LLY - Options Database

LLY

ELI LILLY AND CO

$1188.01 +3.22%

(9/24 13:00) ◀

Thursday, September 24, 2026 (2:00pm)

▶ (9/24 15:00)

◀ 9/24 14:00 ▶

Option Volume

Detail

ℹ

Current (09/24 2:00pm) 31,689

Calls: 20,350 (64%)

Puts: 11,339 (36%)

Prior (08/19) 60,852

Calls: 43,275 (71%)

Puts: 17,577 (29%)

Current vs Prior -47.92%

Calls: -52.98% (Calls)

Puts: -35.49% (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 -39.07%

Calls: -31.80%

Puts: -48.84%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/24 2:00pm) $56.44M

Calls: $41.09M (73%)

Puts: $15.35M (27%)

Prior (08/19) $199.72M

Calls: $168.62M (84%)

Puts: $31.10M (16%)

Current vs Prior -71.74%

Calls: -75.63%

Puts: -50.64%

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 -55.21%

Calls: -55.24%

Puts: -55.14%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/24 2:00pm) 0.56

Prior (08/19) 0.41

Current vs Prior +37.18%

Prior 7-Day Average 0.81

Current vs Prior 7-Day Avg -31.35%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/24 2:00pm) 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 1.84% | 3.97%6.59% | 12.38%

Prior 2.45% | 4.26%6.83% | 10.07%

Current vs Prior -25.13% | -6.92%-3.55% | +23.02%

Prior 7-Day Avg 4.07% | 5.79%6.37% | 10.06%

Current vs 7-Day Avg -54.87% | -31.46%+3.41% | +23.06%

Prior 7-Day Eod 2.45% | 4.26%6.96% | 12.51%

Current vs 7-Day Eod -25.13% | -6.92%-5.31% | -1.03%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 36.03% | 17.66%

Calls: 39.63% | 10.42%

Puts: 32.43% | 24.91%

Prior 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Current vs Prior +65.50% | -42.66%

Prior 7-Day Avg 19.37% | 20.26%

Calls: 17.17% | 18.39%

Puts: 21.57% | 22.13%

Current vs 7-Day Avg +86.01% | -12.85%

Liquidity Expensive

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Moderately bullish flow with 73% call dollar volume ($41.09M). Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 48% vs prior. Bullish P/C ratio of 0.56.

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
14:00	BULLISH	BULLISH	BULLISH
13:00	BULLISH	BULLISH	BULLISH

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📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

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⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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Best Value <$1

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 61 of results (avg 7.9%, best 3.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Oct 16	6.30	6.50	$6.40	3.1%	425	0.14	1.1K
$960.00	Oct 16	224.50	237.00	$230.75	5.4%	--	0.99	41
$990.00	Oct 16	196.20	207.25	$201.73	5.5%	--	0.98	18
$1000.00	Oct 16	186.80	197.85	$192.33	5.7%	--	0.97	109
$1200.00	Oct 23	37.55	39.85	$38.70	5.9%	28	0.48	95

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1320.00	Oct 30	140.50	148.80	$144.65	5.7%	1	0.78	3
$1400.00	Oct 16	206.35	219.35	$212.85	6.1%	4	1.00	--
$1360.00	Oct 23	168.35	180.05	$174.20	6.7%	1	0.91	1
$1250.00	Oct 30	90.25	96.95	$93.60	7.2%	1	0.63	1
$1220.00	Oct 16	52.20	56.25	$54.23	7.5%	4	0.61	218

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. 220 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1055.00	Sep 25	126.00	140.15	$133.07	10.6%	--	1.00	17
$1000.00	Sep 25	181.00	195.40	$188.20	7.7%	10	1.00	22
$1050.00	Sep 25	131.00	144.95	$137.98	10.1%	2	1.00	22
$1100.00	Sep 25	81.70	91.75	$86.73	11.6%	12	1.00	23
$1095.00	Sep 25	86.95	97.10	$92.03	11.0%	--	0.99	18

