LLY - Options Database

LLY

ELI LILLY AND CO

$1186.93 +3.12%

(9/24 14:00) ◀

Thursday, September 24, 2026 (3:00pm)

▶ (9/24 16:00)

◀ 9/24 15:00 ▶

Option Volume

Detail

ℹ

Current (09/24 3:00pm) 34,084

Calls: 21,184 (62%)

Puts: 12,900 (38%)

Prior (08/26) 46,448

Calls: 18,929 (41%)

Puts: 27,519 (59%)

Current vs Prior -26.62%

Calls: +11.91% (Calls)

Puts: -53.12% (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 -34.46%

Calls: -29.01%

Puts: -41.80%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/24 3:00pm) $59.98M

Calls: $43.07M (72%)

Puts: $16.92M (28%)

Prior (08/26) $95.77M

Calls: $55.79M (58%)

Puts: $39.99M (42%)

Current vs Prior -37.37%

Calls: -22.80%

Puts: -57.69%

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 -52.40%

Calls: -53.09%

Puts: -50.56%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/24 3:00pm) 0.61

Prior (08/26) 1.45

Current vs Prior -58.11%

Prior 7-Day Average 0.81

Current vs Prior 7-Day Avg -24.96%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/24 3:00pm) 329,580

Calls: 152,641 (46%)

Puts: 176,939 (54%)

Prior (08/26) 359,518

Calls: 156,282 (43%)

Puts: 203,236 (57%)

Current vs Prior -8.33%

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 1.75% | 4.15%6.53% | 12.33%

Prior 2.45% | 4.26%6.83% | 10.07%

Current vs Prior -28.43% | -2.58%-4.45% | +22.52%

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

Current vs 7-Day Avg -56.85% | -28.27%+2.45% | +22.56%

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

Current vs 7-Day Eod -28.43% | -2.58%-6.19% | -1.43%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 43.30% | 13.30%

Calls: 45.37% | 16.38%

Puts: 41.24% | 10.22%

Prior 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Current vs Prior +98.90% | -56.82%

Prior 7-Day Avg 19.37% | 20.26%

Calls: 17.17% | 18.39%

Puts: 21.57% | 22.13%

Current vs 7-Day Avg +123.54% | -34.37%

Liquidity Expensive

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Moderately bullish flow with 72% call dollar volume ($43.07M). Bullish P/C ratio of 0.61. P/C ratio dropping 58% - sentiment shifting bullish.

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 BEARISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BEARISH

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
15:00	BULLISH	BULLISH	BULLISH
14:00	BULLISH	BULLISH	BULLISH
13:00	BULLISH	BULLISH	BULLISH

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💰 Best Value Under $1

📊 High Delta (ITM)

🔥 High Volume

⏰ Backwardation

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📉 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 66 of results (avg 7.8%, best 5.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$950.00	Oct 16	234.80	247.95	$241.38	5.4%	--	0.99	29
$950.00	Oct 9	233.85	247.05	$240.45	5.5%	--	0.97	10
$960.00	Oct 16	224.90	237.65	$231.28	5.5%	--	0.99	41
$1000.00	Oct 16	186.80	197.85	$192.33	5.7%	--	0.97	109
$990.00	Oct 16	196.20	208.30	$202.25	6.0%	--	0.98	18

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1220.00	Oct 16	53.25	56.25	$54.75	5.5%	4	0.61	218
$1400.00	Oct 16	206.15	218.45	$212.30	5.8%	4	1.00	--
$1240.00	Oct 16	66.50	70.60	$68.55	6.0%	16	0.69	110
$1320.00	Oct 30	140.10	148.80	$144.45	6.0%	1	0.78	3
$1360.00	Oct 23	167.45	178.95	$173.20	6.6%	1	0.93	1

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. 224 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Sep 25	182.10	195.20	$188.65	6.9%	10	1.00	22
$1055.00	Sep 25	127.15	140.15	$133.65	9.7%	--	1.00	17
$1100.00	Sep 25	82.20	91.20	$86.70	10.4%	12	1.00	23
$1080.00	Sep 25	104.20	114.20	$109.20	9.2%	1	1.00	8
$1095.00	Sep 25	87.20	96.00	$91.60	9.6%	--	1.00	18

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Sep 25	56.20	65.85	$61.03	15.8%	5	1.00	12
$1255.00	Sep 25	59.40	70.85	$65.13	17.6%	2	1.00	--
$1260.00	Sep 25	66.30	78.80	$72.55	17.2%	2	1.00	--
$1275.00	Sep 25	79.30	91.00	$85.15	13.7%	2	1.00	--
$1280.00	Sep 25	86.20	97.35	$91.78	12.1%	20	1.00	--

