LLY - Options Database

LLY

ELI LILLY AND CO

$1136.11 -0.19%

$1136.77 (+0.06%)🌙

as of 09/15 06:48 PM

(9/14 18:48) ◀

Tuesday, September 15, 2026 (6:48pm)

▶ (9/18 18:42)

◀ 9/15 18:48 ▶

Option Volume

Detail

ℹ

Current (09/15) 25,428

Calls: 8,731 (34%)

Puts: 16,697 (66%)

Prior (09/14) 30,733

Calls: 17,566 (57%)

Puts: 13,167 (43%)

Current vs Prior -17.26%

Calls: -50.30% (Calls)

Puts: +26.81% (Puts)

Prior 7-Day Total 208,407

Calls: 114,464 (55%)

Puts: 93,943 (45%)

Prior 7-Day Average 29,772

Calls: 16,352 (55%)

Puts: 13,420 (45%)

Current vs Prior 7-Day Avg -14.59%

Calls: -46.61%

Puts: +24.41%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (09/15) $39.36M

Calls: $16.20M (41%)

Puts: $23.16M (59%)

Prior (09/14) $61.75M

Calls: $42.19M (68%)

Puts: $19.56M (32%)

Current vs Prior -36.25%

Calls: -61.60%

Puts: +18.41%

Prior 7-Day Total $405.19M

Calls: $237.06M (59%)

Puts: $168.14M (41%)

Prior 7-Day Average $57.88M

Calls: $33.87M (59%)

Puts: $24.02M (41%)

Current vs Prior 7-Day Avg -31.99%

Calls: -52.16%

Puts: -3.56%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (09/15) 1.91

Prior (09/14) 0.75

Current vs Prior +155.13%

Prior 7-Day Average 0.82

Current vs Prior 7-Day Avg +132.03%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (09/15) 167,378

Calls: 83,513 (50%)

Puts: 83,865 (50%)

Prior (09/14) 184,796

Calls: 97,896 (53%)

Puts: 86,900 (47%)

Current vs Prior -9.43%

Prior 7-Day Total 1,287,889

Calls: 679,919 (53%)

Puts: 607,970 (47%)

Prior 7-Day Average 183,984

Calls: 97,131 (53%)

Puts: 86,852 (47%)

Current vs Prior 7-Day Avg -9.03%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)

Current 2.86% | 4.36%2.86% | 8.05%

Prior 3.09% | 4.64%3.09% | 8.07%

Current vs Prior -7.25% | -6.11%-7.25% | -0.28%

Prior 7-Day Avg 2.64% | 4.51%4.37% | 8.71%

Current vs 7-Day Avg +8.38% | -3.45%-34.44% | -7.61%

Prior 7-Day Eod 3.09% | 4.64%3.09% | 8.07%

Current vs 7-Day Eod -7.25% | -6.11%-7.25% | -0.28%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Prior 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Current vs 7-Day Avg +0.00% | +0.00%

Liquidity Expensive

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🤖 AI Insights

Extreme bearish P/C ratio of 1.91 - heavy put buying. P/C ratio rising 155% - increased hedging/bearish positioning.

Smart Money BEARISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

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

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 42 of results (avg 7.6%, best 4.4%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$920.00	Sep 18	210.05	219.45	$214.75	4.4%	2	1.00	717
$980.00	Sep 18	152.25	160.05	$156.15	5.0%	1	1.00	--
$1040.00	Sep 18	93.55	99.30	$96.43	6.0%	6	1.00	--
$1000.00	Sep 18	130.40	138.85	$134.63	6.3%	6	1.00	373
$990.00	Sep 18	140.15	149.40	$144.78	6.4%	4	1.00	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1360.00	Oct 30	222.90	233.10	$228.00	4.5%	4	0.88	--
$1360.00	Oct 16	220.05	230.90	$225.48	4.8%	2	0.93	20
$1340.00	Oct 16	200.40	211.50	$205.95	5.4%	2	0.94	37
$1340.00	Oct 23	198.00	209.20	$203.60	5.5%	2	0.90	--
$1360.00	Oct 23	217.25	231.15	$224.20	6.2%	2	0.92	--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.97, cheapest $0.97)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Sep 18	0.90	1.03	$0.97	13.4%	573	0.06	2.1K

