LLY - Options Database

LLY

ELI LILLY AND CO

$1154.97 -4.55%

$1158.95 (+0.34%)🌙

as of 07/30 07:02 PM

(7/29 18:50) ◀

Thursday, July 30, 2026 (7:02pm)

▶ (7/31 18:49)

◀ 7/30 19:02 ▶

Option Volume

Detail

ℹ

Current (07/30) 40,734

Calls: 12,658 (31%)

Puts: 28,076 (69%)

Prior (07/29) 39,114

Calls: 8,575 (22%)

Puts: 30,539 (78%)

Current vs Prior +4.14%

Calls: +47.62% (Calls)

Puts: -8.07% (Puts)

Prior 7-Day Total 297,811

Calls: 109,125 (37%)

Puts: 188,686 (63%)

Prior 7-Day Average 42,544

Calls: 15,589 (37%)

Puts: 26,955 (63%)

Current vs Prior 7-Day Avg -4.26%

Calls: -18.80%

Puts: +4.16%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (07/30) $86.68M

Calls: $33.19M (38%)

Puts: $53.48M (62%)

Prior (07/29) $78.49M

Calls: $25.60M (33%)

Puts: $52.89M (67%)

Current vs Prior +10.43%

Calls: +29.68%

Puts: +1.11%

Prior 7-Day Total $517.25M

Calls: $281.40M (54%)

Puts: $235.85M (46%)

Prior 7-Day Average $73.89M

Calls: $40.20M (54%)

Puts: $33.69M (46%)

Current vs Prior 7-Day Avg +17.30%

Calls: -17.43%

Puts: +58.73%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (07/30) 2.22

Prior (07/29) 3.56

Current vs Prior -37.72%

Prior 7-Day Average 2.18

Current vs Prior 7-Day Avg +1.77%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (07/30) 178,901

Calls: 78,250 (44%)

Puts: 100,651 (56%)

Prior (07/29) 155,841

Calls: 73,357 (47%)

Puts: 82,484 (53%)

Current vs Prior +14.80%

Prior 7-Day Total 1,158,200

Calls: 541,979 (47%)

Puts: 616,221 (53%)

Prior 7-Day Average 165,457

Calls: 77,425 (47%)

Puts: 88,031 (53%)

Current vs Prior 7-Day Avg +8.13%

Sentiment BULLISH

Expected Move

Detail

ℹ

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

Current 1.83% | 7.44%9.05% | 12.11%

Prior 2.34% | 7.63%9.39% | 12.13%

Current vs Prior -21.65% | -2.56%-3.61% | -0.13%

Prior 7-Day Avg 2.80% | 6.56%10.04% | 13.01%

Current vs 7-Day Avg -34.61% | +13.47%-9.86% | -6.88%

Prior 7-Day Eod 2.34% | 7.63%9.39% | 12.13%

Current vs 7-Day Eod -21.65% | -2.56%-3.61% | -0.13%

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 bearish flow with 62% put dollar volume ($53.48M). Extreme bearish P/C ratio of 2.22 - heavy put buying. P/C ratio dropping 38% - sentiment shifting bullish.

Smart Money BEARISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

Prior BEARISH

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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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 52 of results (avg 8.3%, best 5.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Aug 21	160.10	168.95	$164.52	5.4%	3	0.91	376
$1020.00	Aug 21	142.25	150.50	$146.38	5.6%	16	0.88	141
$1050.00	Aug 21	118.00	125.60	$121.80	6.2%	7	0.82	90
$1080.00	Aug 21	95.00	102.00	$98.50	7.1%	18	0.75	145
$1070.00	Aug 21	101.25	109.00	$105.13	7.4%	6	0.77	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1360.00	Jul 31	198.00	209.90	$203.95	5.8%	28	1.00	--
$1355.00	Jul 31	193.00	206.00	$199.50	6.5%	28	1.00	--
$1300.00	Aug 21	146.00	156.40	$151.20	6.9%	1	0.84	96
$1250.00	Aug 7	101.00	109.00	$105.00	7.6%	12	0.80	--
$1255.00	Jul 31	95.00	103.00	$99.00	8.1%	8	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. 163 found (avg delta 0.71, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Jul 31	150.20	164.00	$157.10	8.8%	2	1.00	13
$1050.00	Jul 31	102.00	110.00	$106.00	7.5%	3	0.99	6
$1090.00	Jul 31	62.00	70.15	$66.08	12.3%	3	0.98	12
$1040.00	Jul 31	112.00	123.00	$117.50	9.4%	1	0.98	8
$1065.00	Jul 31	86.40	95.00	$90.70	9.5%	1	0.98	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1205.00	Jul 31	46.00	53.00	$49.50	14.1%	23	1.00	206
$1212.50	Jul 31	52.80	61.00	$56.90	14.4%	2	1.00	15
$1220.00	Jul 31	60.80	68.00	$64.40	11.2%	8	1.00	125
$1225.00	Jul 31	65.45	73.70	$69.58	11.9%	4	1.00	24
$1230.00	Jul 31	70.00	78.80	$74.40	11.8%	39	1.00	24

