LLY - Options Database

LLY

ELI LILLY AND CO

$1261.93 +4.40%

(10/15 10:15) ◀

Thursday, October 15, 2026 (10:20am)

▶ (10/15 10:25)

◀ 10/15 10:20 ▶

Option Volume

Detail

ℹ

Current (10/15 10:20am) 17,536

Calls: 11,466 (65%)

Puts: 6,070 (35%)

Prior (08/05) 23,744

Calls: 14,337 (60%)

Puts: 9,407 (40%)

Current vs Prior -26.15%

Calls: -20.03% (Calls)

Puts: -35.47% (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 -67.01%

Calls: -62.94%

Puts: -72.67%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 10:20am) $48.42M

Calls: $39.67M (82%)

Puts: $8.75M (18%)

Prior (08/05) $55.58M

Calls: $42.00M (76%)

Puts: $13.58M (24%)

Current vs Prior -12.89%

Calls: -5.57%

Puts: -35.54%

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 -62.16%

Calls: -56.67%

Puts: -75.98%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 10:20am) 0.53

Prior (08/05) 0.66

Current vs Prior -19.32%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -33.70%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 10:20am) 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 2.24% | 4.42%2.24% | 10.71%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -8.92% | -1.57%-8.92% | -0.97%

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

Current vs 7-Day Avg -29.93% | -11.28%-59.31% | +0.40%

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

Current vs 7-Day Eod -8.92% | -1.57%-9.34% | -2.83%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 16.30% | 12.85%

Calls: 18.18% | 10.84%

Puts: 14.43% | 14.86%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior -35.95% | -16.99%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg -33.86% | -38.72%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($39.67M) vs puts ($8.75M). Bullish P/C ratio of 0.53.

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
10:20	BULLISH	BULLISH	BULLISH
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 129 of results (avg 7.6%, best 4.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1050.00	Nov 6	214.30	224.20	$219.25	4.5%	--	0.92	26
$1050.00	Nov 20	217.55	227.65	$222.60	4.5%	--	0.92	72
$1210.00	Nov 20	94.60	99.15	$96.88	4.7%	4	0.64	77
$1100.00	Nov 20	173.65	182.20	$177.93	4.8%	1	0.85	102
$1070.00	Nov 20	199.90	209.75	$204.83	4.8%	--	0.90	38

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1240.00	Nov 20	52.35	54.55	$53.45	4.1%	--	0.43	65
$1250.00	Nov 20	56.50	59.00	$57.75	4.3%	2	0.46	15
$1280.00	Nov 20	71.60	75.00	$73.30	4.6%	--	0.52	136
$1380.00	Nov 20	135.65	144.25	$139.95	6.1%	--	0.74	17
$1230.00	Nov 20	47.45	50.55	$49.00	6.3%	1	0.40	27

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. 263 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1010.00	Oct 16	244.30	258.15	$251.23	5.5%	--	1.00	48
$1020.00	Oct 16	234.00	247.65	$240.83	5.7%	--	1.00	46
$1030.00	Oct 16	224.05	237.95	$231.00	6.0%	2	1.00	56
$1035.00	Oct 16	219.55	232.75	$226.15	5.8%	2	1.00	45
$1040.00	Oct 16	214.55	227.75	$221.15	6.0%	--	1.00	61

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	133.95	144.15	$139.05	7.3%	6	1.00	--
$1420.00	Oct 30	159.40	172.30	$165.85	7.8%	4	0.87	--
$1340.00	Oct 23	77.20	85.00	$81.10	9.6%	1	0.87	--
$1460.00	Nov 20	199.80	213.90	$206.85	6.8%	--	0.86	26
$1400.00	Oct 30	141.40	154.95	$148.18	9.1%	2	0.83	1

