LLY - Options Database

LLY

ELI LILLY AND CO

$1237.11 +2.35%

(10/15 09:35) ◀

Thursday, October 15, 2026 (9:40am)

▶ (10/15 09:45)

◀ 10/15 09:40 ▶

Option Volume

Detail

ℹ

Current (10/15 9:40am) 4,477

Calls: 3,295 (74%)

Puts: 1,182 (26%)

Prior (08/05) 9,871

Calls: 5,545 (56%)

Puts: 4,326 (44%)

Current vs Prior -54.64%

Calls: -40.58% (Calls)

Puts: -72.68% (Puts)

Prior 7-Day Total 372,036

Calls: 216,550 (58%)

Puts: 155,486 (42%)

Prior 7-Day Average 53,148

Calls: 30,935 (58%)

Puts: 22,212 (42%)

Current vs Prior 7-Day Avg -91.58%

Calls: -89.35%

Puts: -94.68%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 9:40am) $7.85M

Calls: $6.66M (85%)

Puts: $1.19M (15%)

Prior (08/05) $24.87M

Calls: $19.62M (79%)

Puts: $5.25M (21%)

Current vs Prior -68.43%

Calls: -66.05%

Puts: -77.34%

Prior 7-Day Total $895.71M

Calls: $640.76M (72%)

Puts: $254.96M (28%)

Prior 7-Day Average $127.96M

Calls: $91.54M (72%)

Puts: $36.42M (28%)

Current vs Prior 7-Day Avg -93.86%

Calls: -92.72%

Puts: -96.73%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 9:40am) 0.36

Prior (08/05) 0.78

Current vs Prior -54.02%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -55.08%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 9:40am) 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 2,414,499

Calls: 1,085,159 (45%)

Puts: 1,329,340 (55%)

Prior 7-Day Average 344,928

Calls: 155,022 (45%)

Puts: 189,905 (55%)

Current vs Prior 7-Day Avg -0.44%

Sentiment BULLISH

Expected Move

Detail

ℹ

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

Current 2.30% | 4.42%2.30% | 10.82%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -6.40% | -1.58%-6.40% | +0.01%

Prior 7-Day Avg 3.20% | 4.98%5.51% | 10.67%

Current vs 7-Day Avg -27.99% | -11.29%-58.19% | +1.39%

Prior 7-Day Eod 2.46% | 4.49%2.47% | 11.02%

Current vs 7-Day Eod -6.40% | -1.58%-6.84% | -1.88%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 34.08% | 16.91%

Calls: 32.70% | 17.51%

Puts: 35.45% | 16.30%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior +33.91% | +9.24%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg +38.28% | -19.36%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($6.66M) vs puts ($1.19M). Light premium activity with dollar volume down 68% vs prior. Below-average activity with volume down 55% vs prior. Extreme bullish P/C ratio of 0.36 - heavy call buying (3,295 calls vs 1,182 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 BULLISH

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
09:40	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 56 of results (avg 7.8%, best 5.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Nov 20	240.00	253.45	$246.73	5.5%	--	0.94	177
$990.00	Nov 20	248.95	263.20	$256.08	5.6%	--	0.95	70
$1000.00	Oct 16	234.30	247.95	$241.13	5.7%	2	1.00	59
$1000.00	Nov 13	240.00	254.00	$247.00	5.7%	--	0.95	33
$990.00	Oct 16	243.70	258.00	$250.85	5.7%	--	1.00	22

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1460.00	Nov 20	219.10	233.10	$226.10	6.2%	--	0.88	26
$1440.00	Nov 20	200.70	215.10	$207.90	6.9%	--	0.86	21
$1420.00	Nov 20	182.95	197.75	$190.35	7.8%	--	0.83	12
$1380.00	Nov 20	151.55	163.95	$157.75	7.9%	--	0.78	17
$1400.00	Nov 20	165.70	180.00	$172.85	8.3%	--	0.81	22

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. 230 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Oct 16	234.30	247.95	$241.13	5.7%	2	1.00	59
$990.00	Oct 16	243.70	258.00	$250.85	5.7%	--	1.00	22
$1010.00	Oct 16	219.60	237.60	$228.60	7.9%	--	1.00	48
$1020.00	Oct 16	212.10	226.90	$219.50	6.7%	--	1.00	46
$1090.00	Oct 16	142.15	157.85	$150.00	10.5%	--	0.99	75

