LLY - Options Database

LLY

ELI LILLY AND CO

$1185.47 +3.00%

(9/21 18:42) ◀

Thursday, September 24, 2026 (1:00pm)

▶ (9/24 14:00)

◀ 9/24 13:00 ▶

Option Volume

Detail

ℹ

Current (09/24 1:00pm) 28,721

Calls: 18,699 (65%)

Puts: 10,022 (35%)

Prior (08/19) 54,688

Calls: 40,358 (74%)

Puts: 14,330 (26%)

Current vs Prior -47.48%

Calls: -53.67% (Calls)

Puts: -30.06% (Puts)

Prior 7-Day Total 364,034

Calls: 208,884 (57%)

Puts: 155,150 (43%)

Prior 7-Day Average 52,004

Calls: 29,840 (57%)

Puts: 22,164 (43%)

Current vs Prior 7-Day Avg -44.77%

Calls: -37.34%

Puts: -54.78%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/24 1:00pm) $51.11M

Calls: $36.81M (72%)

Puts: $14.29M (28%)

Prior (08/19) $182.19M

Calls: $155.24M (85%)

Puts: $26.94M (15%)

Current vs Prior -71.95%

Calls: -76.29%

Puts: -46.94%

Prior 7-Day Total $882.17M

Calls: $642.62M (73%)

Puts: $239.55M (27%)

Prior 7-Day Average $126.02M

Calls: $91.80M (73%)

Puts: $34.22M (27%)

Current vs Prior 7-Day Avg -59.44%

Calls: -59.90%

Puts: -58.23%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/24 1:00pm) 0.54

Prior (08/19) 0.36

Current vs Prior +50.95%

Prior 7-Day Average 0.81

Current vs Prior 7-Day Avg -33.96%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/24 1:00pm) 329,580

Calls: 152,641 (46%)

Puts: 176,939 (54%)

Prior (08/19) 378,985

Calls: 166,808 (44%)

Puts: 212,177 (56%)

Current vs Prior -13.04%

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 -4.85%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)

Current 1.79% | 4.07%6.76% | 12.62%

Prior 3.10% | 4.20%3.10% | 7.84%

Current vs Prior -42.22% | -3.10%+118.22% | +60.86%

Prior 7-Day Avg 4.07% | 5.79%6.44% | 10.05%

Current vs 7-Day Avg -55.97% | -29.78%+4.96% | +25.51%

Prior 7-Day Eod 3.10% | 4.20%6.96% | 12.51%

Current vs 7-Day Eod -42.22% | -3.10%-2.83% | +0.85%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 35.57% | 14.31%

Calls: 31.92% | 14.56%

Puts: 39.22% | 14.06%

Prior 19.55% | 23.14%

Calls: 20.80% | 30.48%

Puts: 18.30% | 15.81%

Current vs Prior +81.94% | -38.16%

Prior 7-Day Avg 18.97% | 18.51%

Calls: 16.64% | 18.45%

Puts: 21.30% | 18.56%

Current vs 7-Day Avg +87.51% | -22.68%

Liquidity Expensive

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Moderately bullish flow with 72% call dollar volume ($36.81M). Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 47% vs prior. Bullish P/C ratio of 0.54.

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 BULLISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

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
13:00	BULLISH	BULLISH	BULLISH

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🎯 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

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Tightest Spreads

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Best Value <$1

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 59 of results (avg 7.4%, best 4.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$950.00	Oct 9	234.85	244.55	$239.70	4.0%	--	0.98	10
$1000.00	Oct 16	187.55	196.45	$192.00	4.6%	--	0.98	109
$1030.00	Oct 16	158.50	166.90	$162.70	5.2%	--	0.96	54
$960.00	Oct 16	224.95	237.80	$231.38	5.6%	--	0.99	41
$1050.00	Oct 2	134.50	142.30	$138.40	5.6%	1	0.99	8

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1340.00	Oct 16	150.25	157.45	$153.85	4.7%	2	0.96	37
$1320.00	Oct 16	131.40	137.85	$134.63	4.8%	4	0.93	19
$1400.00	Oct 16	206.40	217.10	$211.75	5.1%	4	1.00	--
$1240.00	Oct 16	67.10	70.70	$68.90	5.2%	16	0.70	110
$1300.00	Oct 16	113.20	119.40	$116.30	5.3%	6	0.89	37

