LLY - Options Database

LLY

ELI LILLY AND CO

$1197.53 +0.13%

$1197.29 (-0.02%)🌙

as of 07/27 06:46 PM

(7/24 02:58) ◀

Monday, July 27, 2026 (6:46pm)

▶ (7/28 18:48)

◀ 7/27 18:46 ▶

Option Volume

Detail

ℹ

Current (07/27) 35,102

Calls: 8,360 (24%)

Puts: 26,742 (76%)

Prior (07/24) 58,665

Calls: 34,039 (58%)

Puts: 24,626 (42%)

Current vs Prior -40.17%

Calls: -75.44% (Calls)

Puts: +8.59% (Puts)

Prior 7-Day Total 352,182

Calls: 151,877 (43%)

Puts: 200,305 (57%)

Prior 7-Day Average 50,311

Calls: 21,696 (43%)

Puts: 28,615 (57%)

Current vs Prior 7-Day Avg -30.23%

Calls: -61.47%

Puts: -6.55%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/27) $76.04M

Calls: $39.30M (52%)

Puts: $36.73M (48%)

Prior (07/24) $80.20M

Calls: $51.52M (64%)

Puts: $28.68M (36%)

Current vs Prior -5.19%

Calls: -23.71%

Puts: +28.10%

Prior 7-Day Total $533.01M

Calls: $297.89M (56%)

Puts: $235.12M (44%)

Prior 7-Day Average $76.14M

Calls: $42.56M (56%)

Puts: $33.59M (44%)

Current vs Prior 7-Day Avg -0.14%

Calls: -7.64%

Puts: +9.36%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/27) 3.20

Prior (07/24) 0.72

Current vs Prior +342.15%

Prior 7-Day Average 1.53

Current vs Prior 7-Day Avg +108.85%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/27) 150,342

Calls: 68,416 (46%)

Puts: 81,926 (54%)

Prior (07/24) 165,985

Calls: 81,519 (49%)

Puts: 84,466 (51%)

Current vs Prior -9.42%

Prior 7-Day Total 1,229,478

Calls: 584,396 (48%)

Puts: 645,082 (52%)

Prior 7-Day Average 175,639

Calls: 83,485 (48%)

Puts: 92,154 (52%)

Current vs Prior 7-Day Avg -14.40%

Sentiment BULLISH

Expected Move

Detail

ℹ

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

Current 3.44% | 8.23%9.89% | 13.08%

Prior 3.76% | 8.44%9.96% | 13.13%

Current vs Prior -8.35% | -2.50%-0.70% | -0.35%

Prior 7-Day Avg 2.88% | 5.30%7.83% | 12.76%

Current vs 7-Day Avg +19.59% | +55.20%+26.36% | +2.55%

Prior 7-Day Eod 3.76% | 8.44%9.96% | 13.13%

Current vs 7-Day Eod -8.35% | -2.50%-0.70% | -0.35%

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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🤖 AI Insights

Below-average activity with volume down 40% vs prior. Extreme bearish P/C ratio of 3.20 - heavy put buying. P/C ratio rising 342% - 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 BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior NEUTRAL

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

📊

High Delta

⚖️

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 108 of results (avg 7.2%, best 2.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$980.00	Jul 31	215.30	220.00	$217.65	2.2%	10	1.00	--
$985.00	Aug 14	214.75	221.75	$218.25	3.2%	10	0.94	1
$960.00	Aug 21	239.60	249.15	$244.38	3.9%	9	0.93	126
$980.00	Aug 14	220.60	229.95	$225.27	4.2%	10	0.95	3
$1015.00	Aug 14	187.95	196.05	$192.00	4.2%	2	0.92	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1320.00	Aug 21	135.00	141.00	$138.00	4.3%	5	0.77	7
$1300.00	Jul 31	99.00	103.50	$101.25	4.4%	17	0.97	5
$1200.00	Aug 21	56.75	59.70	$58.23	5.1%	90	0.48	234
$1300.00	Aug 7	112.75	118.65	$115.70	5.1%	30	0.78	8
$1190.00	Aug 28	55.70	59.05	$57.38	5.8%	512	0.46	63

