LLY - Options Database

LLY

ELI LILLY AND CO

$1261.28 +4.35%

(10/15 10:20) ◀

Thursday, October 15, 2026 (10:25am)

▶ (10/15 10:30)

◀ 10/15 10:25 ▶

Option Volume

Detail

ℹ

Current (10/15 10:25am) 18,214

Calls: 11,804 (65%)

Puts: 6,410 (35%)

Prior (08/05) 25,810

Calls: 15,681 (61%)

Puts: 10,129 (39%)

Current vs Prior -29.43%

Calls: -24.72% (Calls)

Puts: -36.72% (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 -65.73%

Calls: -61.84%

Puts: -71.14%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 10:25am) $49.88M

Calls: $40.52M (81%)

Puts: $9.36M (19%)

Prior (08/05) $58.42M

Calls: $43.31M (74%)

Puts: $15.11M (26%)

Current vs Prior -14.63%

Calls: -6.44%

Puts: -38.11%

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 -61.02%

Calls: -55.73%

Puts: -74.32%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 10:25am) 0.54

Prior (08/05) 0.65

Current vs Prior -15.93%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -32.00%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 10:25am) 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 2.18% | 4.40%2.18% | 10.67%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -11.28% | -2.00%-11.28% | -1.36%

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

Current vs 7-Day Avg -31.75% | -11.67%-60.37% | +0.00%

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

Current vs 7-Day Eod -11.28% | -2.00%-11.70% | -3.22%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 12.00% | 11.54%

Calls: 4.56% | 10.64%

Puts: 19.44% | 12.44%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior -52.85% | -25.45%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg -51.31% | -44.97%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($40.52M) vs puts ($9.36M). Bullish P/C ratio of 0.54.

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
10:25	BULLISH	BULLISH	BULLISH
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 134 of results (avg 7.6%, best 4.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1260.00	Oct 16	12.85	13.45	$13.15	4.6%	522	0.52	1.1K
$1120.00	Nov 20	158.15	165.60	$161.88	4.6%	2	0.83	82
$1050.00	Nov 20	217.20	227.65	$222.43	4.7%	--	0.91	72
$1100.00	Nov 20	173.65	182.20	$177.93	4.8%	1	0.86	102
$1050.00	Nov 6	213.80	224.60	$219.20	4.9%	--	0.92	26

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1280.00	Nov 20	71.25	74.20	$72.72	4.1%	--	0.52	136
$1200.00	Nov 20	36.55	38.50	$37.53	5.2%	5	0.33	164
$1230.00	Nov 20	48.05	50.75	$49.40	5.5%	1	0.40	27
$1380.00	Nov 20	135.65	144.25	$139.95	6.1%	--	0.74	17
$1360.00	Nov 20	120.65	128.65	$124.65	6.4%	--	0.70	42

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.10, cheapest $0.10)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1500.00	Oct 23	0.09	0.10	$0.10	10.0%	113	0.00	405

PUTS (0)

No puts meet the criteria

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	259.80	$252.05	6.1%	--	1.00	48
$1020.00	Oct 16	234.00	247.85	$240.93	5.7%	--	1.00	46
$1030.00	Oct 16	224.45	240.00	$232.23	6.7%	2	1.00	56
$1035.00	Oct 16	219.55	234.70	$227.13	6.7%	2	1.00	45
$1050.00	Oct 16	204.00	216.90	$210.45	6.1%	3	1.00	91

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	133.95	143.95	$138.95	7.2%	7	1.00	--
$1340.00	Oct 23	77.30	87.50	$82.40	12.4%	2	0.88	--
$1420.00	Oct 30	159.40	172.30	$165.85	7.8%	4	0.87	--
$1460.00	Nov 20	199.80	213.90	$206.85	6.8%	--	0.86	26
$1440.00	Nov 20	182.25	196.45	$189.35	7.5%	--	0.84	21

Most actively traded options today. High liquidity = easy entry/exit. 467 active (total vol 14.2K, top 1.2K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Oct 16	18.35	21.35	$19.85	15.1%	1.2K	0.64	1.3K
$1300.00	Oct 16	1.65	1.95	$1.80	16.7%	1.2K	0.12	1.4K
$1360.00	Oct 23	2.02	2.77	$2.40	31.2%	857	0.08	16
$1280.00	Oct 16	4.75	5.90	$5.33	21.6%	729	0.28	706
$1260.00	Oct 16	12.85	13.45	$13.15	4.6%	522	0.52	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 30	5.60	9.60	$7.60	52.6%	496	0.10	173
$1205.00	Oct 16	0.67	1.30	$0.99	63.6%	254	0.06	100
$1210.00	Oct 16	0.67	1.56	$1.12	79.5%	217	0.07	52
$1200.00	Oct 16	0.50	0.66	$0.58	27.6%	199	0.04	683
$1100.00	Nov 20	12.60	13.90	$13.25	9.8%	160	0.14	419

