LLY - Options Database

LLY

ELI LILLY AND CO

$1163.01 -1.05%

$1163.14 (+0.01%)🌙

as of 07/22 07:54 PM

(7/21 18:45) ◀

Wednesday, July 22, 2026 (7:54pm)

▶ (7/23 18:47)

◀ 7/22 19:54 ▶

Option Volume

Detail

ℹ

Current (07/22) 38,345

Calls: 10,520 (27%)

Puts: 27,825 (73%)

Prior (07/21) 39,061

Calls: 13,831 (35%)

Puts: 25,230 (65%)

Current vs Prior -1.83%

Calls: -23.94% (Calls)

Puts: +10.29% (Puts)

Prior 7-Day Total 345,066

Calls: 137,542 (40%)

Puts: 207,524 (60%)

Prior 7-Day Average 49,295

Calls: 19,648 (40%)

Puts: 29,646 (60%)

Current vs Prior 7-Day Avg -22.21%

Calls: -46.46%

Puts: -6.14%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/22) $47.08M

Calls: $25.15M (53%)

Puts: $21.94M (47%)

Prior (07/21) $63.81M

Calls: $44.04M (69%)

Puts: $19.77M (31%)

Current vs Prior -26.21%

Calls: -42.90%

Puts: +10.94%

Prior 7-Day Total $506.02M

Calls: $281.75M (56%)

Puts: $224.27M (44%)

Prior 7-Day Average $72.29M

Calls: $40.25M (56%)

Puts: $32.04M (44%)

Current vs Prior 7-Day Avg -34.87%

Calls: -37.52%

Puts: -31.54%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/22) 2.65

Prior (07/21) 1.82

Current vs Prior +45.00%

Prior 7-Day Average 1.61

Current vs Prior 7-Day Avg +63.90%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/22) 167,502

Calls: 72,711 (43%)

Puts: 94,791 (57%)

Prior (07/21) 158,681

Calls: 78,046 (49%)

Puts: 80,635 (51%)

Current vs Prior +5.56%

Prior 7-Day Total 1,233,311

Calls: 606,293 (49%)

Puts: 627,018 (51%)

Prior 7-Day Average 176,187

Calls: 86,613 (49%)

Puts: 89,574 (51%)

Current vs Prior 7-Day Avg -4.93%

Sentiment BULLISH

Expected Move

Detail

ℹ

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

Current 2.43% | 4.41%10.40% | 13.34%

Prior 2.95% | 4.66%10.52% | 13.26%

Current vs Prior -17.38% | -5.42%-1.08% | +0.66%

Prior 7-Day Avg 3.00% | 5.03%4.70% | 12.02%

Current vs 7-Day Avg -18.78% | -12.26%+121.30% | +11.06%

Prior 7-Day Eod 2.95% | 4.66%10.52% | 13.26%

Current vs 7-Day Eod -17.38% | -5.42%-1.08% | +0.66%

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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Extreme bearish P/C ratio of 2.65 - heavy put buying. P/C ratio rising 45% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BEARISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BEARISH

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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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 36 of results (avg 8.1%, best 5.5%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Aug 14	166.30	175.80	$171.05	5.6%	1	0.90	24
$980.00	Aug 21	186.00	196.80	$191.40	5.6%	2	0.90	309
$1070.00	Jul 31	93.00	98.55	$95.78	5.8%	52	0.94	11
$1065.00	Jul 31	97.75	104.10	$100.93	6.3%	50	0.95	15
$1020.00	Aug 14	148.45	158.30	$153.38	6.4%	1	0.88	1

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1175.00	Aug 14	58.60	62.25	$60.43	6.0%	1	0.51	33
$1230.00	Aug 21	94.00	102.00	$98.00	8.2%	3	0.65	--
$1235.00	Aug 7	89.60	98.00	$93.80	9.0%	2	0.69	4
$1060.00	Aug 21	19.60	21.50	$20.55	9.2%	17	0.22	265
$1210.00	Aug 21	81.00	89.00	$85.00	9.4%	2	0.60	47

