LLY - Options Database

LLY

ELI LILLY AND CO

$1175.41 +2.49%

$1167.30 (-0.69%)🌙

as of 07/21 06:45 PM

(7/20 18:45) ◀

Tuesday, July 21, 2026 (6:45pm)

▶ (7/22 19:54)

◀ 7/21 18:45 ▶

Option Volume

Detail

ℹ

Current (07/21) 39,061

Calls: 13,831 (35%)

Puts: 25,230 (65%)

Prior (07/20) 47,189

Calls: 16,471 (35%)

Puts: 30,718 (65%)

Current vs Prior -17.22%

Calls: -16.03% (Calls)

Puts: -17.87% (Puts)

Prior 7-Day Total 354,517

Calls: 150,238 (42%)

Puts: 204,279 (58%)

Prior 7-Day Average 50,645

Calls: 21,462 (42%)

Puts: 29,182 (58%)

Current vs Prior 7-Day Avg -22.87%

Calls: -35.56%

Puts: -13.54%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/21) $63.81M

Calls: $44.04M (69%)

Puts: $19.77M (31%)

Prior (07/20) $75.14M

Calls: $36.08M (48%)

Puts: $39.05M (52%)

Current vs Prior -15.07%

Calls: +22.05%

Puts: -49.37%

Prior 7-Day Total $506.46M

Calls: $281.51M (56%)

Puts: $224.95M (44%)

Prior 7-Day Average $72.35M

Calls: $40.22M (56%)

Puts: $32.14M (44%)

Current vs Prior 7-Day Avg -11.81%

Calls: +9.50%

Puts: -38.47%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/21) 1.82

Prior (07/20) 1.86

Current vs Prior -2.19%

Prior 7-Day Average 1.47

Current vs Prior 7-Day Avg +23.96%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/21) 158,681

Calls: 78,046 (49%)

Puts: 80,635 (51%)

Prior (07/20) 165,116

Calls: 76,952 (47%)

Puts: 88,164 (53%)

Current vs Prior -3.90%

Prior 7-Day Total 1,256,391

Calls: 627,018 (50%)

Puts: 629,373 (50%)

Prior 7-Day Average 179,484

Calls: 89,574 (50%)

Puts: 89,910 (50%)

Current vs Prior 7-Day Avg -11.59%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)

Current 2.95% | 4.66%10.52% | 13.26%

Prior 3.25% | 5.06%10.87% | 13.77%

Current vs Prior -9.43% | -7.84%-3.23% | -3.72%

Prior 7-Day Avg 3.08% | 5.10%3.70% | 11.75%

Current vs 7-Day Avg -4.28% | -8.60%+184.25% | +12.82%

Prior 7-Day Eod 3.25% | 5.06%10.87% | 13.77%

Current vs 7-Day Eod -9.43% | -7.84%-3.23% | -3.72%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 24.68% | 21.27%

Calls: 21.94% | 19.87%

Puts: 27.42% | 22.66%

Prior 24.68% | 21.27%

Calls: 21.94% | 19.87%

Puts: 27.42% | 22.66%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 24.68% | 21.27%

Calls: 21.94% | 19.87%

Puts: 27.42% | 22.66%

Current vs 7-Day Avg +0.00% | +0.00%

Liquidity Expensive

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Moderately bullish flow with 69% call dollar volume ($44.04M). Extreme bearish P/C ratio of 1.82 - heavy put buying.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BEARISH

7-Day Avg BULLISH

Current BEARISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BEARISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg 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

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Tightest Spreads

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Best Value <$1

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High Delta

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 75 of results (avg 8.0%, best 3.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Jul 24	6.50	6.70	$6.60	3.0%	2.0K	0.27	881
$1250.00	Jul 31	4.80	5.00	$4.90	4.1%	214	0.14	270
$960.00	Aug 21	214.30	225.65	$219.98	5.2%	4	0.92	130
$945.00	Jul 24	222.20	234.95	$228.58	5.6%	1	1.00	--
$1020.00	Aug 21	161.85	171.50	$166.68	5.8%	6	0.86	137

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1180.00	Aug 21	61.00	64.25	$62.63	5.2%	15	0.49	103
$1360.00	Aug 21	191.45	202.00	$196.73	5.4%	2	0.85	19
$1175.00	Aug 21	57.95	61.45	$59.70	5.9%	13	0.48	21
$1190.00	Aug 21	65.00	69.55	$67.28	6.8%	7	0.52	60
$1280.00	Aug 21	125.10	134.65	$129.88	7.4%	2	0.72	9

