LLY - Options Database

LLY

ELI LILLY AND CO

$1245.31 +3.03%

(10/15 09:45) ◀

Thursday, October 15, 2026 (9:50am)

▶ (10/15 09:55)

◀ 10/15 09:50 ▶

Option Volume

Detail

ℹ

Current (10/15 9:50am) 8,045

Calls: 5,462 (68%)

Puts: 2,583 (32%)

Prior (08/05) 14,200

Calls: 8,329 (59%)

Puts: 5,871 (41%)

Current vs Prior -43.35%

Calls: -34.42% (Calls)

Puts: -56.00% (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 -84.86%

Calls: -82.34%

Puts: -88.37%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 9:50am) $17.88M

Calls: $14.02M (78%)

Puts: $3.86M (22%)

Prior (08/05) $29.53M

Calls: $20.70M (70%)

Puts: $8.83M (30%)

Current vs Prior -39.45%

Calls: -32.25%

Puts: -56.33%

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 -86.03%

Calls: -84.68%

Puts: -89.41%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 9:50am) 0.47

Prior (08/05) 0.70

Current vs Prior -32.91%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -40.78%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 9:50am) 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 2.31% | 4.41%2.31% | 10.75%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -6.30% | -1.74%-6.30% | -0.60%

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

Current vs 7-Day Avg -27.92% | -11.44%-58.14% | +0.77%

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

Current vs 7-Day Eod -6.30% | -1.74%-6.73% | -2.47%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 24.00% | 12.23%

Calls: 25.30% | 12.95%

Puts: 22.70% | 11.52%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior -5.70% | -20.99%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg -2.62% | -41.68%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($14.02M) vs puts ($3.86M). Below-average activity with volume down 43% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (5,462 calls vs 2,583 puts). P/C ratio dropping 33% - 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 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
09:50	BULLISH	BULLISH	BULLISH
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 72 of results (avg 7.7%, best 4.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Nov 20	245.95	257.55	$251.75	4.6%	--	0.93	177
$1000.00	Oct 16	238.15	250.50	$244.33	5.1%	7	1.00	59
$1040.00	Oct 16	199.65	210.85	$205.25	5.5%	--	1.00	61
$1020.00	Nov 20	227.15	239.95	$233.55	5.5%	--	0.92	12
$1010.00	Nov 20	235.30	249.20	$242.25	5.7%	--	0.92	11

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1460.00	Nov 20	216.35	227.60	$221.98	5.1%	--	0.88	26
$1440.00	Nov 20	196.00	208.95	$202.48	6.4%	--	0.86	21
$1400.00	Nov 20	163.00	174.65	$168.83	6.9%	--	0.80	22
$1420.00	Nov 20	178.65	192.40	$185.53	7.4%	--	0.83	12
$1300.00	Nov 27	95.00	102.45	$98.73	7.5%	1	0.60	--

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. 246 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Oct 16	238.15	250.50	$244.33	5.1%	7	1.00	59
$1010.00	Oct 16	227.95	241.75	$234.85	5.9%	--	1.00	48
$1020.00	Oct 16	217.95	232.10	$225.02	6.3%	--	1.00	46
$1030.00	Oct 16	208.25	221.50	$214.88	6.2%	--	1.00	56
$1035.00	Oct 16	202.85	215.65	$209.25	6.1%	--	1.00	45

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	148.80	163.95	$156.38	9.7%	4	1.00	--
$1325.00	Oct 23	78.20	89.90	$84.05	13.9%	1	0.89	--
$1460.00	Nov 20	216.35	227.60	$221.98	5.1%	--	0.88	26
$1440.00	Nov 20	196.00	208.95	$202.48	6.4%	--	0.86	21
$1280.00	Oct 16	30.85	45.15	$38.00	37.6%	--	0.85	18