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. 118 found (avg delta 0.73, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$980.00	Jul 31	215.30	220.00	$217.65	2.2%	10	1.00	--
$1000.00	Jul 31	195.00	204.25	$199.63	4.6%	2	1.00	11
$1025.00	Jul 31	171.15	179.05	$175.10	4.5%	2	1.00	3
$1050.00	Jul 31	146.05	153.75	$149.90	5.1%	2	1.00	5
$1055.00	Jul 31	140.80	149.10	$144.95	5.7%	2	1.00	24

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1350.00	Jul 31	146.75	157.40	$152.07	7.0%	4	0.99	--
$1345.00	Jul 31	141.95	152.00	$146.98	6.8%	2	0.99	--
$1340.00	Jul 31	136.35	147.20	$141.77	7.7%	8	0.99	--
$1360.00	Jul 31	156.45	167.00	$161.73	6.5%	6	0.99	--
$1355.00	Jul 31	151.20	163.00	$157.10	7.5%	8	0.99	--

Most actively traded options today. High liquidity = easy entry/exit. 436 active (total vol 14.1K, top 565)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1250.00	Jul 31	3.00	3.65	$3.33	19.5%	473	0.14	948
$1300.00	Jul 31	0.45	0.55	$0.50	20.0%	426	0.03	1.2K
$1200.00	Jul 31	17.05	18.40	$17.73	7.6%	196	0.49	721
$1360.00	Aug 21	10.40	12.00	$11.20	14.3%	175	0.16	224
$1200.00	Aug 21	55.80	60.00	$57.90	7.3%	165	0.52	2.3K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1070.00	Aug 21	13.55	16.00	$14.78	16.6%	565	0.17	126
$1190.00	Aug 21	51.55	54.90	$53.22	6.3%	563	0.46	104
$1050.00	Jul 31	0.10	0.25	$0.18	83.3%	524	0.01	190
$1190.00	Aug 28	55.70	59.05	$57.38	5.8%	512	0.46	63
$1100.00	Jul 31	0.55	0.80	$0.68	36.8%	381	0.03	490

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 28.9%, max 77.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$980.00	Jul 31	Aug 28	79.7%	50.2%	58.9%	20	--
$1420.00	Jul 31	Aug 28	59.6%	42.4%	40.6%	62	913
$1000.00	Jul 31	Aug 21	67.2%	51.4%	30.6%	11	397
$1400.00	Jul 31	Aug 28	57.5%	44.4%	29.5%	100	359
$1380.00	Jul 31	Aug 28	55.6%	43.0%	29.2%	71	101

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$970.00	Jul 31	Sep 4	79.3%	44.7%	77.3%	86	13
$980.00	Jul 31	Sep 4	79.7%	46.2%	72.4%	15	50
$960.00	Jul 31	Aug 21	91.0%	53.5%	70.1%	22	500
$975.00	Jul 31	Aug 28	75.3%	47.4%	58.7%	25	45
$985.00	Jul 31	Aug 28	77.1%	48.7%	58.1%	69	79

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 290 found (best R:R 82.33, avg 6.57)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1280.00	$1285.00	Jul 31	$0.11	$4.89	$0.11	44.45	$1280.11
$1305.00	$1310.00	Jul 31	$0.11	$4.89	$0.11	44.45	$1305.11
$1295.00	$1300.00	Jul 31	$0.16	$4.84	$0.16	30.25	$1295.16
$1400.00	$1420.00	Aug 7	$0.71	$19.29	$0.71	27.17	$1400.71
$1270.00	$1275.00	Jul 31	$0.18	$4.82	$0.18	26.78	$1270.18

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1000.00	$990.00	Aug 7	$0.12	$9.88	$0.12	82.33	$999.88
$1010.00	$1000.00	Aug 21	$0.12	$9.88	$0.12	82.33	$1009.88
$990.00	$980.00	Aug 14	$0.15	$9.85	$0.15	65.67	$989.85
$1080.00	$1075.00	Jul 31	$0.10	$4.90	$0.10	49.00	$1079.90
$1085.00	$1080.00	Jul 31	$0.11	$4.89	$0.11	44.45	$1084.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 355 found (best R:R 107.70, avg 2.16)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1075.00	$1100.00	Jul 31	$24.77	$24.77	$0.23	107.70	$1099.77
$1000.00	$1025.00	Jul 31	$24.53	$24.53	$0.47	52.19	$1024.53
$1000.00	$1020.00	Aug 21	$19.45	$19.45	$0.55	35.36	$1019.45
$1025.00	$1035.00	Jul 31	$9.65	$9.65	$0.35	27.57	$1034.65
$1190.00	$1192.50	Aug 14	$2.39	$2.39	$0.11	21.73	$1192.39

