LLY - Options Database

LLY

ELI LILLY AND CO

$1255.01 +3.83%

(10/15 09:50) ◀

Thursday, October 15, 2026 (9:55am)

▶ (10/15 10:00)

◀ 10/15 09:55 ▶

Option Volume

Detail

ℹ

Current (10/15 9:55am) 10,875

Calls: 7,053 (65%)

Puts: 3,822 (35%)

Prior (08/05) 15,545

Calls: 9,162 (59%)

Puts: 6,383 (41%)

Current vs Prior -30.04%

Calls: -23.02% (Calls)

Puts: -40.12% (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 -79.54%

Calls: -77.20%

Puts: -82.79%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 9:55am) $26.05M

Calls: $19.83M (76%)

Puts: $6.22M (24%)

Prior (08/05) $35.20M

Calls: $25.95M (74%)

Puts: $9.25M (26%)

Current vs Prior -26.00%

Calls: -23.58%

Puts: -32.79%

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 -79.64%

Calls: -78.33%

Puts: -82.93%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 9:55am) 0.54

Prior (08/05) 0.70

Current vs Prior -22.22%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -32.14%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 9:55am) 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 2.38% | 4.45%2.38% | 11.01%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -3.20% | -0.82%-3.20% | +1.84%

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

Current vs 7-Day Avg -25.53% | -10.60%-56.76% | +3.25%

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

Current vs 7-Day Eod -3.20% | -0.82%-3.66% | -0.07%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 15.77% | 13.77%

Calls: 10.19% | 11.55%

Puts: 21.36% | 15.99%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior -38.04% | -11.05%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg -36.01% | -34.33%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($19.83M) vs puts ($6.22M). Bullish P/C ratio of 0.54. P/C ratio dropping 22% - 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 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
09:55	BULLISH	BULLISH	BULLISH
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 95 of results (avg 7.8%, best 4.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1150.00	Nov 20	132.00	137.35	$134.68	4.0%	--	0.76	159
$1300.00	Oct 23	10.50	11.00	$10.75	4.7%	307	0.27	637
$1050.00	Nov 20	209.60	220.80	$215.20	5.2%	--	0.91	72
$1010.00	Nov 20	245.10	259.20	$252.15	5.6%	--	0.94	11
$1020.00	Nov 20	235.80	249.80	$242.80	5.8%	--	0.94	12

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1440.00	Nov 20	188.90	201.90	$195.40	6.7%	--	0.84	21
$1460.00	Nov 20	205.15	219.50	$212.33	6.8%	--	0.87	26
$1420.00	Nov 20	172.70	184.85	$178.77	6.8%	--	0.82	12
$1400.00	Nov 20	156.80	167.85	$162.32	6.8%	--	0.78	22
$1360.00	Nov 20	125.40	134.50	$129.95	7.0%	--	0.71	42

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.60, cheapest $0.60)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1320.00	Oct 16	0.55	0.65	$0.60	16.7%	264	0.04	1.7K

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 253 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1010.00	Oct 16	237.45	252.80	$245.13	6.3%	--	1.00	48
$1020.00	Oct 16	226.85	241.00	$233.93	6.0%	--	1.00	46
$1030.00	Oct 16	217.30	232.60	$224.95	6.8%	2	1.00	56
$1035.00	Oct 16	212.65	225.45	$219.05	5.8%	2	1.00	45
$1040.00	Oct 16	207.65	220.90	$214.28	6.2%	--	1.00	61

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	140.05	153.40	$146.73	9.1%	4	1.00	--
$1420.00	Oct 30	165.00	178.35	$171.68	7.8%	4	0.88	--
$1460.00	Nov 20	205.15	219.50	$212.33	6.8%	--	0.87	26
$1325.00	Oct 23	69.25	81.65	$75.45	16.4%	1	0.86	--
$1400.00	Oct 30	147.70	160.75	$154.23	8.5%	2	0.84	1