Most actively traded options today. High liquidity = easy entry/exit. 354 active (total vol 6.5K, top 584)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	8.80	11.00	$9.90	22.2%	584	0.43	1.3K
$1280.00	Oct 16	2.35	2.92	$2.64	21.6%	499	0.15	706
$1300.00	Oct 16	0.62	0.83	$0.73	28.8%	433	0.05	1.4K
$1300.00	Oct 23	6.50	8.00	$7.25	20.7%	288	0.20	637
$1360.00	Oct 23	0.74	1.95	$1.35	89.6%	269	0.05	16

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Nov 20	14.00	16.70	$15.35	17.6%	144	0.16	419
$1200.00	Oct 16	1.40	2.23	$1.82	45.6%	74	0.10	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%	42	0.03	268
$1230.00	Oct 16	5.50	8.85	$7.18	46.7%	40	0.33	8

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 11.4%, max 31.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1240.00	Oct 16	Nov 27	44.9%	37.8%	18.8%	140	1.0K
$1225.00	Oct 16	Nov 27	44.9%	38.2%	17.7%	47	858
$1230.00	Oct 16	Nov 27	45.0%	38.3%	17.5%	126	330
$1280.00	Oct 16	Nov 27	46.1%	40.6%	13.5%	499	722
$1250.00	Oct 16	Nov 27	42.8%	38.1%	12.6%	588	1.3K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1235.00	Oct 16	Oct 23	45.6%	34.7%	31.3%	27	25
$1240.00	Oct 16	Nov 20	44.9%	39.6%	13.4%	23	185
$1230.00	Oct 16	Nov 20	45.0%	40.2%	12.0%	41	35
$1220.00	Oct 16	Nov 20	44.7%	40.4%	10.6%	17	292
$1280.00	Oct 16	Nov 20	45.9%	42.3%	8.5%	--	154

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 420 found (best R:R 4.15, avg 6.60)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1320.00	$1340.00	Nov 27	$3.88	$16.12	$3.88	36%	4.15	$1323.88
$1200.00	$1210.00	Nov 20	$3.53	$6.47	$3.53	64%	1.83	$1203.53
$1170.00	$1180.00	Nov 20	$4.30	$5.70	$4.30	70%	1.33	$1174.30
$1200.00	$1205.00	Nov 13	$0.92	$4.08	$0.92	64%	4.43	$1200.92
$1180.00	$1225.00	Nov 27	$26.58	$18.42	$26.58	68%	0.69	$1206.58

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1305.00	$1300.00	Nov 27	$0.30	$4.70	$0.30	61%	15.67	$1304.70
$1260.00	$1255.00	Oct 30	$0.60	$4.40	$0.60	52%	7.33	$1259.40
$1190.00	$1180.00	Nov 20	$1.63	$8.37	$1.63	34%	5.13	$1188.37
$1280.00	$1275.00	Oct 16	$2.70	$2.30	$2.70	85%	0.85	$1277.30
$1195.00	$1190.00	Nov 6	$0.23	$4.77	$0.23	34%	20.74	$1194.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 336 found (best R:R 0.23, avg 0.41)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1315.00	$1320.00	Nov 13	$4.07	$4.07	$0.93	64%	4.38	$1319.07
$1290.00	$1295.00	Oct 30	$3.95	$3.95	$1.05	60%	3.76	$1293.95
$1280.00	$1290.00	Nov 6	$5.98	$5.98	$4.02	56%	1.49	$1285.98
$1255.00	$1260.00	Oct 30	$3.98	$3.98	$1.02	50%	3.90	$1258.98
$1280.00	$1285.00	Oct 30	$3.48	$3.48	$1.52	57%	2.29	$1283.48