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Sep 25	57.40	66.40	$61.90	14.5%	5	1.00	12
$1255.00	Sep 25	62.30	71.25	$66.78	13.4%	2	1.00	--
$1260.00	Sep 25	66.30	75.25	$70.78	12.6%	2	1.00	--
$1275.00	Sep 25	83.20	91.30	$87.25	9.3%	2	1.00	--
$1280.00	Sep 25	86.40	95.20	$90.80	9.7%	20	1.00	--

Most actively traded options today. High liquidity = easy entry/exit. 551 active (total vol 24.9K, top 2.6K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1220.00	Sep 25	0.90	1.30	$1.10	36.4%	2.6K	0.10	3.6K
$1200.00	Sep 25	3.85	5.85	$4.85	41.2%	1.8K	0.32	1.5K
$1250.00	Sep 25	0.12	0.21	$0.16	56.2%	847	0.02	1.1K
$1225.00	Sep 25	0.36	1.24	$0.80	110.0%	811	0.07	369
$1235.00	Sep 25	0.11	0.37	$0.24	108.3%	582	0.03	1.6K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1140.00	Sep 25	0.18	0.70	$0.44	118.2%	570	0.04	297
$1130.00	Oct 2	4.15	5.05	$4.60	19.6%	384	0.15	93
$1085.00	Oct 2	0.71	1.62	$1.17	77.8%	286	0.04	99
$1165.00	Oct 2	11.70	13.80	$12.75	16.5%	283	0.33	106
$1100.00	Oct 2	1.46	1.95	$1.71	28.7%	263	0.06	313

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 8.8%, max 20.8%)

CALLS (2)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1210.00	Sep 25	Oct 23	39.0%	32.2%	20.8%	498	242
$1180.00	Sep 25	Nov 6	36.8%	36.6%	0.6%	248	303

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1210.00	Sep 25	Oct 9	39.0%	32.5%	19.7%	14	72
$1205.00	Sep 25	Oct 23	37.5%	32.5%	15.6%	1	26
$1245.00	Oct 2	Oct 9	32.0%	31.2%	2.6%	2	36
$1235.00	Oct 2	Oct 9	31.7%	31.1%	1.9%	1	52
$1180.00	Sep 25	Nov 6	36.8%	36.6%	0.6%	109	67

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 364 found (best R:R 0.65, avg 7.29)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1090.00	$1180.00	Nov 6	$54.55	$35.45	$54.55	77%	0.65	$1144.55
$1135.00	$1140.00	Oct 2	$0.57	$4.43	$0.57	84%	7.77	$1135.57
$1205.00	$1215.00	Oct 30	$2.60	$7.40	$2.60	49%	2.85	$1207.60
$1120.00	$1125.00	Oct 9	$2.00	$3.00	$2.00	83%	1.50	$1122.00
$1130.00	$1135.00	Oct 16	$1.60	$3.40	$1.60	75%	2.12	$1131.60

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1190.00	$1180.00	Oct 23	$2.40	$7.60	$2.40	49%	3.17	$1187.60
$1260.00	$1255.00	Oct 23	$1.68	$3.32	$1.68	73%	1.98	$1258.32
$1190.00	$1185.00	Oct 9	$0.53	$4.47	$0.53	49%	8.43	$1189.47
$980.00	$960.00	Oct 23	$0.22	$19.78	$0.22	10%	89.91	$979.78
$1215.00	$1210.00	Oct 2	$1.70	$3.30	$1.70	66%	1.94	$1213.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 300 found (best R:R 5.02, avg 0.60)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1340.00	$1345.00	Oct 2	$4.18	$4.18	$0.82	90%	5.10	$1344.18
$1215.00	$1220.00	Oct 23	$4.57	$4.57	$0.43	57%	10.63	$1219.57
$1230.00	$1235.00	Oct 23	$4.25	$4.25	$0.75	62%	5.67	$1234.25
$1290.00	$1295.00	Oct 23	$3.08	$3.08	$1.92	81%	1.60	$1293.08
$1305.00	$1310.00	Oct 23	$2.97	$2.97	$2.03	82%	1.46	$1307.97

