LLY - Options Database

LLY

ELI LILLY AND CO

$1257.68 +4.05%

(10/15 09:55) ◀

Thursday, October 15, 2026 (10:00am)

▶ (10/15 10:05)

◀ 10/15 10:00 ▶

Option Volume

Detail

ℹ

Current (10/15 10:00am) 13,667

Calls: 8,893 (65%)

Puts: 4,774 (35%)

Prior (08/05) 15,545

Calls: 9,162 (59%)

Puts: 6,383 (41%)

Current vs Prior -12.08%

Calls: -2.94% (Calls)

Puts: -25.21% (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 -74.29%

Calls: -71.25%

Puts: -78.51%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 10:00am) $33.91M

Calls: $27.40M (81%)

Puts: $6.50M (19%)

Prior (08/05) $35.20M

Calls: $25.95M (74%)

Puts: $9.25M (26%)

Current vs Prior -3.68%

Calls: +5.58%

Puts: -29.69%

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 -73.50%

Calls: -70.06%

Puts: -82.15%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 10:00am) 0.54

Prior (08/05) 0.70

Current vs Prior -22.95%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -32.78%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 10:00am) 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 2.29% | 4.41%2.29% | 11.01%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -6.90% | -1.68%-6.90% | +1.77%

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

Current vs 7-Day Avg -28.38% | -11.38%-58.41% | +3.18%

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

Current vs 7-Day Eod -6.90% | -1.68%-7.33% | -0.14%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 24.94% | 14.92%

Calls: 20.81% | 12.39%

Puts: 29.07% | 17.44%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior -2.00% | -3.62%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg +1.19% | -28.85%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($27.40M) vs puts ($6.50M). Bullish P/C ratio of 0.54. P/C ratio dropping 23% - 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
10:00	BULLISH	BULLISH	BULLISH
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 52 of results (avg 8.4%, best 5.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1020.00	Nov 20	237.70	251.70	$244.70	5.7%	--	0.93	12
$1010.00	Nov 20	246.40	262.90	$254.65	6.5%	--	0.93	11
$1035.00	Oct 23	217.20	232.00	$224.60	6.6%	--	1.00	61
$1040.00	Nov 20	218.60	233.65	$226.13	6.7%	--	0.91	23
$1030.00	Nov 20	227.75	243.60	$235.68	6.7%	--	0.92	13

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1460.00	Nov 20	205.15	218.80	$211.98	6.4%	--	0.86	26
$1420.00	Nov 20	170.55	184.00	$177.28	7.6%	--	0.81	12
$1440.00	Nov 20	185.25	201.25	$193.25	8.3%	--	0.84	21
$1420.00	Oct 30	161.70	177.30	$169.50	9.2%	4	0.87	--
$1400.00	Oct 16	137.25	150.50	$143.88	9.2%	4	1.00	--

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. 257 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1030.00	Oct 23	220.00	236.10	$228.05	7.1%	--	1.00	17
$1035.00	Oct 23	217.20	232.00	$224.60	6.6%	--	1.00	61
$1040.00	Oct 23	211.05	227.75	$219.40	7.6%	--	1.00	15
$1050.00	Oct 23	200.05	217.75	$208.90	8.5%	--	1.00	10
$1075.00	Oct 23	175.15	192.85	$184.00	9.6%	--	1.00	12

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	137.25	150.50	$143.88	9.2%	4	1.00	--
$1420.00	Oct 30	161.70	177.30	$169.50	9.2%	4	0.87	--
$1460.00	Nov 20	205.15	218.80	$211.98	6.4%	--	0.86	26
$1400.00	Oct 30	143.40	159.85	$151.63	10.8%	2	0.84	1
$1325.00	Oct 23	66.55	81.40	$73.97	20.1%	1	0.84	--