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. 108 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1045.00	Jul 24	112.00	123.30	$117.65	9.6%	10	0.99	9
$1000.00	Jul 24	157.00	169.20	$163.10	7.5%	2	0.99	8
$980.00	Jul 24	177.00	188.90	$182.95	6.5%	2	0.99	1
$1010.00	Jul 24	147.00	158.55	$152.78	7.6%	1	0.99	4
$1020.00	Jul 24	137.00	149.40	$143.20	8.7%	1	0.99	4

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1235.00	Jul 24	68.00	76.00	$72.00	11.1%	2	1.00	--
$1230.00	Jul 24	63.00	71.00	$67.00	11.9%	2	0.95	--
$1235.00	Jul 31	71.00	79.00	$75.00	10.7%	1	0.90	--
$1205.00	Jul 24	40.00	47.00	$43.50	16.1%	2	0.89	15
$1200.00	Jul 24	35.00	43.00	$39.00	20.5%	1	0.86	--

Most actively traded options today. High liquidity = easy entry/exit. 453 active (total vol 16.4K, top 1.4K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Jul 24	1.80	2.75	$2.28	41.7%	1.4K	0.14	1.7K
$1220.00	Jul 24	0.50	0.98	$0.74	64.9%	645	0.05	434
$1200.00	Jul 31	9.60	13.20	$11.40	31.6%	501	0.29	223
$1250.00	Jul 31	2.00	3.50	$2.75	54.5%	460	0.10	359
$1270.00	Jul 24	0.04	0.10	$0.07	85.7%	260	0.01	1.2K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1130.00	Jul 24	2.00	3.00	$2.50	40.0%	527	0.15	592
$1140.00	Jul 24	3.05	6.40	$4.72	71.0%	427	0.24	658
$1130.00	Jul 31	9.85	14.55	$12.20	38.5%	414	0.29	94
$1140.00	Jul 31	13.00	17.95	$15.48	32.0%	407	0.35	207
$1150.00	Aug 14	45.20	52.00	$48.60	14.0%	379	0.44	92

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 55.3%, max 150.6%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$980.00	Jul 24	Aug 21	103.3%	47.4%	117.9%	4	310
$1310.00	Jul 24	Jul 31	70.6%	38.2%	84.7%	9	1
$1000.00	Jul 24	Aug 14	89.2%	48.4%	84.3%	3	32
$1380.00	Jul 24	Aug 21	78.0%	43.3%	80.4%	227	593
$1360.00	Jul 24	Aug 28	76.5%	43.3%	76.8%	163	60

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$950.00	Jul 24	Aug 28	113.8%	45.4%	150.6%	7	85
$970.00	Jul 24	Aug 21	111.8%	46.9%	138.1%	40	75
$960.00	Jul 24	Aug 21	114.5%	48.9%	134.1%	5	497
$975.00	Jul 24	Aug 14	113.9%	48.7%	133.7%	22	83
$980.00	Jul 24	Aug 28	103.3%	45.6%	126.7%	9	103

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 314 found (best R:R 152.85, avg 7.87)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1320.00	$1340.00	Jul 24	$0.13	$19.87	$0.13	152.85	$1320.13
$1310.00	$1315.00	Jul 24	$0.11	$4.89	$0.11	44.45	$1310.11
$1260.00	$1265.00	Jul 31	$0.11	$4.89	$0.11	44.45	$1260.11
$1345.00	$1350.00	Jul 31	$0.11	$4.89	$0.11	44.45	$1345.11
$1290.00	$1300.00	Jul 24	$0.25	$9.75	$0.25	39.00	$1290.25

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$980.00	$950.00	Jul 31	$0.20	$29.80	$0.20	149.00	$979.80
$1055.00	$1050.00	Jul 24	$0.10	$4.90	$0.10	49.00	$1054.90
$1040.00	$1035.00	Jul 31	$0.10	$4.90	$0.10	49.00	$1039.90
$1045.00	$1040.00	Jul 31	$0.11	$4.89	$0.11	44.45	$1044.89
$1000.00	$995.00	Jul 24	$0.12	$4.88	$0.12	40.67	$999.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 363 found (best R:R 132.33, avg 1.66)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$980.00	$1000.00	Jul 24	$19.85	$19.85	$0.15	132.33	$999.85
$1130.00	$1135.00	Jul 24	$4.80	$4.80	$0.20	24.00	$1134.80
$1085.00	$1100.00	Jul 24	$14.38	$14.38	$0.62	23.19	$1099.38
$1010.00	$1020.00	Jul 24	$9.58	$9.58	$0.42	22.81	$1019.58
$1020.00	$1050.00	Jul 31	$28.65	$28.65	$1.35	21.22	$1048.65