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1000.00	$995.00	Oct 9	$4.17	$4.17	$0.83	93%	5.02	$995.83
$975.00	$970.00	Oct 2	$4.05	$4.05	$0.95	94%	4.26	$970.95
$1015.00	$1005.00	Oct 30	$4.48	$4.48	$5.52	88%	0.81	$1010.52
$1005.00	$1000.00	Oct 2	$3.55	$3.55	$1.45	94%	2.45	$1001.45
$1075.00	$1070.00	Oct 23	$3.47	$3.47	$1.53	85%	2.27	$1071.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $12.92, cheapest $12.58)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1200.00	Sep 25	Oct 2	$13.15	37.1%	32.2%
$1190.00	Sep 25	Oct 2	$14.75	36.4%	31.7%
$1195.00	Sep 25	Oct 2	$14.00	36.2%	32.4%
$1180.00	Sep 25	Oct 2	$13.77	36.8%	33.2%
$1162.50	Oct 2	Oct 9	$10.68	34.6%	31.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1200.00	Sep 25	Oct 2	$12.58	37.1%	32.2%
$1190.00	Sep 25	Oct 2	$12.35	36.4%	31.7%
$1195.00	Sep 25	Oct 2	$12.43	36.2%	32.4%
$1180.00	Sep 25	Oct 2	$12.65	36.8%	33.2%
$1185.00	Sep 25	Oct 2	$12.77	32.5%	31.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 174 found (cheapest 1.55% of stock, avg 6.78%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1185.00	Sep 25	$11.48	$6.98	$18.46	$1166.54	$1203.46	1.55%
$1190.00	Sep 25	$8.50	$10.33	$18.83	$1171.17	$1208.83	1.59%
$1195.00	Sep 25	$6.33	$13.45	$19.78	$1175.22	$1214.78	1.66%
$1180.00	Sep 25	$13.88	$6.03	$19.91	$1160.09	$1199.91	1.68%
$1200.00	Sep 25	$4.85	$16.15	$21.00	$1179.00	$1221.00	1.77%
$1175.00	Sep 25	$17.88	$4.27	$22.15	$1152.85	$1197.15	1.86%
$1205.00	Sep 25	$3.57	$20.18	$23.75	$1181.25	$1228.75	2.00%
$1170.00	Sep 25	$21.98	$3.03	$25.01	$1144.99	$1195.01	2.11%
$1210.00	Sep 25	$2.76	$24.13	$26.89	$1183.11	$1236.89	2.26%
$1165.00	Sep 25	$24.73	$2.22	$26.95	$1138.05	$1191.95	2.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.42% of stock, avg 4.79%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1210.00	$1165.00	Sep 25	$2.76	$2.22	$4.98	$1160.02	$1214.98
$1210.00	$1170.00	Sep 25	$2.76	$3.03	$5.79	$1164.21	$1215.79
$1205.00	$1165.00	Sep 25	$3.57	$2.22	$5.79	$1159.21	$1210.79
$1205.00	$1170.00	Sep 25	$3.57	$3.03	$6.60	$1163.40	$1211.60
$1210.00	$1175.00	Sep 25	$2.76	$4.27	$7.03	$1167.97	$1217.03
$1205.00	$1175.00	Sep 25	$3.57	$4.27	$7.84	$1167.16	$1212.84
$1200.00	$1165.00	Sep 25	$4.85	$2.22	$7.07	$1157.93	$1207.07
$1200.00	$1170.00	Sep 25	$4.85	$3.03	$7.88	$1162.12	$1207.88
$1200.00	$1175.00	Sep 25	$4.85	$4.27	$9.12	$1165.88	$1209.12
$1210.00	$1180.00	Sep 25	$2.76	$6.03	$8.79	$1171.21	$1218.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 173 found (best R:R 9.42, avg credit $1.96)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1000/1005	1235/1240	Oct 2	$4.52	$0.48	72%	9.42	$1000.48	$1239.52
1000/1005	1225/1230	Oct 2	$4.50	$0.50	66%	9.00	$1000.50	$1229.50
1070/1075	1235/1240	Oct 23	$4.04	$0.96	50%	4.21	$1070.96	$1239.04
1050/1055	1225/1230	Oct 9	$3.05	$1.95	60%	1.56	$1051.95	$1228.05
1035/1040	1225/1230	Oct 9	$2.99	$2.01	60%	1.49	$1037.01	$1227.99
1050/1055	1235/1240	Oct 9	$2.63	$2.37	64%	1.11	$1052.37	$1237.63
975/980	1215/1220	Oct 2	$2.88	$2.12	59%	1.36	$977.12	$1217.88
1035/1040	1235/1240	Oct 9	$2.57	$2.43	65%	1.06	$1037.43	$1237.57
1050/1055	1230/1235	Oct 9	$2.61	$2.39	62%	1.09	$1052.39	$1232.61
1020/1025	1235/1240	Oct 23	$2.89	$2.11	56%	1.37	$1022.11	$1237.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 269 found (best R:R 284.71, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1220.00	$1240.00	$1260.00	Oct 16	$0.68	$19.32	15%	28.41
$1260.00	$1280.00	$1300.00	Oct 16	$0.54	$19.46	10%	36.04
$1170.00	$1175.00	$1180.00	Sep 25	$0.10	$4.90	14%	49.00
$1195.00	$1200.00	$1205.00	Sep 25	$0.20	$4.80	14%	24.00
$1175.00	$1180.00	$1185.00	Oct 2	$0.06	$4.94	7%	82.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1220.00	$1240.00	$1260.00	Oct 16	$0.07	$19.93	15%	284.71
$1280.00	$1300.00	$1320.00	Oct 16	$0.30	$19.70	8%	65.67
$1165.00	$1170.00	$1175.00	Oct 2	$0.07	$4.93	6%	70.43
$1130.00	$1135.00	$1140.00	Oct 2	$0.06	$4.94	4%	82.33
$1150.00	$1155.00	$1160.00	Oct 16	$0.08	$4.92	4%	61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 231 found (best net $-16.85, 213 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1090.00	$1180.00	1:2	Nov 6	-$16.85	$73.15
$1215.00	$1220.00	1:2	Sep 25	-$0.40	$4.60
$1380.00	$1400.00	1:2	Oct 16	-$0.54	$19.46
$1225.00	$1230.00	1:2	Sep 25	-$0.22	$4.78
$1260.00	$1265.00	1:2	Sep 25	$0.00	$5.00