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. 216 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Sep 25	183.25	194.95	$189.10	6.2%	10	1.00	22
$1050.00	Sep 25	130.75	144.90	$137.82	10.3%	2	1.00	22
$1095.00	Sep 25	86.95	95.75	$91.35	9.6%	--	1.00	18
$1100.00	Sep 25	82.95	91.70	$87.33	10.0%	12	1.00	23
$950.00	Oct 16	233.85	247.70	$240.77	5.8%	--	1.00	29

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Sep 25	54.65	67.00	$60.83	20.3%	5	1.00	12
$1255.00	Sep 25	62.75	71.30	$67.03	12.8%	2	1.00	--
$1260.00	Sep 25	69.20	76.55	$72.88	10.1%	2	1.00	--
$1275.00	Sep 25	80.35	96.00	$88.18	17.7%	2	1.00	--
$1280.00	Sep 25	88.65	96.75	$92.70	8.7%	20	1.00	--

Most actively traded options today. High liquidity = easy entry/exit. 545 active (total vol 23.1K, top 2.5K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1220.00	Sep 25	0.95	1.40	$1.17	38.5%	2.5K	0.10	3.6K
$1200.00	Sep 25	4.00	5.50	$4.75	31.6%	1.7K	0.31	1.5K
$1250.00	Sep 25	0.12	0.30	$0.21	85.7%	833	0.02	1.1K
$1225.00	Sep 25	0.45	1.10	$0.78	83.3%	794	0.07	369
$1235.00	Sep 25	0.37	0.59	$0.48	45.8%	505	0.04	1.6K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1140.00	Sep 25	0.18	0.61	$0.40	107.5%	517	0.04	297
$1130.00	Oct 2	3.70	5.50	$4.60	39.1%	384	0.15	93
$1085.00	Oct 2	0.71	1.62	$1.17	77.8%	286	0.04	99
$1165.00	Oct 2	11.90	14.45	$13.18	19.3%	283	0.34	106
$1150.00	Sep 25	0.75	1.00	$0.88	28.4%	239	0.07	331

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 10.6%, max 13.7%)

CALLS (1)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1210.00	Sep 25	Oct 23	37.3%	33.9%	10.1%	461	242

PUTS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1205.00	Sep 25	Oct 23	37.0%	32.5%	13.7%	1	26
$1210.00	Sep 25	Oct 9	37.3%	32.9%	13.6%	14	72
$1245.00	Oct 2	Oct 9	33.0%	31.3%	5.1%	2	36

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 341 found (best R:R 0.60, avg 8.08)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1090.00	$1180.00	Nov 6	$56.25	$33.75	$56.25	78%	0.60	$1146.25
$1205.00	$1210.00	Oct 23	$0.25	$4.75	$0.25	46%	19.00	$1205.25
$1170.00	$1175.00	Oct 16	$1.00	$4.00	$1.00	60%	4.00	$1171.00
$1145.00	$1150.00	Oct 9	$1.73	$3.27	$1.73	74%	1.89	$1146.73
$1155.00	$1160.00	Oct 30	$1.25	$3.75	$1.25	62%	3.00	$1156.25

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1230.00	$1215.00	Oct 23	$6.68	$8.32	$6.68	63%	1.25	$1223.32
$1215.00	$1210.00	Oct 9	$1.02	$3.98	$1.02	61%	3.90	$1213.98
$1265.00	$1260.00	Oct 23	$1.95	$3.05	$1.95	75%	1.56	$1263.05
$1180.00	$1175.00	Oct 30	$0.50	$4.50	$0.50	45%	9.00	$1179.50
$1190.00	$1180.00	Oct 23	$3.08	$6.92	$3.08	49%	2.25	$1186.92

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 293 found (best R:R 0.33, avg 0.78)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1360.00	$1380.00	Sep 25	$4.97	$4.97	$15.03	91%	0.33	$1364.97
$1340.00	$1345.00	Oct 2	$4.20	$4.20	$0.80	90%	5.25	$1344.20
$1305.00	$1310.00	Oct 23	$3.78	$3.78	$1.22	82%	3.10	$1308.78
$1230.00	$1235.00	Oct 23	$4.53	$4.53	$0.47	62%	9.64	$1234.53
$1290.00	$1295.00	Oct 23	$3.47	$3.47	$1.53	81%	2.27	$1293.47