Most actively traded options today. High liquidity = easy entry/exit. 575 active (total vol 26.6K, top 2.7K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1220.00	Sep 25	0.90	1.41	$1.16	44.0%	2.7K	0.10	3.6K
$1200.00	Sep 25	3.00	5.00	$4.00	50.0%	1.8K	0.30	1.5K
$1250.00	Sep 25	0.10	0.21	$0.16	68.7%	880	0.02	1.1K
$1225.00	Sep 25	0.45	1.23	$0.84	92.9%	814	0.08	369
$1235.00	Sep 25	0.02	0.36	$0.19	178.9%	585	0.02	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%	580	0.04	297
$1130.00	Oct 2	4.05	5.20	$4.63	24.8%	404	0.15	93
$1085.00	Oct 2	0.71	1.44	$1.08	67.6%	292	0.04	99
$1080.00	Sep 25	0.02	0.10	$0.06	133.3%	291	0.00	265
$1165.00	Oct 2	11.95	14.10	$13.02	16.5%	283	0.34	106

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 4.4%, max 7.9%)

CALLS (0)

No calls found

PUTS (3)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1205.00	Sep 25	Oct 23	35.3%	32.7%	7.9%	2	26
$1245.00	Oct 2	Oct 9	33.1%	31.7%	4.5%	2	36
$1230.00	Oct 2	Oct 23	33.3%	33.0%	0.7%	5	27

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 385 found (best R:R 0.60, avg 7.65)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1090.00	$1180.00	Nov 6	$56.35	$33.65	$56.35	77%	0.60	$1146.35
$1125.00	$1130.00	Oct 23	$0.58	$4.42	$0.58	75%	7.62	$1125.58
$1135.00	$1140.00	Oct 2	$1.85	$3.15	$1.85	83%	1.70	$1136.85
$1070.00	$1080.00	Oct 23	$6.60	$3.40	$6.60	89%	0.52	$1076.60
$1205.00	$1215.00	Oct 30	$2.60	$7.40	$2.60	49%	2.85	$1207.60

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1245.00	$1240.00	Oct 9	$1.75	$3.25	$1.75	76%	1.86	$1243.25
$1260.00	$1255.00	Oct 23	$1.78	$3.22	$1.78	73%	1.81	$1258.22
$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	67%	1.94	$1213.30
$1260.00	$1240.00	Oct 16	$13.15	$6.85	$13.15	76%	0.52	$1246.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 318 found (best R:R 5.02, avg 0.46)

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
$1305.00	$1310.00	Oct 23	$2.97	$2.97	$2.03	82%	1.46	$1307.97
$1290.00	$1295.00	Oct 23	$2.65	$2.65	$2.35	79%	1.13	$1292.65
$1325.00	$1335.00	Oct 9	$2.19	$2.19	$7.81	91%	0.28	$1327.19
$1295.00	$1300.00	Oct 23	$2.33	$2.33	$2.67	82%	0.87	$1297.33

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	$3.53	$3.53	$1.47	94%	2.40	$1001.47
$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. 10 found (avg debit $13.64, cheapest $13.73)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1180.00	Sep 25	Oct 2	$14.03	35.9%	32.5%
$1185.00	Sep 25	Oct 2	$14.20	35.1%	32.5%
$1162.50	Oct 2	Oct 9	$10.07	33.8%	31.1%
$1190.00	Sep 25	Oct 2	$14.20	32.4%	32.6%
$1200.00	Sep 25	Oct 2	$13.95	33.1%	33.3%

