LLY - Options Database

LLY

ELI LILLY AND CO

$1242.58 +2.80%

(10/14 18:32) ◀

Thursday, October 15, 2026 (9:35am)

▶ (10/15 09:40)

◀ 10/15 09:35 ▶

Option Volume

Detail

ℹ

Current (10/15 9:35am) 3,432

Calls: 2,572 (75%)

Puts: 860 (25%)

Prior (08/05) 5,776

Calls: 3,156 (55%)

Puts: 2,620 (45%)

Current vs Prior -40.58%

Calls: -18.50% (Calls)

Puts: -67.18% (Puts)

Prior 7-Day Total 331,809

Calls: 190,963 (58%)

Puts: 140,846 (42%)

Prior 7-Day Average 47,401

Calls: 27,280 (58%)

Puts: 20,120 (42%)

Current vs Prior 7-Day Avg -92.76%

Calls: -90.57%

Puts: -95.73%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 9:35am) $6.17M

Calls: $5.39M (87%)

Puts: $783.2K (13%)

Prior (08/05) $16.13M

Calls: $13.17M (82%)

Puts: $2.96M (18%)

Current vs Prior -61.72%

Calls: -59.06%

Puts: -73.55%

Prior 7-Day Total $808.46M

Calls: $575.68M (71%)

Puts: $232.78M (29%)

Prior 7-Day Average $115.49M

Calls: $82.24M (71%)

Puts: $33.25M (29%)

Current vs Prior 7-Day Avg -94.65%

Calls: -93.45%

Puts: -97.64%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 9:35am) 0.33

Prior (08/05) 0.83

Current vs Prior -59.72%

Prior 7-Day Average 0.78

Current vs Prior 7-Day Avg -56.86%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 9:35am) 343,401

Calls: 158,615 (46%)

Puts: 184,786 (54%)

Prior (08/05) 357,589

Calls: 159,851 (45%)

Puts: 197,738 (55%)

Current vs Prior -3.97%

Prior 7-Day Total 2,409,119

Calls: 1,087,502 (45%)

Puts: 1,321,617 (55%)

Prior 7-Day Average 344,159

Calls: 155,357 (45%)

Puts: 188,802 (55%)

Current vs Prior 7-Day Avg -0.22%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)

Current 2.47% | 4.50%2.47% | 10.86%

Prior 2.25% | 4.27%4.27% | 11.21%

Current vs Prior +9.41% | +5.48%-42.17% | -3.09%

Prior 7-Day Avg 3.37% | 5.11%5.51% | 10.67%

Current vs 7-Day Avg -26.78% | -11.95%-55.25% | +1.79%

Prior 7-Day Eod 2.25% | 4.27%2.47% | 11.02%

Current vs 7-Day Eod +9.41% | +5.48%-0.29% | -1.48%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 22.33% | 17.36%

Calls: 14.10% | 16.90%

Puts: 30.56% | 17.82%

Prior 29.50% | 23.93%

Calls: 25.68% | 26.79%

Puts: 33.33% | 21.07%

Current vs Prior -24.31% | -27.46%

Prior 7-Day Avg 24.54% | 21.80%

Calls: 22.31% | 19.13%

Puts: 26.77% | 24.46%

Current vs 7-Day Avg -8.99% | -20.36%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($5.39M) vs puts ($783.2K). Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 41% vs prior. Extreme bullish P/C ratio of 0.33 - heavy call buying (2,572 calls vs 860 puts).

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 NEUTRAL

7-Day Avg NEUTRAL

Current BULLISH

Prior NEUTRAL

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
09:35	BULLISH	BULLISH	BULLISH

📈 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 58 of results (avg 7.6%, best 5.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Nov 20	244.55	257.35	$250.95	5.1%	--	0.93	177
$1000.00	Nov 13	242.00	256.20	$249.10	5.7%	--	0.93	33
$1000.00	Oct 16	236.00	249.85	$242.93	5.7%	2	1.00	59
$1010.00	Nov 20	234.00	248.00	$241.00	5.8%	--	0.93	11
$1010.00	Oct 16	226.00	239.85	$232.93	5.9%	--	0.99	48

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1460.00	Nov 20	216.00	229.50	$222.75	6.1%	--	0.88	26
$1440.00	Nov 20	198.00	211.55	$204.78	6.6%	--	0.86	21
$1420.00	Nov 20	180.90	194.00	$187.45	7.0%	--	0.83	12
$1400.00	Nov 20	163.15	176.00	$169.58	7.6%	--	0.81	22
$1380.00	Nov 20	146.60	159.90	$153.25	8.7%	--	0.77	17

