LLY - Options Database

LLY

ELI LILLY AND CO

$1220.66 +1.93%

$1221.20 (+0.04%)🌙

as of 07/28 06:48 PM

(7/27 18:46) ◀

Tuesday, July 28, 2026 (6:48pm)

▶ (7/29 18:50)

◀ 7/28 18:48 ▶

Option Volume

Detail

ℹ

Current (07/28) 38,849

Calls: 13,222 (34%)

Puts: 25,627 (66%)

Prior (07/27) 35,102

Calls: 8,360 (24%)

Puts: 26,742 (76%)

Current vs Prior +10.67%

Calls: +58.16% (Calls)

Puts: -4.17% (Puts)

Prior 7-Day Total 327,503

Calls: 129,470 (40%)

Puts: 198,033 (60%)

Prior 7-Day Average 46,786

Calls: 18,495 (40%)

Puts: 28,290 (60%)

Current vs Prior 7-Day Avg -16.96%

Calls: -28.51%

Puts: -9.41%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/28) $79.91M

Calls: $49.58M (62%)

Puts: $30.33M (38%)

Prior (07/27) $76.04M

Calls: $39.30M (52%)

Puts: $36.73M (48%)

Current vs Prior +5.09%

Calls: +26.13%

Puts: -17.42%

Prior 7-Day Total $526.81M

Calls: $290.75M (55%)

Puts: $236.06M (45%)

Prior 7-Day Average $75.26M

Calls: $41.54M (55%)

Puts: $33.72M (45%)

Current vs Prior 7-Day Avg +6.18%

Calls: +19.36%

Puts: -10.05%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/28) 1.94

Prior (07/27) 3.20

Current vs Prior -39.41%

Prior 7-Day Average 1.85

Current vs Prior 7-Day Avg +4.55%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/28) 169,298

Calls: 81,220 (48%)

Puts: 88,078 (52%)

Prior (07/27) 150,342

Calls: 68,416 (46%)

Puts: 81,926 (54%)

Current vs Prior +12.61%

Prior 7-Day Total 1,192,688

Calls: 561,021 (47%)

Puts: 631,667 (53%)

Prior 7-Day Average 170,384

Calls: 80,145 (47%)

Puts: 90,238 (53%)

Current vs Prior 7-Day Avg -0.64%

Sentiment BULLISH

Expected Move

Detail

ℹ

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

Current 2.84% | 8.21%9.70% | 12.79%

Prior 3.44% | 8.23%9.89% | 13.08%

Current vs Prior -17.43% | -0.23%-1.91% | -2.23%

Prior 7-Day Avg 3.09% | 5.85%8.96% | 13.04%

Current vs 7-Day Avg -8.01% | +40.41%+8.28% | -1.87%

Prior 7-Day Eod 3.44% | 8.23%9.89% | 13.08%

Current vs 7-Day Eod -17.43% | -0.23%-1.91% | -2.23%

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

Moderately bullish flow with 62% call dollar volume ($49.58M). Extreme bearish P/C ratio of 1.94 - heavy put buying. P/C ratio dropping 39% - sentiment shifting bullish.

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 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 66 of results (avg 8.0%, best 4.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$980.00	Aug 21	240.95	251.25	$246.10	4.2%	1	0.96	311
$1000.00	Aug 21	221.35	232.80	$227.08	5.0%	2	0.94	378
$1180.00	Aug 21	79.95	85.00	$82.48	6.1%	6	0.64	530
$1030.00	Aug 21	194.35	207.00	$200.68	6.3%	2	0.92	27
$1070.00	Aug 21	161.00	171.70	$166.35	6.4%	6	0.87	255

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1230.00	Aug 21	59.95	63.50	$61.73	5.8%	72	0.50	15
$1235.00	Aug 21	62.25	66.20	$64.22	6.2%	5	0.51	--
$1220.00	Aug 21	54.70	58.25	$56.48	6.3%	307	0.47	72
$1220.00	Aug 28	58.35	62.15	$60.25	6.3%	201	0.47	--
$1230.00	Aug 14	55.85	59.50	$57.68	6.3%	60	0.50	7

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.19, cheapest $0.19)

CALLS (0)

No calls meet the criteria

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Jul 31	0.17	0.20	$0.19	15.8%	450	0.01	542

