LLY - Options Database

LLY

ELI LILLY AND CO

$1245.42 +3.03%

(10/15 09:40) ◀

Thursday, October 15, 2026 (9:45am)

▶ (10/15 09:50)

◀ 10/15 09:45 ▶

Option Volume

Detail

ℹ

Current (10/15 9:45am) 5,658

Calls: 3,819 (67%)

Puts: 1,839 (33%)

Prior (08/05) 12,521

Calls: 7,377 (59%)

Puts: 5,144 (41%)

Current vs Prior -54.81%

Calls: -48.23% (Calls)

Puts: -64.25% (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 -89.35%

Calls: -87.66%

Puts: -91.72%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 9:45am) $11.28M

Calls: $8.71M (77%)

Puts: $2.57M (23%)

Prior (08/05) $27.74M

Calls: $20.93M (75%)

Puts: $6.81M (25%)

Current vs Prior -59.35%

Calls: -58.39%

Puts: -62.31%

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 -91.19%

Calls: -90.48%

Puts: -92.95%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 9:45am) 0.48

Prior (08/05) 0.70

Current vs Prior -30.94%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -39.70%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 9:45am) 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 2.32% | 4.41%2.32% | 10.84%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -5.82% | -1.64%-5.82% | +0.21%

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

Current vs 7-Day Avg -27.55% | -11.35%-57.93% | +1.60%

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

Current vs 7-Day Eod -5.82% | -1.64%-6.26% | -1.67%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 22.88% | 12.93%

Calls: 21.21% | 13.33%

Puts: 24.55% | 12.53%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior -10.10% | -16.47%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg -7.16% | -38.34%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($8.71M) vs puts ($2.57M). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 55% vs prior. Extreme bullish P/C ratio of 0.48 - heavy call buying (3,819 calls vs 1,839 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 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
09:45	BULLISH	BULLISH	BULLISH
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 87 of results (avg 8.1%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Oct 16	238.80	250.55	$244.68	4.8%	2	1.00	59
$1000.00	Nov 13	245.15	257.40	$251.27	4.9%	--	0.95	33
$1050.00	Nov 20	201.45	212.15	$206.80	5.2%	--	0.90	72
$1000.00	Nov 20	244.00	258.65	$251.33	5.8%	--	0.94	177
$1010.00	Nov 20	234.40	248.65	$241.53	5.9%	--	0.94	11

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1340.00	Nov 20	119.15	126.40	$122.78	5.9%	--	0.69	22
$1460.00	Nov 20	215.25	229.40	$222.33	6.4%	--	0.88	26
$1440.00	Nov 20	198.20	211.55	$204.88	6.5%	--	0.86	21
$1380.00	Nov 20	148.55	159.30	$153.93	7.0%	--	0.77	17
$1300.00	Nov 20	92.65	99.60	$96.13	7.2%	--	0.61	30

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Oct 16	0.74	0.80	$0.77	7.8%	317	0.05	1.4K

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 233 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Oct 16	238.80	250.55	$244.68	4.8%	2	1.00	59
$1010.00	Oct 16	226.50	241.50	$234.00	6.4%	--	1.00	48
$1020.00	Oct 16	216.00	230.85	$223.43	6.6%	--	1.00	46
$1030.00	Oct 16	206.45	220.35	$213.40	6.5%	--	1.00	56
$1035.00	Oct 16	202.00	215.90	$208.95	6.7%	--	1.00	45

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	151.55	164.00	$157.78	7.9%	2	1.00	--
$1325.00	Oct 23	76.35	88.15	$82.25	14.3%	1	0.89	--
$1460.00	Nov 20	215.25	229.40	$222.33	6.4%	--	0.88	26
$1440.00	Nov 20	198.20	211.55	$204.88	6.5%	--	0.86	21
$1280.00	Oct 16	31.65	44.85	$38.25	34.5%	--	0.85	18