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. 227 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1030.00	Oct 23	208.00	220.75	$214.38	5.9%	--	1.00	17
$1035.00	Oct 23	202.00	215.80	$208.90	6.6%	--	1.00	61
$1040.00	Oct 23	198.00	210.80	$204.40	6.3%	--	1.00	15
$1050.00	Oct 23	188.00	200.85	$194.43	6.6%	--	1.00	10
$1060.00	Oct 23	178.00	190.90	$184.45	7.0%	--	1.00	11

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1460.00	Nov 20	216.00	229.50	$222.75	6.1%	--	0.88	26
$1440.00	Nov 20	198.00	211.55	$204.78	6.6%	--	0.86	21
$1280.00	Oct 16	33.10	47.45	$40.28	35.6%	--	0.86	18
$1420.00	Nov 20	180.90	194.00	$187.45	7.0%	--	0.83	12
$1400.00	Nov 20	163.15	176.00	$169.58	7.6%	--	0.81	22

Most actively traded options today. High liquidity = easy entry/exit. 237 active (total vol 2.9K, top 340)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	8.45	12.00	$10.23	34.7%	340	0.42	1.3K
$1280.00	Oct 16	1.84	2.87	$2.36	43.6%	288	0.14	706
$1300.00	Oct 16	0.75	1.00	$0.88	28.4%	205	0.06	1.4K
$1300.00	Oct 23	6.25	8.20	$7.23	27.0%	150	0.20	637
$1260.00	Oct 16	5.20	8.70	$6.95	50.4%	132	0.31	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Nov 20	14.50	17.55	$16.02	19.0%	128	0.17	419
$1140.00	Oct 16	0.05	0.34	$0.20	145.0%	33	0.01	627
$1000.00	Nov 20	3.75	4.95	$4.35	27.6%	28	0.06	2.3K
$1175.00	Oct 16	0.27	0.85	$0.56	103.6%	20	0.04	116
$1230.00	Oct 16	7.00	10.45	$8.73	39.5%	19	0.36	8

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 16.2%, max 39.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1230.00	Oct 16	Nov 27	48.2%	37.0%	30.2%	20	330
$1240.00	Oct 16	Nov 27	46.3%	37.2%	24.5%	67	1.0K
$1210.00	Oct 16	Nov 20	48.8%	41.2%	18.4%	49	370
$1260.00	Oct 16	Nov 27	47.6%	40.3%	18.1%	133	1.2K
$1220.00	Oct 16	Nov 20	47.4%	40.8%	16.2%	25	1.2K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1205.00	Oct 16	Nov 27	51.9%	37.2%	39.6%	2	131
$1235.00	Oct 16	Oct 23	48.5%	35.2%	37.8%	2	25
$1210.00	Oct 16	Nov 27	48.8%	37.5%	30.0%	5	72
$1230.00	Oct 16	Nov 20	48.2%	40.3%	19.5%	20	35
$1220.00	Oct 16	Nov 20	47.4%	40.8%	16.2%	10	292

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 395 found (best R:R 0.69, avg 6.42)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1170.00	$1230.00	Nov 27	$35.42	$24.58	$35.42	69%	0.69	$1205.42
$1220.00	$1225.00	Oct 23	$1.10	$3.90	$1.10	64%	3.55	$1221.10
$1270.00	$1280.00	Nov 20	$2.42	$7.58	$2.42	46%	3.13	$1272.42
$1100.00	$1105.00	Oct 16	$3.07	$1.93	$3.07	99%	0.63	$1103.07
$1110.00	$1115.00	Oct 16	$3.15	$1.85	$3.15	99%	0.59	$1113.15

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1190.00	$1180.00	Nov 20	$1.47	$8.53	$1.47	35%	5.80	$1188.53
$1270.00	$1260.00	Nov 20	$3.58	$6.42	$3.58	54%	1.79	$1266.42
$1215.00	$1210.00	Nov 6	$0.70	$4.30	$0.70	40%	6.14	$1214.30
$1255.00	$1250.00	Oct 30	$1.30	$3.70	$1.30	52%	2.85	$1253.70
$1210.00	$1205.00	Nov 13	$0.72	$4.28	$0.72	40%	5.94	$1209.28