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1340.00	$1335.00	Jul 31	$4.72	$4.72	$0.28	16.86	$1335.28
$1335.00	$1330.00	Jul 31	$4.65	$4.65	$0.35	13.29	$1330.35
$1360.00	$1355.00	Jul 31	$4.63	$4.63	$0.37	12.51	$1355.37
$1300.00	$1230.00	Jul 31	$63.33	$63.33	$6.67	9.49	$1236.67
$1205.00	$1200.00	Aug 28	$4.35	$4.35	$0.65	6.69	$1200.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 108 found (avg debit $18.17, cheapest $1.35)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1420.00	Jul 31	Aug 7	$2.42	59.6%	58.4%
$1015.00	Aug 7	Aug 14	$2.87	65.3%	55.6%
$1400.00	Jul 31	Aug 7	$3.09	57.5%	57.4%
$1360.00	Jul 31	Aug 7	$4.74	51.4%	54.4%
$1380.00	Jul 31	Aug 14	$6.58	55.6%	50.0%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1045.00	Aug 7	Aug 14	$1.35	65.4%	53.8%
$990.00	Jul 31	Aug 7	$2.55	74.1%	67.5%
$960.00	Jul 31	Aug 7	$2.71	91.0%	78.0%
$1000.00	Jul 31	Aug 7	$2.73	67.2%	65.2%
$1005.00	Jul 31	Aug 7	$3.21	65.5%	65.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 100 found (cheapest 3.05% of stock, avg 9.67%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1205.00	Jul 31	$15.40	$21.08	$36.48	$1168.52	$1241.48	3.05%
$1210.00	Jul 31	$13.68	$23.85	$37.53	$1172.47	$1247.53	3.13%
$1200.00	Jul 31	$17.73	$19.83	$37.56	$1162.44	$1237.56	3.14%
$1215.00	Jul 31	$10.68	$27.38	$38.06	$1176.94	$1253.06	3.18%
$1192.50	Jul 31	$22.08	$16.15	$38.23	$1154.27	$1230.73	3.19%
$1190.00	Jul 31	$23.18	$15.13	$38.31	$1151.69	$1228.31	3.20%
$1185.00	Jul 31	$26.50	$12.80	$39.30	$1145.70	$1224.30	3.28%
$1195.00	Jul 31	$21.40	$18.02	$39.42	$1155.58	$1234.42	3.29%
$1220.00	Jul 31	$9.35	$30.83	$40.18	$1179.82	$1260.18	3.36%
$1180.00	Jul 31	$29.67	$11.00	$40.67	$1139.33	$1220.67	3.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.81% of stock, avg 6.76%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1215.00	$1180.00	Jul 31	$10.68	$11.00	$21.68	$1158.32	$1236.68
$1212.50	$1180.00	Jul 31	$11.78	$11.00	$22.78	$1157.22	$1235.28
$1215.00	$1185.00	Jul 31	$10.68	$12.80	$23.48	$1161.52	$1238.48
$1212.50	$1185.00	Jul 31	$11.78	$12.80	$24.58	$1160.42	$1237.08
$1210.00	$1180.00	Jul 31	$13.68	$11.00	$24.68	$1155.32	$1234.68
$1215.00	$1190.00	Jul 31	$10.68	$15.13	$25.81	$1164.19	$1240.81
$1205.00	$1180.00	Jul 31	$15.40	$11.00	$26.40	$1153.60	$1231.40
$1210.00	$1185.00	Jul 31	$13.68	$12.80	$26.48	$1158.52	$1236.48
$1215.00	$1192.50	Jul 31	$10.68	$16.15	$26.83	$1165.67	$1241.83
$1212.50	$1190.00	Jul 31	$11.78	$15.13	$26.91	$1163.09	$1239.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 393 found (best R:R 226.27, avg credit $12.42)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
975/980	1075/1100	Jul 31	$24.89	$0.11	226.27	$955.11	$1099.89
960/970	1000/1020	Aug 21	$19.87	$0.13	152.85	$950.13	$1019.87
975/980	1000/1025	Jul 31	$24.65	$0.35	70.43	$955.35	$1024.65
960/965	1015/1040	Aug 7	$24.64	$0.36	68.44	$940.36	$1039.64
960/965	1040/1060	Aug 7	$19.67	$0.33	59.61	$945.33	$1059.67
975/980	1025/1035	Jul 31	$9.77	$0.23	42.48	$970.23	$1034.77
970/975	1150/1155	Aug 28	$4.87	$0.13	37.46	$970.13	$1154.87
1045/1050	1185/1190	Aug 28	$4.82	$0.18	26.78	$1045.18	$1189.82
1030/1035	1150/1155	Aug 28	$4.80	$0.20	24.00	$1030.20	$1154.80
1015/1020	1055/1060	Jul 31	$4.76	$0.24	19.83	$1015.24	$1059.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 135 found (best R:R 141.86, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1230.00	$1240.00	$1250.00	Aug 14	$0.07	$9.93	141.86
$1315.00	$1320.00	$1325.00	Jul 31	$0.05	$4.95	99.00
$1295.00	$1300.00	$1305.00	Jul 31	$0.07	$4.93	70.43
$1220.00	$1225.00	$1230.00	Aug 21	$0.07	$4.93	70.43
$1380.00	$1400.00	$1420.00	Aug 21	$0.41	$19.59	47.78