Most actively traded options today. High liquidity = easy entry/exit. 420 active (total vol 11.0K, top 1.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	15.60	18.50	$17.05	17.0%	1.1K	0.59	1.3K
$1360.00	Oct 23	2.00	2.50	$2.25	22.2%	834	0.07	16
$1300.00	Oct 16	1.42	1.80	$1.61	23.6%	772	0.10	1.4K
$1280.00	Oct 16	4.15	5.25	$4.70	23.4%	594	0.25	706
$1260.00	Oct 16	10.35	13.75	$12.05	28.2%	365	0.48	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 30	5.30	10.05	$7.68	61.8%	491	0.11	173
$1205.00	Oct 16	0.64	1.55	$1.10	82.7%	249	0.07	100
$1210.00	Oct 16	0.90	2.35	$1.63	89.0%	167	0.09	52
$1100.00	Nov 20	12.70	15.75	$14.23	21.4%	146	0.15	419
$1200.00	Oct 16	0.70	1.00	$0.85	35.3%	117	0.05	683

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 14.0%, max 28.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1250.00	Oct 16	Nov 27	48.5%	37.8%	28.3%	1.1K	1.3K
$1225.00	Oct 16	Nov 27	49.1%	38.7%	26.7%	50	858
$1240.00	Oct 16	Nov 27	48.4%	38.3%	26.6%	233	1.0K
$1230.00	Oct 16	Nov 27	47.6%	38.3%	24.3%	127	330
$1260.00	Oct 16	Nov 27	44.7%	37.4%	19.5%	366	1.2K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1320.00	Oct 30	Nov 20	52.3%	41.3%	26.6%	16	20
$1380.00	Oct 30	Nov 20	51.2%	41.4%	23.8%	12	18
$1250.00	Oct 16	Nov 20	48.5%	41.8%	16.1%	20	28
$1240.00	Oct 16	Nov 20	48.4%	41.8%	15.9%	33	185
$1230.00	Oct 16	Nov 20	47.6%	42.1%	12.9%	46	35

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 402 found (best R:R 4.43, avg 6.04)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1240.00	$1250.00	Nov 20	$1.84	$8.16	$1.84	56%	4.43	$1241.84
$1280.00	$1290.00	Nov 6	$1.20	$8.80	$1.20	46%	7.33	$1281.20
$1320.00	$1340.00	Nov 27	$4.40	$15.60	$4.40	38%	3.55	$1324.40
$1060.00	$1070.00	Nov 20	$6.38	$3.62	$6.38	90%	0.57	$1066.38
$1215.00	$1220.00	Oct 23	$1.17	$3.83	$1.17	74%	3.27	$1216.17

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1260.00	$1250.00	Nov 20	$2.90	$7.10	$2.90	48%	2.45	$1257.10
$1225.00	$1220.00	Oct 30	$0.33	$4.67	$0.33	38%	14.15	$1224.67
$1260.00	$1255.00	Oct 16	$1.23	$3.77	$1.23	52%	3.07	$1258.77
$1205.00	$1200.00	Nov 6	$0.77	$4.23	$0.77	35%	5.49	$1204.23
$1280.00	$1260.00	Oct 30	$9.33	$10.67	$9.33	54%	1.14	$1270.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 323 found (best R:R 32.33, avg 0.55)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1305.00	$1310.00	Oct 30	$4.57	$4.57	$0.43	61%	10.63	$1309.57
$1400.00	$1500.00	Nov 6	$9.87	$9.87	$90.13	82%	0.11	$1409.87
$1290.00	$1300.00	Nov 6	$6.60	$6.60	$3.40	56%	1.94	$1296.60
$1340.00	$1420.00	Nov 27	$21.55	$21.55	$58.45	65%	0.37	$1361.55
$1480.00	$1500.00	Oct 16	$2.37	$2.37	$17.63	95%	0.13	$1482.37

