LLY - Options Database

LLY

ELI LILLY AND CO

$1157.49 +1.26%

$1159.94 (+0.21%)🌙

as of 10/06 06:32 PM

(10/5 18:32) ◀

Tuesday, October 6, 2026 (6:32pm)

▶ (10/7 14:00)

◀ 10/6 18:32 ▶

Option Volume

Detail

ℹ

Current (10/06) 24,098

Calls: 15,100 (63%)

Puts: 8,998 (37%)

Prior (10/05) 24,163

Calls: 12,691 (53%)

Puts: 11,472 (47%)

Current vs Prior -0.27%

Calls: +18.98% (Calls)

Puts: -21.57% (Puts)

Prior 7-Day Total 208,805

Calls: 119,312 (57%)

Puts: 89,493 (43%)

Prior 7-Day Average 29,829

Calls: 17,044 (57%)

Puts: 12,784 (43%)

Current vs Prior 7-Day Avg -19.21%

Calls: -11.41%

Puts: -29.62%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/06) $98.56M

Calls: $76.32M (77%)

Puts: $22.23M (23%)

Prior (10/05) $63.72M

Calls: $48.15M (76%)

Puts: $15.57M (24%)

Current vs Prior +54.67%

Calls: +58.52%

Puts: +42.77%

Prior 7-Day Total $408.51M

Calls: $240.01M (59%)

Puts: $168.49M (41%)

Prior 7-Day Average $58.36M

Calls: $34.29M (59%)

Puts: $24.07M (41%)

Current vs Prior 7-Day Avg +68.88%

Calls: +122.59%

Puts: -7.63%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/06) 0.60

Prior (10/05) 0.90

Current vs Prior -34.08%

Prior 7-Day Average 0.77

Current vs Prior 7-Day Avg -22.40%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/06) 150,085

Calls: 78,351 (52%)

Puts: 71,734 (48%)

Prior (10/05) 131,852

Calls: 65,590 (50%)

Puts: 66,262 (50%)

Current vs Prior +13.83%

Prior 7-Day Total 1,017,203

Calls: 532,204 (52%)

Puts: 484,999 (48%)

Prior 7-Day Average 145,314

Calls: 76,029 (52%)

Puts: 69,285 (48%)

Current vs Prior 7-Day Avg +3.28%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 2.77% | 4.46%4.46% | 11.17%

Prior 2.96% | 4.52%4.52% | 11.26%

Current vs Prior -6.42% | -1.34%-1.34% | -0.82%

Prior 7-Day Avg 2.95% | 4.59%5.49% | 11.82%

Current vs 7-Day Avg -6.21% | -2.74%-18.77% | -5.53%

Prior 7-Day Eod 2.96% | 4.52%4.52% | 11.26%

Current vs 7-Day Eod -6.42% | -1.34%-1.34% | -0.82%

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 43.30% | 22.54%

Calls: 45.37% | 13.15%

Puts: 41.24% | 31.93%

Current vs 7-Day Avg +0.00% | +0.00%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($76.32M) vs puts ($22.23M). Elevated premium activity with dollar volume up 55% vs prior. Dollar volume significantly above 7-day average (69% higher). Bullish P/C ratio of 0.60.

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 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 35 of results (avg 8.4%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$990.00	Nov 20	178.25	185.95	$182.10	4.2%	19	0.89	61
$1000.00	Nov 6	166.00	177.50	$171.75	6.7%	1	0.89	--
$960.00	Nov 20	202.20	216.40	$209.30	6.8%	1	0.92	34
$1000.00	Oct 16	155.15	166.10	$160.63	6.8%	1	0.99	--
$1050.00	Nov 20	128.70	138.30	$133.50	7.2%	11	0.79	59

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1360.00	Oct 30	195.55	209.85	$202.70	7.1%	2	0.92	3
$1270.00	Nov 20	126.15	135.50	$130.82	7.1%	2	0.72	--
$1280.00	Nov 20	133.20	143.20	$138.20	7.2%	7	0.74	142
$1280.00	Oct 30	125.50	135.15	$130.32	7.4%	12	0.79	3
$1220.00	Oct 16	64.15	69.35	$66.75	7.8%	19	0.84	221