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. 149 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$945.00	Jul 24	222.20	234.95	$228.58	5.6%	1	1.00	--
$1025.00	Jul 24	143.00	154.55	$148.78	7.8%	1	1.00	--
$1030.00	Jul 24	138.00	148.85	$143.43	7.6%	1	1.00	3
$1040.00	Jul 24	128.00	140.00	$134.00	9.0%	2	1.00	11
$1060.00	Jul 24	108.00	119.55	$113.78	10.2%	3	1.00	33

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Jul 24	120.60	133.00	$126.80	9.8%	1	0.99	--
$1232.50	Jul 24	56.00	63.00	$59.50	11.8%	1	0.92	--
$1220.00	Jul 24	45.25	51.95	$48.60	13.8%	2	0.86	--
$1250.00	Jul 31	77.00	84.00	$80.50	8.7%	1	0.85	11
$1360.00	Aug 21	191.45	202.00	$196.73	5.4%	2	0.85	19

Most actively traded options today. High liquidity = easy entry/exit. 483 active (total vol 14.5K, top 2.0K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Jul 24	6.50	6.70	$6.60	3.0%	2.0K	0.27	881
$1250.00	Jul 24	0.70	0.94	$0.82	29.3%	394	0.05	614
$1220.00	Jul 24	2.50	3.15	$2.83	23.0%	375	0.14	260
$1180.00	Jul 24	12.00	14.00	$13.00	15.4%	243	0.45	163
$1250.00	Jul 31	4.80	5.00	$4.90	4.1%	214	0.14	270

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Jul 24	0.60	1.19	$0.90	65.6%	348	0.05	538
$1095.00	Jul 31	2.99	5.40	$4.20	57.4%	228	0.12	174
$1140.00	Jul 24	3.55	6.50	$5.03	58.6%	211	0.21	650
$1075.00	Jul 24	0.26	0.58	$0.42	76.2%	181	0.02	103
$1145.00	Jul 24	4.55	9.10	$6.82	66.7%	176	0.25	201

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 29.3%, max 108.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1330.00	Jul 24	Jul 31	80.3%	39.3%	104.4%	27	19
$1380.00	Jul 24	Aug 21	74.1%	46.2%	60.5%	26	585
$1400.00	Jul 24	Aug 21	69.1%	44.2%	56.4%	143	2.4K
$1360.00	Jul 24	Aug 28	65.2%	44.2%	47.5%	19	62
$1340.00	Jul 24	Aug 21	65.1%	44.9%	44.8%	39	3.2K

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$950.00	Jul 24	Aug 28	97.1%	46.5%	108.8%	8	15
$975.00	Jul 24	Aug 28	93.7%	47.0%	99.4%	3	--
$945.00	Jul 24	Aug 7	98.8%	58.8%	68.0%	3	14
$960.00	Jul 24	Aug 21	82.3%	49.1%	67.6%	120	69
$965.00	Jul 24	Aug 14	84.4%	51.0%	65.6%	45	42

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 320 found (best R:R 132.33, avg 6.72)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1340.00	$1360.00	Jul 24	$0.15	$19.85	$0.15	132.33	$1340.15
$1350.00	$1360.00	Jul 31	$0.11	$9.89	$0.11	89.91	$1350.11
$1380.00	$1395.00	Jul 24	$0.17	$14.83	$0.17	87.24	$1380.17
$1330.00	$1340.00	Jul 31	$0.13	$9.87	$0.13	75.92	$1330.13
$1320.00	$1330.00	Jul 31	$0.24	$9.76	$0.24	40.67	$1320.24

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$975.00	$950.00	Aug 7	$0.27	$24.73	$0.27	91.59	$974.73
$1025.00	$1020.00	Jul 24	$0.10	$4.90	$0.10	49.00	$1024.90
$1025.00	$1010.00	Jul 31	$0.30	$14.70	$0.30	49.00	$1024.70
$1110.00	$1105.00	Jul 24	$0.11	$4.89	$0.11	44.45	$1109.89
$1095.00	$1090.00	Jul 24	$0.12	$4.88	$0.12	40.67	$1094.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 397 found (best R:R 399.00, avg 3.65)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$945.00	$1025.00	Jul 24	$79.80	$79.80	$0.20	399.00	$1024.80
$1045.00	$1060.00	Jul 31	$14.75	$14.75	$0.25	59.00	$1059.75
$1000.00	$1035.00	Jul 31	$34.28	$34.28	$0.72	47.61	$1034.28
$1035.00	$1045.00	Jul 31	$9.75	$9.75	$0.25	39.00	$1044.75
$1010.00	$1020.00	Aug 21	$9.65	$9.65	$0.35	27.57	$1019.65