Most actively traded options today. High liquidity = easy entry/exit. 461 active (total vol 13.7K, top 1.2K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	18.25	21.75	$20.00	17.5%	1.2K	0.64	1.3K
$1300.00	Oct 16	1.70	2.00	$1.85	16.2%	1.1K	0.12	1.4K
$1360.00	Oct 23	2.02	2.96	$2.49	37.8%	852	0.08	16
$1280.00	Oct 16	5.00	5.90	$5.45	16.5%	704	0.28	706
$1260.00	Oct 16	12.50	15.00	$13.75	18.2%	495	0.52	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 30	5.60	9.70	$7.65	53.6%	495	0.11	173
$1205.00	Oct 16	0.64	1.30	$0.97	68.0%	253	0.06	100
$1210.00	Oct 16	0.80	1.56	$1.18	64.4%	216	0.07	52
$1200.00	Oct 16	0.50	0.70	$0.60	33.3%	185	0.04	683
$1100.00	Nov 20	12.60	15.65	$14.13	21.6%	149	0.15	419

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 13.0%, max 23.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1230.00	Oct 16	Nov 27	46.5%	37.6%	23.5%	138	330
$1250.00	Oct 16	Nov 27	46.0%	38.2%	20.2%	1.2K	1.3K
$1240.00	Oct 16	Nov 27	44.7%	37.8%	18.5%	282	1.0K
$1260.00	Oct 16	Nov 27	43.9%	37.7%	16.5%	496	1.2K
$1235.00	Oct 16	Nov 13	47.4%	44.0%	7.6%	66	196

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1320.00	Oct 30	Nov 20	52.1%	42.3%	23.2%	16	20
$1380.00	Oct 30	Nov 20	50.3%	41.4%	21.4%	12	18
$1250.00	Oct 16	Nov 27	46.0%	38.2%	20.2%	23	19
$1230.00	Oct 16	Nov 20	46.5%	39.5%	17.7%	54	35
$1240.00	Oct 16	Nov 20	44.7%	39.4%	13.6%	54	185

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 422 found (best R:R 1.70, avg 5.28)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1190.00	$1200.00	Nov 20	$3.70	$6.30	$3.70	69%	1.70	$1193.70
$1225.00	$1230.00	Oct 30	$0.45	$4.55	$0.45	62%	10.11	$1225.45
$1255.00	$1260.00	Nov 13	$0.17	$4.83	$0.17	54%	28.41	$1255.17
$1060.00	$1070.00	Nov 20	$6.67	$3.33	$6.67	91%	0.50	$1066.67
$1170.00	$1175.00	Nov 6	$1.35	$3.65	$1.35	75%	2.70	$1171.35

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1230.00	$1220.00	Nov 20	$1.78	$8.22	$1.78	40%	4.62	$1228.22
$1265.00	$1250.00	Nov 27	$5.28	$9.72	$5.28	49%	1.84	$1259.72
$1360.00	$1340.00	Nov 20	$12.03	$7.97	$12.03	70%	0.66	$1347.97
$1315.00	$1310.00	Oct 30	$1.82	$3.18	$1.82	64%	1.75	$1313.18
$1205.00	$1195.00	Nov 13	$1.92	$8.08	$1.92	34%	4.21	$1203.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 333 found (best R:R 0.13, avg 0.43)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1400.00	$1500.00	Nov 6	$11.12	$11.12	$88.88	81%	0.13	$1411.12
$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	51%	4.56	$1279.10
$1265.00	$1270.00	Oct 30	$4.10	$4.10	$0.90	50%	4.56	$1269.10
$1340.00	$1420.00	Nov 27	$20.65	$20.65	$59.35	65%	0.35	$1360.65