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1230.00	$1205.00	Jul 24	$23.50	$23.50	$1.50	15.67	$1206.50
$1205.00	$1200.00	Jul 24	$4.50	$4.50	$0.50	9.00	$1200.50
$1200.00	$1190.00	Jul 24	$8.70	$8.70	$1.30	6.69	$1191.30
$1180.00	$1175.00	Jul 31	$4.03	$4.03	$0.97	4.15	$1175.97
$1190.00	$1185.00	Jul 24	$4.02	$4.02	$0.98	4.10	$1185.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 108 found (avg debit $7.38, cheapest $0.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1360.00	Jul 24	Jul 31	$0.05	76.5%	38.0%
$1020.00	Jul 24	Jul 31	$0.10	80.5%	43.6%
$1320.00	Jul 24	Jul 31	$0.35	74.0%	39.3%
$1310.00	Jul 24	Jul 31	$0.43	70.6%	38.2%
$1340.00	Jul 24	Jul 31	$0.57	72.9%	44.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$950.00	Jul 24	Jul 31	$0.10	113.8%	55.5%
$980.00	Jul 24	Jul 31	$0.19	103.3%	51.3%
$1005.00	Jul 24	Jul 31	$0.19	87.8%	44.1%
$985.00	Jul 24	Jul 31	$0.33	97.1%	50.9%
$1015.00	Jul 24	Jul 31	$0.37	82.9%	43.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 103 found (cheapest 2.20% of stock, avg 7.97%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1165.00	Jul 24	$11.95	$13.63	$25.58	$1139.42	$1190.58	2.20%
$1170.00	Jul 24	$10.07	$16.15	$26.22	$1143.78	$1196.22	2.25%
$1160.00	Jul 24	$14.68	$11.85	$26.53	$1133.47	$1186.53	2.28%
$1175.00	Jul 24	$7.53	$19.08	$26.61	$1148.39	$1201.61	2.29%
$1155.00	Jul 24	$18.13	$8.95	$27.08	$1127.92	$1182.08	2.33%
$1150.00	Jul 24	$20.38	$7.73	$28.11	$1121.89	$1178.11	2.42%
$1180.00	Jul 24	$6.57	$22.60	$29.17	$1150.83	$1209.17	2.51%
$1145.00	Jul 24	$24.73	$5.65	$30.38	$1114.62	$1175.38	2.61%
$1185.00	Jul 24	$4.38	$26.28	$30.66	$1154.34	$1215.66	2.64%
$1140.00	Jul 24	$27.38	$4.72	$32.10	$1107.90	$1172.10	2.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.78% of stock, avg 6.18%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1185.00	$1140.00	Jul 24	$4.38	$4.72	$9.10	$1130.90	$1194.10
$1185.00	$1145.00	Jul 24	$4.38	$5.65	$10.03	$1134.97	$1195.03
$1180.00	$1140.00	Jul 24	$6.57	$4.72	$11.29	$1128.71	$1191.29
$1185.00	$1150.00	Jul 24	$4.38	$7.73	$12.11	$1137.89	$1197.11
$1175.00	$1140.00	Jul 24	$7.53	$4.72	$12.25	$1127.75	$1187.25
$1180.00	$1145.00	Jul 24	$6.57	$5.65	$12.22	$1132.78	$1192.22
$1175.00	$1145.00	Jul 24	$7.53	$5.65	$13.18	$1131.82	$1188.18
$1185.00	$1155.00	Jul 24	$4.38	$8.95	$13.33	$1141.67	$1198.33
$1180.00	$1150.00	Jul 24	$6.57	$7.73	$14.30	$1135.70	$1194.30
$1170.00	$1140.00	Jul 24	$10.07	$4.72	$14.79	$1125.21	$1184.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 451 found (best R:R 82.33, avg credit $9.84)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
975/985	1000/1020	Aug 14	$19.76	$0.24	82.33	$965.24	$1019.76
940/945	1010/1020	Jul 24	$9.80	$0.20	49.00	$935.20	$1019.80
970/980	1020/1030	Aug 21	$9.80	$0.20	49.00	$970.20	$1029.80
955/960	1010/1020	Jul 24	$9.78	$0.22	44.45	$950.22	$1019.78
950/960	1020/1030	Aug 21	$9.75	$0.25	39.00	$950.25	$1029.75
940/945	1085/1100	Jul 24	$14.60	$0.40	36.50	$930.40	$1099.60
955/960	1085/1100	Jul 24	$14.58	$0.42	34.71	$945.42	$1099.58
965/970	1010/1020	Jul 24	$9.72	$0.28	34.71	$960.28	$1019.72
970/975	1010/1020	Jul 24	$9.72	$0.28	34.71	$965.28	$1019.72
1070/1075	1085/1100	Jul 24	$14.57	$0.43	33.88	$1060.43	$1099.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 156 found (best R:R 199.00, cheapest $0.07)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1320.00	$1340.00	$1360.00	Jul 24	$0.10	$19.90	199.00
$1300.00	$1320.00	$1340.00	Aug 21	$0.15	$19.85	132.33
$1290.00	$1295.00	$1300.00	Jul 31	$0.14	$4.86	34.71
$1340.00	$1345.00	$1350.00	Jul 31	$0.15	$4.85	32.33
$1300.00	$1320.00	$1340.00	Aug 28	$0.60	$19.40	32.33

