LLY - Options Database

LLY

ELI LILLY AND CO

$1255.29 +3.85%

(10/15 10:05) ◀

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

▶ (10/15 10:15)

◀ 10/15 10:10 ▶

Option Volume

Detail

ℹ

Current (10/15 10:10am) 15,860

Calls: 10,482 (66%)

Puts: 5,378 (34%)

Prior (08/05) 20,813

Calls: 12,764 (61%)

Puts: 8,049 (39%)

Current vs Prior -23.80%

Calls: -17.88% (Calls)

Puts: -33.18% (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 -70.16%

Calls: -66.12%

Puts: -75.79%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 10:10am) $42.23M

Calls: $34.43M (82%)

Puts: $7.80M (18%)

Prior (08/05) $57.24M

Calls: $47.38M (83%)

Puts: $9.86M (17%)

Current vs Prior -26.23%

Calls: -27.34%

Puts: -20.88%

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 -67.00%

Calls: -62.39%

Puts: -78.59%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 10:10am) 0.51

Prior (08/05) 0.63

Current vs Prior -18.64%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -35.74%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 10:10am) 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 2.20% | 4.45%2.20% | 10.77%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -10.67% | -0.78%-10.67% | -0.41%

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

Current vs 7-Day Avg -31.28% | -10.58%-60.09% | +0.96%

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

Current vs 7-Day Eod -10.67% | -0.78%-11.08% | -2.28%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 22.87% | 12.44%

Calls: 25.50% | 12.67%

Puts: 20.24% | 12.21%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior -10.14% | -19.64%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg -7.20% | -40.68%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($34.43M) vs puts ($7.80M). Bullish P/C ratio of 0.51.

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
10:10	BULLISH	BULLISH	BULLISH
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 95 of results (avg 7.6%, best 4.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1050.00	Oct 16	201.65	210.75	$206.20	4.4%	--	1.00	91
$1070.00	Oct 16	182.25	191.35	$186.80	4.9%	2	1.00	114
$1020.00	Nov 20	240.25	252.40	$246.33	4.9%	--	0.94	12
$1040.00	Nov 20	221.90	233.25	$227.58	5.0%	--	0.92	23
$1280.00	Nov 20	54.45	57.30	$55.88	5.1%	9	0.47	508

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1460.00	Nov 20	202.70	215.50	$209.10	6.1%	--	0.86	26
$1440.00	Nov 20	185.15	197.90	$191.53	6.7%	--	0.83	21
$1280.00	Nov 20	73.20	78.55	$75.88	7.1%	--	0.53	136
$1400.00	Nov 20	152.00	163.45	$157.73	7.3%	--	0.78	22
$1420.00	Nov 20	168.15	181.30	$174.73	7.5%	--	0.81	12

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.88, cheapest $0.88)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 23	0.80	0.95	$0.88	17.0%	16	0.03	85

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 260 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1010.00	Oct 16	241.50	255.00	$248.25	5.4%	--	1.00	48
$1020.00	Oct 16	232.20	245.25	$238.73	5.5%	--	1.00	46
$1030.00	Oct 16	220.55	235.25	$227.90	6.5%	2	1.00	56
$1035.00	Oct 16	215.55	230.00	$222.78	6.5%	2	1.00	45
$1040.00	Oct 16	211.50	225.15	$218.33	6.3%	--	1.00	61

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	138.65	149.55	$144.10	7.6%	4	1.00	--
$1420.00	Oct 30	162.95	175.70	$169.33	7.5%	4	0.88	--
$1340.00	Oct 23	79.00	91.40	$85.20	14.6%	1	0.87	--
$1460.00	Nov 20	202.70	215.50	$209.10	6.1%	--	0.86	26
$1400.00	Oct 30	144.60	157.55	$151.07	8.6%	2	0.84	1