Most actively traded options today. High liquidity = easy entry/exit. 308 active (total vol 4.6K, top 486)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	9.90	11.80	$10.85	17.5%	486	0.44	1.3K
$1280.00	Oct 16	2.40	2.65	$2.53	9.9%	341	0.15	706
$1300.00	Oct 16	0.74	0.80	$0.77	7.8%	317	0.05	1.4K
$1300.00	Oct 23	7.25	8.00	$7.63	9.8%	251	0.21	637
$1260.00	Oct 16	5.80	7.50	$6.65	25.6%	173	0.32	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Nov 20	14.75	17.60	$16.18	17.6%	130	0.17	419
$1200.00	Oct 16	1.25	1.53	$1.39	20.1%	56	0.09	683
$1130.00	Oct 23	0.78	1.80	$1.29	79.1%	51	0.04	209
$1170.00	Oct 16	0.25	0.80	$0.53	103.8%	40	0.03	268
$1160.00	Oct 16	0.10	0.45	$0.28	125.0%	36	0.02	729

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 16.4%, max 34.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1225.00	Oct 16	Nov 27	49.0%	37.1%	32.0%	46	858
$1230.00	Oct 16	Nov 27	47.4%	36.9%	28.3%	89	330
$1240.00	Oct 16	Nov 27	46.6%	37.2%	25.2%	104	1.0K
$1220.00	Oct 16	Nov 20	50.9%	40.8%	24.7%	35	1.2K
$1210.00	Oct 16	Nov 20	50.3%	41.1%	22.3%	77	370

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1210.00	Oct 16	Nov 27	50.3%	37.5%	34.2%	13	72
$1235.00	Oct 16	Oct 23	45.1%	34.9%	29.2%	19	25
$1220.00	Oct 16	Nov 20	50.9%	40.8%	24.7%	13	292
$1300.00	Nov 6	Nov 20	48.4%	41.6%	16.2%	1	34
$1240.00	Oct 16	Nov 20	46.6%	40.7%	14.3%	12	185

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 400 found (best R:R 6.69, avg 7.02)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1320.00	$1340.00	Nov 27	$2.60	$17.40	$2.60	34%	6.69	$1322.60
$1205.00	$1210.00	Oct 16	$1.13	$3.87	$1.13	88%	3.42	$1206.13
$1090.00	$1100.00	Nov 20	$5.58	$4.42	$5.58	85%	0.79	$1095.58
$1120.00	$1125.00	Oct 30	$1.50	$3.50	$1.50	85%	2.33	$1121.50
$1195.00	$1200.00	Oct 30	$0.68	$4.32	$0.68	66%	6.35	$1195.68

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1245.00	$1230.00	Oct 30	$4.71	$10.29	$4.71	48%	2.18	$1240.29
$1190.00	$1180.00	Nov 20	$1.31	$8.69	$1.31	35%	6.63	$1188.69
$1255.00	$1250.00	Oct 30	$0.75	$4.25	$0.75	52%	5.67	$1254.25
$1210.00	$1205.00	Nov 6	$0.20	$4.80	$0.20	39%	24.00	$1209.80
$1205.00	$1190.00	Nov 27	$3.80	$11.20	$3.80	39%	2.95	$1201.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 327 found (best R:R 19.00, avg 0.46)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1315.00	$1320.00	Nov 27	$3.45	$3.45	$1.55	64%	2.23	$1318.45
$1255.00	$1260.00	Nov 13	$4.05	$4.05	$0.95	51%	4.26	$1259.05
$1340.00	$1420.00	Nov 27	$18.22	$18.22	$61.78	68%	0.29	$1358.22
$1320.00	$1330.00	Nov 13	$4.78	$4.78	$5.22	66%	0.92	$1324.78
$1265.00	$1270.00	Nov 6	$3.55	$3.55	$1.45	54%	2.45	$1268.55

