LLY - Options Database

LLY

ELI LILLY AND CO

$1183.86 +2.86%

(9/24 15:00) ◀

Thursday, September 24, 2026 (4:00pm)

▶

◀ 9/24 16:00

Option Volume

Detail

ℹ

Current (09/24 4:00pm) 38,127

Calls: 23,500 (62%)

Puts: 14,627 (38%)

Prior (08/26) 51,771

Calls: 21,350 (41%)

Puts: 30,421 (59%)

Current vs Prior -26.35%

Calls: +10.07% (Calls)

Puts: -51.92% (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 -26.69%

Calls: -21.25%

Puts: -34.01%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/24 4:00pm) $62.85M

Calls: $44.36M (71%)

Puts: $18.49M (29%)

Prior (08/26) $105.48M

Calls: $58.33M (55%)

Puts: $47.15M (45%)

Current vs Prior -40.42%

Calls: -23.95%

Puts: -60.79%

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 -50.13%

Calls: -51.68%

Puts: -45.98%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/24 4:00pm) 0.62

Prior (08/26) 1.42

Current vs Prior -56.32%

Prior 7-Day Average 0.81

Current vs Prior 7-Day Avg -23.31%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (09/24 4:00pm) 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 1.68% | 3.98%6.36% | 12.40%

Prior 2.45% | 4.26%6.83% | 10.07%

Current vs Prior -31.41% | -6.79%-6.92% | +23.16%

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

Current vs 7-Day Avg -58.65% | -31.36%-0.20% | +23.20%

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

Current vs 7-Day Eod -31.41% | -6.79%-8.62% | -0.92%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 43.30% | 22.54%

Calls: 45.37% | 13.15%

Puts: 41.24% | 31.93%

Prior 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Current vs Prior +98.90% | -26.82%

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% | +11.23%

Liquidity Expensive

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Moderately bullish flow with 71% call dollar volume ($44.36M). Bullish P/C ratio of 0.62. P/C ratio dropping 56% - 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
16:00	BULLISH	BULLISH	BULLISH
15:00	BULLISH	BULLISH	BULLISH
14:00	BULLISH	BULLISH	BULLISH
13:00	BULLISH	BULLISH	BULLISH

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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 46 of results (avg 7.9%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1050.00	Oct 16	137.70	144.50	$141.10	4.8%	10	0.94	139
$980.00	Oct 2	200.15	211.75	$205.95	5.6%	4	0.93	4
$1000.00	Oct 2	182.20	193.15	$187.68	5.8%	1	0.99	11
$1000.00	Oct 16	183.70	195.40	$189.55	6.2%	--	0.98	109
$975.00	Oct 2	205.60	219.30	$212.45	6.4%	--	0.94	43

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1240.00	Oct 16	68.60	72.35	$70.47	5.3%	16	0.70	110
$1220.00	Oct 16	55.05	58.35	$56.70	5.8%	4	0.62	218
$1345.00	Oct 23	155.25	166.50	$160.88	7.0%	--	0.91	19
$1360.00	Oct 23	169.45	181.75	$175.60	7.0%	1	0.95	1
$1340.00	Oct 16	149.25	160.35	$154.80	7.2%	3	0.95	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. 222 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1055.00	Sep 25	125.75	137.20	$131.48	8.7%	--	1.00	17
$1000.00	Sep 25	178.70	191.70	$185.20	7.0%	10	1.00	22
$1080.00	Sep 25	100.55	112.20	$106.38	11.0%	1	1.00	8
$1050.00	Sep 25	128.35	141.15	$134.75	9.5%	2	1.00	22
$1100.00	Sep 25	80.55	88.65	$84.60	9.6%	12	1.00	23

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1210.00	Sep 25	18.85	31.35	$25.10	49.8%	13	1.00	54
$1215.00	Sep 25	23.30	37.55	$30.42	46.8%	--	1.00	49
$1220.00	Sep 25	28.45	40.20	$34.33	34.2%	--	1.00	50
$1250.00	Sep 25	58.45	69.55	$64.00	17.3%	5	1.00	12
$1255.00	Sep 25	62.65	73.75	$68.20	16.3%	2	1.00	--

Most actively traded options today. High liquidity = easy entry/exit. 583 active (total vol 29.8K, top 2.9K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1220.00	Sep 25	0.61	0.82	$0.72	29.2%	2.9K	0.07	3.6K
$1200.00	Sep 25	2.82	3.50	$3.16	21.5%	1.9K	0.27	1.5K
$1250.00	Sep 25	0.01	0.10	$0.06	150.0%	1.2K	0.01	1.1K
$1225.00	Sep 25	0.45	0.62	$0.54	31.5%	1.0K	0.06	369
$1300.00	Oct 2	0.99	1.46	$1.23	38.2%	663	0.05	325

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1140.00	Sep 25	0.18	1.02	$0.60	140.0%	629	0.05	297
$1130.00	Oct 2	4.55	6.85	$5.70	40.4%	412	0.17	93
$1080.00	Sep 25	0.01	0.05	$0.03	133.3%	309	0.00	265
$1170.00	Sep 25	2.22	3.60	$2.91	47.4%	307	0.22	119
$1150.00	Sep 25	0.46	0.84	$0.65	58.5%	303	0.06	331

