LLY - Options Database

LLY

ELI LILLY AND CO

$1196.03 +0.86%

$1197.34 (+0.11%)🌙

as of 07/25 02:58 AM

(7/23 18:47) ◀

Friday, July 24, 2026 (2:58am)

▶ (7/27 18:46)

◀ 7/24 02:58 ▶

Option Volume

Detail

ℹ

Current (07/25) 58,665

Calls: 34,039 (58%)

Puts: 24,626 (42%)

Prior (07/23) 48,675

Calls: 20,578 (42%)

Puts: 28,097 (58%)

Current vs Prior +20.52%

Calls: +65.41% (Calls)

Puts: -12.35% (Puts)

Prior 7-Day Total 335,563

Calls: 134,285 (40%)

Puts: 201,278 (60%)

Prior 7-Day Average 47,937

Calls: 19,183 (40%)

Puts: 28,754 (60%)

Current vs Prior 7-Day Avg +22.38%

Calls: +77.44%

Puts: -14.36%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/25) $80.20M

Calls: $51.52M (64%)

Puts: $28.68M (36%)

Prior (07/23) $91.72M

Calls: $46.22M (50%)

Puts: $45.51M (50%)

Current vs Prior -12.57%

Calls: +11.48%

Puts: -36.99%

Prior 7-Day Total $501.62M

Calls: $272.37M (54%)

Puts: $229.25M (46%)

Prior 7-Day Average $71.66M

Calls: $38.91M (54%)

Puts: $32.75M (46%)

Current vs Prior 7-Day Avg +11.91%

Calls: +32.41%

Puts: -12.44%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/25) 0.72

Prior (07/23) 1.37

Current vs Prior -47.01%

Prior 7-Day Average 1.65

Current vs Prior 7-Day Avg -56.17%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (07/25) 165,985

Calls: 81,519 (49%)

Puts: 84,466 (51%)

Prior (07/23) 190,551

Calls: 86,710 (46%)

Puts: 103,841 (54%)

Current vs Prior -12.89%

Prior 7-Day Total 1,235,041

Calls: 590,460 (48%)

Puts: 644,581 (52%)

Prior 7-Day Average 176,434

Calls: 84,351 (48%)

Puts: 92,083 (52%)

Current vs Prior 7-Day Avg -5.92%

Sentiment BULLISH

Expected Move

Detail

ℹ

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

Current 3.76% | 8.44%9.96% | 13.13%

Prior 1.84% | 4.29%10.39% | 13.30%

Current vs Prior +103.88% | +96.67%-4.14% | -1.32%

Prior 7-Day Avg 2.72% | 4.77%6.79% | 12.52%

Current vs 7-Day Avg +38.02% | +77.02%+46.81% | +4.91%

Prior 7-Day Eod 1.84% | 4.29%10.39% | 13.30%

Current vs 7-Day Eod +103.88% | +96.67%-4.14% | -1.32%

Sentiment BEARISHBULLISH

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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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($51.52M). P/C ratio dropping 47% - sentiment shifting bullish.

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 BEARISH

7-Day Avg NEUTRAL

Current NEUTRAL

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

🎯

Tightest Spreads

💰

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 81 of results (avg 8.0%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Aug 21	197.75	208.25	$203.00	5.2%	3	0.91	387
$1020.00	Aug 21	180.55	190.95	$185.75	5.6%	14	0.90	138
$1030.00	Aug 21	171.30	181.65	$176.48	5.9%	1	0.88	--
$1000.00	Jul 24	189.00	200.50	$194.75	5.9%	3	1.00	8
$990.00	Jul 24	199.00	211.50	$205.25	6.1%	1	0.92	7

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Aug 21	58.20	61.05	$59.63	4.8%	195	0.49	194
$1200.00	Aug 28	62.15	65.45	$63.80	5.2%	125	0.49	1
$1190.00	Aug 28	57.50	60.70	$59.10	5.4%	187	0.47	14
$1190.00	Aug 21	53.55	56.55	$55.05	5.4%	208	0.47	89
$1390.00	Jul 24	189.60	201.00	$195.30	5.8%	6	1.00	--

