1240.00	1:2	Oct 16	-$1.22	$18.78

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1320.00	$1230.00	1:2	Nov 6	-$30.85	$59.15
$1140.00	$1080.00	1:2	Nov 13	-$5.00	$55.00
$1150.00	$1147.50	1:2	Oct 2	-$0.48	$2.02
$980.00	$950.00	1:2	Oct 30	-$1.13	$28.87
$1060.00	$1050.00	1:2	Oct 16	-$0.37	$9.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 132 found (best yield 3.04%, avg 1.47%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1200.00	Nov 13	$34.70	0.39	5.0%	3.04%	8.04%	16	7
$1145.00	Nov 13	$55.25	0.53	0.2%	4.83%	5.02%	4	--
$1205.00	Nov 13	$32.75	0.38	5.4%	2.87%	8.30%	6	1
$1195.00	Nov 13	$35.35	0.40	4.6%	3.09%	7.66%	22	5
$1160.00	Nov 6	$47.80	0.49	1.5%	4.18%	5.68%	5	1
$1215.00	Nov 13	$29.85	0.36	6.3%	2.61%	8.93%	6	--
$1155.00	Nov 6	$48.75	0.50	1.1%	4.27%	5.33%	5	--
$1145.00	Nov 6	$53.60	0.53	0.2%	4.69%	4.88%	310	2
$1220.00	Nov 13	$28.40	0.34	6.8%	2.49%	9.24%	6	--
$1150.00	Nov 6	$50.80	0.51	0.6%	4.45%	5.07%	3	--

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 15,934

Total Puts 13,427

Put/Call Ratio 0.84

Net Difference 2,507

Prior's Put/Call Breakdown

Total Calls 16,493

Total Puts 11,385

Put/Call Ratio 0.69

Net Difference 5,108

Prior 7-Day Put/Call Summary

Total Calls 130,466

Total Puts 91,217

Average Put/Call Ratio 0.71

Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card