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 368 found (best R:R 0.67, avg 7.66)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1090.00	$1180.00	Nov 6	$53.83	$36.17	$53.83	77%	0.67	$1143.83
$1170.00	$1175.00	Sep 25	$1.15	$3.85	$1.15	78%	3.35	$1171.15
$1080.00	$1090.00	Oct 16	$6.62	$3.38	$6.62	89%	0.51	$1086.62
$1130.00	$1140.00	Oct 23	$5.10	$4.90	$5.10	73%	0.96	$1135.10
$1110.00	$1115.00	Sep 25	$3.07	$1.93	$3.07	99%	0.63	$1113.07

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1250.00	$1245.00	Oct 9	$2.00	$3.00	$2.00	79%	1.50	$1248.00
$1260.00	$1240.00	Oct 16	$13.16	$6.84	$13.16	78%	0.52	$1246.84
$1195.00	$1190.00	Oct 2	$1.00	$4.00	$1.00	56%	4.00	$1194.00
$980.00	$960.00	Oct 23	$0.17	$19.83	$0.17	10%	116.65	$979.83
$1180.00	$1175.00	Oct 23	$0.57	$4.43	$0.57	45%	7.77	$1179.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 317 found (best R:R 14.15, avg 0.72)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1335.00	$1340.00	Oct 9	$4.33	$4.33	$0.67	89%	6.46	$1339.33
$1340.00	$1345.00	Oct 2	$4.25	$4.25	$0.75	90%	5.67	$1344.25
$1235.00	$1240.00	Oct 9	$4.55	$4.55	$0.45	70%	10.11	$1239.55
$1295.00	$1300.00	Oct 23	$3.48	$3.48	$1.52	80%	2.29	$1298.48
$1215.00	$1220.00	Oct 2	$3.75	$3.75	$1.25	67%	3.00	$1218.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$955.00	$950.00	Oct 23	$4.67	$4.67	$0.33	94%	14.15	$950.33
$1030.00	$1025.00	Sep 25	$4.60	$4.60	$0.40	92%	11.50	$1025.40
$975.00	$970.00	Oct 2	$4.12	$4.12	$0.88	94%	4.68	$970.88
$1000.00	$995.00	Oct 9	$4.07	$4.07	$0.93	92%	4.38	$995.93
$1015.00	$1005.00	Oct 30	$4.34	$4.34	$5.66	88%	0.77	$1010.66

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $12.69, cheapest $13.23)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1180.00	Sep 25	Oct 2	$13.95	35.9%	31.2%
$1185.00	Sep 25	Oct 2	$12.55	34.7%	30.3%
$1162.50	Oct 2	Oct 9	$7.27	32.5%	30.8%
$1195.00	Sep 25	Oct 2	$13.53	31.7%	32.0%
$1190.00	Sep 25	Oct 2	$14.50	28.4%	31.9%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1180.00	Sep 25	Oct 2	$13.23	35.9%	31.2%
$1185.00	Sep 25	Oct 2	$13.20	34.7%	30.3%
$1190.00	Sep 25	Oct 2	$13.25	28.4%	31.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 176 found (cheapest 1.43% of stock, avg 6.78%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1190.00	Sep 25	$5.90	$11.08	$16.98	$1173.02	$1206.98	1.43%
$1185.00	Sep 25	$10.25	$7.63	$17.88	$1167.12	$1202.88	1.51%
$1180.00	Sep 25	$12.28	$5.75	$18.03	$1161.97	$1198.03	1.52%
$1195.00	Sep 25	$4.72	$13.83	$18.55	$1176.45	$1213.55	1.57%
$1170.00	Sep 25	$16.80	$2.91	$19.71	$1150.29	$1189.71	1.66%
$1175.00	Sep 25	$15.65	$4.28	$19.93	$1155.07	$1194.93	1.68%
$1200.00	Sep 25	$3.16	$16.95	$20.11	$1179.89	$1220.11	1.70%
$1205.00	Sep 25	$2.40	$20.40	$22.80	$1182.20	$1227.80	1.93%
$1165.00	Sep 25	$21.70	$1.73	$23.43	$1141.57	$1188.43	1.98%
$1210.00	Sep 25	$1.50	$25.10	$26.60	$1183.40	$1236.60	2.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.27% of stock, avg 5.15%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1210.00	$1165.00	Sep 25	$1.50	$1.73	$3.23	$1161.77	$1213.23
$1205.00	$1165.00	Sep 25	$2.40	$1.73	$4.13	$1160.87	$1209.13
$1210.00	$1170.00	Sep 25	$1.50	$2.91	$4.41	$1165.59	$1214.41
$1205.00	$1170.00	Sep 25	$2.40	$2.91	$5.31	$1164.69	$1210.31
$1200.00	$1165.00	Sep 25	$3.16	$1.73	$4.89	$1160.11	$1204.89
$1200.00	$1170.00	Sep 25	$3.16	$2.91	$6.07	$1163.93	$1206.07
$1210.00	$1175.00	Sep 25	$1.50	$4.28	$5.78	$1169.22	$1215.78
$1205.00	$1175.00	Sep 25	$2.40	$4.28	$6.68	$1168.32	$1211.68
$1200.00	$1175.00	Sep 25	$3.16	$4.28	$7.44	$1167.56	$1207.44
$1195.00	$1165.00	Sep 25	$4.72	$1.73	$6.45	$1158.55	$1201.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 130 found (best R:R 4.41, avg credit $2.54)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
950/960	1235/1240	Oct 9	$8.15	$1.85	64%	4.41	$951.85	$1243.15
1025/1030	1240/1245	Sep 25	$4.88	$0.12	88%	40.67	$1025.12	$1244.88
1025/1030	1220/1225	Sep 25	$4.78	$0.22	84%	21.73	$1025.22	$1224.78
970/975	1230/1235	Oct 2	$4.77	$0.23	71%	20.74	$970.23	$1234.77
970/975	1225/1230	Oct 2	$4.70	$0.30	69%	15.67	$970.30	$1229.70
985/990	1240/1245	Sep 25	$3.78	$1.22	87%	3.10	$986.22	$1243.78
1020/1025	1235/1240	Oct 9	$4.71	$0.29	68%	16.24	$1020.29	$1239.71
985/990	1230/1235	Sep 25	$3.83	$1.17	85%	3.27	$986.17	$1233.83
955/960	1240/1245	Sep 25	$3.61	$1.39	88%	2.60	$956.39	$1243.61
955/960	1230/1235	Sep 25	$3.66	$1.34	86%	2.73	$956.34	$1233.66