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1300.00	$1232.50	Jul 24	$67.30	$67.30	$0.20	336.50	$1232.70
$1250.00	$1245.00	Jul 31	$4.70	$4.70	$0.30	15.67	$1245.30
$1215.00	$1210.00	Jul 24	$4.50	$4.50	$0.50	9.00	$1210.50
$1245.00	$1235.00	Jul 31	$8.80	$8.80	$1.20	7.33	$1236.20
$1232.50	$1220.00	Jul 24	$10.90	$10.90	$1.60	6.81	$1221.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 110 found (avg debit $7.22, cheapest $0.40)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1360.00	Jul 24	Jul 31	$0.40	65.2%	42.1%
$1340.00	Jul 24	Jul 31	$0.41	65.1%	40.1%
$1295.00	Jul 24	Jul 31	$0.59	61.6%	36.4%
$1400.00	Jul 24	Jul 31	$0.95	69.1%	53.8%
$1300.00	Jul 24	Jul 31	$1.13	43.2%	35.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$975.00	Jul 24	Jul 31	$0.45	93.7%	56.6%
$1010.00	Jul 24	Jul 31	$0.90	63.2%	48.3%
$1035.00	Jul 24	Jul 31	$0.97	59.1%	42.7%
$1000.00	Jul 24	Jul 31	$1.08	66.5%	52.4%
$1030.00	Jul 24	Jul 31	$1.09	60.9%	44.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 133 found (cheapest 2.65% of stock, avg 8.72%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1170.00	Jul 24	$17.52	$13.65	$31.17	$1138.83	$1201.17	2.65%
$1180.00	Jul 24	$13.00	$18.98	$31.98	$1148.02	$1211.98	2.72%
$1175.00	Jul 24	$15.65	$16.68	$32.33	$1142.67	$1207.33	2.75%
$1185.00	Jul 24	$11.18	$21.33	$32.51	$1152.49	$1217.51	2.77%
$1165.00	Jul 24	$20.33	$12.77	$33.10	$1131.90	$1198.10	2.82%
$1190.00	Jul 24	$8.63	$24.75	$33.38	$1156.62	$1223.38	2.84%
$1160.00	Jul 24	$23.70	$10.00	$33.70	$1126.30	$1193.70	2.87%
$1195.00	Jul 24	$8.40	$27.35	$35.75	$1159.25	$1230.75	3.04%
$1155.00	Jul 24	$27.28	$8.70	$35.98	$1119.02	$1190.98	3.06%
$1150.00	Jul 24	$30.98	$6.65	$37.63	$1112.37	$1187.63	3.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.28% of stock, avg 6.34%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1195.00	$1150.00	Jul 24	$8.40	$6.65	$15.05	$1134.95	$1210.05
$1190.00	$1150.00	Jul 24	$8.63	$6.65	$15.28	$1134.72	$1205.28
$1195.00	$1155.00	Jul 24	$8.40	$8.70	$17.10	$1137.90	$1212.10
$1190.00	$1155.00	Jul 24	$8.63	$8.70	$17.33	$1137.67	$1207.33
$1185.00	$1150.00	Jul 24	$11.18	$6.65	$17.83	$1132.17	$1202.83
$1195.00	$1160.00	Jul 24	$8.40	$10.00	$18.40	$1141.60	$1213.40
$1190.00	$1160.00	Jul 24	$8.63	$10.00	$18.63	$1141.37	$1208.63
$1180.00	$1150.00	Jul 24	$13.00	$6.65	$19.65	$1130.35	$1199.65
$1185.00	$1155.00	Jul 24	$11.18	$8.70	$19.88	$1135.12	$1204.88
$1185.00	$1160.00	Jul 24	$11.18	$10.00	$21.18	$1138.82	$1206.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 319 found (best R:R 89.91, avg credit $9.96)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
980/990	1000/1010	Aug 21	$9.89	$0.11	89.91	$980.11	$1009.89
980/985	1080/1090	Jul 31	$9.88	$0.12	82.33	$975.12	$1089.88
1010/1020	1030/1040	Aug 21	$9.85	$0.15	65.67	$1010.15	$1039.85
970/975	1030/1040	Jul 24	$9.78	$0.22	44.45	$965.22	$1039.78
980/985	1100/1105	Jul 31	$4.88	$0.12	40.67	$980.12	$1104.88
1020/1030	1040/1050	Aug 21	$9.75	$0.25	39.00	$1020.25	$1049.75
1060/1065	1085/1090	Jul 24	$4.87	$0.13	37.46	$1060.13	$1089.87
1010/1020	1040/1050	Aug 21	$9.72	$0.28	34.71	$1010.28	$1049.72
945/950	1045/1055	Aug 7	$9.71	$0.29	33.48	$940.29	$1054.71
1065/1070	1090/1100	Jul 31	$9.64	$0.36	26.78	$1060.36	$1099.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 156 found (best R:R 221.22, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1340.00	$1360.00	$1380.00	Aug 21	$0.09	$19.91	221.22
$1330.00	$1340.00	$1350.00	Jul 31	$0.08	$9.92	124.00
$1260.00	$1270.00	$1280.00	Aug 21	$0.08	$9.92	124.00
$1340.00	$1360.00	$1380.00	Jul 24	$0.21	$19.79	94.24
$1320.00	$1330.00	$1340.00	Jul 31	$0.11	$9.89	89.91

