LLY - Options Database

LLY

ELI LILLY AND CO

$1190.03 -3.54%

(8/26 15:00) ◀

Wednesday, August 26, 2026 (4:00pm)

▶ (8/26 18:44)

◀ 8/26 16:00 ▶

Option Volume

Detail

ℹ

Current (08/26 4:00pm) 51,771

Calls: 21,350 (41%)

Puts: 30,421 (59%)

Prior (08/19) 74,971

Calls: 52,561 (70%)

Puts: 22,410 (30%)

Current vs Prior -30.95%

Calls: -59.38% (Calls)

Puts: +35.75% (Puts)

Prior 7-Day Total 358,711

Calls: 206,463 (58%)

Puts: 152,248 (42%)

Prior 7-Day Average 51,244

Calls: 29,494 (58%)

Puts: 21,749 (42%)

Current vs Prior 7-Day Avg +1.03%

Calls: -27.61%

Puts: +39.87%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (08/26 4:00pm) $105.48M

Calls: $58.33M (55%)

Puts: $47.15M (45%)

Prior (08/19) $262.51M

Calls: $224.60M (86%)

Puts: $37.91M (14%)

Current vs Prior -59.82%

Calls: -74.03%

Puts: +24.37%

Prior 7-Day Total $872.46M

Calls: $640.08M (73%)

Puts: $232.38M (27%)

Prior 7-Day Average $124.64M

Calls: $91.44M (73%)

Puts: $33.20M (27%)

Current vs Prior 7-Day Avg -15.37%

Calls: -36.20%

Puts: +42.03%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (08/26 4:00pm) 1.42

Prior (08/19) 0.43

Current vs Prior +234.19%

Prior 7-Day Average 0.82

Current vs Prior 7-Day Avg +74.68%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (08/26 4:00pm) 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 2,424,546

Calls: 1,114,194 (46%)

Puts: 1,310,352 (54%)

Prior 7-Day Average 346,363

Calls: 159,170 (46%)

Puts: 187,193 (54%)

Current vs Prior 7-Day Avg +3.80%

Sentiment BULLISH

Expected Move

Detail

ℹ

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

Current 2.45% | 4.26%6.83% | 10.07%

Prior 3.10% | 4.20%3.10% | 7.84%

Current vs Prior -20.89% | +1.62%+120.47% | +28.33%

Prior 7-Day Avg 4.34% | 6.05%6.22% | 10.06%

Current vs 7-Day Avg -43.46% | -29.47%+9.86% | +0.04%

Prior 7-Day Eod 3.10% | 4.20%6.70% | 10.80%

Current vs 7-Day Eod -20.89% | +1.62%+1.96% | -6.78%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Prior 19.55% | 23.14%

Calls: 20.80% | 30.48%

Puts: 18.30% | 15.81%

Current vs Prior +11.36% | +33.10%

Prior 7-Day Avg 18.97% | 18.51%

Calls: 16.64% | 18.45%

Puts: 21.30% | 18.56%

Current vs 7-Day Avg +14.76% | +66.41%

Liquidity Expensive

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🤖 AI Insights

Light premium activity with dollar volume down 60% vs prior. Bearish P/C ratio of 1.42 indicates protective positioning. P/C ratio rising 234% - 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	BEARISH	BEARISH
15:00	BULLISH	BEARISH	BEARISH

📈 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 57 of results (avg 7.9%, best 4.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Sep 18	190.85	199.40	$195.13	4.4%	1	0.97	388
$990.00	Sep 18	198.40	208.95	$203.68	5.2%	--	0.97	124
$1040.00	Sep 18	149.35	158.25	$153.80	5.8%	1	0.94	550
$975.00	Sep 4	210.40	223.70	$217.05	6.1%	--	0.99	43
$1000.00	Sep 25	190.30	202.45	$196.38	6.2%	2	0.94	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1420.00	Oct 2	224.30	236.35	$230.33	5.2%	--	0.93	21
$1400.00	Aug 28	204.25	216.05	$210.15	5.6%	7	1.00	--
$1400.00	Sep 18	204.10	216.10	$210.10	5.7%	3	1.00	109
$1380.00	Aug 28	184.70	196.05	$190.38	6.0%	8	1.00	--
$1240.00	Sep 18	64.25	68.70	$66.47	6.7%	39	0.68	113