Most actively traded options today. High liquidity = easy entry/exit. 401 active (total vol 8.7K, top 850)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	15.65	17.50	$16.58	11.2%	850	0.57	1.3K
$1360.00	Oct 23	2.30	2.48	$2.39	7.5%	707	0.08	16
$1300.00	Oct 16	1.50	1.75	$1.63	15.3%	536	0.10	1.4K
$1280.00	Oct 16	4.15	5.00	$4.58	18.6%	532	0.24	706
$1300.00	Oct 23	10.50	11.00	$10.75	4.7%	307	0.27	637

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 30	6.15	9.35	$7.75	41.3%	491	0.11	173
$1100.00	Nov 20	13.40	15.75	$14.58	16.1%	146	0.15	419
$1200.00	Oct 16	0.65	1.56	$1.11	82.0%	97	0.07	683
$1130.00	Oct 23	0.78	1.65	$1.21	71.9%	51	0.04	209
$1230.00	Oct 16	4.10	5.55	$4.82	30.1%	45	0.23	8

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 14.5%, max 28.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1225.00	Oct 16	Nov 27	49.5%	39.9%	24.0%	50	858
$1240.00	Oct 16	Nov 27	49.0%	39.5%	24.0%	170	1.0K
$1230.00	Oct 16	Nov 27	48.2%	39.7%	21.5%	127	330
$1220.00	Oct 16	Nov 20	50.9%	41.9%	21.3%	52	1.2K
$1250.00	Oct 16	Nov 27	46.9%	38.9%	20.7%	854	1.3K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1320.00	Oct 30	Nov 20	53.1%	41.2%	28.9%	16	20
$1380.00	Oct 30	Nov 20	51.3%	41.7%	22.9%	12	18
$1220.00	Oct 16	Nov 20	50.9%	41.9%	21.3%	18	292
$1240.00	Oct 16	Nov 20	49.0%	41.0%	19.4%	30	185
$1230.00	Oct 16	Nov 20	48.2%	41.5%	16.2%	46	35

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 416 found (best R:R 2.94, avg 6.65)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1205.00	$1210.00	Oct 16	$1.27	$3.73	$1.27	92%	2.94	$1206.27
$1210.00	$1215.00	Oct 23	$0.50	$4.50	$0.50	75%	9.00	$1210.50
$1140.00	$1150.00	Nov 20	$4.92	$5.08	$4.92	78%	1.03	$1144.92
$1320.00	$1340.00	Nov 20	$3.95	$16.05	$3.95	36%	4.06	$1323.95
$1090.00	$1100.00	Oct 30	$6.62	$3.38	$6.62	91%	0.51	$1096.62

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1280.00	$1260.00	Oct 30	$8.67	$11.33	$8.67	56%	1.31	$1271.33
$1200.00	$1195.00	Nov 27	$0.13	$4.87	$0.13	35%	37.46	$1199.87
$1230.00	$1220.00	Nov 13	$2.82	$7.18	$2.82	42%	2.55	$1227.18
$1260.00	$1255.00	Nov 6	$1.40	$3.60	$1.40	49%	2.57	$1258.60
$1270.00	$1260.00	Nov 20	$4.04	$5.96	$4.04	52%	1.48	$1265.96

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 331 found (best R:R 13.29, avg 0.42)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1400.00	$1500.00	Nov 6	$9.75	$9.75	$90.25	82%	0.11	$1409.75
$1480.00	$1500.00	Oct 16	$2.37	$2.37	$17.63	95%	0.13	$1482.37
$1275.00	$1280.00	Nov 6	$3.80	$3.80	$1.20	54%	3.17	$1278.80
$1280.00	$1285.00	Nov 13	$3.57	$3.57	$1.43	54%	2.50	$1283.57
$1260.00	$1265.00	Nov 6	$3.78	$3.78	$1.22	50%	3.10	$1263.78

