LLY - Options Database

LLY

ELI LILLY AND CO

$1306.69 +2.83%

$1307.53 (+0.06%)🌙

as of 10/22 06:38 PM

(10/21 18:33) ◀

Thursday, October 22, 2026 (6:38pm)

▶ (10/23 18:36)

◀ 10/22 18:38 ▶

Option Volume

Detail

ℹ

Current (10/22) 38,858

Calls: 21,666 (56%)

Puts: 17,192 (44%)

Prior (10/21) 24,066

Calls: 9,473 (39%)

Puts: 14,593 (61%)

Current vs Prior +61.46%

Calls: +128.71% (Calls)

Puts: +17.81% (Puts)

Prior 7-Day Total 251,800

Calls: 125,918 (50%)

Puts: 125,882 (50%)

Prior 7-Day Average 35,971

Calls: 17,988 (50%)

Puts: 17,983 (50%)

Current vs Prior 7-Day Avg +8.02%

Calls: +20.45%

Puts: -4.40%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/22) $102.58M

Calls: $71.76M (70%)

Puts: $30.82M (30%)

Prior (10/21) $70.70M

Calls: $49.23M (70%)

Puts: $21.47M (30%)

Current vs Prior +45.09%

Calls: +45.76%

Puts: +43.56%

Prior 7-Day Total $625.45M

Calls: $426.80M (68%)

Puts: $198.66M (32%)

Prior 7-Day Average $89.35M

Calls: $60.97M (68%)

Puts: $28.38M (32%)

Current vs Prior 7-Day Avg +14.81%

Calls: +17.69%

Puts: +8.61%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/22) 0.79

Prior (10/21) 1.54

Current vs Prior -48.49%

Prior 7-Day Average 1.21

Current vs Prior 7-Day Avg -34.39%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/22) 174,685

Calls: 95,842 (55%)

Puts: 78,843 (45%)

Prior (10/21) 152,979

Calls: 80,095 (52%)

Puts: 72,884 (48%)

Current vs Prior +14.19%

Prior 7-Day Total 1,179,443

Calls: 608,697 (52%)

Puts: 570,746 (48%)

Prior 7-Day Average 168,491

Calls: 86,956 (52%)

Puts: 81,535 (48%)

Current vs Prior 7-Day Avg +3.68%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 1.84% | 7.05%9.18% | 12.30%

Prior 2.26% | 7.37%9.52% | 12.20%

Current vs Prior -18.51% | -4.31%-3.57% | +0.84%

Prior 7-Day Avg 2.84% | 6.31%5.39% | 11.36%

Current vs 7-Day Avg -35.30% | +11.65%+70.31% | +8.29%

Prior 7-Day Eod 2.26% | 7.37%9.52% | 12.20%

Current vs 7-Day Eod -18.51% | -4.31%-3.57% | +0.84%

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 28.21% | 16.45%

Calls: 28.39% | 17.15%

Puts: 28.03% | 15.76%

Current vs 7-Day Avg +0.15% | -21.24%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($71.76M). Above-average activity with volume up 61% vs prior. P/C ratio dropping 48% - sentiment shifting bullish.

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BULLISH

Prior BEARISH

7-Day Avg NEUTRAL

Current NEUTRAL

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

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 38 of results (avg 7.9%, best 4.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1060.00	Nov 20	246.00	258.25	$252.13	4.9%	16	0.95	44
$1080.00	Oct 23	221.65	235.35	$228.50	6.0%	1	0.96	--
$1147.50	Oct 23	155.75	165.40	$160.57	6.0%	2	0.98	--
$1100.00	Oct 23	201.65	215.65	$208.65	6.7%	6	1.00	--
$1160.00	Nov 20	154.00	164.70	$159.35	6.7%	1	0.86	158

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1540.00	Nov 20	227.60	241.65	$234.63	6.0%	1	0.91	--
$1520.00	Oct 30	205.45	219.45	$212.45	6.6%	20	1.00	--
$1540.00	Oct 30	225.15	241.80	$233.48	7.1%	23	1.00	--
$1280.00	Nov 20	43.30	47.00	$45.15	8.2%	59	0.40	130
$1420.00	Nov 27	125.90	136.75	$131.32	8.3%	1	0.74	--

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. 174 found (avg delta 0.74, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 23	201.65	215.65	$208.65	6.7%	6	1.00	--
$1130.00	Oct 23	170.70	183.75	$177.23	7.4%	1	1.00	25
$1150.00	Oct 23	151.65	164.10	$157.88	7.9%	31	1.00	86
$1165.00	Oct 23	136.20	150.00	$143.10	9.6%	2	1.00	--
$1110.00	Oct 23	191.70	205.70	$198.70	7.0%	1	1.00	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1380.00	Oct 23	66.70	78.70	$72.70	16.5%	1	1.00	--
$1400.00	Oct 23	86.80	96.70	$91.75	10.8%	20	1.00	--
$1420.00	Oct 23	106.60	118.95	$112.78	11.0%	1	1.00	--
$1520.00	Oct 30	205.45	219.45	$212.45	6.6%	20	1.00	--
$1540.00	Oct 30	225.15	241.80	$233.48	7.1%	23	1.00	--

Most actively traded options today. High liquidity = easy entry/exit. 572 active (total vol 27.7K, top 2.1K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1350.00	Oct 23	0.41	0.75	$0.58	58.6%	2.1K	0.05	281
$1320.00	Oct 23	4.30	5.75	$5.03	28.8%	1.1K	0.32	475
$1330.00	Oct 23	2.00	3.15	$2.58	44.6%	805	0.19	313
$1300.00	Oct 23	13.25	16.90	$15.08	24.2%	661	0.63	695
$1420.00	Nov 27	21.00	24.50	$22.75	15.4%	647	0.26	28