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	154.90	168.35	$161.63	8.3%	1	1.00	--
$1280.00	Oct 16	35.90	51.45	$43.68	35.6%	--	0.90	18
$1325.00	Oct 23	82.80	95.70	$89.25	14.5%	1	0.90	--
$1460.00	Nov 20	219.10	233.10	$226.10	6.2%	--	0.88	26
$1440.00	Nov 20	200.70	215.10	$207.90	6.9%	--	0.86	21

Most actively traded options today. High liquidity = easy entry/exit. 280 active (total vol 3.9K, top 433)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	6.70	9.00	$7.85	29.3%	433	0.37	1.3K
$1280.00	Oct 16	1.12	2.51	$1.82	76.4%	310	0.11	706
$1300.00	Oct 16	0.30	0.50	$0.40	50.0%	270	0.04	1.4K
$1300.00	Oct 23	5.10	8.00	$6.55	44.3%	233	0.19	637
$1260.00	Oct 16	3.65	5.80	$4.72	45.6%	156	0.26	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Nov 20	15.05	17.40	$16.23	14.5%	130	0.17	419
$1140.00	Oct 16	0.05	0.41	$0.23	156.5%	34	0.01	627
$1230.00	Oct 16	7.00	10.70	$8.85	41.8%	34	0.39	8
$1000.00	Nov 20	3.80	5.10	$4.45	29.2%	28	0.06	2.3K
$1000.00	Oct 16	0.02	0.04	$0.03	66.7%	27	0.00	898

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 11.8%, max 30.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1240.00	Oct 16	Nov 27	44.0%	37.3%	17.8%	94	1.0K
$1230.00	Oct 16	Nov 27	42.9%	37.0%	15.9%	57	330
$1210.00	Oct 16	Nov 20	46.0%	40.5%	13.8%	62	370
$1205.00	Oct 16	Nov 13	48.7%	43.1%	12.9%	18	210
$1220.00	Oct 16	Nov 20	45.0%	40.2%	11.8%	28	1.2K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1205.00	Oct 16	Nov 27	48.7%	37.4%	30.1%	2	131
$1235.00	Oct 16	Oct 23	44.2%	34.3%	28.9%	7	25
$1210.00	Oct 16	Nov 27	46.0%	37.6%	22.6%	9	72
$1220.00	Oct 16	Nov 20	45.0%	40.2%	11.8%	11	292
$1240.00	Oct 16	Nov 20	44.0%	40.0%	10.0%	12	185

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 402 found (best R:R 6.41, avg 7.16)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1270.00	$1275.00	Nov 6	$0.13	$4.87	$0.13	44%	37.46	$1270.13
$1200.00	$1205.00	Nov 13	$1.30	$3.70	$1.30	63%	2.85	$1201.30
$1230.00	$1235.00	Oct 30	$0.98	$4.02	$0.98	55%	4.10	$1230.98
$1180.00	$1230.00	Nov 27	$29.06	$20.94	$29.06	67%	0.72	$1209.06
$1260.00	$1270.00	Nov 13	$2.94	$7.06	$2.94	47%	2.40	$1262.94

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1190.00	$1180.00	Nov 20	$1.35	$8.65	$1.35	35%	6.41	$1188.65
$1195.00	$1190.00	Nov 6	$0.25	$4.75	$0.25	36%	19.00	$1194.75
$1205.00	$1195.00	Nov 13	$2.35	$7.65	$2.35	39%	3.26	$1202.65
$1230.00	$1225.00	Oct 16	$0.47	$4.53	$0.47	39%	9.64	$1229.53
$1210.00	$1205.00	Nov 6	$0.87	$4.13	$0.87	40%	4.75	$1209.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 328 found (best R:R 0.23, avg 0.39)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1265.00	$1270.00	Nov 6	$3.97	$3.97	$1.03	55%	3.85	$1268.97
$1255.00	$1260.00	Oct 16	$2.58	$2.58	$2.42	68%	1.07	$1257.58
$1265.00	$1270.00	Oct 30	$3.26	$3.26	$1.74	55%	1.87	$1268.26
$1255.00	$1260.00	Nov 13	$3.31	$3.31	$1.69	51%	1.96	$1258.31
$1300.00	$1315.00	Nov 13	$6.25	$6.25	$8.75	62%	0.71	$1306.25

