LLY - Options Database

LLY

ELI LILLY AND CO

$1261.52 +4.37%

(10/15 10:30) ◀

Thursday, October 15, 2026 (10:35am)

▶ (10/16 23:04)

◀ 10/15 10:35 ▶

Option Volume

Detail

ℹ

Current (10/15 10:35am) 22,220

Calls: 14,657 (66%)

Puts: 7,563 (34%)

Prior (08/05) 28,392

Calls: 17,459 (61%)

Puts: 10,933 (39%)

Current vs Prior -21.74%

Calls: -16.05% (Calls)

Puts: -30.82% (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 -58.19%

Calls: -52.62%

Puts: -65.95%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/15 10:35am) $60.62M

Calls: $50.15M (83%)

Puts: $10.47M (17%)

Prior (08/05) $61.60M

Calls: $45.93M (75%)

Puts: $15.67M (25%)

Current vs Prior -1.58%

Calls: +9.19%

Puts: -33.16%

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 -52.62%

Calls: -45.21%

Puts: -71.24%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/15 10:35am) 0.52

Prior (08/05) 0.63

Current vs Prior -17.60%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg -35.38%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/15 10:35am) 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 2.15% | 4.37%2.15% | 10.77%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior -12.65% | -2.60%-12.65% | -0.39%

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

Current vs 7-Day Avg -32.80% | -12.21%-60.98% | +0.99%

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

Current vs 7-Day Eod -12.65% | -2.60%-13.06% | -2.26%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 28.25% | 12.96%

Calls: 29.77% | 12.21%

Puts: 26.73% | 13.72%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior +11.00% | -16.28%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg +14.62% | -38.20%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($50.15M) vs puts ($10.47M). Bullish P/C ratio of 0.52.

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
10:35	BULLISH	BULLISH	BULLISH
10:30	BULLISH	BULLISH	BULLISH
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 135 of results (avg 7.7%, best 3.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1070.00	Oct 16	186.95	195.50	$191.23	4.5%	2	1.00	114
$1010.00	Nov 20	253.40	266.00	$259.70	4.9%	--	0.93	11
$1010.00	Oct 16	246.05	258.90	$252.48	5.1%	--	1.00	48
$1240.00	Nov 20	75.95	80.00	$77.97	5.2%	38	0.57	1.0K
$1050.00	Oct 16	206.65	217.75	$212.20	5.2%	3	1.00	91

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1230.00	Nov 20	48.30	50.10	$49.20	3.7%	6	0.40	27
$1270.00	Nov 20	66.40	69.60	$68.00	4.7%	1	0.50	14
$1260.00	Nov 20	61.20	64.40	$62.80	5.1%	2	0.48	71
$1280.00	Nov 20	71.95	75.95	$73.95	5.4%	--	0.52	136
$1200.00	Nov 20	36.50	38.80	$37.65	6.1%	6	0.33	164

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. 269 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1010.00	Oct 16	246.05	258.90	$252.48	5.1%	--	1.00	48
$1020.00	Oct 16	236.15	249.35	$242.75	5.4%	--	1.00	46
$1030.00	Oct 16	224.80	239.20	$232.00	6.2%	2	1.00	56
$1035.00	Oct 16	220.40	233.90	$227.15	5.9%	2	1.00	45
$1040.00	Oct 16	214.75	228.75	$221.75	6.3%	--	1.00	61

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 16	131.05	143.60	$137.32	9.1%	10	1.00	--
$1360.00	Oct 23	93.15	104.55	$98.85	11.5%	2	0.91	--
$1340.00	Oct 23	74.25	88.65	$81.45	17.7%	2	0.87	--
$1420.00	Oct 30	156.95	171.75	$164.35	9.0%	4	0.87	--
$1460.00	Nov 20	198.55	213.25	$205.90	7.1%	--	0.86	26

