LLY - Options Database

LLY

ELI LILLY AND CO

$1270.75 -1.01%

$1272.47 (+0.14%)🌙

as of 10/21 06:33 PM

(10/20 18:29) ◀

Wednesday, October 21, 2026 (6:33pm)

▶ (10/22 18:38)

◀ 10/21 18:33 ▶

Option Volume

Detail

ℹ

Current (10/21) 24,066

Calls: 9,473 (39%)

Puts: 14,593 (61%)

Prior (10/20) 52,220

Calls: 30,734 (59%)

Puts: 21,486 (41%)

Current vs Prior -53.91%

Calls: -69.18% (Calls)

Puts: -32.08% (Puts)

Prior 7-Day Total 275,052

Calls: 141,676 (52%)

Puts: 133,376 (48%)

Prior 7-Day Average 39,293

Calls: 20,239 (52%)

Puts: 19,053 (48%)

Current vs Prior 7-Day Avg -38.75%

Calls: -53.20%

Puts: -23.41%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (10/21) $70.70M

Calls: $49.23M (70%)

Puts: $21.47M (30%)

Prior (10/20) $157.50M

Calls: $116.10M (74%)

Puts: $41.39M (26%)

Current vs Prior -55.11%

Calls: -57.60%

Puts: -48.13%

Prior 7-Day Total $656.00M

Calls: $446.31M (68%)

Puts: $209.69M (32%)

Prior 7-Day Average $93.71M

Calls: $63.76M (68%)

Puts: $29.96M (32%)

Current vs Prior 7-Day Avg -24.56%

Calls: -22.78%

Puts: -28.33%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/21) 1.54

Prior (10/20) 0.70

Current vs Prior +120.35%

Prior 7-Day Average 1.11

Current vs Prior 7-Day Avg +38.23%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (10/21) 152,979

Calls: 80,095 (52%)

Puts: 72,884 (48%)

Prior (10/20) 185,598

Calls: 98,413 (53%)

Puts: 87,185 (47%)

Current vs Prior -17.58%

Prior 7-Day Total 1,202,106

Calls: 618,641 (51%)

Puts: 583,465 (49%)

Prior 7-Day Average 171,729

Calls: 88,377 (51%)

Puts: 83,352 (49%)

Current vs Prior 7-Day Avg -10.92%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)

Current 2.26% | 7.37%9.52% | 12.20%

Prior 2.76% | 7.79%9.71% | 12.19%

Current vs Prior -18.13% | -5.45%-1.91% | +0.09%

Prior 7-Day Avg 2.79% | 5.79%4.56% | 11.20%

Current vs 7-Day Avg -18.93% | +27.13%+108.62% | +8.91%

Prior 7-Day Eod 2.76% | 7.79%9.71% | 12.19%

Current vs 7-Day Eod -18.13% | -5.45%-1.91% | +0.09%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 28.25% | 12.96%

Calls: 29.77% | 12.21%

Puts: 26.73% | 13.72%

Prior 28.25% | 12.96%

Calls: 29.77% | 12.21%

Puts: 26.73% | 13.72%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 28.39% | 18.02%

Calls: 27.80% | 19.23%

Puts: 28.97% | 16.81%

Current vs 7-Day Avg -0.48% | -28.09%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($49.23M). Light premium activity with dollar volume down 55% vs prior. Below-average activity with volume down 54% vs prior. Extreme bearish P/C ratio of 1.54 - heavy put buying.

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 BULLISH

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

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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 27 of results (avg 8.1%, best 4.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1060.00	Nov 20	214.05	223.05	$218.55	4.1%	15	0.94	30
$1050.00	Nov 20	220.50	232.75	$226.63	5.4%	6	0.95	--
$1060.00	Nov 6	210.25	224.00	$217.13	6.3%	1	0.92	1
$1060.00	Nov 13	212.00	226.00	$219.00	6.4%	1	0.93	--
$1080.00	Nov 20	193.90	206.95	$200.43	6.5%	3	0.92	--

PUTS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1500.00	Nov 13	223.65	234.50	$229.08	4.7%	1	0.93	1
$1400.00	Nov 20	138.05	148.90	$143.48	7.6%	5	0.78	31
$1260.00	Nov 6	41.80	45.50	$43.65	8.5%	2	0.44	--
$1360.00	Nov 6	100.85	111.30	$106.07	9.9%	1	0.73	2