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. 170 found (avg delta 0.78, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Jul 24	189.00	200.50	$194.75	5.9%	3	1.00	8
$1010.00	Jul 24	179.00	192.55	$185.78	7.3%	3	1.00	--
$1060.00	Jul 24	129.00	141.65	$135.32	9.3%	5	1.00	40
$1070.00	Jul 24	119.00	131.55	$125.28	10.0%	2	1.00	17
$1090.00	Jul 24	101.00	111.95	$106.48	10.3%	28	1.00	37

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Jul 24	99.50	108.00	$103.75	8.2%	1	1.00	1
$1310.00	Jul 24	109.50	121.00	$115.25	10.0%	2	1.00	--
$1315.00	Jul 24	113.15	126.00	$119.58	10.7%	1	1.00	--
$1320.00	Jul 24	119.45	131.00	$125.23	9.2%	3	1.00	--
$1325.00	Jul 24	124.50	136.00	$130.25	8.8%	1	1.00	--

Most actively traded options today. High liquidity = easy entry/exit. 544 active (total vol 38.0K, top 7.0K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1215.00	Jul 24	0.00	0.01	$0.01	100.0%	7.0K	0.00	169
$1200.00	Jul 24	0.06	0.58	$0.32	162.5%	4.0K	0.15	2.4K
$1210.00	Jul 24	0.00	0.01	$0.01	100.0%	2.2K	0.00	335
$1220.00	Jul 24	0.00	0.01	$0.01	100.0%	1.8K	0.00	624
$1205.00	Jul 24	0.01	0.10	$0.06	150.0%	1.6K	0.03	567

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1180.00	Aug 28	52.60	56.35	$54.48	6.9%	678	0.44	174
$1100.00	Jul 31	0.95	1.80	$1.38	61.6%	427	0.05	404
$1000.00	Aug 21	5.70	7.55	$6.63	27.9%	291	0.09	1.3K
$1180.00	Aug 21	48.65	52.15	$50.40	6.9%	289	0.44	263
$1150.00	Jul 24	0.01	0.15	$0.08	175.0%	284	0.01	178

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 104 strikes (avg 698.7%, max 3310.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1045.00	Jul 24	Jul 31	1354.5%	43.9%	2985.5%	4	--
$1030.00	Jul 24	Aug 21	1463.5%	47.8%	2958.7%	2	--
$1050.00	Jul 24	Aug 21	1318.1%	47.2%	2691.8%	15	119
$1420.00	Jul 24	Aug 28	1120.8%	41.2%	2619.5%	78	541
$1080.00	Jul 24	Aug 28	912.0%	43.0%	2020.0%	6	2

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$960.00	Jul 24	Aug 21	1694.1%	49.7%	3310.4%	12	496
$1050.00	Jul 24	Aug 21	1318.1%	47.2%	2691.8%	51	807
$1065.00	Jul 24	Jul 31	1009.0%	39.5%	2453.1%	45	182
$1075.00	Jul 24	Aug 28	944.4%	42.3%	2131.7%	21	94
$1085.00	Jul 24	Aug 14	1062.9%	49.1%	2065.5%	24	198

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 326 found (best R:R 75.92, avg 5.45)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1350.00	$1360.00	Jul 24	$0.13	$9.87	$0.13	75.92	$1350.13
$1380.00	$1400.00	Aug 14	$0.45	$19.55	$0.45	43.44	$1380.45
$1320.00	$1335.00	Jul 31	$0.36	$14.64	$0.36	40.67	$1320.36
$1285.00	$1290.00	Jul 31	$0.17	$4.83	$0.17	28.41	$1285.17
$1360.00	$1380.00	Aug 7	$0.70	$19.30	$0.70	27.57	$1360.70

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1095.00	$1090.00	Jul 24	$0.11	$4.89	$0.11	44.45	$1094.89
$1060.00	$1055.00	Jul 31	$0.11	$4.89	$0.11	44.45	$1059.89
$1100.00	$1095.00	Jul 31	$0.13	$4.87	$0.13	37.46	$1099.87
$1020.00	$1010.00	Aug 28	$0.28	$9.72	$0.28	34.71	$1019.72
$1185.00	$1180.00	Jul 24	$0.15	$4.85	$0.15	32.33	$1184.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 403 found (best R:R 129.00, avg 2.20)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1010.00	$1030.00	Jul 31	$19.67	$19.67	$0.33	59.61	$1029.67
$1080.00	$1100.00	Jul 31	$19.60	$19.60	$0.40	49.00	$1099.60
$1070.00	$1080.00	Jul 31	$9.70	$9.70	$0.30	32.33	$1079.70
$1185.00	$1190.00	Jul 24	$4.83	$4.83	$0.17	28.41	$1189.83
$1222.50	$1225.00	Jul 24	$2.39	$2.39	$0.11	21.73	$1224.89

