LLY - Options Database

LLY

ELI LILLY AND CO

$1261.73 +4.38%

(10/15 10:00) ◀

Thursday, October 15, 2026 (10:05am)

▶ (10/15 10:10)

◀ 10/15 10:05 ▶

Option Volume

Detail

ℹ

Current (10/15 10:05am) 14,912

Calls: 9,918 (67%)

Puts: 4,994 (33%)

Prior (08/05) 19,827

Calls: 12,214 (62%)

Puts: 7,613 (38%)

Current vs Prior -24.79%

Calls: -18.80% (Calls)

Puts: -34.40% (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 -71.94%

Calls: -67.94%

Puts: -77.52%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 10:05am) $39.57M

Calls: $32.88M (83%)

Puts: $6.69M (17%)

Prior (08/05) $56.51M

Calls: $47.10M (83%)

Puts: $9.41M (17%)

Current vs Prior -29.98%

Calls: -30.19%

Puts: -28.91%

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 -69.08%

Calls: -64.08%

Puts: -81.63%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 10:05am) 0.50

Prior (08/05) 0.62

Current vs Prior -19.22%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -36.95%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 10:05am) 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 2.23% | 4.45%2.23% | 10.82%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -9.45% | -0.76%-9.45% | +0.06%

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

Current vs 7-Day Avg -30.34% | -10.55%-59.55% | +1.44%

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

Current vs 7-Day Eod -9.45% | -0.76%-9.87% | -1.83%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 28.18% | 14.13%

Calls: 26.83% | 12.42%

Puts: 29.53% | 15.85%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior +10.73% | -8.72%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg +14.34% | -32.62%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($32.88M) vs puts ($6.69M). Bullish P/C ratio of 0.50.

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
10:05	BULLISH	BULLISH	BULLISH
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 86 of results (avg 8.1%, best 5.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Nov 20	172.50	182.00	$177.25	5.4%	1	0.86	102
$1010.00	Nov 20	250.00	264.40	$257.20	5.6%	--	0.94	11
$1030.00	Nov 20	231.30	245.10	$238.20	5.8%	--	0.94	13
$1050.00	Oct 16	202.00	214.25	$208.13	5.9%	--	1.00	91
$1010.00	Oct 16	242.70	257.75	$250.23	6.0%	--	1.00	48

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1420.00	Nov 20	167.70	177.05	$172.38	5.4%	--	0.81	12
$1440.00	Nov 20	185.05	198.00	$191.53	6.8%	--	0.83	21
$1280.00	Nov 20	71.05	76.15	$73.60	6.9%	--	0.53	136
$1460.00	Nov 20	200.70	215.70	$208.20	7.2%	--	0.86	26
$1400.00	Nov 20	152.00	163.45	$157.73	7.3%	--	0.77	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. 259 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1010.00	Oct 16	242.70	257.75	$250.23	6.0%	--	1.00	48
$1020.00	Oct 16	232.00	246.45	$239.23	6.0%	--	1.00	46
$1030.00	Oct 16	222.20	238.10	$230.15	6.9%	2	1.00	56
$1035.00	Oct 16	218.00	232.95	$225.48	6.6%	2	1.00	45
$1040.00	Oct 16	212.70	227.95	$220.33	6.9%	--	1.00	61

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	133.90	145.15	$139.53	8.1%	4	1.00	--
$1420.00	Oct 30	158.85	173.90	$166.38	9.0%	4	0.87	--
$1340.00	Oct 23	78.65	91.20	$84.93	14.8%	1	0.87	--
$1460.00	Nov 20	200.70	215.70	$208.20	7.2%	--	0.86	26
$1400.00	Oct 30	140.40	156.00	$148.20	10.5%	2	0.84	1