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1220.00	$1215.00	Oct 30	$4.16	$4.16	$0.84	64%	4.95	$1215.84
$1210.00	$1200.00	Nov 20	$5.70	$5.70	$4.30	64%	1.33	$1204.30
$1210.00	$1205.00	Nov 13	$3.95	$3.95	$1.05	65%	3.76	$1206.05
$1130.00	$1125.00	Oct 16	$2.36	$2.36	$2.64	94%	0.89	$1127.64
$1235.00	$1230.00	Oct 30	$4.00	$4.00	$1.00	59%	4.00	$1231.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $16.10, cheapest $12.57)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1250.00	Oct 16	Oct 23	$13.55	46.0%	35.2%
$1255.00	Oct 16	Oct 23	$13.83	45.4%	34.9%
$1270.00	Oct 16	Oct 23	$13.52	44.9%	35.4%
$1260.00	Oct 16	Oct 23	$14.38	43.9%	34.6%
$1245.00	Oct 16	Oct 23	$11.45	44.6%	35.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1250.00	Oct 16	Oct 23	$12.57	46.0%	35.2%
$1255.00	Oct 16	Oct 23	$12.75	45.4%	34.9%
$1320.00	Oct 30	Nov 20	$10.57	52.1%	42.3%
$1260.00	Oct 16	Oct 23	$13.12	43.9%	34.6%
$1245.00	Oct 16	Oct 23	$12.80	44.6%	35.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 168 found (cheapest 2.05% of stock, avg 8.53%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1265.00	Oct 16	$11.33	$14.55	$25.88	$1239.12	$1290.88	2.05%
$1260.00	Oct 16	$13.75	$12.23	$25.98	$1234.02	$1285.98	2.06%
$1270.00	Oct 16	$9.38	$17.10	$26.48	$1243.52	$1296.48	2.10%
$1275.00	Oct 16	$6.93	$19.98	$26.91	$1248.09	$1301.91	2.13%
$1255.00	Oct 16	$16.90	$10.40	$27.30	$1227.70	$1282.30	2.16%
$1250.00	Oct 16	$20.00	$8.53	$28.53	$1221.47	$1278.53	2.26%
$1280.00	Oct 16	$5.45	$23.73	$29.18	$1250.82	$1309.18	2.31%
$1245.00	Oct 16	$23.65	$6.45	$30.10	$1214.90	$1275.10	2.39%
$1240.00	Oct 16	$27.03	$5.05	$32.08	$1207.92	$1272.08	2.54%
$1235.00	Oct 16	$30.90	$4.43	$35.33	$1199.67	$1270.33	2.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.73% of stock, avg 6.48%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1285.00	$1240.00	Oct 16	$4.18	$5.05	$9.23	$1230.77	$1294.23
$1280.00	$1240.00	Oct 16	$5.45	$5.05	$10.50	$1229.50	$1290.50
$1285.00	$1245.00	Oct 16	$4.18	$6.45	$10.63	$1234.37	$1295.63
$1280.00	$1245.00	Oct 16	$5.45	$6.45	$11.90	$1233.10	$1291.90
$1275.00	$1240.00	Oct 16	$6.93	$5.05	$11.98	$1228.02	$1286.98
$1275.00	$1245.00	Oct 16	$6.93	$6.45	$13.38	$1231.62	$1288.38
$1285.00	$1250.00	Oct 16	$4.18	$8.53	$12.71	$1237.29	$1297.71
$1280.00	$1250.00	Oct 16	$5.45	$8.53	$13.98	$1236.02	$1293.98
$1275.00	$1250.00	Oct 16	$6.93	$8.53	$15.46	$1234.54	$1290.46
$1270.00	$1240.00	Oct 16	$9.38	$5.05	$14.43	$1225.57	$1284.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 180 found (best R:R 0.31, avg credit $3.77)

