LLY - Options Database

LLY

ELI LILLY AND CO

$1255.69 +3.88%

(10/15 10:10) ◀

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

▶ (10/15 10:20)

◀ 10/15 10:15 ▶

Option Volume

Detail

ℹ

Current (10/15 10:15am) 16,445

Calls: 10,923 (66%)

Puts: 5,522 (34%)

Prior (08/05) 22,008

Calls: 13,335 (61%)

Puts: 8,673 (39%)

Current vs Prior -25.28%

Calls: -18.09% (Calls)

Puts: -36.33% (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 -69.06%

Calls: -64.69%

Puts: -75.14%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 10:15am) $44.41M

Calls: $36.37M (82%)

Puts: $8.04M (18%)

Prior (08/05) $54.56M

Calls: $42.79M (78%)

Puts: $11.76M (22%)

Current vs Prior -18.60%

Calls: -15.01%

Puts: -31.69%

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 -65.30%

Calls: -60.27%

Puts: -77.94%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 10:15am) 0.51

Prior (08/05) 0.65

Current vs Prior -22.27%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -36.70%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 10:15am) 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% | 4.35%2.20% | 10.72%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -10.79% | -3.12%-10.79% | -0.87%

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

Current vs 7-Day Avg -31.37% | -12.68%-60.15% | +0.50%

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

Current vs 7-Day Eod -10.79% | -3.12%-11.21% | -2.73%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 18.39% | 11.64%

Calls: 22.88% | 8.96%

Puts: 13.90% | 14.31%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior -27.74% | -24.81%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg -25.38% | -44.49%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($36.37M) vs puts ($8.04M). Bullish P/C ratio of 0.51. 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
10:15	BULLISH	BULLISH	BULLISH
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 102 of results (avg 7.7%, best 4.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1020.00	Oct 16	232.25	241.90	$237.08	4.1%	--	1.00	46
$1050.00	Oct 16	202.40	211.25	$206.83	4.3%	--	1.00	91
$1300.00	Nov 20	46.30	48.35	$47.33	4.3%	88	0.42	1.6K
$1040.00	Oct 16	211.50	221.85	$216.68	4.8%	--	1.00	61
$1020.00	Nov 20	240.25	252.90	$246.58	5.1%	--	0.94	12

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 23	22.50	23.75	$23.13	5.4%	6	0.45	6
$1280.00	Nov 20	73.55	77.95	$75.75	5.8%	--	0.53	136
$1460.00	Nov 20	202.70	215.50	$209.10	6.1%	--	0.86	26
$1400.00	Oct 16	140.20	149.55	$144.88	6.5%	6	1.00	--
$1440.00	Nov 20	185.15	197.90	$191.53	6.7%	--	0.83	21

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. 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	232.25	241.90	$237.08	4.1%	--	1.00	46
$1030.00	Oct 16	220.80	233.25	$227.03	5.5%	2	1.00	56
$1035.00	Oct 16	216.35	228.55	$222.45	5.5%	2	1.00	45
$1050.00	Oct 16	202.40	211.25	$206.83	4.3%	--	1.00	91

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	140.20	149.55	$144.88	6.5%	6	1.00	--
$1420.00	Oct 30	160.20	175.05	$167.63	8.9%	4	0.88	--
$1340.00	Oct 23	79.00	90.00	$84.50	13.0%	1	0.88	--
$1460.00	Nov 20	202.70	215.50	$209.10	6.1%	--	0.86	26
$1400.00	Oct 30	143.90	157.75	$150.82	9.2%	2	0.85	1

Most actively traded options today. High liquidity = easy entry/exit. 454 active (total vol 13.0K, top 1.2K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	14.30	17.85	$16.08	22.1%	1.2K	0.60	1.3K
$1300.00	Oct 16	1.00	1.30	$1.15	26.1%	1.1K	0.09	1.4K
$1360.00	Oct 23	2.00	2.76	$2.38	31.9%	852	0.08	16
$1280.00	Oct 16	3.20	5.00	$4.10	43.9%	683	0.23	706
$1260.00	Oct 16	9.50	10.75	$10.13	12.3%	481	0.47	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%	492	0.11	173
$1205.00	Oct 16	0.65	1.30	$0.98	66.3%	252	0.06	100
$1210.00	Oct 16	1.00	1.56	$1.28	43.8%	208	0.08	52
$1100.00	Nov 20	12.60	15.65	$14.13	21.6%	149	0.15	419
$1200.00	Oct 16	0.65	1.00	$0.83	42.2%	146	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. 12 strikes (avg 10.5%, max 21.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1230.00	Oct 16	Nov 27	44.1%	38.0%	16.2%	136	330
$1240.00	Oct 16	Nov 27	43.8%	38.1%	14.9%	271	1.0K
$1225.00	Oct 16	Nov 27	43.8%	38.8%	13.1%	51	858
$1250.00	Oct 16	Nov 27	41.1%	38.6%	6.5%	1.2K	1.3K
$1280.00	Oct 16	Nov 27	41.5%	39.8%	4.3%	683	722