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1140.00	$1150.00	$1160.00	Aug 28	$0.10	$9.90	99.00
$1115.00	$1120.00	$1125.00	Aug 21	$0.06	$4.94	82.33
$1075.00	$1080.00	$1085.00	Jul 24	$0.07	$4.93	70.43
$1120.00	$1125.00	$1130.00	Jul 31	$0.07	$4.93	70.43
$1110.00	$1115.00	$1120.00	Aug 28	$0.07	$4.93	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. 154 found (best net $-3.03, 144 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1300.00	$1360.00	1:2	Aug 28	-$3.03	$56.97
$1360.00	$1400.00	1:2	Jul 31	-$1.46	$38.54
$1200.00	$1250.00	1:2	Aug 28	-$21.16	$28.84
$1360.00	$1380.00	1:2	Jul 24	-$0.26	$19.74
$1380.00	$1400.00	1:2	Aug 7	-$3.12	$16.88

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1280.00	$1210.00	1:2	Aug 21	-$30.92	$39.08
$1275.00	$1205.00	1:2	Aug 28	-$33.12	$36.88
$1000.00	$965.00	1:2	Aug 14	-$1.37	$33.63
$1060.00	$1020.00	1:2	Aug 28	-$6.47	$33.53
$1000.00	$975.00	1:2	Jul 24	-$0.77	$24.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 121 found (best yield 5.10%, avg 1.51%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1180.00	Aug 28	$60.00	0.51	0.4%	5.10%	5.50%	4	8
$1180.00	Aug 21	$55.00	0.51	0.4%	4.68%	5.07%	15	401
$1190.00	Aug 28	$55.00	0.49	1.2%	4.68%	5.92%	2	25
$1200.00	Aug 28	$51.00	0.46	2.1%	4.34%	6.43%	3	7
$1190.00	Aug 21	$50.00	0.48	1.2%	4.25%	5.50%	8	--
$1200.00	Aug 21	$46.45	0.46	2.1%	3.95%	6.04%	57	2.3K
$1180.00	Aug 7	$45.00	0.50	0.4%	3.83%	4.22%	1	34
$1190.00	Aug 14	$45.05	0.47	1.2%	3.83%	5.07%	10	--
$1205.00	Aug 21	$44.00	0.44	2.5%	3.74%	6.26%	1	33
$1195.00	Aug 14	$43.00	0.46	1.7%	3.66%	5.32%	2	27

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 13,831

Total Puts 25,230

Put/Call Ratio 1.82

Net Difference -11,399

Prior's Put/Call Breakdown

Total Calls 16,471

Total Puts 30,718

Put/Call Ratio 1.86

Net Difference -14,247

Prior 7-Day Put/Call Summary

Total Calls 150,238

Total Puts 204,279

Average Put/Call Ratio 1.47

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

🤖 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

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