Most actively traded options today. High liquidity = easy entry/exit. 566 active (total vol 22.4K, top 592)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Aug 7	2.55	10.00	$6.28	118.6%	592	0.12	279
$1200.00	Jul 31	0.50	0.75	$0.63	39.7%	441	0.06	340
$1300.00	Jul 31	0.03	0.04	$0.04	25.0%	363	0.00	1.7K
$1250.00	Aug 21	17.40	19.70	$18.55	12.4%	362	0.26	1.2K
$1260.00	Jul 31	0.01	0.58	$0.30	190.0%	308	0.02	1.1K

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Jul 31	0.26	0.32	$0.29	20.7%	511	0.03	599
$1165.00	Aug 14	49.10	53.95	$51.53	9.4%	428	0.51	44
$960.00	Jul 31	0.01	0.43	$0.22	190.9%	404	0.01	263
$1165.00	Aug 7	44.10	48.95	$46.53	10.4%	348	0.52	57
$1255.00	Aug 21	109.65	119.05	$114.35	8.2%	313	0.75	34

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 117 strikes (avg 66.3%, max 292.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Jul 31	Sep 4	132.3%	42.0%	214.8%	8	123
$1320.00	Jul 31	Sep 4	124.5%	42.4%	193.3%	25	505
$1360.00	Jul 31	Sep 4	122.5%	42.6%	187.3%	7	348
$1280.00	Jul 31	Sep 11	109.3%	40.4%	170.4%	51	361
$1325.00	Jul 31	Aug 7	168.8%	64.5%	161.7%	4	218

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$970.00	Jul 31	Aug 28	174.4%	44.4%	292.4%	42	29
$930.00	Jul 31	Sep 4	180.4%	46.0%	291.9%	27	319
$960.00	Jul 31	Sep 4	154.3%	44.7%	245.4%	415	271
$965.00	Jul 31	Sep 4	143.9%	43.4%	231.4%	255	222
$990.00	Jul 31	Sep 4	141.0%	43.0%	228.1%	9	489

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 363 found (best R:R 65.04, avg 5.56)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1330.00	$1335.00	Aug 7	$0.22	$4.78	$0.22	21.73	$1330.22
$1190.00	$1192.50	Jul 31	$0.13	$2.37	$0.13	18.23	$1190.13
$1360.00	$1380.00	Aug 28	$1.06	$18.94	$1.06	17.87	$1361.06
$1200.00	$1205.00	Jul 31	$0.27	$4.73	$0.27	17.52	$1200.27
$1340.00	$1360.00	Aug 14	$1.13	$18.87	$1.13	16.70	$1341.13

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$1035.00	$1000.00	Jul 31	$0.53	$34.47	$0.53	65.04	$1034.47
$930.00	$925.00	Jul 31	$0.10	$4.90	$0.10	49.00	$929.90
$1045.00	$1035.00	Jul 31	$0.21	$9.79	$0.21	46.62	$1044.79
$1060.00	$1055.00	Jul 31	$0.12	$4.88	$0.12	40.67	$1059.88
$985.00	$980.00	Aug 14	$0.12	$4.88	$0.12	40.67	$984.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 451 found (best R:R 99.00, avg 1.98)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1000.00	$1040.00	Jul 31	$39.60	$39.60	$0.40	99.00	$1039.60
$1070.00	$1080.00	Jul 31	$9.68	$9.68	$0.32	30.25	$1079.68
$1090.00	$1100.00	Jul 31	$9.50	$9.50	$0.50	19.00	$1099.50
$1000.00	$1010.00	Aug 7	$9.45	$9.45	$0.55	17.18	$1009.45
$1000.00	$1020.00	Aug 21	$18.14	$18.14	$1.86	9.75	$1018.14