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1200.00	$1195.00	Nov 6	$4.85	$4.85	$0.15	66%	32.33	$1195.15
$1215.00	$1210.00	Oct 30	$4.20	$4.20	$0.80	64%	5.25	$1210.80
$1195.00	$1185.00	Nov 13	$5.30	$5.30	$4.70	67%	1.13	$1189.70
$1075.00	$1070.00	Oct 16	$2.19	$2.19	$2.81	95%	0.78	$1072.81
$1220.00	$1210.00	Nov 13	$5.80	$5.80	$4.20	61%	1.38	$1214.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $17.43, cheapest $12.13)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1255.00	Oct 16	Oct 23	$13.35	48.6%	34.2%
$1250.00	Oct 16	Oct 23	$14.50	48.5%	34.8%
$1240.00	Oct 16	Oct 23	$12.65	48.4%	35.1%
$1245.00	Oct 16	Oct 23	$14.88	47.8%	34.8%
$1260.00	Oct 16	Oct 23	$13.38	44.7%	35.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1255.00	Oct 16	Oct 23	$12.13	48.6%	34.2%
$1250.00	Oct 16	Oct 23	$12.25	48.5%	34.8%
$1240.00	Oct 16	Oct 23	$11.72	48.4%	35.1%
$1245.00	Oct 16	Oct 23	$12.23	47.8%	34.8%
$1320.00	Oct 30	Nov 20	$10.35	52.3%	41.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 163 found (cheapest 2.07% of stock, avg 8.57%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1260.00	Oct 16	$12.05	$13.93	$25.98	$1234.02	$1285.98	2.07%
$1265.00	Oct 16	$10.13	$17.15	$27.28	$1237.72	$1292.28	2.17%
$1255.00	Oct 16	$14.90	$12.70	$27.60	$1227.40	$1282.60	2.19%
$1250.00	Oct 16	$17.05	$10.60	$27.65	$1222.35	$1277.65	2.20%
$1270.00	Oct 16	$8.23	$19.95	$28.18	$1241.82	$1298.18	2.24%
$1245.00	Oct 16	$20.40	$8.32	$28.72	$1216.28	$1273.72	2.28%
$1275.00	Oct 16	$6.05	$23.30	$29.35	$1245.65	$1304.35	2.33%
$1240.00	Oct 16	$24.00	$6.95	$30.95	$1209.05	$1270.95	2.46%
$1280.00	Oct 16	$4.70	$27.17	$31.87	$1248.13	$1311.87	2.53%
$1235.00	Oct 16	$28.33	$5.27	$33.60	$1201.40	$1268.60	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 6.54%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1280.00	$1235.00	Oct 16	$4.70	$5.27	$9.97	$1225.03	$1289.97
$1275.00	$1235.00	Oct 16	$6.05	$5.27	$11.32	$1223.68	$1286.32
$1280.00	$1240.00	Oct 16	$4.70	$6.95	$11.65	$1228.35	$1291.65
$1275.00	$1240.00	Oct 16	$6.05	$6.95	$13.00	$1227.00	$1288.00
$1280.00	$1245.00	Oct 16	$4.70	$8.32	$13.02	$1231.98	$1293.02
$1275.00	$1245.00	Oct 16	$6.05	$8.32	$14.37	$1230.63	$1289.37
$1270.00	$1235.00	Oct 16	$8.23	$5.27	$13.50	$1221.50	$1283.50
$1270.00	$1240.00	Oct 16	$8.23	$6.95	$15.18	$1224.82	$1285.18
$1270.00	$1245.00	Oct 16	$8.23	$8.32	$16.55	$1228.45	$1286.55
$1280.00	$1250.00	Oct 16	$4.70	$10.60	$15.30	$1234.70	$1295.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 210 found (best R:R 7.33, avg credit $4.39)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1055/1060	1295/1300	Oct 23	$4.40	$0.60	66%	7.33	$1055.60	$1299.40
1040/1045	1295/1300	Oct 23	$3.85	$1.15	68%	3.35	$1041.15	$1298.85
1090/1095	1295/1300	Oct 23	$3.96	$1.04	65%	3.81	$1091.04	$1298.96
1100/1105	1295/1300	Oct 23	$3.77	$1.23	65%	3.07	$1101.23	$1298.77
1070/1075	1275/1280	Oct 16	$3.54	$1.46	65%	2.42	$1071.46	$1278.54
1055/1060	1285/1290	Oct 23	$3.70	$1.30	61%	2.85	$1056.30	$1288.70
1055/1060	1300/1305	Oct 23	$3.25	$1.75	69%	1.86	$1056.75	$1303.25
1015/1020	1295/1300	Oct 23	$3.32	$1.68	67%	1.98	$1016.68	$1298.32
1080/1085	1295/1300	Oct 23	$3.36	$1.64	66%	2.05	$1081.64	$1298.36
1125/1130	1275/1280	Oct 16	$3.44	$1.56	63%	2.21	$1126.56	$1278.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 273 found (best R:R 99.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Oct 30	$0.60	$19.40	9%	32.33
$1360.00	$1380.00	$1400.00	Nov 13	$0.51	$19.49	8%	38.22
$1400.00	$1420.00	$1440.00	Oct 30	$0.42	$19.58	6%	46.62
$1380.00	$1400.00	$1420.00	Nov 20	$0.53	$19.47	7%	36.74
$1320.00	$1340.00	$1360.00	Oct 16	$0.12	$19.88	3%	165.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1280.00	$1300.00	$1320.00	Nov 20	$0.20	$19.80	9%	99.00
$1300.00	$1320.00	$1340.00	Nov 20	$0.60	$19.40	9%	32.33
$1270.00	$1285.00	$1300.00	Nov 27	$0.38	$14.62	7%	38.47
$1220.00	$1230.00	$1240.00	Nov 20	$0.13	$9.87	5%	75.92
$1160.00	$1170.00	$1180.00	Nov 13	$0.15	$9.85	4%	65.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 178 found (best net $-2.06, 150 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1420.00	$1460.00	1:2	Nov 13	-$3.35	$36.65
$1460.00	$1500.00	1:2	Nov 13	-$1.95	$38.05
$1340.00	$1380.00	1:2	Nov 6	-$8.40	$31.60
$1440.00	$1460.00	1:2	Oct 30	-$1.00	$19.00
$1345.00	$1360.00	1:2	Oct 23	-$0.85	$14.15