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 277 found (best R:R 34.09, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1260.00	$1280.00	$1300.00	Oct 16	$0.57	$19.43	10%	34.09
$1220.00	$1240.00	$1260.00	Oct 16	$1.13	$18.87	15%	16.70
$1300.00	$1320.00	$1340.00	Oct 16	$0.19	$19.81	6%	104.26
$1145.00	$1150.00	$1155.00	Oct 2	$0.08	$4.92	6%	61.50
$1215.00	$1220.00	$1225.00	Sep 25	$0.12	$4.88	5%	40.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1170.00	$1175.00	$1180.00	Sep 25	$0.10	$4.90	16%	49.00
$1190.00	$1195.00	$1200.00	Sep 25	$0.37	$4.63	22%	12.51
$1195.00	$1200.00	$1205.00	Sep 25	$0.33	$4.67	20%	14.15
$1165.00	$1170.00	$1175.00	Sep 25	$0.19	$4.81	14%	25.32
$1175.00	$1180.00	$1185.00	Sep 25	$0.41	$4.59	18%	11.20

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 $-15.99, 208 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1090.00	$1180.00	1:2	Nov 6	-$15.99	$74.01
$1185.00	$1190.00	1:2	Sep 25	-$1.55	$3.45
$1380.00	$1400.00	1:2	Oct 9	-$0.18	$19.82
$1205.00	$1210.00	1:2	Sep 25	-$0.60	$4.40
$1380.00	$1400.00	1:2	Oct 16	-$0.55	$19.45

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1250.00	$1220.00	1:2	Sep 25	-$4.66	$25.34
$1320.00	$1250.00	1:2	Oct 30	-$41.30	$28.70
$1170.00	$1165.00	1:2	Sep 25	-$0.55	$4.45
$1165.00	$1160.00	1:2	Sep 25	-$0.27	$4.73
$960.00	$950.00	1:2	Oct 16	-$0.01	$9.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 145 found (best yield 3.95%, avg 1.46%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1220.00	Nov 6	$46.80	0.45	3.0%	3.95%	7.01%	3	--
$1210.00	Nov 6	$50.10	0.47	2.2%	4.23%	6.44%	2	--
$1200.00	Oct 30	$53.60	0.50	1.4%	4.53%	5.89%	10	31
$1205.00	Nov 6	$50.90	0.49	1.8%	4.30%	6.09%	2	--
$1185.00	Nov 6	$60.55	0.53	0.1%	5.11%	5.21%	3	--
$1190.00	Nov 6	$57.85	0.52	0.5%	4.89%	5.41%	13	--
$1200.00	Nov 6	$52.75	0.50	1.4%	4.46%	5.82%	4	--
$1195.00	Nov 6	$54.95	0.51	0.9%	4.64%	5.58%	2	--
$1195.00	Oct 30	$54.10	0.51	0.9%	4.57%	5.51%	2	2
$1205.00	Oct 30	$49.40	0.48	1.8%	4.17%	5.96%	3	21

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 23,500

Total Puts 14,627

Put/Call Ratio 0.62

Net Difference 8,873

Prior's Put/Call Breakdown

Total Calls 21,350

Total Puts 30,421

Put/Call Ratio 1.42

Net Difference -9,071

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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