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1190.00	$1185.00	Nov 6	$4.75	$4.75	$0.25	66%	19.00	$1185.25
$1215.00	$1210.00	Oct 30	$4.45	$4.45	$0.55	60%	8.09	$1210.55
$1120.00	$1065.00	Nov 27	$9.80	$9.80	$45.20	79%	0.22	$1110.20
$1195.00	$1170.00	Nov 13	$9.82	$9.82	$15.18	64%	0.65	$1185.18
$1190.00	$1170.00	Nov 27	$8.27	$8.27	$11.73	64%	0.71	$1181.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $14.58, cheapest $11.88)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1230.00	Oct 16	Oct 23	$13.77	47.4%	35.1%
$1240.00	Oct 16	Oct 23	$13.48	46.6%	34.6%
$1245.00	Oct 16	Oct 23	$13.43	44.6%	34.4%
$1235.00	Oct 16	Oct 23	$13.88	45.1%	34.9%
$1250.00	Oct 16	Oct 23	$12.60	44.4%	35.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1230.00	Oct 16	Oct 23	$11.88	47.4%	35.1%
$1240.00	Oct 16	Oct 23	$12.30	46.6%	34.6%
$1245.00	Oct 16	Oct 23	$12.79	44.6%	34.4%
$1235.00	Oct 16	Oct 23	$12.70	45.1%	34.9%
$1260.00	Oct 16	Oct 23	$15.45	43.5%	35.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 149 found (cheapest 2.11% of stock, avg 8.19%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1245.00	Oct 16	$13.20	$13.13	$26.33	$1218.67	$1271.33	2.11%
$1250.00	Oct 16	$10.85	$15.68	$26.53	$1223.47	$1276.53	2.13%
$1240.00	Oct 16	$15.80	$11.30	$27.10	$1212.90	$1267.10	2.18%
$1235.00	Oct 16	$18.75	$8.80	$27.55	$1207.45	$1262.55	2.21%
$1260.00	Oct 16	$6.65	$21.60	$28.25	$1231.75	$1288.25	2.27%
$1230.00	Oct 16	$21.88	$7.60	$29.48	$1200.52	$1259.48	2.37%
$1265.00	Oct 16	$5.08	$25.20	$30.28	$1234.72	$1295.28	2.43%
$1225.00	Oct 16	$25.23	$6.45	$31.68	$1193.32	$1256.68	2.54%
$1220.00	Oct 16	$29.45	$5.53	$34.98	$1185.02	$1254.98	2.81%
$1215.00	Oct 16	$33.23	$4.43	$37.66	$1177.34	$1252.66	3.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.83% of stock, avg 6.27%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1270.00	$1225.00	Oct 16	$3.93	$6.45	$10.38	$1214.62	$1280.38
$1265.00	$1225.00	Oct 16	$5.08	$6.45	$11.53	$1213.47	$1276.53
$1270.00	$1230.00	Oct 16	$3.93	$7.60	$11.53	$1218.47	$1281.53
$1265.00	$1230.00	Oct 16	$5.08	$7.60	$12.68	$1217.32	$1277.68
$1260.00	$1225.00	Oct 16	$6.65	$6.45	$13.10	$1211.90	$1273.10
$1260.00	$1230.00	Oct 16	$6.65	$7.60	$14.25	$1215.75	$1274.25
$1270.00	$1235.00	Oct 16	$3.93	$8.80	$12.73	$1222.27	$1282.73
$1265.00	$1235.00	Oct 16	$5.08	$8.80	$13.88	$1221.12	$1278.88
$1255.00	$1225.00	Oct 16	$8.03	$6.45	$14.48	$1210.52	$1269.48
$1260.00	$1235.00	Oct 16	$6.65	$8.80	$15.45	$1219.55	$1275.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 200 found (best R:R 2.50, avg credit $3.56)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1090/1095	1280/1285	Oct 23	$3.57	$1.43	66%	2.50	$1091.43	$1283.57
1100/1105	1280/1285	Oct 23	$3.42	$1.58	65%	2.16	$1101.58	$1283.42
1055/1060	1280/1285	Oct 23	$3.32	$1.68	67%	1.98	$1056.68	$1283.32
1080/1085	1280/1285	Oct 23	$3.29	$1.71	66%	1.92	$1081.71	$1283.29
1075/1080	1280/1285	Oct 23	$2.85	$2.15	67%	1.33	$1077.15	$1282.85
1000/1005	1280/1285	Oct 23	$2.75	$2.25	68%	1.22	$1002.25	$1282.75
1060/1065	1280/1285	Oct 23	$2.77	$2.23	66%	1.24	$1062.23	$1282.77
1110/1115	1280/1285	Oct 23	$2.80	$2.20	65%	1.27	$1112.20	$1282.80
1130/1135	1280/1285	Oct 23	$2.82	$2.18	64%	1.29	$1132.18	$1282.82
1010/1015	1280/1285	Oct 23	$2.58	$2.42	68%	1.07	$1012.42	$1282.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 262 found (best R:R 54.56, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1380.00	$1400.00	$1420.00	Nov 20	$0.36	$19.64	6%	54.56
$1380.00	$1400.00	$1420.00	Nov 13	$0.50	$19.50	6%	39.00
$1420.00	$1440.00	$1460.00	Nov 20	$0.37	$19.63	5%	53.05
$1230.00	$1235.00	$1240.00	Oct 16	$0.18	$4.82	11%	26.78
$1440.00	$1460.00	$1480.00	Nov 20	$0.33	$19.67	4%	59.61