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1000.00	$995.00	Oct 9	$4.19	$4.19	$0.81	93%	5.17	$995.81
$1005.00	$1000.00	Oct 2	$3.78	$3.78	$1.22	94%	3.10	$1001.22
$1015.00	$1005.00	Oct 30	$4.48	$4.48	$5.52	88%	0.81	$1010.52
$1105.00	$1100.00	Oct 30	$4.60	$4.60	$0.40	74%	11.50	$1100.40
$960.00	$950.00	Oct 9	$3.63	$3.63	$6.37	94%	0.57	$956.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $13.61, cheapest $12.40)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1185.00	Sep 25	Oct 2	$13.73	34.8%	30.9%
$1200.00	Sep 25	Oct 2	$12.98	36.8%	33.2%
$1195.00	Sep 25	Oct 2	$14.50	37.0%	34.4%
$1180.00	Sep 25	Oct 2	$15.63	35.1%	32.5%
$1190.00	Sep 25	Oct 2	$14.87	35.3%	34.0%

PUTS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1185.00	Sep 25	Oct 2	$12.40	34.8%	30.9%
$1195.00	Sep 25	Oct 2	$11.94	37.0%	34.4%
$1180.00	Sep 25	Oct 2	$13.23	35.1%	32.5%
$1190.00	Sep 25	Oct 2	$13.25	35.3%	34.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 171 found (cheapest 1.58% of stock, avg 6.77%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1180.00	Sep 25	$12.70	$6.00	$18.70	$1161.30	$1198.70	1.58%
$1185.00	Sep 25	$10.65	$8.03	$18.68	$1166.32	$1203.68	1.58%
$1190.00	Sep 25	$8.13	$10.58	$18.71	$1171.29	$1208.71	1.58%
$1195.00	Sep 25	$6.50	$13.48	$19.98	$1175.02	$1214.98	1.69%
$1175.00	Sep 25	$17.10	$4.45	$21.55	$1153.45	$1196.55	1.82%
$1200.00	Sep 25	$4.75	$17.27	$22.02	$1177.98	$1222.02	1.86%
$1205.00	Sep 25	$3.47	$19.95	$23.42	$1181.58	$1228.42	1.98%
$1170.00	Sep 25	$21.73	$2.96	$24.69	$1145.31	$1194.69	2.08%
$1210.00	Sep 25	$2.49	$23.55	$26.04	$1183.96	$1236.04	2.20%
$1165.00	Sep 25	$26.08	$2.07	$28.15	$1136.85	$1193.15	2.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.38% of stock, avg 4.81%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1210.00	$1165.00	Sep 25	$2.49	$2.07	$4.56	$1160.44	$1214.56
$1210.00	$1170.00	Sep 25	$2.49	$2.96	$5.45	$1164.55	$1215.45
$1205.00	$1165.00	Sep 25	$3.47	$2.07	$5.54	$1159.46	$1210.54
$1205.00	$1170.00	Sep 25	$3.47	$2.96	$6.43	$1163.57	$1211.43
$1210.00	$1175.00	Sep 25	$2.49	$4.45	$6.94	$1168.06	$1216.94
$1200.00	$1165.00	Sep 25	$4.75	$2.07	$6.82	$1158.18	$1206.82
$1205.00	$1175.00	Sep 25	$3.47	$4.45	$7.92	$1167.08	$1212.92
$1200.00	$1170.00	Sep 25	$4.75	$2.96	$7.71	$1162.29	$1207.71
$1200.00	$1175.00	Sep 25	$4.75	$4.45	$9.20	$1165.80	$1209.20
$1210.00	$1180.00	Sep 25	$2.49	$6.00	$8.49	$1171.51	$1218.49