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 322 found (best R:R 1.54, avg 0.42)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1245.00	$1250.00	Oct 30	$4.57	$4.57	$0.43	49%	10.63	$1249.57
$1280.00	$1300.00	Nov 20	$10.11	$10.11	$9.89	56%	1.02	$1290.11
$1260.00	$1270.00	Nov 13	$6.25	$6.25	$3.75	52%	1.67	$1266.25
$1305.00	$1310.00	Nov 6	$2.77	$2.77	$2.23	64%	1.24	$1307.77
$1265.00	$1270.00	Oct 30	$3.20	$3.20	$1.80	55%	1.78	$1268.20

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1180.00	$1170.00	Nov 20	$6.06	$6.06	$3.94	67%	1.54	$1173.94
$1120.00	$1065.00	Nov 27	$10.00	$10.00	$45.00	79%	0.22	$1110.00
$1220.00	$1215.00	Nov 6	$4.08	$4.08	$0.92	58%	4.43	$1215.92
$1215.00	$1210.00	Oct 30	$3.53	$3.53	$1.47	60%	2.40	$1211.47
$1230.00	$1210.00	Nov 13	$9.98	$9.98	$10.02	55%	1.00	$1220.02

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $18.18, cheapest $10.87)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1225.00	Oct 16	Oct 23	$14.45	48.4%	34.8%
$1235.00	Oct 16	Oct 23	$13.50	48.5%	35.2%
$1230.00	Oct 16	Oct 23	$13.63	48.2%	34.9%
$1260.00	Oct 16	Oct 23	$12.05	47.6%	36.1%
$1240.00	Oct 16	Oct 23	$12.80	46.3%	35.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1225.00	Oct 16	Oct 23	$10.87	48.4%	34.8%
$1235.00	Oct 16	Oct 23	$11.70	48.5%	35.2%
$1230.00	Oct 16	Oct 23	$11.62	48.2%	34.9%
$1245.00	Oct 16	Oct 23	$12.45	45.7%	36.4%
$1240.00	Oct 16	Nov 6	$44.57	46.3%	47.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 145 found (cheapest 2.19% of stock, avg 8.34%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1245.00	Oct 16	$12.13	$15.05	$27.18	$1217.82	$1272.18	2.19%
$1240.00	Oct 16	$15.60	$12.53	$28.13	$1211.87	$1268.13	2.26%
$1250.00	Oct 16	$10.23	$17.80	$28.03	$1221.97	$1278.03	2.26%
$1235.00	Oct 16	$17.58	$11.13	$28.71	$1206.29	$1263.71	2.31%
$1230.00	Oct 16	$20.50	$8.73	$29.23	$1200.77	$1259.23	2.35%
$1260.00	Oct 16	$6.95	$24.38	$31.33	$1228.67	$1291.33	2.52%
$1225.00	Oct 16	$24.25	$7.48	$31.73	$1193.27	$1256.73	2.55%
$1220.00	Oct 16	$27.75	$5.58	$33.33	$1186.67	$1253.33	2.68%
$1265.00	Oct 16	$5.43	$27.90	$33.33	$1231.67	$1298.33	2.68%
$1215.00	Oct 16	$31.50	$4.38	$35.88	$1179.12	$1250.88	2.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.89% of stock, avg 6.19%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1265.00	$1220.00	Oct 16	$5.43	$5.58	$11.01	$1208.99	$1276.01
$1260.00	$1220.00	Oct 16	$6.95	$5.58	$12.53	$1207.47	$1272.53
$1265.00	$1225.00	Oct 16	$5.43	$7.48	$12.91	$1212.09	$1277.91
$1260.00	$1225.00	Oct 16	$6.95	$7.48	$14.43	$1210.57	$1274.43
$1255.00	$1220.00	Oct 16	$8.10	$5.58	$13.68	$1206.32	$1268.68
$1265.00	$1230.00	Oct 16	$5.43	$8.73	$14.16	$1215.84	$1279.16
$1260.00	$1230.00	Oct 16	$6.95	$8.73	$15.68	$1214.32	$1275.68
$1255.00	$1225.00	Oct 16	$8.10	$7.48	$15.58	$1209.42	$1270.58
$1255.00	$1230.00	Oct 16	$8.10	$8.73	$16.83	$1213.17	$1271.83
$1250.00	$1220.00	Oct 16	$10.23	$5.58	$15.81	$1204.19	$1265.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 180 found (best R:R 0.89, avg credit $3.00)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1055/1060	1285/1290	Oct 23	$2.35	$2.65	70%	0.89	$1057.65	$1287.35
1090/1095	1285/1290	Oct 23	$2.34	$2.66	69%	0.88	$1092.66	$1287.34
1055/1060	1290/1295	Oct 23	$2.10	$2.90	72%	0.72	$1057.90	$1292.10
1055/1060	1275/1280	Oct 23	$2.45	$2.55	65%	0.96	$1057.55	$1277.45
1100/1105	1285/1290	Oct 23	$2.24	$2.76	68%	0.81	$1102.76	$1287.24
1090/1095	1290/1295	Oct 23	$2.09	$2.91	71%	0.72	$1092.91	$1292.09
1090/1095	1275/1280	Oct 23	$2.44	$2.56	64%	0.95	$1092.56	$1277.44
1055/1060	1270/1275	Oct 23	$2.47	$2.53	62%	0.98	$1057.53	$1272.47
1055/1060	1280/1285	Oct 23	$2.18	$2.82	67%	0.77	$1057.82	$1282.18
1100/1105	1290/1295	Oct 23	$1.99	$3.01	71%	0.66	$1103.01	$1291.99