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 139 found (avg delta 0.71, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Jul 31	214.60	231.45	$223.02	7.6%	7	1.00	11
$1020.00	Jul 31	195.00	210.00	$202.50	7.4%	1	1.00	--
$1075.00	Jul 31	141.75	151.95	$146.85	6.9%	2	1.00	13
$1060.00	Jul 31	158.00	170.00	$164.00	7.3%	2	0.99	11
$1100.00	Jul 31	117.55	130.00	$123.78	10.1%	12	0.99	43

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1315.00	Jul 31	88.45	97.70	$93.08	9.9%	6	1.00	--
$1320.00	Jul 31	93.80	102.00	$97.90	8.4%	1	1.00	--
$1300.00	Jul 31	74.00	82.25	$78.13	10.6%	32	0.97	11
$1280.00	Jul 31	55.00	63.45	$59.23	14.3%	2	0.91	1
$1270.00	Jul 31	46.00	54.00	$50.00	16.0%	2	0.87	--

Most actively traded options today. High liquidity = easy entry/exit. 490 active (total vol 19.3K, top 1.9K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Jul 31	0.60	0.80	$0.70	28.6%	1.9K	0.04	1.2K
$1250.00	Jul 31	5.25	7.30	$6.28	32.6%	1.3K	0.26	1.2K
$1200.00	Jul 31	27.65	32.00	$29.83	14.6%	652	0.71	752
$1360.00	Jul 31	0.05	0.30	$0.18	138.9%	270	0.01	228
$1355.00	Jul 31	0.05	0.45	$0.25	160.0%	268	0.01	28

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1020.00	Aug 21	4.20	6.80	$5.50	47.3%	494	0.07	764
$1020.00	Jul 31	0.00	0.20	$0.10	200.0%	454	0.00	53
$1210.00	Aug 21	47.00	54.00	$50.50	13.9%	453	0.45	53
$1100.00	Jul 31	0.17	0.20	$0.19	15.8%	450	0.01	542
$1210.00	Aug 14	43.00	50.10	$46.55	15.3%	309	0.44	8

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 39.2%, max 145.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1460.00	Jul 31	Aug 21	85.8%	46.0%	86.5%	47	324
$1000.00	Jul 31	Aug 21	81.8%	52.0%	57.1%	9	389
$1020.00	Jul 31	Aug 21	76.6%	50.8%	50.7%	2	--
$1060.00	Jul 31	Aug 21	69.0%	49.3%	39.9%	5	362
$1420.00	Jul 31	Aug 21	62.5%	45.0%	38.8%	22	802

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$995.00	Jul 31	Sep 4	109.1%	44.4%	145.5%	44	75
$990.00	Jul 31	Sep 4	101.1%	45.5%	121.9%	45	377
$980.00	Jul 31	Sep 4	97.5%	44.8%	117.9%	88	52
$985.00	Jul 31	Sep 4	87.4%	45.6%	91.7%	138	136
$1030.00	Jul 31	Sep 4	86.8%	45.9%	89.2%	6	92

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 337 found (best R:R 180.82, avg 5.72)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1360.00	$1380.00	Jul 31	$0.11	$19.89	$0.11	180.82	$1360.11
$1425.00	$1440.00	Aug 7	$0.30	$14.70	$0.30	49.00	$1425.30
$1440.00	$1460.00	Aug 21	$0.47	$19.53	$0.47	41.55	$1440.47
$1400.00	$1415.00	Aug 7	$0.38	$14.62	$0.38	38.47	$1400.38
$1385.00	$1400.00	Aug 7	$0.45	$14.55	$0.45	32.33	$1385.45

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1155.00	$1150.00	Aug 21	$0.10	$4.90	$0.10	49.00	$1154.90
$1120.00	$1115.00	Jul 31	$0.11	$4.89	$0.11	44.45	$1119.89
$1065.00	$1060.00	Jul 31	$0.12	$4.88	$0.12	40.67	$1064.88
$1030.00	$1020.00	Jul 31	$0.33	$9.67	$0.33	29.30	$1029.67
$1000.00	$990.00	Aug 21	$0.34	$9.66	$0.34	28.41	$999.66