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. 214 found (avg delta 0.70, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1050.00	Oct 9	105.55	115.65	$110.60	9.1%	38	1.00	49
$1000.00	Oct 16	155.15	166.10	$160.63	6.8%	1	0.99	--
$1010.00	Oct 16	143.05	157.65	$150.35	9.7%	1	0.98	--
$1070.00	Oct 9	82.25	96.75	$89.50	16.2%	1	0.98	--
$1060.00	Oct 9	91.65	106.65	$99.15	15.1%	2	0.98	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1235.00	Oct 9	70.30	84.35	$77.32	18.2%	3	1.00	--
$1300.00	Oct 9	135.00	149.25	$142.13	10.0%	2	1.00	--
$1305.00	Oct 23	139.40	154.55	$146.98	10.3%	2	0.96	--
$1295.00	Oct 23	130.65	144.80	$137.73	10.3%	4	0.96	6
$1280.00	Oct 16	115.60	128.65	$122.13	10.7%	4	0.96	118

Most actively traded options today. High liquidity = easy entry/exit. 623 active (total vol 17.4K, top 1.0K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Oct 9	2.40	2.70	$2.55	11.8%	1.0K	0.14	618
$1185.00	Oct 23	18.35	21.90	$20.13	17.6%	410	0.39	31
$1280.00	Oct 16	0.85	1.28	$1.07	40.2%	397	0.04	645
$1200.00	Oct 16	8.85	10.35	$9.60	15.6%	362	0.26	1.4K
$1220.00	Oct 9	0.70	1.20	$0.95	52.6%	299	0.06	359

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1120.00	Oct 9	2.21	3.25	$2.73	38.1%	284	0.14	211
$1100.00	Oct 9	0.71	1.48	$1.10	70.0%	245	0.06	400
$1100.00	Oct 16	4.70	6.10	$5.40	25.9%	242	0.16	935
$1095.00	Oct 9	0.70	0.99	$0.85	34.1%	221	0.05	496
$1115.00	Oct 9	1.70	3.00	$2.35	55.3%	198	0.12	383

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 11.9%, max 21.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1172.50	Oct 9	Oct 16	39.2%	32.3%	21.2%	78	31
$1137.50	Oct 9	Oct 23	36.7%	30.7%	19.8%	10	18
$1142.50	Oct 9	Oct 23	34.6%	29.1%	18.8%	31	15
$1157.50	Oct 9	Oct 23	35.0%	29.8%	17.7%	60	20
$1167.50	Oct 9	Oct 23	36.3%	31.8%	14.0%	42	35

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1137.50	Oct 9	Oct 23	36.7%	30.7%	19.8%	32	30
$1142.50	Oct 9	Oct 23	34.6%	29.1%	18.8%	60	16
$1157.50	Oct 9	Oct 23	35.0%	29.8%	17.7%	18	34
$1152.50	Oct 9	Oct 23	33.3%	30.4%	9.5%	30	19
$1147.50	Oct 9	Oct 23	31.8%	29.1%	9.2%	17	45

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 390 found (best R:R 0.51, avg 6.49)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1060.00	$1070.00	Nov 20	$5.60	$4.40	$5.60	77%	0.79	$1065.60
$1170.00	$1180.00	Nov 20	$3.00	$7.00	$3.00	50%	2.33	$1173.00
$1260.00	$1270.00	Nov 20	$1.03	$8.97	$1.03	29%	8.71	$1261.03
$1170.00	$1175.00	Nov 13	$0.77	$4.23	$0.77	50%	5.49	$1170.77
$1175.00	$1180.00	Nov 13	$0.75	$4.25	$0.75	49%	5.67	$1175.75

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1250.00	$1235.00	Oct 23	$9.95	$5.05	$9.95	89%	0.51	$1240.05
$1110.00	$1100.00	Nov 20	$1.33	$8.67	$1.33	34%	6.52	$1108.67
$1155.00	$1150.00	Oct 16	$0.47	$4.53	$0.47	47%	9.64	$1154.53
$1300.00	$1295.00	Oct 23	$3.22	$1.78	$3.22	95%	0.55	$1296.78
$1210.00	$1200.00	Nov 20	$4.43	$5.57	$4.43	60%	1.26	$1205.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 307 found (best R:R 3.48, avg 0.67)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1180.00	$1190.00	Nov 20	$7.77	$7.77	$2.23	52%	3.48	$1187.77
$1310.00	$1340.00	Nov 6	$6.22	$6.22	$23.78	82%	0.26	$1316.22
$1210.00	$1215.00	Oct 16	$3.30	$3.30	$1.70	77%	1.94	$1213.30
$1270.00	$1275.00	Oct 30	$2.90	$2.90	$2.10	78%	1.38	$1272.90
$1245.00	$1250.00	Oct 23	$2.44	$2.44	$2.56	84%	0.95	$1247.44