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. 265 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$980.00	Aug 28	204.15	217.45	$210.80	6.3%	--	1.00	10
$1050.00	Aug 28	134.60	147.05	$140.82	8.8%	2	0.99	6
$975.00	Sep 4	210.40	223.70	$217.05	6.1%	--	0.99	43
$1030.00	Aug 28	154.55	166.50	$160.53	7.4%	2	0.99	3
$1090.00	Aug 28	94.00	106.50	$100.25	12.5%	--	0.99	12

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1260.00	Aug 28	63.05	76.15	$69.60	18.8%	7	1.00	37
$1265.00	Aug 28	70.55	82.10	$76.32	15.1%	6	1.00	50
$1270.00	Aug 28	72.90	86.05	$79.47	16.5%	7	1.00	24
$1275.00	Aug 28	80.20	91.55	$85.88	13.2%	2	1.00	212
$1280.00	Aug 28	83.55	96.05	$89.80	13.9%	3	1.00	60

Most actively traded options today. High liquidity = easy entry/exit. 651 active (total vol 30.3K, top 1.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Aug 28	0.70	0.93	$0.82	28.0%	917	0.06	584
$1240.00	Aug 28	1.00	2.19	$1.60	74.4%	573	0.10	94
$1300.00	Sep 18	6.60	7.90	$7.25	17.9%	558	0.15	2.3K
$1200.00	Aug 28	8.00	10.00	$9.00	22.2%	482	0.40	474
$1260.00	Aug 28	0.40	0.73	$0.56	58.9%	412	0.04	168

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1150.00	Aug 28	1.20	3.00	$2.10	85.7%	1.1K	0.12	311
$1100.00	Sep 18	5.65	8.55	$7.10	40.8%	673	0.14	968
$1180.00	Aug 28	6.10	10.00	$8.05	48.4%	541	0.36	676
$1075.00	Sep 4	0.99	1.75	$1.37	55.5%	514	0.04	57
$1040.00	Aug 28	0.01	0.15	$0.08	175.0%	414	0.00	227

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 16.1%, max 37.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1177.50	Aug 28	Sep 4	42.0%	32.5%	28.9%	15	20
$1185.00	Aug 28	Oct 2	38.1%	30.7%	24.1%	20	67
$1160.00	Aug 28	Oct 2	39.4%	32.1%	22.6%	14	47
$1175.00	Aug 28	Oct 2	38.9%	32.1%	21.2%	18	11
$1170.00	Aug 28	Oct 2	37.8%	31.3%	20.5%	17	34

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1172.50	Aug 28	Sep 4	43.2%	31.4%	37.8%	73	38
$1177.50	Aug 28	Sep 4	42.0%	32.5%	28.9%	89	38
$1185.00	Aug 28	Oct 2	38.1%	30.7%	24.1%	174	242
$1160.00	Aug 28	Oct 2	39.4%	32.1%	22.6%	123	292
$1175.00	Aug 28	Oct 2	38.9%	32.1%	21.2%	267	447

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 370 found (best R:R 0.69, avg 8.18)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1080.00	$1090.00	Sep 18	$5.92	$4.08	$5.92	89%	0.69	$1085.92
$1180.00	$1185.00	Sep 4	$0.37	$4.63	$0.37	59%	12.51	$1180.37
$1185.00	$1190.00	Sep 25	$0.45	$4.55	$0.45	55%	10.11	$1185.45
$1125.00	$1140.00	Oct 2	$8.50	$6.50	$8.50	73%	0.76	$1133.50
$1175.00	$1180.00	Sep 25	$0.70	$4.30	$0.70	58%	6.14	$1175.70

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1210.00	$1205.00	Sep 11	$0.28	$4.72	$0.28	59%	16.86	$1209.72
$1240.00	$1235.00	Oct 2	$0.80	$4.20	$0.80	63%	5.25	$1239.20
$1235.00	$1230.00	Sep 25	$1.08	$3.92	$1.08	64%	3.63	$1233.92
$1225.00	$1220.00	Sep 18	$1.10	$3.90	$1.10	62%	3.55	$1223.90
$1180.00	$1175.00	Sep 11	$0.10	$4.90	$0.10	42%	49.00	$1179.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 312 found (best R:R 2.70, avg 0.66)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1315.00	$1320.00	Sep 11	$3.25	$3.25	$1.75	88%	1.86	$1318.25
$1380.00	$1400.00	Sep 25	$3.82	$3.82	$16.18	90%	0.24	$1383.82
$1320.00	$1325.00	Sep 25	$3.29	$3.29	$1.71	83%	1.92	$1323.29
$1295.00	$1300.00	Sep 25	$3.38	$3.38	$1.62	80%	2.09	$1298.38
$1330.00	$1340.00	Sep 4	$2.42	$2.42	$7.58	92%	0.32	$1332.42