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. 128 found (avg delta 0.72, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 23	166.15	179.90	$173.03	7.9%	2	1.00	20
$1125.00	Oct 23	141.65	154.45	$148.05	8.6%	2	1.00	--
$1120.00	Oct 23	146.15	160.55	$153.35	9.4%	2	1.00	41
$1150.00	Oct 23	115.90	127.15	$121.53	9.3%	72	1.00	91
$1135.00	Oct 23	130.00	146.00	$138.00	11.6%	24	0.99	27

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1355.00	Oct 23	76.60	89.60	$83.10	15.6%	6	1.00	--
$1325.00	Oct 23	46.95	60.95	$53.95	25.9%	7	0.95	3
$1330.00	Oct 23	53.70	62.80	$58.25	15.6%	2	0.95	5
$1320.00	Oct 23	44.20	55.25	$49.73	22.2%	1	0.94	7
$1500.00	Nov 13	223.65	234.50	$229.08	4.7%	1	0.93	1

Most actively traded options today. High liquidity = easy entry/exit. 480 active (total vol 11.5K, top 470)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1520.00	Oct 30	0.20	1.28	$0.74	145.9%	388	0.02	26
$1320.00	Oct 23	0.95	1.27	$1.11	28.8%	333	0.08	433
$1300.00	Oct 23	3.00	4.00	$3.50	28.6%	324	0.20	673
$1500.00	Oct 30	0.92	1.88	$1.40	68.6%	222	0.03	148
$1370.00	Oct 23	0.05	0.10	$0.08	62.5%	218	0.01	563

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1035.00	Oct 23	0.00	0.05	$0.03	166.7%	470	0.00	--
$1230.00	Oct 23	1.01	1.85	$1.43	58.7%	227	0.09	122
$1250.00	Oct 23	3.40	5.45	$4.43	46.3%	207	0.23	524
$1240.00	Oct 23	2.12	3.20	$2.66	40.6%	156	0.15	188
$1270.00	Oct 23	10.00	12.60	$11.30	23.0%	130	0.46	181

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 48.1%, max 48.1%)

CALLS (1)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1220.00	Oct 30	Nov 27	56.1%	37.9%	48.1%	25	121

PUTS (0)

No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 331 found (best R:R 13.81, avg 6.59)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1380.00	$1400.00	Nov 13	$1.35	$18.65	$1.35	22%	13.81	$1381.35
$1200.00	$1230.00	Nov 13	$18.03	$11.97	$18.03	72%	0.66	$1218.03
$1220.00	$1230.00	Nov 20	$4.45	$5.55	$4.45	66%	1.25	$1224.45
$1285.00	$1290.00	Nov 20	$0.45	$4.55	$0.45	49%	10.11	$1285.45
$1295.00	$1300.00	Nov 13	$0.52	$4.48	$0.52	46%	8.62	$1295.52

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1230.00	$1225.00	Oct 30	$0.27	$4.73	$0.27	33%	17.52	$1229.73
$1225.00	$1220.00	Nov 20	$0.38	$4.62	$0.38	35%	12.16	$1224.62
$1180.00	$1170.00	Nov 20	$0.92	$9.08	$0.92	24%	9.87	$1179.08
$1140.00	$1130.00	Nov 20	$0.27	$9.73	$0.27	15%	36.04	$1139.73
$1220.00	$1210.00	Nov 20	$2.14	$7.86	$2.14	34%	3.67	$1217.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 277 found (best R:R 0.73, avg 0.44)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1360.00	$1380.00	Nov 13	$8.42	$8.42	$11.58	71%	0.73	$1368.42
$1400.00	$1440.00	Nov 27	$8.70	$8.70	$31.30	77%	0.28	$1408.70
$1340.00	$1360.00	Nov 6	$7.33	$7.33	$12.67	67%	0.58	$1347.33
$1420.00	$1440.00	Nov 13	$3.85	$3.85	$16.15	84%	0.24	$1423.85
$1360.00	$1365.00	Oct 30	$2.41	$2.41	$2.59	75%	0.93	$1362.41