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1120.00	$1065.00	Nov 27	$10.30	$10.30	$44.70	79%	0.23	$1109.70
$1220.00	$1210.00	Nov 13	$5.85	$5.85	$4.15	57%	1.41	$1214.15
$1195.00	$1170.00	Nov 13	$9.83	$9.83	$15.17	64%	0.65	$1185.17
$1200.00	$1190.00	Nov 20	$5.25	$5.25	$4.75	62%	1.11	$1194.75
$1190.00	$1185.00	Nov 6	$3.27	$3.27	$1.73	65%	1.89	$1186.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $14.95, cheapest $12.53)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1235.00	Oct 16	Oct 23	$13.72	44.2%	34.3%
$1255.00	Oct 16	Oct 23	$12.20	45.4%	35.7%
$1240.00	Oct 16	Oct 23	$14.00	44.0%	34.4%
$1245.00	Oct 16	Oct 23	$13.20	45.3%	36.0%
$1225.00	Oct 16	Oct 23	$13.70	43.9%	34.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1235.00	Oct 16	Oct 23	$12.53	44.2%	34.3%
$1240.00	Oct 16	Oct 23	$12.40	44.0%	34.4%
$1245.00	Oct 16	Oct 23	$12.47	45.3%	36.0%
$1225.00	Oct 16	Oct 23	$11.22	43.9%	34.5%
$1230.00	Oct 16	Oct 23	$12.73	42.9%	33.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 152 found (cheapest 2.09% of stock, avg 8.13%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1240.00	Oct 16	$12.23	$13.68	$25.91	$1214.09	$1265.91	2.09%
$1235.00	Oct 16	$14.83	$11.10	$25.93	$1209.07	$1260.93	2.10%
$1230.00	Oct 16	$17.52	$8.85	$26.37	$1203.63	$1256.37	2.13%
$1245.00	Oct 16	$10.30	$16.38	$26.68	$1218.32	$1271.68	2.16%
$1250.00	Oct 16	$7.85	$19.40	$27.25	$1222.75	$1277.25	2.20%
$1225.00	Oct 16	$21.03	$8.38	$29.41	$1195.59	$1254.41	2.38%
$1220.00	Oct 16	$24.55	$5.85	$30.40	$1189.60	$1250.40	2.46%
$1260.00	Oct 16	$4.72	$26.35	$31.07	$1228.93	$1291.07	2.51%
$1215.00	Oct 16	$28.35	$4.70	$33.05	$1181.95	$1248.05	2.67%
$1265.00	Oct 16	$3.89	$30.15	$34.04	$1230.96	$1299.04	2.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.76% of stock, avg 6.32%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1260.00	$1215.00	Oct 16	$4.72	$4.70	$9.42	$1205.58	$1269.42
$1260.00	$1220.00	Oct 16	$4.72	$5.85	$10.57	$1209.43	$1270.57
$1255.00	$1215.00	Oct 16	$7.30	$4.70	$12.00	$1203.00	$1267.00
$1255.00	$1220.00	Oct 16	$7.30	$5.85	$13.15	$1206.85	$1268.15
$1260.00	$1225.00	Oct 16	$4.72	$8.38	$13.10	$1211.90	$1273.10
$1250.00	$1215.00	Oct 16	$7.85	$4.70	$12.55	$1202.45	$1262.55
$1250.00	$1220.00	Oct 16	$7.85	$5.85	$13.70	$1206.30	$1263.70
$1260.00	$1230.00	Oct 16	$4.72	$8.85	$13.57	$1216.43	$1273.57
$1255.00	$1225.00	Oct 16	$7.30	$8.38	$15.68	$1209.32	$1270.68
$1250.00	$1225.00	Oct 16	$7.85	$8.38	$16.23	$1208.77	$1266.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 170 found (best R:R 1.53, avg credit $3.86)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1075/1080	1285/1290	Oct 23	$3.02	$1.98	71%	1.53	$1076.98	$1288.02
1075/1080	1270/1275	Oct 23	$3.20	$1.80	63%	1.78	$1076.80	$1273.20
1055/1060	1285/1290	Oct 23	$2.72	$2.28	72%	1.19	$1057.28	$1287.72
1090/1095	1285/1290	Oct 23	$2.78	$2.22	70%	1.25	$1092.22	$1287.78
1152/1155	1255/1260	Oct 16	$2.92	$2.08	64%	1.40	$1152.08	$1257.92
1100/1105	1285/1290	Oct 23	$2.61	$2.39	70%	1.09	$1102.39	$1287.61
1162/1165	1255/1260	Oct 16	$2.92	$2.08	64%	1.40	$1162.08	$1257.92
1150/1152	1255/1260	Oct 16	$2.74	$2.26	67%	1.21	$1149.76	$1257.74
1055/1060	1270/1275	Oct 23	$2.90	$2.10	64%	1.38	$1057.10	$1272.90
1090/1095	1270/1275	Oct 23	$2.96	$2.04	63%	1.45	$1092.04	$1272.96