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 159 found (avg delta 0.73, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$920.00	Sep 18	210.05	219.45	$214.75	4.4%	2	1.00	717
$980.00	Sep 18	152.25	160.05	$156.15	5.0%	1	1.00	--
$990.00	Sep 18	140.15	149.40	$144.78	6.4%	4	1.00	--
$1000.00	Sep 18	130.40	138.85	$134.63	6.3%	6	1.00	373
$1010.00	Sep 18	119.20	133.25	$126.23	11.1%	1	1.00	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1220.00	Sep 18	80.10	90.70	$85.40	12.4%	14	0.98	230
$1215.00	Sep 18	73.25	86.35	$79.80	16.4%	1	0.97	41
$1200.00	Sep 18	60.80	70.90	$65.85	15.3%	73	0.94	329
$1250.00	Sep 25	110.35	124.00	$117.18	11.6%	1	0.94	12
$1340.00	Oct 16	200.40	211.50	$205.95	5.4%	2	0.94	37

Most actively traded options today. High liquidity = easy entry/exit. 542 active (total vol 16.8K, top 769)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Sep 18	0.90	1.03	$0.97	13.4%	573	0.06	2.1K
$1200.00	Oct 16	18.70	21.05	$19.88	11.8%	380	0.30	995
$1220.00	Sep 18	0.12	0.45	$0.29	113.8%	321	0.02	1.8K
$1190.00	Sep 18	1.20	2.00	$1.60	50.0%	233	0.09	576
$1150.00	Sep 18	7.50	10.25	$8.88	31.0%	186	0.36	276

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Sep 18	0.13	0.17	$0.15	26.7%	769	0.01	2.3K
$1060.00	Oct 16	12.80	16.15	$14.48	23.1%	503	0.22	607
$1030.00	Oct 9	4.35	9.15	$6.75	71.1%	493	0.13	15
$1050.00	Oct 16	10.80	13.90	$12.35	25.1%	447	0.19	407
$1000.00	Oct 16	4.90	5.70	$5.30	15.1%	358	0.10	1.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 10.3%, max 25.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1125.00	Sep 18	Oct 23	36.8%	30.5%	20.6%	9	103
$1100.00	Sep 18	Oct 16	37.4%	31.3%	19.5%	31	746
$1110.00	Sep 18	Oct 16	37.1%	32.1%	15.5%	44	353
$1130.00	Sep 18	Oct 23	34.1%	30.0%	13.7%	26	154
$1145.00	Sep 18	Oct 23	37.7%	34.2%	10.3%	57	60

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1185.00	Sep 25	Oct 9	41.7%	33.3%	25.3%	11	44
$1140.00	Sep 18	Oct 23	35.2%	31.6%	11.1%	132	756
$1145.00	Sep 18	Oct 23	37.7%	34.2%	10.3%	146	99
$1130.00	Sep 18	Oct 16	34.1%	31.3%	9.0%	92	674
$1120.00	Sep 18	Oct 23	35.5%	32.6%	8.8%	118	629

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 327 found (best R:R 0.53, avg 7.88)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1050.00	$1120.00	Oct 23	$45.65	$24.35	$45.65	79%	0.53	$1095.65
$1110.00	$1115.00	Oct 9	$0.52	$4.48	$0.52	62%	8.62	$1110.52
$1090.00	$1100.00	Oct 9	$4.62	$5.38	$4.62	70%	1.16	$1094.62
$1170.00	$1180.00	Oct 16	$1.82	$8.18	$1.82	40%	4.49	$1171.82
$1155.00	$1160.00	Oct 30	$0.55	$4.45	$0.55	48%	8.09	$1155.55

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1155.00	$1150.00	Oct 9	$0.29	$4.71	$0.29	56%	16.24	$1154.71
$1150.00	$1140.00	Oct 16	$3.10	$6.90	$3.10	53%	2.23	$1146.90
$1170.00	$1165.00	Oct 9	$1.13	$3.87	$1.13	62%	3.42	$1168.87
$1140.00	$1135.00	Oct 9	$0.80	$4.20	$0.80	50%	5.25	$1139.20
$1205.00	$1200.00	Oct 2	$2.35	$2.65	$2.35	79%	1.13	$1202.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 276 found (best R:R 0.81, avg 0.50)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1315.00	$1330.00	Sep 25	$6.71	$6.71	$8.29	89%	0.81	$1321.71
$1285.00	$1295.00	Oct 23	$4.23	$4.23	$5.77	83%	0.73	$1289.23
$1305.00	$1320.00	Oct 23	$4.14	$4.14	$10.86	87%	0.38	$1309.14
$1185.00	$1190.00	Sep 25	$3.97	$3.97	$1.03	74%	3.85	$1188.97
$1275.00	$1280.00	Sep 25	$2.56	$2.56	$2.44	92%	1.05	$1277.56