Most actively traded options today. High liquidity = easy entry/exit. 433 active (total vol 11.8K, top 1.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	18.25	20.00	$19.13	9.1%	1.1K	0.63	1.3K
$1300.00	Oct 16	1.80	2.15	$1.98	17.7%	921	0.13	1.4K
$1360.00	Oct 23	2.32	2.76	$2.54	17.3%	848	0.08	16
$1280.00	Oct 16	5.00	6.35	$5.68	23.8%	642	0.28	706
$1260.00	Oct 16	11.45	15.00	$13.23	26.8%	419	0.52	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 30	5.60	9.80	$7.70	54.5%	491	0.11	173
$1205.00	Oct 16	0.62	1.55	$1.09	85.3%	249	0.07	100
$1210.00	Oct 16	0.90	1.40	$1.15	43.5%	170	0.07	52
$1100.00	Nov 20	12.60	15.75	$14.18	22.2%	148	0.15	419
$1200.00	Oct 16	0.70	1.00	$0.85	35.3%	128	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. 16 strikes (avg 15.1%, max 33.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1230.00	Oct 16	Nov 27	50.0%	37.4%	33.7%	129	330
$1240.00	Oct 16	Nov 27	47.4%	37.5%	26.5%	259	1.0K
$1250.00	Oct 16	Nov 27	45.7%	37.9%	20.6%	1.1K	1.3K
$1260.00	Oct 16	Nov 27	42.9%	37.5%	14.3%	420	1.2K
$1235.00	Oct 16	Nov 13	48.4%	43.2%	12.0%	64	196

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1320.00	Oct 30	Nov 20	52.3%	41.3%	26.7%	16	20
$1230.00	Oct 16	Nov 20	50.0%	41.0%	21.9%	46	35
$1380.00	Oct 30	Nov 20	50.6%	41.7%	21.4%	12	18
$1240.00	Oct 16	Nov 20	47.4%	40.2%	18.0%	35	185
$1250.00	Oct 16	Nov 20	45.7%	39.5%	15.8%	23	28

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 397 found (best R:R 36.04, avg 5.82)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1170.00	$1175.00	Nov 13	$0.92	$4.08	$0.92	74%	4.43	$1170.92
$1225.00	$1230.00	Oct 16	$1.55	$3.45	$1.55	85%	2.23	$1226.55
$1280.00	$1300.00	Nov 27	$6.43	$13.57	$6.43	48%	2.11	$1286.43
$1210.00	$1215.00	Nov 6	$0.95	$4.05	$0.95	65%	4.26	$1210.95
$1230.00	$1235.00	Nov 6	$0.70	$4.30	$0.70	60%	6.14	$1230.70

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1205.00	$1195.00	Nov 13	$0.27	$9.73	$0.27	34%	36.04	$1204.73
$1320.00	$1315.00	Oct 30	$0.68	$4.32	$0.68	65%	6.35	$1319.32
$1280.00	$1270.00	Nov 20	$3.70	$6.30	$3.70	53%	1.70	$1276.30
$1225.00	$1220.00	Oct 30	$0.80	$4.20	$0.80	38%	5.25	$1224.20
$1260.00	$1255.00	Oct 30	$1.30	$3.70	$1.30	48%	2.85	$1258.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 328 found (best R:R 0.13, avg 0.48)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1400.00	$1500.00	Nov 6	$11.25	$11.25	$88.75	81%	0.13	$1411.25
$1290.00	$1300.00	Nov 6	$7.20	$7.20	$2.80	56%	2.57	$1297.20
$1340.00	$1360.00	Nov 13	$8.52	$8.52	$11.48	66%	0.74	$1348.52
$1480.00	$1500.00	Oct 16	$2.37	$2.37	$17.63	95%	0.13	$1482.37
$1300.00	$1315.00	Nov 27	$7.95	$7.95	$7.05	57%	1.13	$1307.95

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1200.00	$1195.00	Nov 6	$4.60	$4.60	$0.40	67%	11.50	$1195.40
$1215.00	$1210.00	Oct 30	$4.48	$4.48	$0.52	65%	8.62	$1210.52
$1130.00	$1125.00	Oct 16	$2.39	$2.39	$2.61	94%	0.92	$1127.61
$1255.00	$1250.00	Oct 30	$4.37	$4.37	$0.63	54%	6.94	$1250.63
$1075.00	$1070.00	Oct 16	$2.01	$2.01	$2.99	96%	0.67	$1072.99