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1200.00	$1195.00	Nov 6	$4.65	$4.65	$0.35	66%	13.29	$1195.35
$1180.00	$1170.00	Nov 20	$5.70	$5.70	$4.30	69%	1.33	$1174.30
$1185.00	$1170.00	Nov 27	$7.28	$7.28	$7.72	68%	0.94	$1177.72
$1195.00	$1170.00	Nov 13	$10.10	$10.10	$14.90	67%	0.68	$1184.90
$1120.00	$1065.00	Nov 27	$8.92	$8.92	$46.08	81%	0.19	$1111.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $19.20, cheapest $11.50)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1240.00	Oct 16	Oct 23	$11.50	49.0%	35.9%
$1245.00	Oct 16	Oct 23	$13.42	48.2%	35.5%
$1250.00	Oct 16	Oct 23	$14.27	46.9%	35.3%
$1255.00	Oct 16	Oct 23	$13.47	45.4%	35.0%
$1270.00	Oct 16	Oct 23	$12.92	45.0%	35.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1240.00	Oct 16	Oct 23	$12.55	49.0%	35.9%
$1245.00	Oct 16	Oct 23	$12.04	48.2%	35.5%
$1320.00	Oct 30	Nov 20	$10.95	53.1%	41.2%
$1255.00	Oct 16	Oct 23	$13.10	45.4%	35.0%
$1260.00	Oct 16	Oct 23	$12.47	44.3%	36.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 164 found (cheapest 2.15% of stock, avg 8.54%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1260.00	Oct 16	$11.33	$15.68	$27.01	$1232.99	$1287.01	2.15%
$1255.00	Oct 16	$14.23	$13.03	$27.26	$1227.74	$1282.26	2.17%
$1265.00	Oct 16	$9.03	$18.27	$27.30	$1237.70	$1292.30	2.18%
$1250.00	Oct 16	$16.58	$11.13	$27.71	$1222.29	$1277.71	2.21%
$1270.00	Oct 16	$7.53	$20.92	$28.45	$1241.55	$1298.45	2.27%
$1245.00	Oct 16	$19.93	$9.38	$29.31	$1215.69	$1274.31	2.34%
$1275.00	Oct 16	$5.83	$24.50	$30.33	$1244.67	$1305.33	2.42%
$1240.00	Oct 16	$23.20	$7.80	$31.00	$1209.00	$1271.00	2.47%
$1280.00	Oct 16	$4.58	$27.93	$32.51	$1247.49	$1312.51	2.59%
$1235.00	Oct 16	$27.50	$6.58	$34.08	$1200.92	$1269.08	2.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.89% of stock, avg 6.41%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1280.00	$1235.00	Oct 16	$4.58	$6.58	$11.16	$1223.84	$1291.16
$1275.00	$1235.00	Oct 16	$5.83	$6.58	$12.41	$1222.59	$1287.41
$1280.00	$1240.00	Oct 16	$4.58	$7.80	$12.38	$1227.62	$1292.38
$1275.00	$1240.00	Oct 16	$5.83	$7.80	$13.63	$1226.37	$1288.63
$1270.00	$1235.00	Oct 16	$7.53	$6.58	$14.11	$1220.89	$1284.11
$1270.00	$1240.00	Oct 16	$7.53	$7.80	$15.33	$1224.67	$1285.33
$1280.00	$1245.00	Oct 16	$4.58	$9.38	$13.96	$1231.04	$1293.96
$1275.00	$1245.00	Oct 16	$5.83	$9.38	$15.21	$1229.79	$1290.21
$1270.00	$1245.00	Oct 16	$7.53	$9.38	$16.91	$1228.09	$1286.91
$1265.00	$1235.00	Oct 16	$9.03	$6.58	$15.61	$1219.39	$1280.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 210 found (best R:R 2.68, avg credit $3.91)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1090/1095	1300/1305	Oct 23	$3.64	$1.36	70%	2.68	$1091.36	$1303.64
1055/1060	1300/1305	Oct 23	$3.44	$1.56	71%	2.21	$1056.56	$1303.44
1100/1105	1300/1305	Oct 23	$3.50	$1.50	69%	2.33	$1101.50	$1303.50
1080/1085	1300/1305	Oct 23	$3.37	$1.63	70%	2.07	$1081.63	$1303.37
1075/1080	1300/1305	Oct 23	$2.98	$2.02	71%	1.48	$1077.02	$1302.98
1110/1115	1300/1305	Oct 23	$3.04	$1.96	69%	1.55	$1111.96	$1303.04
1090/1095	1285/1290	Oct 23	$3.34	$1.66	62%	2.01	$1091.66	$1288.34
1115/1120	1480/1500	Oct 16	$2.60	$17.40	94%	0.15	$1117.40	$1482.60
1152/1155	1480/1500	Oct 16	$2.92	$17.08	92%	0.17	$1152.08	$1482.92
1085/1090	1480/1500	Oct 16	$2.47	$17.53	94%	0.14	$1087.53	$1482.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 275 found (best R:R 9.61, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1420.00	$1500.00	Nov 27	$7.54	$72.46	23%	9.61
$1340.00	$1360.00	$1380.00	Nov 20	$0.09	$19.91	8%	221.22
$1400.00	$1420.00	$1440.00	Oct 30	$0.18	$19.82	6%	110.11
$1420.00	$1460.00	$1500.00	Nov 13	$1.61	$38.39	9%	23.84
$1440.00	$1460.00	$1480.00	Nov 20	$0.23	$19.77	5%	85.96