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1045.00	$1040.00	Nov 6	$3.55	$3.55	$1.45	82%	2.45	$1041.45
$1130.00	$1120.00	Nov 20	$5.97	$5.97	$4.03	60%	1.48	$1124.03
$1040.00	$1035.00	Oct 30	$2.85	$2.85	$2.15	83%	1.33	$1037.15
$1070.00	$1060.00	Nov 13	$4.30	$4.30	$5.70	75%	0.75	$1065.70
$1070.00	$1060.00	Nov 6	$4.21	$4.21	$5.79	76%	0.73	$1065.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $9.50, cheapest $7.77)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1170.00	Oct 9	Oct 16	$7.77	39.2%	31.8%
$1172.50	Oct 9	Oct 16	$8.07	39.2%	32.3%
$1145.00	Oct 9	Oct 16	$10.00	35.5%	29.6%
$1140.00	Oct 9	Oct 16	$8.75	36.0%	31.4%
$1155.00	Oct 9	Oct 16	$9.65	34.2%	29.7%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1170.00	Oct 9	Oct 16	$7.82	39.2%	31.8%
$1145.00	Oct 9	Oct 16	$7.60	35.5%	29.6%
$1140.00	Oct 9	Oct 16	$8.35	36.0%	31.4%
$1155.00	Oct 9	Oct 16	$8.50	34.2%	29.7%
$1142.50	Oct 9	Oct 16	$8.37	34.6%	30.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 179 found (cheapest 2.46% of stock, avg 7.24%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1165.00	Oct 9	$11.38	$17.13	$28.51	$1136.49	$1193.51	2.46%
$1162.50	Oct 9	$12.70	$16.15	$28.85	$1133.65	$1191.35	2.49%
$1160.00	Oct 9	$14.95	$14.27	$29.22	$1130.78	$1189.22	2.52%
$1157.50	Oct 9	$15.50	$13.88	$29.38	$1128.12	$1186.88	2.54%
$1150.00	Oct 9	$19.55	$10.23	$29.78	$1120.22	$1179.78	2.57%
$1152.50	Oct 9	$19.18	$10.83	$30.01	$1122.49	$1182.51	2.59%
$1167.50	Oct 9	$11.08	$19.30	$30.38	$1137.12	$1197.88	2.62%
$1155.00	Oct 9	$18.13	$12.35	$30.48	$1124.52	$1185.48	2.63%
$1147.50	Oct 9	$22.88	$8.23	$31.11	$1116.39	$1178.61	2.69%
$1177.50	Oct 9	$7.53	$23.98	$31.51	$1145.99	$1209.01	2.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.69% of stock, avg 6.20%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1170.00	$1147.50	Oct 9	$11.28	$8.23	$19.51	$1127.99	$1189.51
$1167.50	$1147.50	Oct 9	$11.08	$8.23	$19.31	$1128.19	$1186.81
$1165.00	$1147.50	Oct 9	$11.38	$8.23	$19.61	$1127.89	$1184.61
$1170.00	$1150.00	Oct 9	$11.28	$10.23	$21.51	$1128.49	$1191.51
$1167.50	$1150.00	Oct 9	$11.08	$10.23	$21.31	$1128.69	$1188.81
$1167.50	$1152.50	Oct 9	$11.08	$10.83	$21.91	$1130.59	$1189.41
$1165.00	$1152.50	Oct 9	$11.38	$10.83	$22.21	$1130.29	$1187.21
$1165.00	$1150.00	Oct 9	$11.38	$10.23	$21.61	$1128.39	$1186.61
$1170.00	$1152.50	Oct 9	$11.28	$10.83	$22.11	$1130.39	$1192.11
$1162.50	$1147.50	Oct 9	$12.70	$8.23	$20.93	$1126.57	$1183.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 1.70, avg credit $2.34)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1010/1020	1250/1260	Nov 20	$6.30	$3.70	52%	1.70	$1013.70	$1256.30
940/950	1250/1260	Nov 20	$5.10	$4.90	61%	1.04	$944.90	$1255.10
1030/1040	1250/1260	Nov 20	$5.90	$4.10	49%	1.44	$1034.10	$1255.90
1040/1050	1250/1260	Nov 20	$6.05	$3.95	47%	1.53	$1043.95	$1256.05
1000/1010	1250/1260	Nov 20	$5.30	$4.70	54%	1.13	$1004.70	$1255.30
1070/1075	1190/1195	Oct 16	$2.69	$2.31	59%	1.16	$1072.31	$1192.69
970/980	1250/1260	Nov 20	$4.80	$5.20	58%	0.92	$975.20	$1254.80
990/1000	1250/1260	Nov 20	$4.75	$5.25	56%	0.90	$995.25	$1254.75
1070/1075	1185/1190	Oct 16	$2.52	$2.48	56%	1.02	$1072.48	$1187.52
980/990	1250/1260	Nov 20	$4.35	$5.65	57%	0.77	$985.65	$1254.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 224 found (best R:R 199.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1220.00	$1240.00	$1260.00	Oct 16	$0.10	$19.90	10%	199.00
$1190.00	$1200.00	$1210.00	Nov 20	$0.08	$9.92	4%	124.00
$1090.00	$1095.00	$1100.00	Oct 30	$0.11	$4.89	3%	44.45
$1215.00	$1220.00	$1225.00	Nov 13	$0.10	$4.90	2%	49.00
$1275.00	$1280.00	$1285.00	Oct 23	$0.06	$4.94	0%	82.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1030.00	$1040.00	$1050.00	Nov 20	$0.15	$9.85	4%	65.67
$1050.00	$1060.00	$1070.00	Oct 16	$0.13	$9.87	3%	75.92
$1090.00	$1095.00	$1100.00	Oct 9	$0.06	$4.94	2%	82.33
$1100.00	$1105.00	$1110.00	Oct 9	$0.09	$4.91	3%	54.56
$1160.00	$1162.50	$1165.00	Oct 16	$0.05	$2.45	3%	49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 156 found (best net $-8.05, 144 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1000.00	$1105.00	1:2	Nov 6	-$8.05	$96.95
$995.00	$1070.00	1:2	Oct 30	-$48.77	$26.23
$1310.00	$1340.00	1:2	Nov 6	-$0.91	$29.09
$1220.00	$1240.00	1:2	Oct 16	-$1.47	$18.53
$1260.00	$1280.00	1:2	Oct 16	-$0.57	$19.43