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1010.00	$1000.00	Sep 25	$5.39	$5.39	$4.61	88%	1.17	$1004.61
$990.00	$985.00	Sep 25	$4.43	$4.43	$0.57	91%	7.77	$985.57
$1110.00	$1105.00	Sep 25	$3.93	$3.93	$1.07	66%	3.67	$1106.07
$1100.00	$1095.00	Sep 25	$3.45	$3.45	$1.55	73%	2.23	$1096.55
$1085.00	$1080.00	Sep 25	$3.02	$3.02	$1.98	77%	1.53	$1081.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $10.31, cheapest $9.60)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1125.00	Sep 18	Sep 25	$11.90	36.8%	30.9%
$1120.00	Sep 18	Sep 25	$11.47	35.5%	31.2%
$1130.00	Sep 18	Sep 25	$11.27	34.1%	31.9%
$1150.00	Sep 18	Sep 25	$9.12	36.7%	34.7%
$1145.00	Sep 18	Sep 25	$10.10	37.7%	36.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1125.00	Sep 18	Sep 25	$9.60	36.8%	30.9%
$1120.00	Sep 18	Sep 25	$9.89	35.5%	31.2%
$1130.00	Sep 18	Sep 25	$11.72	34.1%	31.9%
$1150.00	Sep 18	Sep 25	$7.65	36.7%	34.7%
$1165.00	Sep 25	Oct 9	$12.52	36.5%	34.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 118 found (cheapest 2.55% of stock, avg 6.78%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1135.00	Sep 18	$15.02	$13.98	$29.00	$1106.00	$1164.00	2.55%
$1130.00	Sep 18	$18.43	$11.13	$29.56	$1100.44	$1159.56	2.60%
$1140.00	Sep 18	$12.23	$17.52	$29.75	$1110.25	$1169.75	2.62%
$1125.00	Sep 18	$20.15	$10.10	$30.25	$1094.75	$1155.25	2.66%
$1145.00	Sep 18	$11.13	$19.30	$30.43	$1114.57	$1175.43	2.68%
$1120.00	Sep 18	$22.98	$7.78	$30.76	$1089.24	$1150.76	2.71%
$1115.00	Sep 18	$26.58	$6.05	$32.63	$1082.37	$1147.63	2.87%
$1150.00	Sep 18	$8.88	$24.30	$33.18	$1116.82	$1183.18	2.92%
$1155.00	Sep 18	$6.93	$26.40	$33.33	$1121.67	$1188.33	2.93%
$1160.00	Sep 18	$6.03	$29.83	$35.86	$1124.14	$1195.86	3.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.06% of stock, avg 5.32%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1160.00	$1115.00	Sep 18	$6.03	$6.05	$12.08	$1102.92	$1172.08
$1155.00	$1115.00	Sep 18	$6.93	$6.05	$12.98	$1102.02	$1167.98
$1160.00	$1120.00	Sep 18	$6.03	$7.78	$13.81	$1106.19	$1173.81
$1155.00	$1120.00	Sep 18	$6.93	$7.78	$14.71	$1105.29	$1169.71
$1150.00	$1115.00	Sep 18	$8.88	$6.05	$14.93	$1100.07	$1164.93
$1150.00	$1120.00	Sep 18	$8.88	$7.78	$16.66	$1103.34	$1166.66
$1160.00	$1125.00	Sep 18	$6.03	$10.10	$16.13	$1108.87	$1176.13
$1155.00	$1125.00	Sep 18	$6.93	$10.10	$17.03	$1107.97	$1172.03
$1150.00	$1125.00	Sep 18	$8.88	$10.10	$18.98	$1106.02	$1168.98
$1145.00	$1115.00	Sep 18	$11.13	$6.05	$17.18	$1097.82	$1162.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 283 found (best R:R 14.62, avg credit $2.85)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1000/1010	1185/1190	Sep 25	$9.36	$0.64	62%	14.62	$1000.64	$1194.36
1000/1010	1195/1200	Sep 25	$7.04	$2.96	68%	2.38	$1002.96	$1202.04
1000/1010	1200/1205	Sep 25	$6.62	$3.38	71%	1.96	$1003.38	$1206.62
1000/1010	1175/1180	Sep 25	$7.61	$2.39	59%	3.18	$1002.39	$1182.61
985/990	1190/1195	Sep 25	$4.73	$0.27	70%	17.52	$985.27	$1194.73
1035/1040	1185/1190	Sep 25	$4.76	$0.24	66%	19.83	$1035.24	$1189.76
920/925	1185/1190	Sep 25	$4.31	$0.69	72%	6.25	$920.69	$1189.31
1050/1055	1185/1190	Sep 25	$4.59	$0.41	63%	11.20	$1050.41	$1189.59
1030/1035	1185/1190	Sep 25	$4.31	$0.69	68%	6.25	$1030.69	$1189.31
1000/1010	1165/1170	Sep 25	$7.11	$2.89	56%	2.46	$1002.89	$1172.11