Most actively traded options today. High liquidity = easy entry/exit. 495 active (total vol 17.8K, top 1.4K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Oct 16	1.41	1.93	$1.67	31.1%	1.4K	0.10	1.4K
$1250.00	Oct 16	17.00	21.40	$19.20	22.9%	1.4K	0.64	1.3K
$1360.00	Oct 23	2.02	2.93	$2.48	36.7%	868	0.08	16
$1280.00	Oct 16	4.30	5.80	$5.05	29.7%	787	0.26	706
$1280.00	Nov 20	56.40	60.30	$58.35	6.7%	708	0.48	508

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 30	5.60	9.40	$7.50	50.7%	499	0.10	173
$1215.00	Oct 16	0.73	1.35	$1.04	59.6%	275	0.08	96
$1205.00	Oct 16	0.32	0.92	$0.62	96.8%	267	0.04	100
$1200.00	Oct 16	0.40	0.65	$0.53	47.2%	239	0.04	683
$1210.00	Oct 16	0.71	1.10	$0.91	42.9%	221	0.06	52

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 9.7%, max 21.0%)

CALLS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1230.00	Oct 16	Nov 27	42.7%	38.5%	10.9%	141	330
$1240.00	Oct 16	Nov 27	42.7%	38.6%	10.8%	289	1.0K
$1250.00	Oct 16	Nov 27	41.3%	39.0%	5.8%	1.4K	1.3K
$1260.00	Oct 16	Nov 27	40.1%	38.2%	4.8%	662	1.2K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Oct 30	Nov 20	50.3%	41.6%	21.0%	12	18
$1320.00	Oct 30	Nov 20	51.2%	42.4%	20.8%	16	20
$1240.00	Oct 16	Nov 20	42.7%	39.8%	7.1%	131	185
$1250.00	Oct 16	Nov 27	41.3%	39.0%	5.8%	36	19
$1230.00	Oct 16	Nov 20	42.7%	40.5%	5.5%	77	35

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 424 found (best R:R 16.86, avg 5.33)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1270.00	$1275.00	Oct 30	$0.28	$4.72	$0.28	50%	16.86	$1270.28
$1180.00	$1190.00	Nov 13	$5.12	$4.88	$5.12	72%	0.95	$1185.12
$1180.00	$1185.00	Oct 30	$1.75	$3.25	$1.75	75%	1.86	$1181.75
$1165.00	$1170.00	Oct 30	$2.02	$2.98	$2.02	78%	1.48	$1167.02
$1175.00	$1180.00	Oct 16	$3.20	$1.80	$3.20	99%	0.56	$1178.20

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1240.00	$1230.00	Nov 6	$2.15	$7.85	$2.15	42%	3.65	$1237.85
$1340.00	$1320.00	Nov 20	$11.32	$8.68	$11.32	66%	0.77	$1328.68
$1250.00	$1245.00	Oct 30	$0.97	$4.03	$0.97	44%	4.15	$1249.03
$1240.00	$1235.00	Oct 30	$1.07	$3.93	$1.07	41%	3.67	$1238.93
$1250.00	$1245.00	Nov 6	$1.25	$3.75	$1.25	44%	3.00	$1248.75

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	$10.80	$10.80	$89.20	80%	0.12	$1410.80
$1480.00	$1500.00	Oct 16	$2.39	$2.39	$17.61	95%	0.14	$1482.39
$1275.00	$1280.00	Oct 30	$4.40	$4.40	$0.60	52%	7.33	$1279.40
$1320.00	$1330.00	Nov 13	$5.10	$5.10	$4.90	62%	1.04	$1325.10
$1265.00	$1270.00	Oct 30	$3.80	$3.80	$1.20	49%	3.17	$1268.80