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1230.00	$1195.00	Nov 13	$12.52	$12.52	$22.48	64%	0.56	$1217.48
$1210.00	$1200.00	Nov 20	$5.03	$5.03	$4.97	69%	1.01	$1204.97
$1080.00	$1070.00	Oct 23	$2.19	$2.19	$7.81	96%	0.28	$1077.81
$1170.00	$1155.00	Nov 27	$4.98	$4.98	$10.02	77%	0.50	$1165.02
$1140.00	$1135.00	Nov 27	$2.53	$2.53	$2.47	83%	1.02	$1137.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $30.16, cheapest $5.50)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1220.00	Oct 30	Nov 6	$5.50	56.1%	46.9%
$1260.00	Oct 23	Oct 30	$31.32	36.7%	56.4%
$1265.00	Oct 23	Oct 30	$32.25	36.0%	56.8%
$1270.00	Oct 23	Oct 30	$32.35	35.2%	56.7%
$1285.00	Oct 23	Oct 30	$32.67	34.7%	58.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1260.00	Oct 23	Oct 30	$30.80	36.7%	56.4%
$1265.00	Oct 23	Oct 30	$31.93	36.0%	56.8%
$1270.00	Oct 23	Oct 30	$32.40	35.2%	56.7%
$1285.00	Oct 23	Oct 30	$30.56	34.7%	58.5%
$1280.00	Oct 23	Oct 30	$32.73	34.4%	58.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 97 found (cheapest 1.97% of stock, avg 7.26%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1275.00	Oct 23	$11.20	$13.80	$25.00	$1250.00	$1300.00	1.97%
$1280.00	Oct 23	$9.60	$16.02	$25.62	$1254.38	$1305.62	2.02%
$1270.00	Oct 23	$14.90	$11.30	$26.20	$1243.80	$1296.20	2.06%
$1265.00	Oct 23	$16.85	$9.40	$26.25	$1238.75	$1291.25	2.07%
$1285.00	Oct 23	$7.80	$20.02	$27.82	$1257.18	$1312.82	2.19%
$1260.00	Oct 23	$20.18	$7.78	$27.96	$1232.04	$1287.96	2.20%
$1290.00	Oct 23	$5.70	$23.70	$29.40	$1260.60	$1319.40	2.31%
$1255.00	Oct 23	$23.80	$6.35	$30.15	$1224.85	$1285.15	2.37%
$1250.00	Oct 23	$28.25	$4.43	$32.68	$1217.32	$1282.68	2.57%
$1295.00	Oct 23	$5.30	$28.00	$33.30	$1261.70	$1328.30	2.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.77% of stock, avg 6.39%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1295.00	$1250.00	Oct 23	$5.30	$4.43	$9.73	$1240.27	$1304.73
$1290.00	$1250.00	Oct 23	$5.70	$4.43	$10.13	$1239.87	$1300.13
$1295.00	$1255.00	Oct 23	$5.30	$6.35	$11.65	$1243.35	$1306.65
$1290.00	$1255.00	Oct 23	$5.70	$6.35	$12.05	$1242.95	$1302.05
$1285.00	$1250.00	Oct 23	$7.80	$4.43	$12.23	$1237.77	$1297.23
$1290.00	$1260.00	Oct 23	$5.70	$7.78	$13.48	$1246.52	$1303.48
$1295.00	$1260.00	Oct 23	$5.30	$7.78	$13.08	$1246.92	$1308.08
$1285.00	$1255.00	Oct 23	$7.80	$6.35	$14.15	$1240.85	$1299.15
$1285.00	$1260.00	Oct 23	$7.80	$7.78	$15.58	$1244.42	$1300.58
$1290.00	$1265.00	Oct 23	$5.70	$9.40	$15.10	$1249.90	$1305.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 0.33, avg credit $3.51)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1070/1080	1320/1325	Oct 23	$2.50	$7.50	88%	0.33	$1077.50	$1322.50
1070/1080	1315/1320	Oct 23	$2.62	$7.38	85%	0.36	$1077.38	$1317.62
1070/1080	1310/1315	Oct 23	$2.82	$7.18	82%	0.39	$1077.18	$1312.82
1070/1080	1295/1300	Oct 23	$3.99	$6.01	69%	0.66	$1076.01	$1298.99
1150/1152	1295/1300	Oct 23	$2.31	$2.69	71%	0.86	$1150.19	$1297.31
1135/1140	1295/1300	Oct 23	$2.14	$2.86	72%	0.75	$1137.86	$1297.14
1070/1080	1305/1310	Oct 23	$2.78	$7.22	79%	0.39	$1077.22	$1307.78
1215/1220	1295/1300	Oct 23	$2.31	$2.69	67%	0.86	$1217.69	$1297.31
1170/1172	1295/1300	Oct 23	$2.00	$3.00	72%	0.67	$1170.50	$1297.00
1130/1135	1295/1300	Oct 23	$1.91	$3.09	73%	0.62	$1133.09	$1296.91