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1020.00	$1030.00	$1040.00	Aug 21	$0.07	$9.93	141.86
$1090.00	$1095.00	$1100.00	Jul 31	$0.05	$4.95	99.00
$1090.00	$1095.00	$1100.00	Aug 7	$0.05	$4.95	99.00
$1085.00	$1090.00	$1095.00	Jul 31	$0.06	$4.94	82.33
$1330.00	$1335.00	$1340.00	Jul 31	$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. 136 found (best net $-3.87, 130 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1250.00	$1320.00	1:2	Sep 4	-$3.87	$66.13
$1045.00	$1130.00	1:2	Aug 14	-$26.87	$58.13
$1360.00	$1400.00	1:2	Aug 7	-$1.47	$38.53
$1340.00	$1380.00	1:2	Aug 14	-$3.43	$36.57
$1235.00	$1280.00	1:2	Aug 28	-$14.56	$30.44

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1100.00	$1060.00	1:2	Sep 4	-$8.07	$31.93
$1030.00	$1005.00	1:2	Sep 4	-$6.05	$18.95
$1000.00	$980.00	1:2	Sep 4	-$5.11	$14.89
$1005.00	$990.00	1:2	Aug 14	-$1.34	$13.66
$1020.00	$1000.00	1:2	Aug 28	-$6.35	$13.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 90 found (best yield 4.84%, avg 1.84%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1200.00	Aug 28	$58.00	0.52	0.2%	4.84%	5.05%	5	7
$1200.00	Aug 21	$55.80	0.52	0.2%	4.66%	4.87%	165	2.3K
$1205.00	Aug 21	$53.75	0.50	0.6%	4.49%	5.11%	3	48
$1200.00	Aug 14	$51.70	0.52	0.2%	4.32%	4.52%	23	148
$1230.00	Sep 4	$51.00	0.45	2.7%	4.26%	6.97%	1	--
$1210.00	Aug 21	$49.30	0.49	1.0%	4.12%	5.16%	12	154
$1205.00	Aug 14	$48.65	0.50	0.6%	4.06%	4.69%	8	32
$1240.00	Sep 4	$48.05	0.43	3.5%	4.01%	7.56%	1	--
$1235.00	Sep 4	$47.55	0.44	3.1%	3.97%	7.10%	1	--
$1220.00	Aug 21	$46.25	0.46	1.9%	3.86%	5.74%	1	--

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 8,360

Total Puts 26,742

Put/Call Ratio 3.20

Net Difference -18,382

Prior's Put/Call Breakdown

Total Calls 34,039

Total Puts 24,626

Put/Call Ratio 0.72

Net Difference 9,413

Prior 7-Day Put/Call Summary

Total Calls 151,877

Total Puts 200,305

Average Put/Call Ratio 1.53

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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