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 404 found (best R:R 30.25, avg 1.58)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1130.00	$1140.00	Jul 31	$9.68	$9.68	$0.32	30.25	$1139.68
$1020.00	$1060.00	Jul 31	$38.50	$38.50	$1.50	25.67	$1058.50
$1100.00	$1105.00	Jul 31	$4.78	$4.78	$0.22	21.73	$1104.78
$980.00	$1000.00	Aug 21	$19.02	$19.02	$0.98	19.41	$999.02
$1040.00	$1050.00	Aug 21	$9.42	$9.42	$0.58	16.24	$1049.42

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1320.00	$1315.00	Jul 31	$4.82	$4.82	$0.18	26.78	$1315.18
$1300.00	$1280.00	Jul 31	$18.90	$18.90	$1.10	17.18	$1281.10
$1280.00	$1270.00	Jul 31	$9.23	$9.23	$0.77	11.99	$1270.77
$1195.00	$1192.50	Aug 14	$2.25	$2.25	$0.25	9.00	$1192.75
$1270.00	$1250.00	Jul 31	$17.10	$17.10	$2.90	5.90	$1252.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 119 found (avg debit $18.54, cheapest $1.07)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1460.00	Jul 31	Aug 7	$1.91	85.8%	61.7%
$1000.00	Jul 31	Aug 7	$2.01	81.8%	66.6%
$1440.00	Jul 31	Aug 7	$3.12	56.6%	61.8%
$1400.00	Jul 31	Aug 7	$5.79	58.9%	62.2%
$1020.00	Jul 31	Aug 21	$6.60	76.6%	50.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1005.00	Jul 31	Aug 7	$1.07	80.9%	61.8%
$1000.00	Aug 7	Aug 14	$1.45	66.6%	57.5%
$1040.00	Aug 7	Aug 14	$1.64	65.6%	54.7%
$1020.00	Jul 31	Aug 7	$1.71	76.6%	62.6%
$985.00	Jul 31	Aug 7	$1.85	87.4%	73.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 126 found (cheapest 2.61% of stock, avg 9.21%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1220.00	Jul 31	$16.95	$14.85	$31.80	$1188.20	$1251.80	2.61%
$1230.00	Jul 31	$12.50	$19.93	$32.43	$1197.57	$1262.43	2.66%
$1215.00	Jul 31	$20.08	$12.60	$32.68	$1182.32	$1247.68	2.68%
$1225.00	Jul 31	$15.08	$17.75	$32.83	$1192.17	$1257.83	2.69%
$1235.00	Jul 31	$10.50	$22.58	$33.08	$1201.92	$1268.08	2.71%
$1212.50	Jul 31	$21.95	$12.95	$34.90	$1177.60	$1247.40	2.86%
$1210.00	Jul 31	$23.75	$11.50	$35.25	$1174.75	$1245.25	2.89%
$1240.00	Jul 31	$9.35	$26.00	$35.35	$1204.65	$1275.35	2.90%
$1205.00	Jul 31	$27.08	$9.30	$36.38	$1168.62	$1241.38	2.98%
$1200.00	Jul 31	$29.83	$7.82	$37.65	$1162.35	$1237.65	3.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.29% of stock, avg 6.62%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1245.00	$1205.00	Jul 31	$6.45	$9.30	$15.75	$1189.25	$1260.75
$1245.00	$1210.00	Jul 31	$6.45	$11.50	$17.95	$1192.05	$1262.95
$1240.00	$1205.00	Jul 31	$9.35	$9.30	$18.65	$1186.35	$1258.65
$1245.00	$1215.00	Jul 31	$6.45	$12.60	$19.05	$1195.95	$1264.05
$1245.00	$1212.50	Jul 31	$6.45	$12.95	$19.40	$1193.10	$1264.40
$1235.00	$1205.00	Jul 31	$10.50	$9.30	$19.80	$1185.20	$1254.80
$1240.00	$1210.00	Jul 31	$9.35	$11.50	$20.85	$1189.15	$1260.85
$1245.00	$1220.00	Jul 31	$6.45	$14.85	$21.30	$1198.70	$1266.30
$1230.00	$1205.00	Jul 31	$12.50	$9.30	$21.80	$1183.20	$1251.80
$1235.00	$1210.00	Jul 31	$10.50	$11.50	$22.00	$1188.00	$1257.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 359 found (best R:R 42.48, avg credit $10.39)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
1050/1060	1070/1080	Aug 21	$9.77	$0.23	42.48	$1050.23	$1079.77
1110/1115	1205/1210	Aug 14	$4.88	$0.12	40.67	$1110.12	$1209.88
990/1000	1040/1050	Aug 21	$9.76	$0.24	40.67	$990.24	$1049.76
1040/1050	1080/1090	Aug 21	$9.75	$0.25	39.00	$1040.25	$1089.75
990/1000	1090/1100	Aug 21	$9.74	$0.26	37.46	$990.26	$1099.74
990/995	1020/1060	Jul 31	$38.85	$1.15	33.78	$956.15	$1058.85
980/990	1070/1080	Aug 21	$9.71	$0.29	33.48	$980.29	$1079.71
985/990	1020/1060	Jul 31	$38.76	$1.24	31.26	$951.24	$1058.76
1005/1010	1215/1220	Aug 28	$4.81	$0.19	25.32	$1005.19	$1219.81
1070/1080	1120/1140	Aug 7	$19.20	$0.80	24.00	$1060.80	$1139.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 169 found (best R:R 213.29, cheapest $0.07)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1385.00	$1400.00	$1415.00	Aug 7	$0.07	$14.93	213.29
$1360.00	$1380.00	$1400.00	Jul 31	$0.15	$19.85	132.33
$1080.00	$1100.00	$1120.00	Aug 7	$0.17	$19.83	116.65
$1140.00	$1150.00	$1160.00	Aug 21	$0.10	$9.90	99.00
$1270.00	$1275.00	$1280.00	Jul 31	$0.07	$4.93	70.43