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1250.00	$1220.00	1:2	Sep 25	-$3.06	$26.94
$1320.00	$1250.00	1:2	Oct 30	-$42.55	$27.45
$1140.00	$1095.00	1:2	Nov 6	-$8.81	$36.19
$1160.00	$1155.00	1:2	Sep 25	-$0.23	$4.77
$1055.00	$1050.00	1:2	Oct 2	-$0.03	$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 134 found (best yield 4.02%, avg 1.38%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1220.00	Nov 6	$47.80	0.46	2.7%	4.02%	6.72%	1	--
$1190.00	Nov 6	$60.75	0.52	0.2%	5.11%	5.28%	6	--
$1200.00	Nov 6	$55.60	0.50	1.0%	4.68%	5.69%	2	--
$1205.00	Oct 30	$50.75	0.49	1.4%	4.27%	5.70%	--	21
$1215.00	Oct 30	$46.20	0.47	2.3%	3.89%	6.16%	--	20
$1220.00	Oct 30	$43.55	0.45	2.7%	3.67%	6.36%	2	11
$1195.00	Oct 30	$54.20	0.51	0.6%	4.56%	5.15%	2	2
$1240.00	Oct 30	$36.95	0.40	4.4%	3.11%	7.49%	5	7
$1200.00	Oct 30	$51.60	0.50	1.0%	4.34%	5.35%	8	31
$1235.00	Oct 30	$38.25	0.41	4.0%	3.22%	7.18%	2	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 20,350

Total Puts 11,339

Put/Call Ratio 0.56

Net Difference 9,011

Prior's Put/Call Breakdown

Total Calls 43,275

Total Puts 17,577

Put/Call Ratio 0.41

Net Difference 25,698

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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