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 12.9%, max 23.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1240.00	Oct 16	Nov 27	46.1%	37.5%	23.1%	285	1.0K
$1230.00	Oct 16	Nov 27	45.5%	37.5%	21.5%	138	330
$1250.00	Oct 16	Nov 27	45.7%	38.0%	20.1%	1.2K	1.3K
$1260.00	Oct 16	Nov 27	42.2%	37.4%	12.8%	523	1.2K
$1275.00	Oct 16	Nov 27	43.9%	41.0%	7.0%	142	203

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1320.00	Oct 30	Nov 20	51.7%	41.9%	23.2%	16	20
$1380.00	Oct 30	Nov 20	49.9%	41.2%	21.3%	12	18
$1250.00	Oct 16	Nov 27	45.2%	37.9%	19.1%	24	19
$1240.00	Oct 16	Nov 20	46.1%	40.0%	15.3%	104	185
$1230.00	Oct 16	Nov 20	45.2%	40.1%	12.7%	58	35

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 420 found (best R:R 2.38, avg 5.94)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1130.00	$1135.00	Oct 16	$1.48	$3.52	$1.48	94%	2.38	$1131.48
$1140.00	$1145.00	Nov 6	$1.63	$3.37	$1.63	81%	2.07	$1141.63
$1170.00	$1175.00	Nov 6	$1.35	$3.65	$1.35	75%	2.70	$1171.35
$1175.00	$1180.00	Nov 13	$1.30	$3.70	$1.30	73%	2.85	$1176.30
$1190.00	$1200.00	Nov 20	$4.53	$5.47	$4.53	69%	1.21	$1194.53

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1230.00	$1220.00	Nov 13	$1.73	$8.27	$1.73	40%	4.78	$1228.27
$1265.00	$1250.00	Nov 27	$5.28	$9.72	$5.28	49%	1.84	$1259.72
$1360.00	$1340.00	Nov 20	$12.00	$8.00	$12.00	70%	0.67	$1348.00
$1230.00	$1220.00	Nov 20	$2.18	$7.82	$2.18	40%	3.59	$1227.82
$1330.00	$1325.00	Oct 30	$1.92	$3.08	$1.92	68%	1.60	$1328.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 334 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	$2.39	$2.39	$17.61	95%	0.14	$1482.39
$1265.00	$1270.00	Nov 6	$4.16	$4.16	$0.84	49%	4.95	$1269.16
$1265.00	$1270.00	Oct 30	$4.10	$4.10	$0.90	49%	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	$4.20	$4.20	$0.80	64%	5.25	$1215.80
$1220.00	$1210.00	Nov 20	$6.07	$6.07	$3.93	62%	1.54	$1213.93
$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	65%	3.76	$1206.05
$1195.00	$1190.00	Nov 13	$3.72	$3.72	$1.28	68%	2.91	$1191.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $15.60, cheapest $13.65)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1250.00	Oct 16	Oct 23	$13.65	45.7%	35.2%
$1255.00	Oct 16	Oct 23	$14.90	45.0%	34.7%
$1245.00	Oct 16	Oct 23	$11.77	44.3%	35.1%
$1275.00	Oct 16	Oct 23	$13.35	43.9%	35.2%
$1265.00	Oct 16	Oct 23	$14.28	43.9%	36.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1250.00	Oct 16	Oct 23	$12.75	45.2%	35.2%
$1320.00	Oct 30	Nov 20	$10.57	51.7%	41.9%
$1255.00	Oct 16	Oct 23	$13.03	44.5%	34.9%
$1245.00	Oct 16	Oct 23	$12.65	44.3%	35.1%
$1260.00	Oct 16	Oct 23	$13.58	42.8%	34.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 170 found (cheapest 1.98% of stock, avg 8.54%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1260.00	Oct 16	$13.15	$11.77	$24.92	$1235.08	$1284.92	1.98%
$1265.00	Oct 16	$11.10	$14.40	$25.50	$1239.50	$1290.50	2.02%
$1255.00	Oct 16	$15.63	$10.15	$25.78	$1229.22	$1280.78	2.04%
$1270.00	Oct 16	$8.65	$17.02	$25.67	$1244.33	$1295.67	2.04%
$1275.00	Oct 16	$7.20	$19.60	$26.80	$1248.20	$1301.80	2.12%
$1250.00	Oct 16	$19.85	$8.35	$28.20	$1221.80	$1278.20	2.24%
$1280.00	Oct 16	$5.33	$23.40	$28.73	$1251.27	$1308.73	2.28%
$1245.00	Oct 16	$23.33	$6.40	$29.73	$1215.27	$1274.73	2.36%
$1240.00	Oct 16	$27.05	$5.40	$32.45	$1207.55	$1272.45	2.57%
$1235.00	Oct 16	$30.98	$3.60	$34.58	$1200.42	$1269.58	2.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.76% of stock, avg 6.42%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1285.00	$1240.00	Oct 16	$4.15	$5.40	$9.55	$1230.45	$1294.55
$1280.00	$1240.00	Oct 16	$5.33	$5.40	$10.73	$1229.27	$1290.73
$1285.00	$1245.00	Oct 16	$4.15	$6.40	$10.55	$1234.45	$1295.55
$1280.00	$1245.00	Oct 16	$5.33	$6.40	$11.73	$1233.27	$1291.73
$1275.00	$1240.00	Oct 16	$7.20	$5.40	$12.60	$1227.40	$1287.60
$1275.00	$1245.00	Oct 16	$7.20	$6.40	$13.60	$1231.40	$1288.60
$1285.00	$1250.00	Oct 16	$4.15	$8.35	$12.50	$1237.50	$1297.50
$1280.00	$1250.00	Oct 16	$5.33	$8.35	$13.68	$1236.32	$1293.68
$1275.00	$1250.00	Oct 16	$7.20	$8.35	$15.55	$1234.45	$1290.55
$1270.00	$1240.00	Oct 16	$8.65	$5.40	$14.05	$1225.95	$1284.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 190 found (best R:R 0.31, avg credit $3.67)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1125/1130	1480/1500	Oct 16	$4.75	$15.25	89%	0.31	$1125.25	$1484.75
1090/1095	1300/1305	Oct 23	$4.05	$0.95	66%	4.26	$1090.95	$1304.05
1125/1130	1275/1280	Oct 16	$4.23	$0.77	60%	5.49	$1125.77	$1279.23
1055/1060	1300/1305	Oct 23	$3.88	$1.12	67%	3.46	$1056.12	$1303.88
1090/1095	1290/1295	Oct 23	$4.00	$1.00	61%	4.00	$1091.00	$1294.00
1080/1085	1300/1305	Oct 23	$3.59	$1.41	66%	2.55	$1081.41	$1303.59
1100/1105	1300/1305	Oct 23	$3.61	$1.39	66%	2.60	$1101.39	$1303.61
1055/1060	1290/1295	Oct 23	$3.83	$1.17	61%	3.27	$1056.17	$1293.83
1125/1130	1280/1285	Oct 16	$3.54	$1.46	66%	2.42	$1126.46	$1283.54
1090/1095	1310/1315	Oct 23	$3.26	$1.74	71%	1.87	$1091.74	$1313.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 265 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
$1300.00	$1320.00	$1340.00	Nov 20	$0.40	$19.60	9%	49.00
$1360.00	$1380.00	$1400.00	Nov 13	$0.28	$19.72	8%	70.43
$1420.00	$1460.00	$1500.00	Nov 13	$1.57	$38.43	10%	24.48
$1340.00	$1360.00	$1380.00	Nov 20	$0.39	$19.61	8%	50.28