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1130.00	$1125.00	Oct 16	$2.32	$2.32	$2.68	94%	0.87	$1127.68
$1220.00	$1215.00	Oct 30	$3.65	$3.65	$1.35	64%	2.70	$1216.35
$1060.00	$1055.00	Oct 23	$2.00	$2.00	$3.00	96%	0.67	$1058.00
$1060.00	$1055.00	Nov 13	$2.20	$2.20	$2.80	91%	0.79	$1057.80
$1085.00	$1080.00	Oct 23	$1.79	$1.79	$3.21	95%	0.56	$1083.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $16.39, cheapest $12.23)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1250.00	Oct 16	Oct 23	$13.35	41.3%	34.5%
$1255.00	Oct 16	Oct 23	$14.80	40.1%	34.1%
$1270.00	Oct 16	Oct 23	$14.32	41.6%	35.6%
$1275.00	Oct 16	Oct 23	$13.90	41.3%	35.6%
$1260.00	Oct 16	Oct 23	$14.33	40.1%	34.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1320.00	Oct 30	Nov 20	$12.23	51.2%	42.4%
$1250.00	Oct 16	Oct 23	$13.55	41.3%	34.5%
$1255.00	Oct 16	Oct 23	$13.93	40.1%	34.1%
$1260.00	Oct 16	Oct 23	$13.90	40.1%	34.4%
$1265.00	Oct 16	Oct 23	$13.67	40.6%	35.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 176 found (cheapest 1.94% of stock, avg 8.63%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1260.00	Oct 16	$13.10	$11.38	$24.48	$1235.52	$1284.48	1.94%
$1265.00	Oct 16	$10.40	$14.03	$24.43	$1240.57	$1289.43	1.94%
$1255.00	Oct 16	$15.55	$9.07	$24.62	$1230.38	$1279.62	1.95%
$1270.00	Oct 16	$8.13	$17.10	$25.23	$1244.77	$1295.23	2.00%
$1275.00	Oct 16	$6.55	$19.80	$26.35	$1248.65	$1301.35	2.09%
$1250.00	Oct 16	$19.20	$7.43	$26.63	$1223.37	$1276.63	2.11%
$1245.00	Oct 16	$22.63	$5.53	$28.16	$1216.84	$1273.16	2.23%
$1280.00	Oct 16	$5.05	$23.60	$28.65	$1251.35	$1308.65	2.27%
$1240.00	Oct 16	$25.92	$4.68	$30.60	$1209.40	$1270.60	2.43%
$1235.00	Oct 16	$30.30	$3.45	$33.75	$1201.25	$1268.75	2.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.67% of stock, avg 6.61%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1285.00	$1240.00	Oct 16	$3.83	$4.68	$8.51	$1231.49	$1293.51
$1280.00	$1240.00	Oct 16	$5.05	$4.68	$9.73	$1230.27	$1289.73
$1285.00	$1245.00	Oct 16	$3.83	$5.53	$9.36	$1235.64	$1294.36
$1280.00	$1245.00	Oct 16	$5.05	$5.53	$10.58	$1234.42	$1290.58
$1275.00	$1240.00	Oct 16	$6.55	$4.68	$11.23	$1228.77	$1286.23
$1275.00	$1245.00	Oct 16	$6.55	$5.53	$12.08	$1232.92	$1287.08
$1285.00	$1250.00	Oct 16	$3.83	$7.43	$11.26	$1238.74	$1296.26
$1280.00	$1250.00	Oct 16	$5.05	$7.43	$12.48	$1237.52	$1292.48
$1275.00	$1250.00	Oct 16	$6.55	$7.43	$13.98	$1236.02	$1288.98
$1270.00	$1240.00	Oct 16	$8.13	$4.68	$12.81	$1227.19	$1282.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 180 found (best R:R 0.31, avg credit $3.70)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1125/1130	1480/1500	Oct 16	$4.71	$15.29	89%	0.31	$1125.29	$1484.71
1125/1130	1280/1285	Oct 16	$3.54	$1.46	68%	2.42	$1126.46	$1283.54
1125/1130	1275/1280	Oct 16	$3.82	$1.18	62%	3.24	$1126.18	$1278.82
1055/1060	1290/1295	Oct 23	$3.80	$1.20	61%	3.17	$1056.20	$1293.80
1055/1060	1310/1315	Oct 23	$3.28	$1.72	71%	1.91	$1056.72	$1313.28
1080/1085	1290/1295	Oct 23	$3.59	$1.41	61%	2.55	$1081.41	$1293.59
1055/1060	1295/1300	Oct 23	$3.42	$1.58	64%	2.16	$1056.58	$1298.42
1080/1085	1310/1315	Oct 23	$3.07	$1.93	71%	1.59	$1081.93	$1313.07
1090/1095	1480/1500	Oct 16	$2.97	$17.03	93%	0.17	$1092.03	$1482.97
1100/1105	1290/1295	Oct 23	$3.53	$1.47	60%	2.40	$1101.47	$1293.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 289 found (best R:R 152.85, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Nov 20	$0.13	$19.87	8%	152.85
$1340.00	$1420.00	$1500.00	Nov 27	$10.58	$69.42	25%	6.56
$1420.00	$1460.00	$1500.00	Nov 13	$1.50	$38.50	10%	25.67
$1400.00	$1420.00	$1440.00	Oct 30	$0.10	$19.90	6%	199.00
$1360.00	$1380.00	$1400.00	Nov 20	$0.27	$19.73	8%	73.07