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1225.00	$1230.00	$1235.00	Oct 16	$0.05	$4.95	9%	99.00
$1380.00	$1400.00	$1420.00	Nov 20	$0.47	$19.53	6%	41.55
$1120.00	$1130.00	$1140.00	Nov 27	$0.06	$9.94	4%	165.67
$1230.00	$1235.00	$1240.00	Oct 23	$0.08	$4.92	6%	61.50
$1185.00	$1190.00	$1195.00	Oct 23	$0.06	$4.94	4%	82.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 193 found (best net $-1.58, 174 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1340.00	$1380.00	1:2	Nov 6	-$6.11	$33.89
$1420.00	$1460.00	1:2	Nov 13	-$2.81	$37.19
$1440.00	$1460.00	1:2	Oct 23	-$0.01	$19.99
$1460.00	$1480.00	1:2	Oct 23	$0.00	$20.00
$1400.00	$1420.00	1:2	Oct 23	-$0.26	$19.74

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1120.00	$1065.00	1:2	Nov 27	-$1.58	$53.42
$1300.00	$1245.00	1:2	Nov 6	-$28.45	$26.55
$1280.00	$1265.00	1:2	Oct 16	-$12.15	$2.85
$1040.00	$1035.00	1:2	Oct 16	$0.00	$5.00
$1162.50	$1160.00	1:2	Oct 16	-$0.04	$2.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 111 found (best yield 4.84%, avg 1.93%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1250.00	Nov 20	$60.30	0.51	0.4%	4.84%	5.21%	9	146
$1250.00	Nov 27	$60.00	0.50	0.4%	4.82%	5.19%	3	11
$1260.00	Nov 20	$54.80	0.48	1.2%	4.40%	5.57%	4	886
$1315.00	Nov 27	$36.50	0.36	5.6%	2.93%	8.52%	2	5
$1260.00	Nov 27	$53.75	0.48	1.2%	4.32%	5.49%	1	8
$1270.00	Nov 20	$48.95	0.46	2.0%	3.93%	5.90%	2	206
$1340.00	Nov 27	$30.05	0.32	7.6%	2.41%	10.01%	--	33
$1280.00	Nov 20	$44.85	0.43	2.8%	3.60%	6.38%	1	508
$1280.00	Nov 27	$44.15	0.43	2.8%	3.54%	6.32%	--	16
$1300.00	Nov 20	$37.10	0.39	4.4%	2.98%	7.36%	53	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 3,819

Total Puts 1,839

Put/Call Ratio 0.48

Net Difference 1,980

Prior's Put/Call Breakdown

Total Calls 7,377

Total Puts 5,144

Put/Call Ratio 0.70

Net Difference 2,233

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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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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