LLY - Options Database

LLY

ELI LILLY AND CO

$1194.96 -3.14%

(8/25 18:44) ◀

Wednesday, August 26, 2026 (3:00pm)

▶ (8/26 16:00)

◀ 8/26 15:00 ▶

Option Volume

Detail

ℹ

Current (08/26 3:00pm) 46,448

Calls: 18,929 (41%)

Puts: 27,519 (59%)

Prior (08/19) 66,886

Calls: 47,759 (71%)

Puts: 19,127 (29%)

Current vs Prior -30.56%

Calls: -60.37% (Calls)

Puts: +43.88% (Puts)

Prior 7-Day Total 379,149

Calls: 235,293 (62%)

Puts: 143,856 (38%)

Prior 7-Day Average 54,164

Calls: 33,613 (62%)

Puts: 20,550 (38%)

Current vs Prior 7-Day Avg -14.25%

Calls: -43.69%

Puts: +33.91%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (08/26 3:00pm) $95.77M

Calls: $55.79M (58%)

Puts: $39.99M (42%)

Prior (08/19) $245.47M

Calls: $213.60M (87%)

Puts: $31.87M (13%)

Current vs Prior -60.98%

Calls: -73.88%

Puts: +25.48%

Prior 7-Day Total $1.02B

Calls: $797.89M (78%)

Puts: $224.27M (22%)

Prior 7-Day Average $146.02M

Calls: $113.98M (78%)

Puts: $32.04M (22%)

Current vs Prior 7-Day Avg -34.41%

Calls: -51.06%

Puts: +24.81%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (08/26 3:00pm) 1.45

Prior (08/19) 0.40

Current vs Prior +263.01%

Prior 7-Day Average 0.67

Current vs Prior 7-Day Avg +118.53%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (08/26 3:00pm) 359,518

Calls: 156,282 (43%)

Puts: 203,236 (57%)

Prior (08/19) 378,985

Calls: 166,808 (44%)

Puts: 212,177 (56%)

Current vs Prior -5.14%

Prior 7-Day Total 2,444,013

Calls: 1,124,720 (46%)

Puts: 1,319,293 (54%)

Prior 7-Day Average 349,144

Calls: 160,674 (46%)

Puts: 188,470 (54%)

Current vs Prior 7-Day Avg +2.97%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)

Current 2.33% | 4.22%6.72% | 10.02%

Prior 2.93% | 5.06%6.34% | 10.11%

Current vs Prior -20.48% | -16.55%+6.03% | -0.93%

Prior 7-Day Avg 4.16% | 5.80%4.16% | 8.77%

Current vs 7-Day Avg -44.02% | -27.21%+61.47% | +14.19%

Prior 7-Day Eod 2.93% | 5.06%6.70% | 10.80%

Current vs 7-Day Eod -20.48% | -16.55%+0.34% | -7.22%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 21.77% | 18.73%

Calls: 20.35% | 16.09%

Puts: 23.20% | 21.36%

Prior 27.18% | 21.38%

Calls: 16.52% | 17.94%

Puts: 37.84% | 24.81%

Current vs Prior -19.90% | -12.39%

Prior 7-Day Avg 18.85% | 17.58%

Calls: 15.81% | 16.05%

Puts: 21.89% | 19.11%

Current vs 7-Day Avg +15.47% | +6.53%

Liquidity Expensive

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🤖 AI Insights

Light premium activity with dollar volume down 61% vs prior. Bearish P/C ratio of 1.45 indicates protective positioning. P/C ratio rising 263% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BEARISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
16:00	BULLISH	BULLISH	BULLISH
15:00	BULLISH	BEARISH	BEARISH
14:00	BULLISH	BULLISH	BULLISH
13:00	BULLISH	BULLISH	BULLISH
12:00	BULLISH	BULLISH	BULLISH
11:00	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	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 101 of results (avg 7.9%, best 4.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Sep 18	193.65	202.65	$198.15	4.5%	1	0.97	388
$1040.00	Sep 18	155.15	162.55	$158.85	4.7%	1	0.95	550
$980.00	Sep 18	211.60	222.85	$217.23	5.2%	--	0.98	86
$1060.00	Sep 18	136.00	144.00	$140.00	5.7%	1	0.92	382
$1000.00	Sep 25	195.45	207.45	$201.45	6.0%	2	0.93	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1380.00	Aug 28	181.80	191.55	$186.68	5.2%	8	1.00	--
$1420.00	Oct 2	219.25	231.35	$225.30	5.4%	--	0.94	21
$1300.00	Sep 18	108.30	114.75	$111.53	5.8%	5	0.84	261
$1305.00	Sep 25	114.00	121.60	$117.80	6.5%	2	0.83	--
$1245.00	Sep 18	65.10	69.50	$67.30	6.5%	9	0.68	27