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1220.00	$1225.00	$1230.00	Oct 16	$0.07	$4.93	6%	70.43
$1250.00	$1255.00	$1260.00	Oct 23	$0.09	$4.91	6%	54.56
$1060.00	$1070.00	$1080.00	Nov 20	$0.11	$9.89	2%	89.91
$1070.00	$1080.00	$1090.00	Nov 20	$0.12	$9.88	2%	82.33
$1170.00	$1175.00	$1180.00	Oct 30	$0.07	$4.93	2%	70.43

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 $-4.53, 157 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1340.00	$1380.00	1:2	Nov 6	-$7.82	$32.18
$1460.00	$1500.00	1:2	Nov 13	-$1.72	$38.28
$1420.00	$1460.00	1:2	Nov 13	-$3.68	$36.32
$1360.00	$1380.00	1:2	Oct 23	-$0.66	$19.34
$1380.00	$1400.00	1:2	Oct 23	-$0.51	$19.49

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1325.00	$1280.00	1:2	Oct 23	-$4.53	$40.47
$1205.00	$1200.00	1:2	Oct 16	-$0.17	$4.83
$1065.00	$1060.00	1:2	Oct 16	-$0.01	$4.99
$1120.00	$1115.00	1:2	Oct 16	-$0.02	$4.98
$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. 103 found (best yield 4.55%, avg 1.95%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1280.00	Nov 27	$57.35	0.48	1.5%	4.55%	6.03%	3	16
$1290.00	Nov 27	$52.75	0.45	2.3%	4.18%	6.46%	3	5
$1300.00	Nov 20	$47.90	0.43	3.1%	3.80%	6.87%	108	1.6K
$1275.00	Nov 27	$57.95	0.49	1.1%	4.59%	5.68%	1	5
$1280.00	Nov 20	$54.70	0.48	1.5%	4.34%	5.82%	12	508
$1320.00	Nov 20	$40.20	0.39	4.7%	3.19%	7.84%	14	948
$1300.00	Nov 27	$45.95	0.43	3.1%	3.64%	6.71%	--	25
$1270.00	Nov 20	$56.45	0.50	0.7%	4.48%	5.17%	23	206
$1340.00	Nov 27	$32.35	0.35	6.2%	2.56%	8.81%	4	33
$1315.00	Nov 27	$38.05	0.40	4.3%	3.02%	7.28%	6	5

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 11,804

Total Puts 6,410

Put/Call Ratio 0.54

Net Difference 5,394

Prior's Put/Call Breakdown

Total Calls 15,681

Total Puts 10,129

Put/Call Ratio 0.65

Net Difference 5,552

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