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1300.00	$1235.00	1:2	Oct 9	-$12.51	$52.49
$1025.00	$1000.00	1:2	Oct 23	-$0.43	$24.57
$1070.00	$1065.00	1:2	Oct 9	-$0.03	$4.97
$1035.00	$1030.00	1:2	Oct 9	-$0.03	$4.97
$985.00	$975.00	1:2	Oct 9	-$0.03	$9.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 166 found (best yield 4.58%, avg 1.58%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1180.00	Nov 20	$53.00	0.48	1.9%	4.58%	6.52%	21	139
$1200.00	Nov 20	$43.90	0.43	3.7%	3.79%	7.47%	44	309
$1170.00	Nov 20	$54.05	0.50	1.1%	4.67%	5.75%	16	155
$1160.00	Nov 20	$58.90	0.52	0.2%	5.09%	5.31%	14	171
$1190.00	Nov 20	$45.55	0.45	2.8%	3.94%	6.74%	13	280
$1210.00	Nov 20	$38.40	0.41	4.5%	3.32%	7.85%	14	44
$1220.00	Nov 20	$35.85	0.38	5.4%	3.10%	8.50%	9	266
$1175.00	Nov 13	$50.45	0.49	1.5%	4.36%	5.87%	2	10
$1240.00	Nov 20	$30.65	0.34	7.1%	2.65%	9.78%	8	1.0K
$1200.00	Nov 13	$40.35	0.42	3.7%	3.49%	7.16%	14	27

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 15,100

Total Puts 8,998

Put/Call Ratio 0.60

Net Difference 6,102

Prior's Put/Call Breakdown

Total Calls 12,691

Total Puts 11,472

Put/Call Ratio 0.90

Net Difference 1,219

Prior 7-Day Put/Call Summary

Total Calls 119,312

Total Puts 89,493

Average Put/Call Ratio 0.77

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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📈 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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