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1400.00	$1420.00	$1440.00	Nov 20	$0.18	$19.82	6%	110.11
$1420.00	$1440.00	$1460.00	Nov 20	$0.30	$19.70	5%	65.67
$1260.00	$1265.00	$1270.00	Oct 16	$0.06	$4.94	11%	82.33
$1245.00	$1250.00	$1255.00	Oct 16	$0.15	$4.85	11%	32.33
$1240.00	$1245.00	$1250.00	Oct 16	$0.17	$4.83	10%	28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 185 found (best net $-0.21, 161 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1340.00	$1420.00	1:2	Nov 27	-$0.21	$79.79
$1340.00	$1380.00	1:2	Nov 6	-$7.42	$32.58
$1460.00	$1500.00	1:2	Nov 13	-$1.21	$38.79
$1420.00	$1460.00	1:2	Nov 13	-$2.97	$37.03
$1360.00	$1380.00	1:2	Oct 23	-$0.23	$19.77

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1120.00	$1065.00	1:2	Nov 27	-$2.21	$52.79
$1180.00	$1175.00	1:2	Oct 16	-$0.07	$4.93
$1095.00	$1090.00	1:2	Oct 16	-$0.03	$4.97
$1040.00	$1035.00	1:2	Oct 16	-$0.01	$4.99
$1020.00	$1010.00	1:2	Oct 16	-$0.03	$9.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 106 found (best yield 5.08%, avg 1.96%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1260.00	Nov 27	$63.75	0.51	0.4%	5.08%	5.48%	1	8
$1275.00	Nov 27	$55.95	0.48	1.6%	4.46%	6.05%	1	5
$1300.00	Nov 27	$45.55	0.42	3.6%	3.63%	7.21%	--	25
$1260.00	Nov 20	$60.85	0.51	0.4%	4.85%	5.25%	11	886
$1280.00	Nov 20	$50.85	0.46	2.0%	4.05%	6.04%	6	508
$1280.00	Nov 27	$50.00	0.46	2.0%	3.98%	5.98%	--	16
$1300.00	Nov 20	$42.95	0.41	3.6%	3.42%	7.01%	64	1.6K
$1270.00	Nov 20	$53.45	0.48	1.2%	4.26%	5.45%	2	206
$1315.00	Nov 27	$37.80	0.38	4.8%	3.01%	7.79%	6	5
$1340.00	Nov 20	$32.20	0.33	6.8%	2.57%	9.34%	11	508

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 7,053

Total Puts 3,822

Put/Call Ratio 0.54

Net Difference 3,231

Prior's Put/Call Breakdown

Total Calls 9,162

Total Puts 6,383

Put/Call Ratio 0.70

Net Difference 2,779

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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