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$1210.00	$1205.00	Jul 31	$4.90	$4.90	$0.10	49.00	$1205.10
$1200.00	$1195.00	Jul 31	$4.85	$4.85	$0.15	32.33	$1195.15
$1240.00	$1230.00	Jul 31	$9.70	$9.70	$0.30	32.33	$1230.30
$1230.00	$1225.00	Jul 31	$4.82	$4.82	$0.18	26.78	$1225.18
$1215.00	$1212.50	Jul 31	$2.40	$2.40	$0.10	24.00	$1212.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 135 found (avg debit $16.46, cheapest $0.33)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1380.00	Jul 31	Aug 7	$1.20	132.3%	63.2%
$1350.00	Jul 31	Aug 7	$1.41	160.0%	63.9%
$1325.00	Jul 31	Aug 7	$1.61	168.8%	64.5%
$1335.00	Jul 31	Aug 7	$2.78	176.0%	71.5%
$1330.00	Jul 31	Aug 7	$3.00	172.4%	70.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$930.00	Jul 31	Aug 7	$0.33	180.4%	68.6%
$925.00	Jul 31	Aug 7	$0.39	173.8%	69.4%
$1025.00	Aug 7	Aug 14	$0.71	66.4%	50.1%
$970.00	Jul 31	Aug 7	$0.72	174.4%	66.4%
$945.00	Aug 7	Aug 14	$0.73	67.9%	54.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 149 found (cheapest 1.63% of stock, avg 8.14%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1157.50	Jul 31	$8.85	$10.00	$18.85	$1138.65	$1176.35	1.63%
$1150.00	Jul 31	$13.58	$5.45	$19.03	$1130.97	$1169.03	1.65%
$1152.50	Jul 31	$11.77	$7.58	$19.35	$1133.15	$1171.85	1.68%
$1162.50	Jul 31	$7.08	$12.88	$19.96	$1142.54	$1182.46	1.73%
$1155.00	Jul 31	$10.88	$9.38	$20.26	$1134.74	$1175.26	1.75%
$1167.50	Jul 31	$4.67	$16.00	$20.67	$1146.83	$1188.17	1.79%
$1160.00	Jul 31	$8.25	$12.55	$20.80	$1139.20	$1180.80	1.80%
$1165.00	Jul 31	$7.33	$13.75	$21.08	$1143.92	$1186.08	1.83%
$1145.00	Jul 31	$17.50	$5.25	$22.75	$1122.25	$1167.75	1.97%
$1170.00	Jul 31	$4.78	$18.00	$22.78	$1147.22	$1192.78	1.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.72% of stock, avg 6.50%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1167.50	$1140.00	Jul 31	$4.67	$3.63	$8.30	$1131.70	$1175.80
$1167.50	$1145.00	Jul 31	$4.67	$5.25	$9.92	$1135.08	$1177.42
$1167.50	$1150.00	Jul 31	$4.67	$5.45	$10.12	$1139.88	$1177.62
$1162.50	$1140.00	Jul 31	$7.08	$3.63	$10.71	$1129.29	$1173.21
$1165.00	$1140.00	Jul 31	$7.33	$3.63	$10.96	$1129.04	$1175.96
$1160.00	$1140.00	Jul 31	$8.25	$3.63	$11.88	$1128.12	$1171.88
$1167.50	$1152.50	Jul 31	$4.67	$7.58	$12.25	$1140.25	$1179.75
$1162.50	$1145.00	Jul 31	$7.08	$5.25	$12.33	$1132.67	$1174.83
$1157.50	$1140.00	Jul 31	$8.85	$3.63	$12.48	$1127.52	$1169.98
$1162.50	$1150.00	Jul 31	$7.08	$5.45	$12.53	$1137.47	$1175.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 487 found (best R:R 234.29, avg credit $9.91)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
985/990	1000/1040	Jul 31	$39.83	$0.17	234.29	$950.17	$1039.83
925/930	1000/1040	Jul 31	$39.70	$0.30	132.33	$890.30	$1039.70
1035/1045	1070/1080	Jul 31	$9.89	$0.11	89.91	$1035.11	$1079.89
1075/1080	1090/1100	Jul 31	$9.89	$0.11	89.91	$1070.11	$1099.89
985/990	1000/1010	Aug 7	$9.84	$0.16	61.50	$980.16	$1009.84
1055/1060	1070/1080	Jul 31	$9.80	$0.20	49.00	$1050.20	$1079.80
925/930	1070/1080	Jul 31	$9.78	$0.22	44.45	$920.22	$1079.78
985/990	1080/1085	Aug 7	$4.89	$0.11	44.45	$985.11	$1084.89
990/1000	1060/1070	Aug 21	$9.77	$0.23	42.48	$990.23	$1069.77
970/980	1050/1060	Aug 21	$9.75	$0.25	39.00	$970.25	$1059.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 179 found (best R:R 165.67, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1320.00	$1340.00	$1360.00	Aug 14	$0.12	$19.88	165.67
$1320.00	$1340.00	$1360.00	Aug 21	$0.22	$19.78	89.91
$1110.00	$1120.00	$1130.00	Jul 31	$0.12	$9.88	82.33
$1240.00	$1245.00	$1250.00	Aug 28	$0.08	$4.92	61.50
$1195.00	$1200.00	$1205.00	Jul 31	$0.09	$4.91	54.56