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 257 found (best R:R 221.22, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1300.00	$1320.00	$1340.00	Nov 20	$0.17	$19.83	8%	116.65
$1320.00	$1340.00	$1360.00	Nov 20	$0.23	$19.77	8%	85.96
$1280.00	$1300.00	$1320.00	Nov 27	$0.62	$19.38	9%	31.26
$1380.00	$1400.00	$1420.00	Nov 13	$0.38	$19.62	6%	51.63
$1400.00	$1420.00	$1440.00	Nov 20	$0.37	$19.63	6%	53.05

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1300.00	$1320.00	$1340.00	Nov 20	$0.09	$19.91	8%	221.22
$1340.00	$1360.00	$1380.00	Nov 20	$0.45	$19.55	8%	43.44
$1210.00	$1220.00	$1230.00	Nov 20	$0.14	$9.86	5%	70.43
$1130.00	$1140.00	$1150.00	Nov 27	$0.10	$9.90	4%	99.00
$1240.00	$1245.00	$1250.00	Oct 16	$0.23	$4.77	12%	20.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 188 found (best net $-1.00, 174 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1340.00	$1380.00	1:2	Nov 6	-$6.60	$33.40
$1420.00	$1460.00	1:2	Nov 13	-$3.58	$36.42
$1345.00	$1360.00	1:2	Oct 23	-$0.20	$14.80
$1360.00	$1380.00	1:2	Oct 23	-$0.13	$19.87
$1420.00	$1440.00	1:2	Oct 23	-$0.15	$19.85

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1120.00	$1065.00	1:2	Nov 27	-$1.00	$54.00
$1095.00	$1090.00	1:2	Oct 16	-$0.05	$4.95
$1162.50	$1160.00	1:2	Oct 16	-$0.06	$2.44
$1105.00	$1100.00	1:2	Oct 16	-$0.07	$4.93
$1165.00	$1162.50	1:2	Oct 16	-$0.12	$2.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 113 found (best yield 4.76%, avg 1.91%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1250.00	Nov 20	$59.10	0.51	0.6%	4.76%	5.35%	3	146
$1280.00	Nov 20	$46.45	0.43	3.0%	3.74%	6.75%	1	508
$1260.00	Nov 27	$53.75	0.48	1.4%	4.33%	5.73%	1	8
$1260.00	Nov 20	$53.65	0.48	1.4%	4.32%	5.72%	1	886
$1250.00	Nov 27	$58.00	0.51	0.6%	4.67%	5.26%	--	11
$1280.00	Nov 27	$44.15	0.44	3.0%	3.55%	6.56%	--	16
$1260.00	Nov 13	$51.35	0.48	1.4%	4.13%	5.53%	--	23
$1300.00	Nov 27	$37.00	0.39	4.6%	2.98%	7.60%	--	25
$1270.00	Nov 20	$46.50	0.46	2.2%	3.74%	5.95%	--	206
$1255.00	Nov 13	$52.50	0.49	1.0%	4.23%	5.22%	16	14

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 2,572

Total Puts 860

Put/Call Ratio 0.33

Net Difference 1,712

Prior's Put/Call Breakdown

Total Calls 3,156

Total Puts 2,620

Put/Call Ratio 0.83

Net Difference 536

Prior 7-Day Put/Call Summary

Total Calls 190,963

Total Puts 140,846

Average Put/Call Ratio 0.78

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

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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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