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1320.00	Oct 30	Nov 20	51.0%	42.0%	21.5%	16	20
$1380.00	Oct 30	Nov 20	50.3%	41.7%	20.5%	12	18
$1240.00	Oct 16	Nov 20	43.8%	40.0%	9.4%	46	185
$1230.00	Oct 16	Nov 20	44.1%	40.5%	8.9%	50	35
$1250.00	Oct 16	Nov 27	41.1%	38.6%	6.5%	23	19

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 412 found (best R:R 2.36, avg 5.90)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1260.00	$1275.00	Nov 27	$4.47	$10.53	$4.47	52%	2.36	$1264.47
$1280.00	$1300.00	Nov 27	$6.40	$13.60	$6.40	48%	2.12	$1286.40
$1320.00	$1340.00	Nov 27	$5.03	$14.97	$5.03	39%	2.98	$1325.03
$1150.00	$1152.50	Oct 16	$0.27	$2.23	$0.27	99%	8.26	$1150.27
$1230.00	$1235.00	Nov 6	$0.93	$4.07	$0.93	60%	4.38	$1230.93

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1205.00	$1195.00	Nov 13	$1.92	$8.08	$1.92	34%	4.21	$1203.08
$1320.00	$1315.00	Oct 30	$2.03	$2.97	$2.03	66%	1.46	$1317.97
$1225.00	$1220.00	Oct 30	$0.80	$4.20	$0.80	38%	5.25	$1224.20
$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. 336 found (best R:R 0.12, avg 0.44)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1400.00	$1500.00	Nov 6	$10.62	$10.62	$89.38	81%	0.12	$1410.62
$1480.00	$1500.00	Oct 16	$2.37	$2.37	$17.63	95%	0.13	$1482.37
$1275.00	$1280.00	Nov 13	$4.10	$4.10	$0.90	52%	4.56	$1279.10
$1300.00	$1315.00	Nov 27	$7.98	$7.98	$7.02	56%	1.14	$1307.98
$1340.00	$1420.00	Nov 27	$20.90	$20.90	$59.10	64%	0.35	$1360.90

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1200.00	$1195.00	Nov 6	$4.15	$4.15	$0.85	67%	4.88	$1195.85
$1130.00	$1125.00	Oct 16	$2.36	$2.36	$2.64	94%	0.89	$1127.64
$1210.00	$1205.00	Nov 13	$3.95	$3.95	$1.05	64%	3.76	$1206.05
$1215.00	$1210.00	Oct 30	$3.83	$3.83	$1.17	64%	3.27	$1211.17
$1060.00	$1055.00	Oct 23	$2.00	$2.00	$3.00	95%	0.67	$1058.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $18.55, cheapest $12.87)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1245.00	Oct 16	Oct 23	$14.02	43.0%	34.0%
$1255.00	Oct 16	Oct 23	$13.78	41.9%	33.8%
$1265.00	Oct 16	Oct 23	$13.40	42.4%	35.0%
$1270.00	Oct 16	Oct 23	$13.18	41.6%	34.8%
$1250.00	Oct 16	Oct 23	$14.10	41.1%	34.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1245.00	Oct 16	Oct 23	$12.87	43.0%	34.0%
$1320.00	Oct 30	Nov 20	$10.57	51.0%	42.0%
$1255.00	Oct 16	Oct 23	$13.53	41.9%	33.8%
$1300.00	Nov 6	Nov 20	$6.03	48.3%	41.7%
$1250.00	Oct 16	Oct 23	$14.33	41.1%	34.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 167 found (cheapest 1.92% of stock, avg 8.55%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1260.00	Oct 16	$10.13	$14.03	$24.16	$1235.84	$1284.16	1.92%
$1250.00	Oct 16	$16.08	$8.80	$24.88	$1225.12	$1274.88	1.98%
$1255.00	Oct 16	$13.55	$11.25	$24.80	$1230.20	$1279.80	1.98%
$1265.00	Oct 16	$8.95	$16.88	$25.83	$1239.17	$1290.83	2.06%
$1245.00	Oct 16	$19.13	$7.40	$26.53	$1218.47	$1271.53	2.11%
$1270.00	Oct 16	$6.95	$20.25	$27.20	$1242.80	$1297.20	2.17%
$1240.00	Oct 16	$22.55	$5.98	$28.53	$1211.47	$1268.53	2.27%
$1275.00	Oct 16	$4.97	$23.90	$28.87	$1246.13	$1303.87	2.30%
$1235.00	Oct 16	$26.00	$4.55	$30.55	$1204.45	$1265.55	2.43%
$1280.00	Oct 16	$4.10	$27.55	$31.65	$1248.35	$1311.65	2.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.69% of stock, avg 6.43%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1280.00	$1235.00	Oct 16	$4.10	$4.55	$8.65	$1226.35	$1288.65
$1275.00	$1235.00	Oct 16	$4.97	$4.55	$9.52	$1225.48	$1284.52
$1280.00	$1240.00	Oct 16	$4.10	$5.98	$10.08	$1229.92	$1290.08
$1275.00	$1240.00	Oct 16	$4.97	$5.98	$10.95	$1229.05	$1285.95
$1270.00	$1235.00	Oct 16	$6.95	$4.55	$11.50	$1223.50	$1281.50
$1280.00	$1245.00	Oct 16	$4.10	$7.40	$11.50	$1233.50	$1291.50
$1275.00	$1245.00	Oct 16	$4.97	$7.40	$12.37	$1232.63	$1287.37
$1270.00	$1240.00	Oct 16	$6.95	$5.98	$12.93	$1227.07	$1282.93
$1270.00	$1245.00	Oct 16	$6.95	$7.40	$14.35	$1230.65	$1284.35
$1280.00	$1250.00	Oct 16	$4.10	$8.80	$12.90	$1237.10	$1292.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 180 found (best R:R 0.31, avg credit $3.50)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1125/1130	1480/1500	Oct 16	$4.73	$15.27	89%	0.31	$1125.27	$1484.73
1125/1130	1270/1275	Oct 16	$4.34	$0.66	60%	6.58	$1125.66	$1274.34
1055/1060	1305/1310	Oct 23	$3.34	$1.66	71%	2.01	$1056.66	$1308.34
1055/1060	1295/1300	Oct 23	$3.52	$1.48	66%	2.38	$1056.48	$1298.52
1125/1130	1280/1285	Oct 16	$3.23	$1.77	71%	1.82	$1126.77	$1283.23
1090/1095	1305/1310	Oct 23	$3.24	$1.76	70%	1.84	$1091.76	$1308.24
1090/1095	1295/1300	Oct 23	$3.42	$1.58	65%	2.16	$1091.58	$1298.42
1100/1105	1305/1310	Oct 23	$3.18	$1.82	70%	1.75	$1101.82	$1308.18
1080/1085	1305/1310	Oct 23	$3.13	$1.87	70%	1.67	$1081.87	$1308.13
1055/1060	1285/1290	Oct 23	$3.57	$1.43	61%	2.50	$1056.43	$1288.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 277 found (best R:R 6.54, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1420.00	$1500.00	Nov 27	$10.61	$69.39	25%	6.54
$1420.00	$1460.00	$1500.00	Nov 13	$1.44	$38.56	9%	26.78
$1420.00	$1440.00	$1460.00	Nov 20	$0.19	$19.81	6%	104.26
$1300.00	$1320.00	$1340.00	Oct 16	$0.42	$19.58	8%	46.62
$1400.00	$1420.00	$1440.00	Nov 20	$0.28	$19.72	6%	70.43