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1120.00	$1065.00	Nov 27	$10.23	$10.23	$44.77	80%	0.23	$1109.77
$1190.00	$1185.00	Nov 6	$3.65	$3.65	$1.35	67%	2.70	$1186.35
$1210.00	$1200.00	Nov 20	$4.95	$4.95	$5.05	61%	0.98	$1205.05
$1095.00	$1090.00	Oct 23	$1.14	$1.14	$3.86	96%	0.30	$1093.86
$1205.00	$1200.00	Nov 6	$2.83	$2.83	$2.17	63%	1.30	$1202.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $15.82, cheapest $12.07)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1240.00	Oct 16	Oct 23	$13.31	44.9%	33.7%
$1235.00	Oct 16	Oct 23	$13.38	45.6%	34.7%
$1230.00	Oct 16	Oct 23	$12.53	45.0%	34.8%
$1245.00	Oct 16	Oct 23	$13.60	44.5%	34.3%
$1260.00	Oct 16	Oct 23	$12.35	45.2%	35.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1240.00	Oct 16	Oct 23	$12.07	44.9%	33.7%
$1235.00	Oct 16	Oct 23	$12.43	45.6%	34.7%
$1230.00	Oct 16	Oct 23	$12.30	45.0%	34.8%
$1245.00	Oct 16	Oct 23	$12.95	44.5%	34.3%
$1260.00	Oct 16	Oct 23	$11.96	45.2%	35.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 157 found (cheapest 2.08% of stock, avg 8.19%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1245.00	Oct 16	$12.65	$13.23	$25.88	$1219.12	$1270.88	2.08%
$1250.00	Oct 16	$9.90	$16.08	$25.98	$1224.02	$1275.98	2.09%
$1240.00	Oct 16	$16.02	$11.10	$27.12	$1212.88	$1267.12	2.18%
$1255.00	Oct 16	$8.35	$18.90	$27.25	$1227.75	$1282.25	2.19%
$1235.00	Oct 16	$18.50	$9.15	$27.65	$1207.35	$1262.65	2.22%
$1230.00	Oct 16	$21.80	$7.18	$28.98	$1201.02	$1258.98	2.33%
$1260.00	Oct 16	$6.88	$22.17	$29.05	$1230.95	$1289.05	2.33%
$1225.00	Oct 16	$25.35	$5.60	$30.95	$1194.05	$1255.95	2.49%
$1265.00	Oct 16	$5.58	$25.60	$31.18	$1233.82	$1296.18	2.50%
$1270.00	Oct 16	$3.95	$29.28	$33.23	$1236.77	$1303.23	2.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.79% of stock, avg 6.41%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1265.00	$1220.00	Oct 16	$5.58	$4.28	$9.86	$1210.14	$1274.86
$1265.00	$1225.00	Oct 16	$5.58	$5.60	$11.18	$1213.82	$1276.18
$1260.00	$1220.00	Oct 16	$6.88	$4.28	$11.16	$1208.84	$1271.16
$1260.00	$1225.00	Oct 16	$6.88	$5.60	$12.48	$1212.52	$1272.48
$1265.00	$1230.00	Oct 16	$5.58	$7.18	$12.76	$1217.24	$1277.76
$1260.00	$1230.00	Oct 16	$6.88	$7.18	$14.06	$1215.94	$1274.06
$1255.00	$1220.00	Oct 16	$8.35	$4.28	$12.63	$1207.37	$1267.63
$1255.00	$1225.00	Oct 16	$8.35	$5.60	$13.95	$1211.05	$1268.95
$1255.00	$1230.00	Oct 16	$8.35	$7.18	$15.53	$1214.47	$1270.53
$1265.00	$1235.00	Oct 16	$5.58	$9.15	$14.73	$1220.27	$1279.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 180 found (best R:R 0.92, avg credit $3.25)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1090/1095	1295/1300	Oct 23	$2.39	$2.61	73%	0.92	$1092.61	$1297.39
1090/1095	1280/1285	Oct 23	$2.71	$2.29	66%	1.18	$1092.29	$1282.71
1100/1105	1295/1300	Oct 23	$2.25	$2.75	73%	0.82	$1102.75	$1297.25
1055/1060	1295/1300	Oct 23	$2.16	$2.84	74%	0.76	$1057.84	$1297.16
1090/1095	1290/1295	Oct 23	$2.32	$2.68	71%	0.87	$1092.68	$1292.32
1100/1105	1280/1285	Oct 23	$2.57	$2.43	66%	1.06	$1102.43	$1282.57
1055/1060	1280/1285	Oct 23	$2.48	$2.52	67%	0.98	$1057.52	$1282.48
1090/1095	1275/1280	Oct 23	$2.64	$2.36	63%	1.12	$1092.36	$1277.64
1080/1085	1295/1300	Oct 23	$2.12	$2.88	73%	0.74	$1082.88	$1297.12
1080/1085	1280/1285	Oct 23	$2.44	$2.56	66%	0.95	$1082.56	$1282.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 272 found (best R:R 165.67, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1400.00	$1420.00	$1440.00	Oct 30	$0.12	$19.88	6%	165.67
$1340.00	$1360.00	$1380.00	Oct 30	$0.55	$19.45	8%	35.36
$1440.00	$1460.00	$1480.00	Nov 20	$0.12	$19.88	4%	165.67
$1340.00	$1360.00	$1380.00	Nov 20	$0.46	$19.54	8%	42.48
$1380.00	$1400.00	$1420.00	Oct 30	$0.40	$19.60	6%	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1400.00	$1420.00	$1440.00	Nov 20	$0.25	$19.75	6%	79.00
$1340.00	$1360.00	$1380.00	Nov 20	$0.45	$19.55	8%	43.44
$1235.00	$1240.00	$1245.00	Oct 16	$0.18	$4.82	12%	26.78
$1255.00	$1260.00	$1265.00	Oct 16	$0.16	$4.84	10%	30.25
$1100.00	$1110.00	$1120.00	Nov 20	$0.07	$9.93	3%	141.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 190 found (best net $-1.07, 171 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1420.00	$1460.00	1:2	Nov 13	-$2.51	$37.49
$1340.00	$1380.00	1:2	Nov 6	-$7.13	$32.87
$1440.00	$1460.00	1:2	Oct 23	-$0.01	$19.99
$1460.00	$1480.00	1:2	Oct 23	-$0.04	$19.96
$1340.00	$1360.00	1:2	Oct 16	-$0.12	$19.88