Most actively traded options today. High liquidity = easy entry/exit. 443 active (total vol 12.5K, top 1.2K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	14.25	18.00	$16.13	23.2%	1.2K	0.58	1.3K
$1300.00	Oct 16	1.00	1.41	$1.21	33.9%	998	0.09	1.4K
$1360.00	Oct 23	2.00	2.76	$2.38	31.9%	850	0.08	16
$1280.00	Oct 16	3.30	5.05	$4.18	41.9%	679	0.23	706
$1260.00	Oct 16	9.25	12.30	$10.78	28.3%	445	0.46	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	0.64	1.45	$1.05	77.1%	251	0.07	100
$1210.00	Oct 16	1.00	1.74	$1.37	54.0%	206	0.09	52
$1100.00	Nov 20	12.60	15.75	$14.18	22.2%	149	0.15	419
$1200.00	Oct 16	0.65	1.15	$0.90	55.6%	143	0.06	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 10.3%, max 22.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1225.00	Oct 16	Nov 27	45.4%	38.7%	17.2%	51	858
$1230.00	Oct 16	Nov 27	44.0%	38.0%	15.7%	131	330
$1240.00	Oct 16	Nov 27	43.8%	38.1%	15.0%	268	1.0K
$1260.00	Oct 16	Nov 27	42.8%	38.2%	12.1%	446	1.2K
$1250.00	Oct 16	Nov 27	41.7%	38.5%	8.3%	1.2K	1.3K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Oct 30	Nov 20	50.7%	41.4%	22.4%	12	18
$1320.00	Oct 30	Nov 20	50.6%	41.5%	22.0%	16	20
$1240.00	Oct 16	Nov 20	43.8%	40.1%	9.2%	43	185
$1230.00	Oct 16	Nov 20	44.0%	40.3%	9.1%	47	35
$1260.00	Oct 16	Nov 20	42.8%	39.4%	8.5%	17	87

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 408 found (best R:R 2.16, avg 6.08)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1260.00	$1275.00	Nov 27	$4.75	$10.25	$4.75	53%	2.16	$1264.75
$1280.00	$1300.00	Nov 27	$6.43	$13.57	$6.43	48%	2.11	$1286.43
$1320.00	$1340.00	Nov 27	$5.03	$14.97	$5.03	39%	2.98	$1325.03
$1230.00	$1235.00	Nov 6	$0.93	$4.07	$0.93	60%	4.38	$1230.93
$1145.00	$1150.00	Oct 30	$2.23	$2.77	$2.23	82%	1.24	$1147.23