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$985.00	$980.00	Sep 25	$3.65	$3.65	$1.35	92%	2.70	$981.35
$975.00	$970.00	Sep 25	$3.54	$3.54	$1.46	93%	2.42	$971.46
$1010.00	$1005.00	Oct 2	$3.45	$3.45	$1.55	91%	2.23	$1006.55
$975.00	$970.00	Oct 2	$3.10	$3.10	$1.90	93%	1.63	$971.90
$1020.00	$1015.00	Sep 11	$2.91	$2.91	$2.09	94%	1.39	$1017.09

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $10.80, cheapest $7.33)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1177.50	Aug 28	Sep 4	$11.20	42.0%	32.5%
$1185.00	Aug 28	Sep 4	$13.40	38.1%	31.4%
$1175.00	Aug 28	Sep 4	$12.30	38.9%	32.6%
$1202.50	Aug 28	Sep 4	$10.45	38.5%	32.3%
$1190.00	Aug 28	Sep 4	$11.15	37.4%	31.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1172.50	Aug 28	Sep 4	$7.33	43.2%	31.4%
$1177.50	Aug 28	Sep 4	$8.87	42.0%	32.5%
$1185.00	Aug 28	Sep 4	$9.72	38.1%	31.4%
$1175.00	Aug 28	Sep 4	$9.70	38.9%	32.6%
$1202.50	Aug 28	Sep 4	$8.37	38.5%	32.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 223 found (cheapest 2.24% of stock, avg 6.72%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1185.00	Aug 28	$16.38	$10.30	$26.68	$1158.32	$1211.68	2.24%
$1190.00	Aug 28	$14.35	$12.35	$26.70	$1163.30	$1216.70	2.24%
$1192.50	Aug 28	$11.88	$14.83	$26.71	$1165.79	$1219.21	2.24%
$1195.00	Aug 28	$10.88	$16.15	$27.03	$1167.97	$1222.03	2.27%
$1205.00	Aug 28	$7.50	$19.80	$27.30	$1177.70	$1232.30	2.29%
$1175.00	Aug 28	$20.90	$6.88	$27.78	$1147.22	$1202.78	2.33%
$1200.00	Aug 28	$9.00	$18.73	$27.73	$1172.27	$1227.73	2.33%
$1180.00	Aug 28	$19.85	$8.05	$27.90	$1152.10	$1207.90	2.34%
$1177.50	Aug 28	$20.08	$8.68	$28.76	$1148.74	$1206.26	2.42%
$1170.00	Aug 28	$25.30	$5.08	$30.38	$1139.62	$1200.38	2.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.21% of stock, avg 4.53%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1205.00	$1175.00	Aug 28	$7.50	$6.88	$14.38	$1160.62	$1219.38
$1205.00	$1180.00	Aug 28	$7.50	$8.05	$15.55	$1164.45	$1220.55
$1205.00	$1177.50	Aug 28	$7.50	$8.68	$16.18	$1161.32	$1221.18
$1202.50	$1175.00	Aug 28	$8.95	$6.88	$15.83	$1159.17	$1218.33
$1202.50	$1180.00	Aug 28	$8.95	$8.05	$17.00	$1163.00	$1219.50
$1200.00	$1175.00	Aug 28	$9.00	$6.88	$15.88	$1159.12	$1215.88
$1200.00	$1180.00	Aug 28	$9.00	$8.05	$17.05	$1162.95	$1217.05
$1202.50	$1177.50	Aug 28	$8.95	$8.68	$17.63	$1159.87	$1220.13
$1200.00	$1177.50	Aug 28	$9.00	$8.68	$17.68	$1159.82	$1217.68
$1205.00	$1185.00	Aug 28	$7.50	$10.30	$17.80	$1167.20	$1222.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 202 found (best R:R 11.82, avg credit $1.88)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1015/1020	1250/1255	Sep 11	$4.61	$0.39	70%	11.82	$1015.39	$1254.61
1015/1020	1235/1240	Sep 4	$4.64	$0.36	68%	12.89	$1015.36	$1239.64
1015/1020	1240/1245	Sep 11	$4.71	$0.29	65%	16.24	$1015.29	$1244.71
1015/1020	1230/1235	Sep 4	$4.59	$0.41	64%	11.20	$1015.41	$1234.59
1015/1020	1245/1250	Sep 11	$4.06	$0.94	68%	4.32	$1015.94	$1249.06
980/985	1250/1255	Oct 2	$4.32	$0.68	58%	6.35	$980.68	$1254.32
1015/1020	1235/1240	Sep 11	$3.56	$1.44	64%	2.47	$1016.44	$1238.56
985/990	1250/1255	Oct 2	$3.86	$1.14	57%	3.39	$986.14	$1253.86
1075/1080	1250/1255	Oct 2	$4.20	$0.80	50%	5.25	$1075.80	$1254.20
980/985	1220/1225	Sep 4	$3.12	$1.88	63%	1.66	$981.88	$1223.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 299 found (best R:R 46.62, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Sep 18	$0.24	$19.76	4%	82.33
$1240.00	$1245.00	$1250.00	Sep 25	$0.05	$4.95	3%	99.00
$1255.00	$1260.00	$1265.00	Aug 28	$0.07	$4.93	2%	70.43
$1300.00	$1305.00	$1310.00	Aug 28	$0.06	$4.94	2%	82.33
$1260.00	$1265.00	$1270.00	Sep 11	$0.10	$4.90	3%	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1250.00	$1260.00	$1270.00	Sep 18	$0.21	$9.79	7%	46.62
$1270.00	$1280.00	$1290.00	Sep 18	$0.13	$9.87	5%	75.92
$1165.00	$1170.00	$1175.00	Sep 11	$0.08	$4.92	5%	61.50
$1070.00	$1080.00	$1090.00	Sep 18	$0.15	$9.85	4%	65.67
$1020.00	$1030.00	$1040.00	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 $-0.28, 208 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1400.00	$1420.00	1:2	Oct 2	-$0.28	$19.72
$1240.00	$1245.00	1:2	Aug 28	-$0.10	$4.90
$1380.00	$1400.00	1:2	Sep 18	-$0.56	$19.44
$1295.00	$1300.00	1:2	Aug 28	-$0.01	$4.99
$1275.00	$1280.00	1:2	Aug 28	-$0.05	$4.95