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1300.00	$1235.00	Jul 24	$64.50	$64.50	$0.50	129.00	$1235.50
$1350.00	$1345.00	Jul 24	$4.73	$4.73	$0.27	17.52	$1345.27
$1360.00	$1355.00	Jul 24	$4.73	$4.73	$0.27	17.52	$1355.27
$1335.00	$1325.00	Jul 24	$9.25	$9.25	$0.75	12.33	$1325.75
$1210.00	$1205.00	Jul 24	$4.62	$4.62	$0.38	12.16	$1205.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 114 found (avg debit $8.89, cheapest $0.08)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1360.00	Jul 24	Jul 31	$0.08	677.2%	39.3%
$1010.00	Jul 24	Jul 31	$0.37	696.4%	53.0%
$1045.00	Jul 24	Jul 31	$0.50	1354.5%	43.9%
$1310.00	Jul 24	Jul 31	$0.67	369.2%	34.7%
$1290.00	Jul 24	Jul 31	$0.69	516.5%	33.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1040.00	Jul 24	Jul 31	$0.15	743.4%	45.2%
$1015.00	Aug 7	Aug 14	$0.15	64.2%	52.4%
$1070.00	Jul 24	Jul 31	$0.38	447.4%	38.7%
$1110.00	Jul 24	Jul 31	$0.45	646.4%	37.9%
$1020.00	Jul 31	Aug 7	$0.48	84.4%	60.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 141 found (cheapest 0.39% of stock, avg 7.69%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1195.00	Jul 24	$2.78	$1.88	$4.66	$1190.34	$1199.66	0.39%
$1200.00	Jul 24	$0.32	$5.61	$5.93	$1194.07	$1205.93	0.50%
$1192.50	Jul 24	$5.50	$0.70	$6.20	$1186.30	$1198.70	0.52%
$1190.00	Jul 24	$6.15	$0.28	$6.43	$1183.57	$1196.43	0.54%
$1205.00	Jul 24	$0.06	$8.88	$8.94	$1196.06	$1213.94	0.75%
$1185.00	Jul 24	$10.98	$0.24	$11.22	$1173.78	$1196.22	0.94%
$1210.00	Jul 24	$0.01	$13.50	$13.51	$1196.49	$1223.51	1.13%
$1180.00	Jul 24	$15.73	$0.09	$15.82	$1164.18	$1195.82	1.32%
$1212.50	Jul 24	$0.01	$17.13	$17.14	$1195.36	$1229.64	1.43%
$1215.00	Jul 24	$0.01	$18.85	$18.86	$1196.14	$1233.86	1.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.05% of stock, avg 6.47%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1200.00	$1190.00	Jul 24	$0.32	$0.28	$0.60	$1189.40	$1200.60
$1200.00	$1192.50	Jul 24	$0.32	$0.70	$1.02	$1191.48	$1201.02
$1200.00	$1195.00	Jul 24	$0.32	$1.88	$2.20	$1192.80	$1202.20
$1222.50	$1190.00	Jul 24	$2.40	$0.28	$2.68	$1187.32	$1225.18
$1265.00	$1190.00	Jul 24	$2.40	$0.28	$2.68	$1187.32	$1267.68
$1345.00	$1190.00	Jul 24	$2.40	$0.28	$2.68	$1187.32	$1347.68
$1222.50	$1192.50	Jul 24	$2.40	$0.70	$3.10	$1189.40	$1225.60
$1265.00	$1192.50	Jul 24	$2.40	$0.70	$3.10	$1189.40	$1268.10
$1345.00	$1192.50	Jul 24	$2.40	$0.70	$3.10	$1189.40	$1348.10
$1222.50	$1195.00	Jul 24	$2.40	$1.88	$4.28	$1190.72	$1226.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 447 found (best R:R 67.97, avg credit $10.85)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
1055/1060	1080/1100	Jul 31	$19.71	$0.29	67.97	$1040.29	$1099.71
1000/1010	1040/1050	Aug 21	$9.85	$0.15	65.67	$1000.15	$1049.85
1060/1070	1080/1090	Aug 21	$9.85	$0.15	65.67	$1060.15	$1089.85
1055/1060	1070/1080	Jul 31	$9.81	$0.19	51.63	$1050.19	$1079.81
1035/1040	1200/1205	Aug 28	$4.89	$0.11	44.45	$1035.11	$1204.89
1100/1105	1110/1115	Jul 31	$4.87	$0.13	37.46	$1100.13	$1114.87
1075/1080	1200/1205	Aug 28	$4.84	$0.16	30.25	$1075.16	$1204.84
990/1000	1100/1110	Aug 21	$9.63	$0.37	26.03	$990.37	$1109.63
980/990	1100/1110	Aug 21	$9.60	$0.40	24.00	$980.40	$1109.60
990/1000	1030/1040	Aug 21	$9.58	$0.42	22.81	$990.42	$1039.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 179 found (best R:R 99.00, cheapest $0.08)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1030.00	$1040.00	$1050.00	Aug 21	$0.10	$9.90	99.00
$1380.00	$1400.00	$1420.00	Aug 21	$0.22	$19.78	89.91
$1050.00	$1060.00	$1070.00	Jul 24	$0.14	$9.86	70.43
$1110.00	$1115.00	$1120.00	Jul 31	$0.09	$4.91	54.56
$1180.00	$1185.00	$1190.00	Aug 7	$0.10	$4.90	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1170.00	$1175.00	$1180.00	Jul 24	$0.08	$4.92	61.50
$1175.00	$1180.00	$1185.00	Jul 24	$0.09	$4.91	54.56
$1045.00	$1050.00	$1055.00	Jul 31	$0.09	$4.91	54.56
$1075.00	$1080.00	$1085.00	Jul 31	$0.09	$4.91	54.56
$1040.00	$1045.00	$1050.00	Aug 7	$0.10	$4.90	49.00