PUTS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1180.00	Sep 25	Oct 2	$13.73	35.9%	32.5%
$1185.00	Sep 25	Oct 2	$14.30	35.1%	32.5%
$1190.00	Sep 25	Oct 2	$14.28	32.4%	32.6%
$1195.00	Sep 25	Oct 2	$12.42	31.7%	34.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 175 found (cheapest 1.46% of stock, avg 6.80%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1190.00	Sep 25	$7.65	$9.70	$17.35	$1172.65	$1207.35	1.46%
$1185.00	Sep 25	$11.13	$7.20	$18.33	$1166.67	$1203.33	1.54%
$1195.00	Sep 25	$5.35	$13.08	$18.43	$1176.57	$1213.43	1.55%
$1180.00	Sep 25	$13.85	$5.40	$19.25	$1160.75	$1199.25	1.62%
$1200.00	Sep 25	$4.00	$15.58	$19.58	$1180.42	$1219.58	1.65%
$1175.00	Sep 25	$17.80	$3.88	$21.68	$1153.32	$1196.68	1.83%
$1205.00	Sep 25	$3.17	$19.35	$22.52	$1182.48	$1227.52	1.90%
$1170.00	Sep 25	$21.70	$2.33	$24.03	$1145.97	$1194.03	2.02%
$1210.00	Sep 25	$2.16	$24.13	$26.29	$1183.71	$1236.29	2.21%
$1165.00	Sep 25	$25.08	$1.86	$26.94	$1138.06	$1191.94	2.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.34% of stock, avg 4.98%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1210.00	$1165.00	Sep 25	$2.16	$1.86	$4.02	$1160.98	$1214.02
$1210.00	$1170.00	Sep 25	$2.16	$2.33	$4.49	$1165.51	$1214.49
$1205.00	$1165.00	Sep 25	$3.17	$1.86	$5.03	$1159.97	$1210.03
$1205.00	$1170.00	Sep 25	$3.17	$2.33	$5.50	$1164.50	$1210.50
$1210.00	$1175.00	Sep 25	$2.16	$3.88	$6.04	$1168.96	$1216.04
$1200.00	$1165.00	Sep 25	$4.00	$1.86	$5.86	$1159.14	$1205.86
$1200.00	$1170.00	Sep 25	$4.00	$2.33	$6.33	$1163.67	$1206.33
$1205.00	$1175.00	Sep 25	$3.17	$3.88	$7.05	$1167.95	$1212.05
$1200.00	$1175.00	Sep 25	$4.00	$3.88	$7.88	$1167.12	$1207.88
$1210.00	$1180.00	Sep 25	$2.16	$5.40	$7.56	$1172.44	$1217.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 183 found (best R:R 20.74, avg credit $2.11)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
970/975	1235/1240	Oct 2	$4.77	$0.23	72%	20.74	$970.23	$1239.77
970/975	1225/1230	Oct 2	$4.75	$0.25	67%	19.00	$970.25	$1229.75
1000/1005	1235/1240	Oct 2	$4.25	$0.75	72%	5.67	$1000.75	$1239.25
1000/1005	1215/1220	Oct 2	$4.70	$0.30	61%	15.67	$1000.30	$1219.70
1000/1005	1225/1230	Oct 2	$4.23	$0.77	67%	5.49	$1000.77	$1229.23
950/960	1235/1240	Oct 9	$5.91	$4.09	64%	1.44	$954.09	$1240.91
970/975	1230/1235	Sep 25	$2.84	$2.16	88%	1.31	$972.16	$1232.84
970/975	1240/1245	Sep 25	$2.68	$2.32	90%	1.16	$972.32	$1242.68
970/975	1225/1230	Sep 25	$2.81	$2.19	86%	1.28	$972.19	$1227.81
970/975	1215/1220	Sep 25	$3.05	$1.95	79%	1.56	$971.95	$1218.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 264 found (best R:R 46.62, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1260.00	$1280.00	$1300.00	Oct 16	$0.77	$19.23	11%	24.97
$1300.00	$1320.00	$1340.00	Oct 16	$0.39	$19.61	6%	50.28
$1320.00	$1340.00	$1360.00	Oct 16	$0.29	$19.71	5%	67.97
$1220.00	$1240.00	$1260.00	Oct 16	$1.40	$18.60	14%	13.29
$1240.00	$1260.00	$1280.00	Oct 16	$1.25	$18.75	12%	15.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1280.00	$1300.00	$1320.00	Oct 16	$0.42	$19.58	8%	46.62
$1175.00	$1180.00	$1185.00	Sep 25	$0.28	$4.72	16%	16.86
$1155.00	$1160.00	$1165.00	Sep 25	$0.12	$4.88	8%	40.67
$1180.00	$1185.00	$1190.00	Oct 2	$0.11	$4.89	7%	44.45
$1170.00	$1175.00	$1180.00	Oct 2	$0.12	$4.88	7%	40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 235 found (best net $-13.78, 212 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1090.00	$1180.00	1:2	Nov 6	-$13.78	$76.22
$1380.00	$1400.00	1:2	Oct 16	-$0.44	$19.56
$1240.00	$1245.00	1:2	Sep 25	$0.00	$5.00
$1225.00	$1230.00	1:2	Sep 25	-$0.22	$4.78
$1255.00	$1260.00	1:2	Sep 25	-$0.03	$4.97

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1250.00	$1220.00	1:2	Sep 25	-$3.37	$26.63
$1320.00	$1250.00	1:2	Oct 30	-$41.45	$28.55
$1175.00	$1170.00	1:2	Sep 25	-$0.78	$4.22
$975.00	$970.00	1:2	Sep 25	$0.00	$5.00
$1160.00	$1155.00	1:2	Sep 25	-$0.21	$4.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 137 found (best yield 5.11%, avg 1.48%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1195.00	Nov 6	$60.70	0.51	0.7%	5.11%	5.79%	2	--
$1190.00	Nov 6	$62.95	0.52	0.3%	5.30%	5.56%	12	--
$1200.00	Nov 6	$57.75	0.50	1.1%	4.87%	5.97%	4	--
$1210.00	Nov 6	$52.60	0.48	1.9%	4.43%	6.38%	2	--
$1205.00	Nov 6	$54.65	0.49	1.5%	4.60%	6.13%	2	--
$1220.00	Nov 6	$47.95	0.45	2.8%	4.04%	6.83%	3	--
$1190.00	Oct 30	$58.70	0.53	0.3%	4.95%	5.20%	7	13
$1205.00	Oct 30	$50.75	0.49	1.5%	4.28%	5.80%	--	21
$1220.00	Oct 30	$44.30	0.45	2.8%	3.73%	6.52%	4	11
$1215.00	Oct 30	$46.20	0.46	2.4%	3.89%	6.26%	--	20

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 21,184

Total Puts 12,900

Put/Call Ratio 0.61

Net Difference 8,284

Prior's Put/Call Breakdown

Total Calls 18,929

Total Puts 27,519

Put/Call Ratio 1.45

Net Difference -8,590

Prior 7-Day Put/Call Summary

Total Calls 208,884

Total Puts 155,150

Average Put/Call Ratio 0.81

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

🤖 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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