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 174 found (best R:R 82.33, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1360.00	$1400.00	$1440.00	Nov 27	$0.48	$39.52	16%	82.33
$1360.00	$1380.00	$1400.00	Nov 6	$0.50	$19.50	8%	39.00
$1185.00	$1220.00	$1255.00	Nov 6	$3.80	$31.20	21%	8.21
$1340.00	$1360.00	$1380.00	Nov 20	$0.76	$19.24	9%	25.32
$1235.00	$1240.00	$1245.00	Oct 23	$0.09	$4.91	7%	54.56

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1255.00	$1260.00	$1265.00	Oct 23	$0.19	$4.81	10%	25.32
$1260.00	$1265.00	$1270.00	Oct 23	$0.28	$4.72	11%	16.86
$1320.00	$1325.00	$1330.00	Oct 23	$0.08	$4.92	2%	61.50
$1187.50	$1190.00	$1192.50	Oct 23	$0.06	$2.44	1%	40.67
$1195.00	$1200.00	$1205.00	Nov 27	$0.11	$4.89	2%	44.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 174 found (best net $-34.04, 160 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1120.00	$1200.00	1:2	Nov 13	-$34.04	$45.96
$1440.00	$1500.00	1:2	Nov 27	-$0.91	$59.09
$1400.00	$1440.00	1:2	Nov 27	-$2.75	$37.25
$1500.00	$1520.00	1:2	Oct 30	-$0.08	$19.92
$1480.00	$1500.00	1:2	Oct 23	-$0.01	$19.99

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1400.00	$1320.00	1:2	Nov 20	-$26.92	$53.08
$1105.00	$1055.00	1:2	Nov 27	-$0.87	$49.13
$1150.00	$1110.00	1:2	Nov 13	-$3.77	$36.23
$1075.00	$1050.00	1:2	Nov 6	-$0.56	$24.44
$1220.00	$1215.00	1:2	Oct 23	-$0.07	$4.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 122 found (best yield 4.61%, avg 1.68%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1275.00	Nov 27	$58.60	0.51	0.3%	4.61%	4.95%	10	7
$1300.00	Nov 27	$47.25	0.45	2.3%	3.72%	6.02%	41	64
$1290.00	Nov 27	$50.00	0.48	1.5%	3.93%	5.45%	36	36
$1290.00	Nov 20	$49.30	0.48	1.5%	3.88%	5.39%	28	55
$1280.00	Nov 27	$53.45	0.50	0.7%	4.21%	4.93%	5	18
$1295.00	Nov 27	$46.55	0.47	1.9%	3.66%	5.57%	1	--
$1300.00	Nov 20	$44.55	0.45	2.3%	3.51%	5.81%	71	1.5K
$1275.00	Nov 20	$55.40	0.52	0.3%	4.36%	4.69%	5	--
$1295.00	Nov 20	$45.85	0.47	1.9%	3.61%	5.52%	2	--
$1310.00	Nov 20	$40.75	0.42	3.1%	3.21%	6.30%	35	145

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 9,473

Total Puts 14,593

Put/Call Ratio 1.54

Net Difference -5,120

Prior's Put/Call Breakdown

Total Calls 30,734

Total Puts 21,486

Put/Call Ratio 0.70

Net Difference 9,248

Prior 7-Day Put/Call Summary

Total Calls 141,676

Total Puts 133,376

Average Put/Call Ratio 1.11

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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