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1320.00	$1315.00	Oct 30	$1.93	$3.07	$1.93	66%	1.59	$1318.07
$1225.00	$1220.00	Oct 30	$0.80	$4.20	$0.80	38%	5.25	$1224.20
$1260.00	$1255.00	Oct 30	$1.32	$3.68	$1.32	49%	2.79	$1258.68
$1200.00	$1195.00	Nov 27	$0.75	$4.25	$0.75	34%	5.67	$1199.25
$1270.00	$1260.00	Nov 6	$4.05	$5.95	$4.05	51%	1.47	$1265.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 335 found (best R:R 0.12, avg 0.46)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1400.00	$1500.00	Nov 6	$10.75	$10.75	$89.25	81%	0.12	$1410.75
$1480.00	$1500.00	Oct 16	$2.37	$2.37	$17.63	95%	0.13	$1482.37
$1275.00	$1280.00	Nov 13	$4.20	$4.20	$0.80	52%	5.25	$1279.20
$1295.00	$1300.00	Oct 30	$3.85	$3.85	$1.15	58%	3.35	$1298.85
$1300.00	$1315.00	Nov 27	$7.95	$7.95	$7.05	56%	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	$3.92	$3.92	$1.08	67%	3.63	$1196.08
$1130.00	$1125.00	Oct 16	$2.39	$2.39	$2.61	94%	0.92	$1127.61
$1215.00	$1210.00	Oct 30	$3.73	$3.73	$1.27	64%	2.94	$1211.27
$1060.00	$1055.00	Oct 23	$2.00	$2.00	$3.00	95%	0.67	$1058.00
$1095.00	$1090.00	Oct 23	$1.90	$1.90	$3.10	95%	0.61	$1093.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $18.01, cheapest $10.57)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1240.00	Oct 16	Oct 23	$14.15	43.8%	34.7%
$1255.00	Oct 16	Oct 23	$14.50	43.4%	35.1%
$1265.00	Oct 16	Oct 23	$13.95	44.1%	36.1%
$1245.00	Oct 16	Oct 23	$14.77	42.3%	34.7%
$1270.00	Oct 16	Oct 23	$13.77	43.2%	36.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1320.00	Oct 30	Nov 20	$10.57	50.6%	41.5%
$1240.00	Oct 16	Oct 23	$12.47	43.8%	34.7%
$1255.00	Oct 16	Oct 23	$13.78	43.4%	35.1%
$1245.00	Oct 16	Oct 23	$13.36	42.3%	34.7%
$1250.00	Oct 16	Oct 23	$13.77	41.7%	34.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 171 found (cheapest 1.98% of stock, avg 8.64%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1260.00	Oct 16	$10.78	$14.08	$24.86	$1235.14	$1284.86	1.98%
$1250.00	Oct 16	$16.13	$9.38	$25.51	$1224.49	$1275.51	2.03%
$1255.00	Oct 16	$13.53	$12.15	$25.68	$1229.32	$1280.68	2.05%
$1245.00	Oct 16	$18.90	$7.57	$26.47	$1218.53	$1271.47	2.11%
$1265.00	Oct 16	$9.05	$17.58	$26.63	$1238.37	$1291.63	2.12%
$1270.00	Oct 16	$7.03	$20.90	$27.93	$1242.07	$1297.93	2.22%
$1240.00	Oct 16	$22.20	$6.28	$28.48	$1211.52	$1268.48	2.27%
$1275.00	Oct 16	$5.43	$24.43	$29.86	$1245.14	$1304.86	2.38%
$1235.00	Oct 16	$25.90	$5.05	$30.95	$1204.05	$1265.95	2.47%
$1280.00	Oct 16	$4.18	$28.65	$32.83	$1247.17	$1312.83	2.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.74% of stock, avg 6.42%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1280.00	$1235.00	Oct 16	$4.18	$5.05	$9.23	$1225.77	$1289.23
$1275.00	$1235.00	Oct 16	$5.43	$5.05	$10.48	$1224.52	$1285.48
$1280.00	$1240.00	Oct 16	$4.18	$6.28	$10.46	$1229.54	$1290.46
$1275.00	$1240.00	Oct 16	$5.43	$6.28	$11.71	$1228.29	$1286.71
$1270.00	$1235.00	Oct 16	$7.03	$5.05	$12.08	$1222.92	$1282.08
$1280.00	$1245.00	Oct 16	$4.18	$7.57	$11.75	$1233.25	$1291.75
$1270.00	$1240.00	Oct 16	$7.03	$6.28	$13.31	$1226.69	$1283.31
$1275.00	$1245.00	Oct 16	$5.43	$7.57	$13.00	$1232.00	$1288.00
$1270.00	$1245.00	Oct 16	$7.03	$7.57	$14.60	$1230.40	$1284.60
$1265.00	$1235.00	Oct 16	$9.05	$5.05	$14.10	$1220.90	$1279.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 190 found (best R:R 0.31, avg credit $3.40)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1125/1130	1480/1500	Oct 16	$4.76	$15.24	89%	0.31	$1125.24	$1484.76
1055/1060	1305/1310	Oct 23	$3.72	$1.28	71%	2.91	$1056.28	$1308.72
1090/1095	1305/1310	Oct 23	$3.62	$1.38	70%	2.62	$1091.38	$1308.62
1055/1060	1295/1300	Oct 23	$3.80	$1.20	66%	3.17	$1056.20	$1298.80
1080/1085	1305/1310	Oct 23	$3.51	$1.49	70%	2.36	$1081.49	$1308.51
1125/1130	1270/1275	Oct 16	$3.99	$1.01	60%	3.95	$1126.01	$1273.99
1090/1095	1295/1300	Oct 23	$3.70	$1.30	65%	2.85	$1091.30	$1298.70
1125/1130	1275/1280	Oct 16	$3.64	$1.36	66%	2.68	$1126.36	$1278.64
1100/1105	1305/1310	Oct 23	$3.41	$1.59	70%	2.14	$1101.59	$1308.41
1080/1085	1295/1300	Oct 23	$3.59	$1.41	66%	2.55	$1081.41	$1298.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 281 found (best R:R 6.51, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1420.00	$1500.00	Nov 27	$10.65	$69.35	25%	6.51
$1340.00	$1360.00	$1380.00	Nov 20	$0.31	$19.69	8%	63.52
$1320.00	$1340.00	$1360.00	Nov 20	$0.52	$19.48	8%	37.46
$1400.00	$1420.00	$1440.00	Nov 20	$0.28	$19.72	6%	70.43
$1300.00	$1320.00	$1340.00	Oct 16	$0.50	$19.50	7%	39.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Nov 20	$0.42	$19.58	8%	46.62
$1360.00	$1380.00	$1400.00	Nov 20	$0.50	$19.50	7%	39.00
$1320.00	$1340.00	$1360.00	Nov 20	$0.63	$19.37	8%	30.75
$1380.00	$1400.00	$1420.00	Oct 30	$0.54	$19.46	7%	36.04
$1235.00	$1240.00	$1245.00	Oct 16	$0.06	$4.94	10%	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. 188 found (best net $-19.68, 157 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1420.00	$1460.00	1:2	Nov 13	-$3.25	$36.75
$1460.00	$1500.00	1:2	Nov 13	-$1.85	$38.15
$1340.00	$1380.00	1:2	Nov 6	-$8.69	$31.31
$1360.00	$1380.00	1:2	Oct 23	-$0.16	$19.84
$1380.00	$1400.00	1:2	Oct 23	-$0.49	$19.51