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1120.00	$1065.00	1:2	Nov 27	-$1.07	$53.93
$1265.00	$1210.00	1:2	Nov 27	-$23.86	$31.14
$1187.50	$1185.00	1:2	Oct 16	-$0.07	$2.43
$1142.50	$1140.00	1:2	Oct 16	$0.00	$2.50
$1085.00	$1080.00	1:2	Oct 16	-$0.02	$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 113 found (best yield 4.72%, avg 2.00%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1260.00	Nov 27	$58.80	0.49	1.2%	4.72%	5.90%	1	8
$1250.00	Nov 27	$62.50	0.51	0.4%	5.02%	5.40%	4	11
$1280.00	Nov 27	$48.40	0.45	2.8%	3.89%	6.67%	--	16
$1275.00	Nov 27	$50.00	0.46	2.4%	4.02%	6.40%	1	5
$1315.00	Nov 27	$37.80	0.37	5.6%	3.04%	8.63%	6	5
$1260.00	Nov 20	$55.60	0.49	1.2%	4.46%	5.64%	10	886
$1250.00	Nov 20	$59.55	0.51	0.4%	4.78%	5.16%	9	146
$1300.00	Nov 27	$38.80	0.40	4.4%	3.12%	7.51%	--	25
$1270.00	Nov 20	$49.00	0.47	2.0%	3.93%	5.92%	2	206
$1340.00	Nov 27	$30.05	0.32	7.6%	2.41%	10.02%	4	33

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 5,462

Total Puts 2,583

Put/Call Ratio 0.47

Net Difference 2,879

Prior's Put/Call Breakdown

Total Calls 8,329

Total Puts 5,871

Put/Call Ratio 0.70

Net Difference 2,458

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card