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$980.00	$990.00	$1000.00	Aug 21	$0.10	$9.90	99.00
$985.00	$990.00	$995.00	Aug 14	$0.07	$4.93	70.43
$985.00	$990.00	$995.00	Jul 31	$0.08	$4.92	61.50
$1045.00	$1050.00	$1055.00	Jul 24	$0.12	$4.88	40.67
$980.00	$985.00	$990.00	Jul 31	$0.12	$4.88	40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 180 found (best net $-10.10, 166 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1005.00	$1100.00	1:2	Aug 7	-$10.10	$84.90
$1170.00	$1215.00	1:2	Aug 28	-$24.50	$20.50
$1340.00	$1360.00	1:2	Jul 24	-$0.02	$19.98
$1320.00	$1340.00	1:2	Jul 31	-$0.74	$19.26
$1340.00	$1360.00	1:2	Aug 7	-$2.55	$17.45

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1245.00	$1170.00	1:2	Aug 28	-$18.57	$56.43
$1015.00	$980.00	1:2	Aug 28	-$3.67	$31.33
$980.00	$950.00	1:2	Jul 31	-$0.10	$29.90
$1030.00	$1000.00	1:2	Aug 7	-$4.07	$25.93
$1050.00	$1025.00	1:2	Aug 14	-$4.31	$20.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 124 found (best yield 5.16%, avg 1.54%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1165.00	Aug 28	$60.00	0.52	0.2%	5.16%	5.33%	1	--
$1170.00	Aug 28	$57.00	0.51	0.6%	4.90%	5.50%	8	4
$1165.00	Aug 21	$55.00	0.52	0.2%	4.73%	4.90%	33	10
$1170.00	Aug 21	$53.00	0.50	0.6%	4.56%	5.16%	22	96
$1175.00	Aug 21	$50.00	0.49	1.0%	4.30%	5.33%	6	109
$1170.00	Aug 14	$48.00	0.50	0.6%	4.13%	4.73%	1	27
$1180.00	Aug 21	$48.00	0.48	1.5%	4.13%	5.59%	3	403
$1185.00	Aug 21	$46.00	0.46	1.9%	3.96%	5.85%	2	6
$1165.00	Aug 7	$45.00	0.51	0.2%	3.87%	4.04%	11	17
$1190.00	Aug 21	$44.00	0.45	2.3%	3.78%	6.10%	5	244

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 10,520

Total Puts 27,825

Put/Call Ratio 2.65

Net Difference -17,305

Prior's Put/Call Breakdown

Total Calls 13,831

Total Puts 25,230

Put/Call Ratio 1.82

Net Difference -11,399

Prior 7-Day Put/Call Summary

Total Calls 137,542

Total Puts 207,524

Average Put/Call Ratio 1.61

Ratio Trend Rising

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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