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$1090.00	$1095.00	$1100.00	Jul 31	$0.06	$4.94	82.33
$935.00	$940.00	$945.00	Aug 14	$0.07	$4.93	70.43
$1020.00	$1025.00	$1030.00	Sep 4	$0.07	$4.93	70.43
$1240.00	$1250.00	$1260.00	Aug 7	$0.15	$9.85	65.67
$1215.00	$1220.00	$1225.00	Jul 31	$0.08	$4.92	61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 156 found (best net $-21.50, 139 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1080.00	$1140.00	1:2	Aug 14	-$17.80	$42.20
$1320.00	$1360.00	1:2	Sep 4	-$4.40	$35.60
$1300.00	$1325.00	1:2	Aug 7	-$1.74	$23.26
$1360.00	$1380.00	1:2	Jul 31	-$0.10	$19.90
$1360.00	$1380.00	1:2	Aug 21	-$1.72	$18.28

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1225.00	$1160.00	1:2	Sep 4	-$21.50	$43.50
$960.00	$930.00	1:2	Jul 31	-$0.28	$29.72
$985.00	$965.00	1:2	Sep 4	-$3.80	$16.20
$1045.00	$1035.00	1:2	Jul 31	-$0.35	$9.65
$1000.00	$990.00	1:2	Jul 31	-$0.73	$9.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 165 found (best yield 5.02%, avg 1.63%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1160.00	Sep 11	$58.00	0.51	0.4%	5.02%	5.46%	4	--
$1155.00	Aug 28	$53.00	0.52	0.0%	4.59%	4.59%	1	--
$1160.00	Aug 28	$50.00	0.51	0.4%	4.33%	4.76%	27	8
$1155.00	Aug 21	$49.00	0.53	0.0%	4.24%	4.25%	24	21
$1160.00	Aug 21	$47.00	0.51	0.4%	4.07%	4.50%	122	374
$1165.00	Aug 28	$47.00	0.50	0.9%	4.07%	4.94%	8	16
$1155.00	Aug 14	$45.50	0.53	0.0%	3.94%	3.94%	5	11
$1170.00	Aug 28	$44.00	0.48	1.3%	3.81%	5.11%	3	--
$1160.00	Aug 14	$43.05	0.51	0.4%	3.73%	4.16%	112	32
$1165.00	Aug 21	$43.00	0.49	0.9%	3.72%	4.59%	11	46

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 12,658

Total Puts 28,076

Put/Call Ratio 2.22

Net Difference -15,418

Prior's Put/Call Breakdown

Total Calls 8,575

Total Puts 30,539

Put/Call Ratio 3.56

Net Difference -21,964

Prior 7-Day Put/Call Summary

Total Calls 109,125

Total Puts 188,686

Average Put/Call Ratio 2.18

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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