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1140.00	$1135.00	1:2	Aug 28	-$0.10	$4.90
$1095.00	$1090.00	1:2	Sep 11	-$0.26	$4.74
$990.00	$980.00	1:2	Sep 11	-$0.02	$9.98
$980.00	$975.00	1:2	Aug 28	-$0.01	$4.99
$995.00	$990.00	1:2	Aug 28	-$0.01	$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 158 found (best yield 3.53%, avg 0.94%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1200.00	Oct 2	$41.95	0.49	0.8%	3.53%	4.36%	8	13
$1195.00	Oct 2	$43.30	0.51	0.4%	3.64%	4.06%	3	3
$1220.00	Oct 2	$32.40	0.43	2.5%	2.72%	5.24%	3	33
$1210.00	Oct 2	$35.55	0.46	1.7%	2.99%	4.67%	5	5
$1240.00	Oct 2	$26.20	0.37	4.2%	2.20%	6.40%	3	21
$1215.00	Oct 2	$33.60	0.44	2.1%	2.82%	4.92%	4	18
$1225.00	Oct 2	$30.05	0.41	2.9%	2.53%	5.46%	2	8
$1250.00	Oct 2	$23.10	0.34	5.0%	1.94%	6.98%	8	26
$1205.00	Oct 2	$36.35	0.47	1.3%	3.05%	4.31%	1	44
$1260.00	Oct 2	$20.95	0.31	5.9%	1.76%	7.64%	10	13

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 21,350

Total Puts 30,421

Put/Call Ratio 1.42

Net Difference -9,071

Prior's Put/Call Breakdown

Total Calls 52,561

Total Puts 22,410

Put/Call Ratio 0.43

Net Difference 30,151

Prior 7-Day Put/Call Summary

Total Calls 206,463

Total Puts 152,248

Average Put/Call Ratio 0.82

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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📈 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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