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
$1255.00	$1260.00	$1265.00	Oct 16	$0.07	$4.93	13%	70.43
$1320.00	$1340.00	$1360.00	Nov 20	$0.63	$19.37	8%	30.75
$1360.00	$1380.00	$1400.00	Nov 20	$0.52	$19.48	7%	37.46
$1160.00	$1170.00	$1180.00	Nov 20	$0.09	$9.91	4%	110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 189 found (best net $-8.33, 158 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1340.00	$1380.00	1:2	Nov 6	-$8.33	$31.67
$1460.00	$1500.00	1:2	Nov 13	-$1.82	$38.18
$1420.00	$1460.00	1:2	Nov 13	-$3.81	$36.19
$1340.00	$1360.00	1:2	Oct 16	-$0.09	$19.91
$1380.00	$1400.00	1:2	Oct 16	-$0.03	$19.97

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1147.50	$1145.00	1:2	Oct 16	$0.00	$2.50
$1187.50	$1185.00	1:2	Oct 16	-$0.03	$2.47
$1152.50	$1150.00	1:2	Oct 23	-$0.10	$2.40
$1075.00	$1070.00	1:2	Oct 23	-$0.05	$4.95
$1040.00	$1035.00	1:2	Oct 16	-$0.01	$4.99

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 2.02%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1275.00	Nov 27	$57.90	0.49	1.5%	4.61%	6.15%	1	5
$1260.00	Nov 27	$64.05	0.53	0.3%	5.10%	5.44%	1	8
$1280.00	Nov 20	$54.15	0.47	1.9%	4.31%	6.25%	10	508
$1300.00	Nov 27	$45.95	0.44	3.5%	3.66%	7.19%	--	25
$1260.00	Nov 20	$63.05	0.51	0.3%	5.02%	5.36%	15	886
$1300.00	Nov 20	$46.30	0.42	3.5%	3.69%	7.22%	88	1.6K
$1280.00	Nov 27	$52.20	0.48	1.9%	4.16%	6.09%	--	16
$1320.00	Nov 20	$38.30	0.38	5.1%	3.05%	8.17%	13	948
$1270.00	Nov 20	$55.55	0.49	1.1%	4.42%	5.56%	23	206
$1340.00	Nov 27	$32.35	0.35	6.7%	2.58%	9.29%	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 10,923

Total Puts 5,522

Put/Call Ratio 0.51

Net Difference 5,401

Prior's Put/Call Breakdown

Total Calls 13,335

Total Puts 8,673

Put/Call Ratio 0.65

Net Difference 4,662

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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