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.93, cheapest $0.93)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Aug 28	0.85	1.00	$0.93	16.1%	831	0.06	584

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 263 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$980.00	Aug 28	208.90	222.00	$215.45	6.1%	--	1.00	10
$1020.00	Aug 28	167.25	181.70	$174.48	8.3%	--	1.00	10
$1030.00	Aug 28	157.05	171.70	$164.38	8.9%	2	1.00	3
$1050.00	Aug 28	137.45	151.75	$144.60	9.9%	2	1.00	6
$1075.00	Aug 28	112.30	126.85	$119.57	12.2%	--	1.00	11

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1350.00	Sep 4	148.90	164.05	$156.48	9.7%	5	1.00	5
$1400.00	Sep 18	198.95	213.65	$206.30	7.1%	3	1.00	109
$1380.00	Aug 28	181.80	191.55	$186.68	5.2%	8	1.00	--
$1400.00	Aug 28	198.30	214.05	$206.18	7.6%	7	1.00	--
$1325.00	Aug 28	123.90	135.70	$129.80	9.1%	1	1.00	4

Most actively traded options today. High liquidity = easy entry/exit. 641 active (total vol 26.8K, top 1.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Aug 28	0.85	1.00	$0.93	16.1%	831	0.06	584
$1240.00	Aug 28	1.23	2.23	$1.73	57.8%	528	0.10	94
$1300.00	Sep 18	7.00	8.10	$7.55	14.6%	528	0.16	2.3K
$1200.00	Aug 28	9.50	12.45	$10.98	26.9%	435	0.43	474
$1260.00	Aug 28	0.40	0.82	$0.61	68.9%	385	0.04	168

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1150.00	Aug 28	1.34	1.97	$1.66	38.0%	1.1K	0.10	311
$1100.00	Sep 18	7.55	8.55	$8.05	12.4%	660	0.15	968
$1180.00	Aug 28	4.85	7.90	$6.38	47.8%	515	0.32	676
$1075.00	Sep 4	0.67	1.10	$0.89	48.3%	506	0.03	57
$1040.00	Aug 28	0.06	0.37	$0.22	140.9%	368	0.01	227

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 15.9%, max 25.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1160.00	Aug 28	Oct 2	38.3%	30.6%	25.3%	13	47
$1190.00	Aug 28	Oct 2	36.9%	29.6%	24.6%	95	40
$1195.00	Aug 28	Oct 2	37.1%	30.3%	22.4%	32	20
$1230.00	Aug 28	Sep 25	38.1%	31.5%	21.2%	230	192
$1170.00	Aug 28	Oct 2	36.6%	30.2%	21.1%	17	34

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1160.00	Aug 28	Oct 2	38.3%	30.5%	25.5%	118	292
$1190.00	Aug 28	Oct 2	36.9%	29.6%	24.6%	179	296
$1195.00	Aug 28	Oct 2	37.1%	30.3%	22.4%	263	173
$1225.00	Aug 28	Sep 25	39.2%	32.4%	21.2%	66	114
$1230.00	Aug 28	Sep 25	38.1%	31.5%	21.2%	17	194

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 409 found (best R:R 10.11, avg 7.95)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1135.00	$1140.00	Sep 25	$0.45	$4.55	$0.45	73%	10.11	$1135.45
$1105.00	$1110.00	Sep 25	$1.65	$3.35	$1.65	82%	2.03	$1106.65
$1150.00	$1155.00	Sep 25	$0.97	$4.03	$0.97	68%	4.15	$1150.97
$1140.00	$1145.00	Aug 28	$2.37	$2.63	$2.37	94%	1.11	$1142.37
$1175.00	$1180.00	Sep 25	$0.78	$4.22	$0.78	59%	5.41	$1175.78