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1265.00	$1210.00	1:2	Nov 27	-$19.68	$35.32
$1137.50	$1135.00	1:2	Oct 16	-$0.01	$2.49
$1152.50	$1150.00	1:2	Oct 23	-$0.10	$2.40
$1055.00	$1050.00	1:2	Oct 16	-$0.01	$4.99
$1075.00	$1070.00	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. 108 found (best yield 4.61%, avg 2.01%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1275.00	Nov 27	$57.90	0.49	1.6%	4.61%	6.18%	1	5
$1260.00	Nov 27	$64.05	0.53	0.4%	5.10%	5.48%	1	8
$1280.00	Nov 20	$54.45	0.47	2.0%	4.34%	6.31%	9	508
$1260.00	Nov 20	$63.25	0.51	0.4%	5.04%	5.41%	15	886
$1300.00	Nov 27	$45.90	0.44	3.6%	3.66%	7.22%	--	25
$1300.00	Nov 20	$45.75	0.42	3.6%	3.64%	7.21%	67	1.6K
$1280.00	Nov 27	$52.20	0.48	2.0%	4.16%	6.13%	--	16
$1270.00	Nov 20	$55.55	0.49	1.2%	4.43%	5.60%	23	206
$1275.00	Nov 13	$52.75	0.48	1.6%	4.20%	5.77%	3	16
$1340.00	Nov 27	$32.35	0.35	6.8%	2.58%	9.33%	4	33

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 10,482

Total Puts 5,378

Put/Call Ratio 0.51

Net Difference 5,104

Prior's Put/Call Breakdown

Total Calls 12,764

Total Puts 8,049

Put/Call Ratio 0.63

Net Difference 4,715

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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