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1155.00	$1160.00	$1165.00	Aug 21	$0.07	$4.93	70.43
$985.00	$990.00	$995.00	Jul 31	$0.09	$4.91	54.56
$1120.00	$1125.00	$1130.00	Jul 31	$0.09	$4.91	54.56
$1050.00	$1060.00	$1070.00	Aug 21	$0.18	$9.82	54.56
$1230.00	$1235.00	$1240.00	Aug 14	$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. 145 found (best net $-12.97, 132 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1055.00	$1165.00	1:2	Aug 28	-$12.97	$97.03
$1380.00	$1440.00	1:2	Sep 4	-$3.73	$56.27
$1320.00	$1380.00	1:2	Sep 4	-$6.13	$53.87
$1400.00	$1440.00	1:2	Aug 14	-$0.52	$39.48
$1400.00	$1440.00	1:2	Aug 28	-$0.82	$39.18

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1040.00	$1000.00	1:2	Aug 14	-$0.86	$39.14
$1085.00	$1050.00	1:2	Sep 4	-$8.13	$26.87
$1200.00	$1155.00	1:2	Sep 4	-$18.61	$26.39
$1050.00	$1030.00	1:2	Jul 31	-$0.81	$19.19
$1135.00	$1105.00	1:2	Aug 28	-$11.83	$18.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 107 found (best yield 4.83%, avg 1.74%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1225.00	Aug 28	$59.00	0.52	0.4%	4.83%	5.19%	7	--
$1230.00	Aug 28	$57.05	0.51	0.8%	4.67%	5.44%	2	--
$1225.00	Aug 21	$55.35	0.52	0.4%	4.53%	4.89%	11	20
$1230.00	Aug 21	$53.05	0.50	0.8%	4.35%	5.11%	53	277
$1235.00	Aug 21	$49.25	0.49	1.2%	4.03%	5.21%	7	25
$1225.00	Aug 14	$49.00	0.52	0.4%	4.01%	4.37%	23	57
$1240.00	Aug 21	$48.25	0.48	1.6%	3.95%	5.54%	9	494
$1250.00	Aug 28	$48.25	0.46	2.4%	3.95%	6.36%	6	7
$1230.00	Aug 14	$48.00	0.50	0.8%	3.93%	4.70%	3	39
$1245.00	Aug 21	$46.00	0.46	2.0%	3.77%	5.76%	24	48

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 13,222

Total Puts 25,627

Put/Call Ratio 1.94

Net Difference -12,405

Prior's Put/Call Breakdown

Total Calls 8,360

Total Puts 26,742

Put/Call Ratio 3.20

Net Difference -18,382

Prior 7-Day Put/Call Summary

Total Calls 129,470

Total Puts 198,033

Average Put/Call Ratio 1.85

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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