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1225.00	$1220.00	Sep 4	$0.87	$4.13	$0.87	67%	4.75	$1224.13
$1255.00	$1245.00	Oct 2	$4.43	$5.57	$4.43	67%	1.26	$1250.57
$1190.00	$1185.00	Sep 25	$0.45	$4.55	$0.45	47%	10.11	$1189.55
$1325.00	$1320.00	Aug 28	$3.32	$1.68	$3.32	100%	0.51	$1321.68
$1230.00	$1225.00	Sep 25	$1.40	$3.60	$1.40	61%	2.57	$1228.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 339 found (best R:R 0.56, avg 0.48)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1380.00	$1400.00	Sep 25	$7.16	$7.16	$12.84	87%	0.56	$1387.16
$1345.00	$1360.00	Sep 25	$6.85	$6.85	$8.15	83%	0.84	$1351.85
$1325.00	$1330.00	Sep 25	$3.30	$3.30	$1.70	81%	1.94	$1328.30
$1330.00	$1335.00	Oct 2	$3.26	$3.26	$1.74	81%	1.87	$1333.26
$1330.00	$1340.00	Sep 4	$2.50	$2.50	$7.50	92%	0.33	$1332.50

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$985.00	$980.00	Sep 25	$4.70	$4.70	$0.30	92%	15.67	$980.30
$1010.00	$1005.00	Oct 2	$4.40	$4.40	$0.60	90%	7.33	$1005.60
$975.00	$970.00	Sep 25	$3.51	$3.51	$1.49	93%	2.36	$971.49
$1040.00	$1030.00	Oct 2	$3.80	$3.80	$6.20	88%	0.61	$1036.20
$975.00	$970.00	Oct 2	$3.05	$3.05	$1.95	93%	1.56	$971.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $11.34, cheapest $9.93)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1202.50	Aug 28	Sep 4	$11.70	41.5%	34.8%
$1190.00	Aug 28	Sep 4	$11.83	36.9%	30.9%
$1205.00	Aug 28	Sep 4	$11.83	40.4%	34.7%
$1195.00	Aug 28	Sep 4	$12.80	37.1%	32.2%
$1207.50	Aug 28	Sep 4	$12.45	38.2%	34.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1202.50	Aug 28	Sep 4	$9.93	41.5%	34.8%
$1190.00	Aug 28	Sep 4	$10.28	36.9%	30.9%
$1205.00	Aug 28	Sep 4	$9.73	40.4%	34.7%
$1195.00	Aug 28	Sep 4	$10.77	37.1%	32.2%
$1207.50	Aug 28	Sep 4	$10.50	38.2%	34.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 219 found (cheapest 2.17% of stock, avg 6.63%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1192.50	Aug 28	$14.25	$11.73	$25.98	$1166.52	$1218.48	2.17%
$1195.00	Aug 28	$12.50	$13.58	$26.08	$1168.92	$1221.08	2.18%
$1190.00	Aug 28	$16.15	$10.55	$26.70	$1163.30	$1216.70	2.23%
$1200.00	Aug 28	$10.98	$15.95	$26.93	$1173.07	$1226.93	2.25%
$1202.50	Aug 28	$10.80	$16.65	$27.45	$1175.05	$1229.95	2.30%
$1185.00	Aug 28	$18.65	$8.95	$27.60	$1157.40	$1212.60	2.31%
$1207.50	Aug 28	$7.85	$19.75	$27.60	$1179.90	$1235.10	2.31%
$1205.00	Aug 28	$9.45	$18.40	$27.85	$1177.15	$1232.85	2.33%
$1180.00	Aug 28	$22.43	$6.38	$28.81	$1151.19	$1208.81	2.41%
$1210.00	Aug 28	$7.08	$22.05	$29.13	$1180.87	$1239.13	2.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.19% of stock, avg 4.54%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1207.50	$1180.00	Aug 28	$7.85	$6.38	$14.23	$1165.77	$1221.73
$1207.50	$1177.50	Aug 28	$7.85	$6.10	$13.95	$1163.55	$1221.45
$1205.00	$1180.00	Aug 28	$9.45	$6.38	$15.83	$1164.17	$1220.83
$1205.00	$1177.50	Aug 28	$9.45	$6.10	$15.55	$1161.95	$1220.55
$1207.50	$1185.00	Aug 28	$7.85	$8.95	$16.80	$1168.20	$1224.30
$1205.00	$1185.00	Aug 28	$9.45	$8.95	$18.40	$1166.60	$1223.40
$1202.50	$1180.00	Aug 28	$10.80	$6.38	$17.18	$1162.82	$1219.68
$1202.50	$1177.50	Aug 28	$10.80	$6.10	$16.90	$1160.60	$1219.40
$1200.00	$1180.00	Aug 28	$10.98	$6.38	$17.36	$1162.64	$1217.36
$1200.00	$1177.50	Aug 28	$10.98	$6.10	$17.08	$1160.42	$1217.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 154 found (best R:R 8.43, avg credit $1.84)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1015/1020	1240/1245	Sep 11	$4.47	$0.53	64%	8.43	$1015.53	$1244.47
980/985	1250/1255	Oct 2	$4.71	$0.29	57%	16.24	$980.29	$1254.71
1015/1020	1230/1235	Sep 4	$4.29	$0.71	64%	6.04	$1015.71	$1234.29
1025/1030	1260/1265	Oct 2	$4.50	$0.50	59%	9.00	$1025.50	$1264.50
1015/1020	1225/1230	Sep 4	$4.34	$0.66	61%	6.58	$1015.66	$1229.34
1080/1085	1260/1265	Oct 2	$4.65	$0.35	50%	13.29	$1080.35	$1264.65
1030/1040	1260/1265	Oct 2	$6.60	$3.40	55%	1.94	$1033.40	$1266.60
1075/1080	1260/1265	Oct 2	$3.92	$1.08	52%	3.63	$1076.08	$1263.92
1025/1030	1250/1255	Oct 2	$3.55	$1.45	57%	2.45	$1026.45	$1253.55
1060/1065	1235/1240	Sep 11	$3.13	$1.87	61%	1.67	$1061.87	$1238.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 319 found (best R:R 54.56, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1140.00	$1150.00	$1160.00	Sep 18	$0.18	$9.82	8%	54.56
$1180.00	$1190.00	$1200.00	Sep 18	$0.22	$9.78	8%	44.45
$1360.00	$1380.00	$1400.00	Sep 18	$0.12	$19.88	3%	165.67
$1340.00	$1360.00	$1380.00	Sep 18	$0.21	$19.79	4%	94.24
$1130.00	$1140.00	$1150.00	Sep 18	$0.19	$9.81	7%	51.63