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 183 found (best R:R 9.20, avg credit $2.08)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1000/1005	1235/1240	Oct 2	$4.51	$0.49	72%	9.20	$1000.49	$1239.51
1000/1005	1220/1225	Oct 2	$4.49	$0.51	63%	8.80	$1000.51	$1224.49
995/1000	1230/1235	Oct 9	$4.36	$0.64	61%	6.81	$995.64	$1234.36
950/960	1235/1240	Oct 9	$6.01	$3.99	63%	1.51	$953.99	$1241.01
990/995	1240/1245	Oct 23	$4.34	$0.66	58%	6.58	$990.66	$1244.34
1065/1070	1235/1240	Oct 9	$4.08	$0.92	61%	4.43	$1065.92	$1239.08
950/960	1240/1245	Oct 9	$5.28	$4.72	66%	1.12	$954.72	$1245.28
1050/1055	1235/1240	Oct 9	$3.56	$1.44	64%	2.47	$1051.44	$1238.56
1035/1040	1235/1240	Oct 9	$3.50	$1.50	64%	2.33	$1036.50	$1238.50
1065/1070	1240/1245	Oct 9	$3.35	$1.65	64%	2.03	$1066.65	$1243.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 255 found (best R:R 94.24, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1220.00	$1240.00	$1260.00	Oct 16	$0.89	$19.11	15%	21.47
$1260.00	$1280.00	$1300.00	Oct 16	$0.72	$19.28	10%	26.78
$1320.00	$1340.00	$1360.00	Oct 16	$0.21	$19.79	4%	94.24
$1280.00	$1300.00	$1320.00	Oct 16	$0.64	$19.36	8%	30.25
$1170.00	$1175.00	$1180.00	Sep 25	$0.23	$4.77	15%	20.74

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1220.00	$1240.00	$1260.00	Oct 16	$0.21	$19.79	16%	94.24
$1170.00	$1175.00	$1180.00	Sep 25	$0.06	$4.94	15%	82.33
$1280.00	$1300.00	$1320.00	Oct 16	$0.86	$19.14	9%	22.26
$1185.00	$1190.00	$1195.00	Sep 25	$0.35	$4.65	17%	13.29
$1030.00	$1040.00	$1050.00	Oct 16	$0.07	$9.93	2%	141.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 237 found (best net $-17.93, 218 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1090.00	$1180.00	1:2	Nov 6	-$15.35	$74.65
$1380.00	$1400.00	1:2	Oct 16	-$0.54	$19.46
$1260.00	$1265.00	1:2	Sep 25	-$0.03	$4.97
$1235.00	$1240.00	1:2	Sep 25	-$0.14	$4.86
$1240.00	$1245.00	1:2	Sep 25	-$0.11	$4.89

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1345.00	$1265.00	1:2	Oct 23	-$17.93	$62.07
$1250.00	$1220.00	1:2	Sep 25	-$2.73	$27.27
$1320.00	$1250.00	1:2	Oct 30	-$41.33	$28.67
$1140.00	$1095.00	1:2	Nov 6	-$8.81	$36.19
$1150.00	$1145.00	1:2	Sep 25	-$0.18	$4.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 134 found (best yield 4.03%, avg 1.38%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1220.00	Nov 6	$47.80	0.46	2.9%	4.03%	6.94%	1	--
$1190.00	Nov 6	$60.75	0.53	0.4%	5.12%	5.51%	6	--
$1200.00	Nov 6	$55.60	0.51	1.2%	4.69%	5.92%	2	--
$1205.00	Oct 30	$51.40	0.49	1.6%	4.34%	5.98%	--	21
$1230.00	Oct 30	$41.15	0.43	3.8%	3.47%	7.23%	2	5
$1215.00	Oct 30	$46.20	0.47	2.5%	3.90%	6.39%	--	20
$1195.00	Oct 30	$54.15	0.52	0.8%	4.57%	5.37%	2	2
$1200.00	Oct 30	$51.60	0.51	1.2%	4.35%	5.58%	7	31
$1220.00	Oct 30	$43.55	0.45	2.9%	3.67%	6.59%	2	11
$1245.00	Oct 30	$35.80	0.39	5.0%	3.02%	8.04%	1	9

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 18,699

Total Puts 10,022

Put/Call Ratio 0.54

Net Difference 8,677

Prior's Put/Call Breakdown

Total Calls 40,358

Total Puts 14,330

Put/Call Ratio 0.36

Net Difference 26,028

Prior 7-Day Put/Call Summary

Total Calls 208,884

Total Puts 155,150

Average Put/Call Ratio 0.81

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

🤖 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

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