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 273 found (best R:R 399.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1380.00	$1400.00	$1420.00	Nov 20	$0.23	$19.77	6%	85.96
$1440.00	$1460.00	$1480.00	Nov 20	$0.08	$19.92	4%	249.00
$1360.00	$1380.00	$1400.00	Nov 13	$0.48	$19.52	7%	40.67
$1340.00	$1360.00	$1380.00	Oct 30	$0.62	$19.38	8%	31.26
$1420.00	$1440.00	$1460.00	Nov 20	$0.22	$19.78	4%	89.91

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1400.00	$1420.00	$1440.00	Nov 20	$0.05	$19.95	5%	399.00
$1340.00	$1360.00	$1380.00	Nov 20	$0.54	$19.46	8%	36.04
$1235.00	$1240.00	$1245.00	Oct 16	$0.12	$4.88	12%	40.67
$1150.00	$1160.00	$1170.00	Nov 27	$0.07	$9.93	4%	141.86
$1140.00	$1150.00	$1160.00	Nov 20	$0.10	$9.90	4%	99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 198 found (best net $-1.08, 179 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1340.00	$1380.00	1:2	Nov 6	-$6.13	$33.87
$1420.00	$1460.00	1:2	Nov 13	-$2.95	$37.05
$1280.00	$1285.00	1:2	Oct 16	-$0.28	$4.72
$1345.00	$1360.00	1:2	Oct 23	-$0.58	$14.42
$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	-$1.08	$53.92
$1010.00	$1000.00	1:2	Oct 16	-$0.02	$9.98
$1000.00	$990.00	1:2	Oct 16	-$0.03	$9.97
$1155.00	$1152.50	1:2	Oct 16	-$0.05	$2.45
$1105.00	$1100.00	1:2	Oct 16	-$0.07	$4.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 119 found (best yield 5.11%, avg 1.95%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1240.00	Nov 27	$63.20	0.52	0.2%	5.11%	5.34%	1	33
$1250.00	Nov 27	$58.00	0.50	1.0%	4.69%	5.73%	3	11
$1260.00	Nov 27	$53.75	0.47	1.9%	4.34%	6.20%	1	8
$1260.00	Nov 20	$52.90	0.48	1.9%	4.28%	6.13%	2	886
$1240.00	Nov 20	$62.35	0.52	0.2%	5.04%	5.27%	14	1.0K
$1270.00	Nov 20	$48.85	0.45	2.7%	3.95%	6.61%	2	206
$1250.00	Nov 20	$57.20	0.50	1.0%	4.62%	5.67%	7	146
$1280.00	Nov 20	$44.75	0.43	3.5%	3.62%	7.08%	1	508
$1280.00	Nov 27	$44.15	0.43	3.5%	3.57%	7.04%	--	16
$1300.00	Nov 20	$37.00	0.38	5.1%	2.99%	8.07%	52	1.6K

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 3,295

Total Puts 1,182

Put/Call Ratio 0.36

Net Difference 2,113

Prior's Put/Call Breakdown

Total Calls 5,545

Total Puts 4,326

Put/Call Ratio 0.78

Net Difference 1,219

Prior 7-Day Put/Call Summary

Total Calls 216,550

Total Puts 155,486

Average Put/Call Ratio 0.80

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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📈 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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