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1120.00	$1065.00	1:2	Nov 27	-$2.06	$52.94
$1265.00	$1210.00	1:2	Nov 27	-$21.55	$33.45
$1045.00	$1040.00	1:2	Oct 16	-$0.02	$4.98
$1120.00	$1115.00	1:2	Oct 16	-$0.05	$4.95
$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. 108 found (best yield 4.99%, avg 1.96%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1260.00	Nov 20	$62.75	0.52	0.2%	4.99%	5.17%	13	886
$1300.00	Nov 20	$44.30	0.42	3.4%	3.52%	6.89%	64	1.6K
$1260.00	Nov 27	$60.45	0.51	0.2%	4.81%	4.99%	1	8
$1280.00	Nov 27	$51.00	0.47	1.8%	4.06%	5.83%	--	16
$1280.00	Nov 20	$50.90	0.47	1.8%	4.05%	5.82%	6	508
$1275.00	Nov 27	$53.05	0.48	1.4%	4.22%	5.60%	1	5
$1315.00	Nov 27	$38.05	0.40	4.6%	3.03%	7.58%	6	5
$1340.00	Nov 27	$32.20	0.35	6.5%	2.56%	9.11%	4	33
$1270.00	Nov 20	$54.70	0.49	1.0%	4.35%	5.33%	23	206
$1300.00	Nov 27	$42.10	0.43	3.4%	3.35%	6.71%	--	25

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 8,893

Total Puts 4,774

Put/Call Ratio 0.54

Net Difference 4,119

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
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