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $18.83, cheapest $11.80)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1250.00	Oct 16	Oct 23	$14.02	45.7%	36.2%
$1245.00	Oct 16	Oct 23	$11.75	44.9%	35.6%
$1255.00	Oct 16	Oct 23	$14.20	44.3%	35.3%
$1270.00	Oct 16	Oct 23	$13.57	44.3%	35.6%
$1260.00	Oct 16	Oct 23	$14.55	42.9%	34.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1320.00	Oct 30	Nov 20	$11.80	52.3%	41.3%
$1250.00	Oct 16	Oct 23	$13.52	45.7%	36.2%
$1245.00	Oct 16	Oct 23	$12.85	44.9%	35.6%
$1255.00	Oct 16	Oct 23	$13.53	44.3%	35.3%
$1260.00	Oct 16	Oct 23	$13.72	42.9%	34.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 162 found (cheapest 2.03% of stock, avg 8.51%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1260.00	Oct 16	$13.23	$12.33	$25.56	$1234.44	$1285.56	2.03%
$1265.00	Oct 16	$10.90	$14.90	$25.80	$1239.20	$1290.80	2.04%
$1255.00	Oct 16	$16.33	$10.40	$26.73	$1228.27	$1281.73	2.12%
$1270.00	Oct 16	$8.98	$18.38	$27.36	$1242.64	$1297.36	2.17%
$1275.00	Oct 16	$6.73	$20.68	$27.41	$1247.59	$1302.41	2.17%
$1250.00	Oct 16	$19.13	$8.78	$27.91	$1222.09	$1277.91	2.21%
$1245.00	Oct 16	$22.95	$6.80	$29.75	$1215.25	$1274.75	2.36%
$1280.00	Oct 16	$5.68	$24.38	$30.06	$1249.94	$1310.06	2.38%
$1240.00	Oct 16	$26.73	$5.93	$32.66	$1207.34	$1272.66	2.59%
$1235.00	Oct 16	$30.45	$4.85	$35.30	$1199.70	$1270.30	2.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.81% of stock, avg 6.33%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1285.00	$1240.00	Oct 16	$4.35	$5.93	$10.28	$1229.72	$1295.28
$1280.00	$1240.00	Oct 16	$5.68	$5.93	$11.61	$1228.39	$1291.61
$1285.00	$1245.00	Oct 16	$4.35	$6.80	$11.15	$1233.85	$1296.15
$1280.00	$1245.00	Oct 16	$5.68	$6.80	$12.48	$1232.52	$1292.48
$1275.00	$1240.00	Oct 16	$6.73	$5.93	$12.66	$1227.34	$1287.66
$1275.00	$1245.00	Oct 16	$6.73	$6.80	$13.53	$1231.47	$1288.53
$1285.00	$1250.00	Oct 16	$4.35	$8.78	$13.13	$1236.87	$1298.13
$1280.00	$1250.00	Oct 16	$5.68	$8.78	$14.46	$1235.54	$1294.46
$1275.00	$1250.00	Oct 16	$6.73	$8.78	$15.51	$1234.49	$1290.51
$1270.00	$1240.00	Oct 16	$8.98	$5.93	$14.91	$1225.09	$1284.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 180 found (best R:R 0.28, avg credit $3.83)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1070/1075	1480/1500	Oct 16	$4.38	$15.62	91%	0.28	$1070.62	$1484.38
1125/1130	1480/1500	Oct 16	$4.76	$15.24	89%	0.31	$1125.24	$1484.76
1125/1130	1280/1285	Oct 16	$3.72	$1.28	66%	2.91	$1126.28	$1283.72
1055/1060	1300/1305	Oct 23	$3.58	$1.42	67%	2.52	$1056.42	$1303.58
1090/1095	1300/1305	Oct 23	$3.46	$1.54	67%	2.25	$1091.54	$1303.46
1055/1060	1295/1300	Oct 23	$3.55	$1.45	64%	2.45	$1056.45	$1298.55
1070/1075	1280/1285	Oct 16	$3.34	$1.66	68%	2.01	$1071.66	$1283.34
1055/1060	1290/1295	Oct 23	$3.58	$1.42	62%	2.52	$1056.42	$1293.58
1080/1085	1300/1305	Oct 23	$3.32	$1.68	67%	1.98	$1081.68	$1303.32
1090/1095	1295/1300	Oct 23	$3.43	$1.57	64%	2.18	$1091.57	$1298.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 267 found (best R:R 6.87, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1420.00	$1500.00	Nov 27	$10.16	$69.84	24%	6.87
$1340.00	$1360.00	$1380.00	Nov 20	$0.25	$19.75	8%	79.00
$1360.00	$1380.00	$1400.00	Oct 30	$0.58	$19.42	8%	33.48
$1360.00	$1380.00	$1400.00	Oct 23	$0.26	$19.74	5%	75.92
$1420.00	$1460.00	$1500.00	Nov 13	$1.80	$38.20	10%	21.22