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Nov 20	$0.17	$19.83	8%	116.65
$1360.00	$1380.00	$1400.00	Nov 20	$0.44	$19.56	8%	44.45
$1220.00	$1230.00	$1240.00	Nov 20	$0.13	$9.87	5%	75.92
$1220.00	$1225.00	$1230.00	Oct 16	$0.07	$4.93	6%	70.43
$1235.00	$1240.00	$1245.00	Oct 23	$0.07	$4.93	6%	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. 189 found (best net $-3.25, 159 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1460.00	$1500.00	1:2	Nov 13	-$1.35	$38.65
$1420.00	$1460.00	1:2	Nov 13	-$3.60	$36.40
$1340.00	$1380.00	1:2	Nov 6	-$8.81	$31.19
$1360.00	$1380.00	1:2	Oct 23	-$0.30	$19.70
$1380.00	$1400.00	1:2	Oct 23	-$0.55	$19.45

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1325.00	$1280.00	1:2	Oct 23	-$3.25	$41.75
$1157.50	$1155.00	1:2	Oct 16	-$0.02	$2.48
$1095.00	$1090.00	1:2	Oct 23	-$0.04	$4.96
$1040.00	$1035.00	1:2	Oct 16	-$0.01	$4.99
$1090.00	$1085.00	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. 103 found (best yield 4.56%, avg 2.07%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1280.00	Nov 27	$57.50	0.48	1.5%	4.56%	6.02%	3	16
$1275.00	Nov 27	$59.30	0.50	1.1%	4.70%	5.77%	1	5
$1290.00	Nov 27	$52.75	0.46	2.3%	4.18%	6.44%	3	5
$1280.00	Nov 20	$56.40	0.48	1.5%	4.47%	5.94%	708	508
$1315.00	Nov 27	$43.30	0.41	4.2%	3.43%	7.67%	6	5
$1300.00	Nov 27	$48.05	0.44	3.0%	3.81%	6.86%	--	25
$1270.00	Nov 20	$59.75	0.50	0.7%	4.74%	5.41%	23	206
$1300.00	Nov 20	$47.50	0.43	3.0%	3.77%	6.82%	109	1.6K
$1320.00	Nov 27	$40.35	0.40	4.6%	3.20%	7.83%	--	16
$1320.00	Nov 20	$40.65	0.39	4.6%	3.22%	7.86%	14	948

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 14,657

Total Puts 7,563

Put/Call Ratio 0.52

Net Difference 7,094

Prior's Put/Call Breakdown

Total Calls 17,459

Total Puts 10,933

Put/Call Ratio 0.63

Net Difference 6,526

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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