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
1055/1060	1300/1305	Oct 23	$3.88	$1.12	66%	3.46	$1056.12	$1303.88
1090/1095	1300/1305	Oct 23	$3.78	$1.22	66%	3.10	$1091.22	$1303.78
1100/1105	1300/1305	Oct 23	$3.72	$1.28	65%	2.91	$1101.28	$1303.72
1080/1085	1300/1305	Oct 23	$3.67	$1.33	66%	2.76	$1081.33	$1303.67
1125/1130	1280/1285	Oct 16	$3.63	$1.37	66%	2.65	$1126.37	$1283.63
1125/1130	1275/1280	Oct 16	$3.84	$1.16	60%	3.31	$1126.16	$1278.84
1055/1060	1290/1295	Oct 23	$3.65	$1.35	61%	2.70	$1056.35	$1293.65
1055/1060	1305/1310	Oct 23	$3.23	$1.77	70%	1.82	$1056.77	$1308.23
1055/1060	1310/1315	Oct 23	$3.09	$1.91	72%	1.62	$1056.91	$1313.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 269 found (best R:R 6.91, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1420.00	$1500.00	Nov 27	$10.11	$69.89	25%	6.91
$1360.00	$1380.00	$1400.00	Nov 13	$0.08	$19.92	8%	249.00
$1360.00	$1380.00	$1400.00	Nov 20	$0.12	$19.88	8%	165.67
$1420.00	$1440.00	$1460.00	Nov 20	$0.22	$19.78	6%	89.91
$1420.00	$1460.00	$1500.00	Nov 13	$1.72	$38.28	10%	22.26

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1260.00	$1265.00	$1270.00	Oct 16	$0.23	$4.77	12%	20.74
$1060.00	$1070.00	$1080.00	Nov 20	$0.08	$9.92	2%	124.00
$1250.00	$1255.00	$1260.00	Oct 23	$0.15	$4.85	6%	32.33
$1265.00	$1270.00	$1275.00	Oct 16	$0.33	$4.67	12%	14.15
$1180.00	$1185.00	$1190.00	Nov 6	$0.09	$4.91	2%	54.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 186 found (best net $-4.71, 158 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1340.00	$1380.00	1:2	Nov 6	-$7.77	$32.23
$1460.00	$1500.00	1:2	Nov 13	-$1.72	$38.28
$1420.00	$1460.00	1:2	Nov 13	-$3.53	$36.47
$1360.00	$1380.00	1:2	Oct 23	-$0.25	$19.75
$1420.00	$1440.00	1:2	Oct 23	-$0.46	$19.54

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1325.00	$1280.00	1:2	Oct 23	-$4.71	$40.29
$1187.50	$1185.00	1:2	Oct 16	-$0.03	$2.47
$1055.00	$1050.00	1:2	Oct 16	$0.00	$5.00
$1075.00	$1070.00	1:2	Oct 23	-$0.05	$4.95
$1065.00	$1060.00	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. 101 found (best yield 4.47%, avg 1.94%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1280.00	Nov 27	$56.35	0.48	1.4%	4.47%	5.90%	--	16
$1300.00	Nov 20	$48.55	0.43	3.0%	3.85%	6.86%	107	1.6K
$1275.00	Nov 27	$57.95	0.49	1.0%	4.59%	5.63%	1	5
$1280.00	Nov 20	$54.65	0.47	1.4%	4.33%	5.76%	10	508
$1320.00	Nov 20	$40.20	0.38	4.6%	3.19%	7.79%	14	948
$1300.00	Nov 27	$45.95	0.43	3.0%	3.64%	6.66%	--	25
$1270.00	Nov 20	$56.40	0.50	0.6%	4.47%	5.11%	23	206
$1340.00	Nov 27	$32.35	0.35	6.2%	2.56%	8.75%	4	33
$1315.00	Nov 27	$38.05	0.40	4.2%	3.02%	7.22%	6	5
$1320.00	Nov 27	$36.40	0.39	4.6%	2.88%	7.49%	--	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 11,466

Total Puts 6,070

Put/Call Ratio 0.53

Net Difference 5,396

Prior's Put/Call Breakdown

Total Calls 14,337

Total Puts 9,407

Put/Call Ratio 0.66

Net Difference 4,930

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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