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1360.00	$1380.00	$1400.00	Nov 20	$0.55	$19.45	8%	35.36
$1300.00	$1320.00	$1340.00	Nov 20	$0.72	$19.28	9%	26.78
$1090.00	$1100.00	$1110.00	Nov 20	$0.05	$9.95	3%	199.00
$1120.00	$1130.00	$1140.00	Nov 20	$0.10	$9.90	3%	99.00
$1230.00	$1240.00	$1250.00	Nov 20	$0.22	$9.78	5%	44.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 184 found (best net $-19.68, 154 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1420.00	$1460.00	1:2	Nov 13	-$3.45	$36.55
$1340.00	$1380.00	1:2	Nov 6	-$8.47	$31.53
$1460.00	$1500.00	1:2	Nov 13	-$1.80	$38.20
$1360.00	$1380.00	1:2	Oct 23	-$0.80	$19.20
$1380.00	$1400.00	1:2	Oct 23	-$0.45	$19.55

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1265.00	$1210.00	1:2	Nov 27	-$19.68	$35.32
$1040.00	$1035.00	1:2	Oct 16	$0.00	$5.00
$1020.00	$1010.00	1:2	Oct 16	-$0.03	$9.97
$1030.00	$1020.00	1:2	Oct 16	-$0.03	$9.97
$1035.00	$1030.00	1:2	Oct 16	-$0.03	$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 102 found (best yield 4.58%, avg 1.88%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1275.00	Nov 27	$57.85	0.49	1.1%	4.58%	5.64%	1	5
$1300.00	Nov 27	$45.90	0.43	3.0%	3.64%	6.67%	--	25
$1300.00	Nov 20	$46.15	0.42	3.0%	3.66%	6.69%	67	1.6K
$1280.00	Nov 27	$52.20	0.47	1.4%	4.14%	5.59%	--	16
$1280.00	Nov 20	$52.10	0.47	1.4%	4.13%	5.58%	6	508
$1340.00	Nov 27	$32.35	0.35	6.2%	2.56%	8.77%	4	33
$1270.00	Nov 20	$55.50	0.49	0.7%	4.40%	5.05%	23	206
$1315.00	Nov 27	$38.05	0.40	4.2%	3.02%	7.24%	6	5
$1275.00	Nov 13	$52.75	0.48	1.1%	4.18%	5.23%	3	16
$1320.00	Nov 27	$36.40	0.39	4.6%	2.88%	7.50%	--	16

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 9,918

Total Puts 4,994

Put/Call Ratio 0.50

Net Difference 4,924

Prior's Put/Call Breakdown

Total Calls 12,214

Total Puts 7,613

Put/Call Ratio 0.62

Net Difference 4,601

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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