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 186 found (best R:R 75.92, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1050.00	$1060.00	$1070.00	Sep 18	$0.15	$9.85	7%	65.67
$1070.00	$1080.00	$1090.00	Sep 18	$0.09	$9.91	5%	110.11
$1170.00	$1175.00	$1180.00	Sep 18	$0.12	$4.88	7%	40.67
$1145.00	$1150.00	$1155.00	Sep 18	$0.30	$4.70	11%	15.67
$1120.00	$1125.00	$1130.00	Oct 23	$0.10	$4.90	3%	49.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1180.00	$1190.00	$1200.00	Sep 18	$0.13	$9.87	7%	75.92
$1150.00	$1155.00	$1160.00	Oct 2	$0.06	$4.94	5%	82.33
$1000.00	$1015.00	$1030.00	Oct 2	$0.23	$14.77	4%	64.22
$1075.00	$1080.00	$1085.00	Oct 2	$0.09	$4.91	4%	54.56
$930.00	$940.00	$950.00	Oct 16	$0.05	$9.95	1%	199.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 197 found (best net $-34.36, 179 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1050.00	$1120.00	1:2	Oct 23	-$13.80	$56.20
$1030.00	$1090.00	1:2	Oct 9	-$18.12	$41.88
$950.00	$1020.00	1:2	Sep 25	-$45.48	$24.52
$1260.00	$1270.00	1:2	Oct 2	-$0.39	$9.61
$1275.00	$1300.00	1:2	Oct 2	-$0.97	$24.03

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1360.00	$1245.00	1:2	Oct 30	-$34.36	$80.64
$1030.00	$1000.00	1:2	Oct 9	-$0.61	$29.39
$1000.00	$980.00	1:2	Oct 2	-$0.04	$19.96
$985.00	$925.00	1:2	Sep 25	-$0.32	$59.68
$980.00	$955.00	1:2	Oct 2	-$0.34	$24.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 151 found (best yield 5.28%, avg 1.21%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1140.00	Oct 30	$59.95	0.51	0.3%	5.28%	5.62%	7	2
$1190.00	Oct 30	$39.95	0.40	4.7%	3.52%	8.26%	2	9
$1185.00	Oct 30	$41.35	0.41	4.3%	3.64%	7.94%	2	28
$1150.00	Oct 30	$54.25	0.49	1.2%	4.78%	6.00%	5	7
$1175.00	Oct 30	$43.95	0.43	3.4%	3.87%	7.29%	6	--
$1160.00	Oct 30	$49.35	0.47	2.1%	4.34%	6.45%	3	--
$1180.00	Oct 30	$41.75	0.42	3.9%	3.67%	7.54%	2	6
$1170.00	Oct 30	$44.85	0.45	3.0%	3.95%	6.93%	1	--
$1210.00	Oct 30	$33.50	0.36	6.5%	2.95%	9.45%	3	--
$1155.00	Oct 30	$50.20	0.48	1.7%	4.42%	6.08%	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 8,731

Total Puts 16,697

Put/Call Ratio 1.91

Net Difference -7,966

Prior's Put/Call Breakdown

Total Calls 17,566

Total Puts 13,167

Put/Call Ratio 0.75

Net Difference 4,399

Prior 7-Day Put/Call Summary

Total Calls 114,464

Total Puts 93,943

Average Put/Call Ratio 0.82

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

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📈 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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