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 $-4.67, 149 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1300.00	$1340.00	1:2	Aug 28	-$11.68	$28.32
$1300.00	$1340.00	1:2	Sep 4	-$12.38	$27.62
$1235.00	$1275.00	1:2	Aug 28	-$19.82	$20.18
$1380.00	$1400.00	1:2	Jul 31	-$0.06	$19.94
$1400.00	$1420.00	1:2	Jul 31	-$0.06	$19.94

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1040.00	$960.00	1:2	Jul 24	-$4.67	$75.33
$1275.00	$1205.00	1:2	Aug 7	-$7.36	$62.64
$1000.00	$970.00	1:2	Aug 28	-$4.46	$25.54
$1135.00	$1100.00	1:2	Aug 28	-$13.42	$21.58
$1070.00	$1040.00	1:2	Aug 28	-$10.87	$19.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 112 found (best yield 5.27%, avg 1.92%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1200.00	Sep 4	$63.00	0.52	0.3%	5.27%	5.60%	13	1
$1200.00	Aug 28	$58.00	0.51	0.3%	4.85%	5.18%	2	7
$1205.00	Aug 28	$55.05	0.50	0.8%	4.60%	5.35%	3	8
$1200.00	Aug 21	$54.15	0.51	0.3%	4.53%	4.86%	101	2.3K
$1210.00	Aug 28	$53.00	0.49	1.2%	4.43%	5.60%	2	6
$1205.00	Aug 21	$51.10	0.49	0.8%	4.27%	5.02%	4	47
$1200.00	Aug 14	$50.90	0.51	0.3%	4.26%	4.59%	42	146
$1215.00	Aug 28	$51.00	0.47	1.6%	4.26%	5.85%	2	3
$1210.00	Aug 21	$49.00	0.48	1.2%	4.10%	5.26%	34	147
$1205.00	Aug 14	$48.05	0.49	0.8%	4.02%	4.77%	5	31

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 34,039

Total Puts 24,626

Put/Call Ratio 0.72

Net Difference 9,413

Prior's Put/Call Breakdown

Total Calls 20,578

Total Puts 28,097

Put/Call Ratio 1.37

Net Difference -7,519

Prior 7-Day Put/Call Summary

Total Calls 134,285

Total Puts 201,278

Average Put/Call Ratio 1.65

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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