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1320.00	$1340.00	$1360.00	Sep 18	$0.20	$19.80	4%	99.00
$1120.00	$1130.00	$1140.00	Sep 18	$0.09	$9.91	6%	110.11
$1110.00	$1120.00	$1130.00	Sep 18	$0.08	$9.92	6%	124.00
$1160.00	$1170.00	$1180.00	Sep 18	$0.25	$9.75	8%	39.00
$1070.00	$1080.00	$1090.00	Sep 18	$0.11	$9.89	3%	89.91

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 236 found (best net $-0.09, 209 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1400.00	$1420.00	1:2	Sep 25	-$0.09	$19.91
$1400.00	$1420.00	1:2	Oct 2	-$0.83	$19.17
$1265.00	$1270.00	1:2	Aug 28	-$0.07	$4.93
$1380.00	$1400.00	1:2	Sep 11	-$0.46	$19.54
$1400.00	$1420.00	1:2	Sep 18	-$0.51	$19.49

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1005.00	$1000.00	1:2	Aug 28	-$0.03	$4.97
$1075.00	$1070.00	1:2	Aug 28	-$0.07	$4.93
$980.00	$975.00	1:2	Aug 28	-$0.01	$4.99
$1005.00	$1000.00	1:2	Sep 11	-$0.07	$4.93
$1070.00	$1065.00	1:2	Aug 28	-$0.08	$4.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 165 found (best yield 3.82%, avg 1.12%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1200.00	Oct 2	$45.60	0.50	0.4%	3.82%	4.24%	6	13
$1210.00	Oct 2	$41.00	0.47	1.3%	3.43%	4.69%	5	5
$1215.00	Oct 2	$38.90	0.45	1.7%	3.26%	4.93%	2	18
$1205.00	Oct 2	$42.75	0.48	0.8%	3.58%	4.42%	1	44
$1225.00	Oct 2	$34.75	0.42	2.5%	2.91%	5.42%	2	8
$1235.00	Oct 2	$31.50	0.39	3.4%	2.64%	5.99%	1	5
$1195.00	Oct 2	$46.55	0.51	0.0%	3.90%	3.90%	3	3
$1240.00	Oct 2	$29.25	0.38	3.8%	2.45%	6.22%	2	21
$1245.00	Oct 2	$28.00	0.36	4.2%	2.34%	6.53%	3	15
$1250.00	Oct 2	$26.25	0.35	4.6%	2.20%	6.80%	8	26

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 18,929

Total Puts 27,519

Put/Call Ratio 1.45

Net Difference -8,590

Prior's Put/Call Breakdown

Total Calls 47,759

Total Puts 19,127

Put/Call Ratio 0.40

Net Difference 28,632

Prior 7-Day Put/Call Summary

Total Calls 235,293

Total Puts 143,856

Average Put/Call Ratio 0.67

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

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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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