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Oct 23	5.55	8.00	$6.78	36.1%	535	0.37	145
$1280.00	Oct 23	1.81	2.38	$2.09	27.3%	524	0.15	77
$1260.00	Oct 23	0.19	0.99	$0.59	135.6%	501	0.05	143
$1290.00	Oct 23	2.92	4.00	$3.46	31.2%	468	0.23	79
$1265.00	Oct 23	0.50	0.90	$0.70	57.1%	384	0.06	50

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 11.7%, max 40.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1305.00	Oct 23	Dec 4	43.8%	35.5%	23.4%	199	148
$1300.00	Oct 23	Dec 4	40.2%	35.8%	12.2%	662	695
$1310.00	Oct 23	Nov 27	39.5%	36.6%	7.9%	517	247
$1295.00	Oct 23	Nov 20	42.1%	40.4%	4.2%	258	898
$1290.00	Oct 23	Nov 27	39.1%	37.6%	4.0%	240	127

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1360.00	Oct 30	Nov 20	57.5%	40.9%	40.7%	11	57
$1305.00	Oct 23	Dec 4	43.8%	35.5%	23.4%	150	25
$1340.00	Nov 6	Dec 4	47.4%	38.4%	23.3%	6	14
$1300.00	Oct 23	Dec 4	40.2%	35.8%	12.2%	537	145
$1295.00	Oct 23	Nov 20	42.1%	40.4%	4.2%	199	97

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 345 found (best R:R 0.56, avg 7.38)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1200.00	$1300.00	Dec 4	$64.02	$35.98	$64.02	77%	0.56	$1264.02
$1255.00	$1260.00	Oct 30	$0.22	$4.78	$0.22	70%	21.73	$1255.22
$1160.00	$1170.00	Nov 20	$5.92	$4.08	$5.92	86%	0.69	$1165.92
$1200.00	$1220.00	Nov 20	$12.97	$7.03	$12.97	79%	0.54	$1212.97
$1305.00	$1310.00	Nov 6	$0.30	$4.70	$0.30	53%	15.67	$1305.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1330.00	$1325.00	Oct 23	$0.75	$4.25	$0.75	82%	5.67	$1329.25
$1185.00	$1170.00	Nov 27	$0.48	$14.52	$0.48	19%	30.25	$1184.52
$1330.00	$1325.00	Oct 30	$0.70	$4.30	$0.70	56%	6.14	$1329.30
$1300.00	$1290.00	Nov 27	$2.72	$7.28	$2.72	46%	2.68	$1297.28
$1245.00	$1235.00	Nov 13	$1.52	$8.48	$1.52	31%	5.58	$1243.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 288 found (best R:R 0.50, avg 0.65)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1410.00	$1415.00	Oct 30	$4.38	$4.38	$0.62	78%	7.06	$1414.38
$1395.00	$1400.00	Oct 30	$3.42	$3.42	$1.58	75%	2.16	$1398.42
$1365.00	$1370.00	Oct 30	$3.53	$3.53	$1.47	67%	2.40	$1368.53
$1310.00	$1315.00	Nov 6	$4.27	$4.27	$0.73	48%	5.85	$1314.27
$1435.00	$1440.00	Oct 30	$2.35	$2.35	$2.65	85%	0.89	$1437.35

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1065.00	$1050.00	Nov 13	$5.00	$5.00	$10.00	91%	0.50	$1060.00
$1225.00	$1220.00	Nov 27	$4.41	$4.41	$0.59	72%	7.47	$1220.59
$1260.00	$1255.00	Oct 30	$4.55	$4.55	$0.45	68%	10.11	$1255.45
$1230.00	$1225.00	Nov 20	$4.12	$4.12	$0.88	72%	4.68	$1225.88
$1070.00	$1065.00	Oct 23	$2.42	$2.42	$2.58	96%	0.94	$1067.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $27.34, cheapest $14.20)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1305.00	Oct 23	Oct 30	$34.40	43.8%	57.5%
$1295.00	Oct 23	Oct 30	$35.00	42.1%	57.8%
$1310.00	Oct 23	Oct 30	$35.62	39.5%	57.6%
$1300.00	Oct 23	Oct 30	$34.62	40.2%	59.4%
$1320.00	Oct 23	Oct 30	$35.19	37.7%	58.9%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1360.00	Oct 30	Nov 20	$14.20	57.5%	40.9%
$1282.50	Oct 30	Nov 6	$2.33	61.9%	47.4%
$1277.50	Oct 30	Nov 6	$3.87	61.5%	48.7%
$1340.00	Nov 6	Nov 20	$6.77	47.4%	40.8%
$1305.00	Oct 23	Oct 30	$32.23	43.8%	57.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 131 found (cheapest 1.56% of stock, avg 7.88%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1310.00	Oct 23	$9.38	$11.00	$20.38	$1289.62	$1330.38	1.56%
$1300.00	Oct 23	$15.08	$6.78	$21.86	$1278.14	$1321.86	1.67%
$1315.00	Oct 23	$6.93	$15.80	$22.73	$1292.27	$1337.73	1.74%
$1305.00	Oct 23	$13.05	$9.80	$22.85	$1282.15	$1327.85	1.75%
$1320.00	Oct 23	$5.03	$17.83	$22.86	$1297.14	$1342.86	1.75%
$1295.00	Oct 23	$17.88	$5.50	$23.38	$1271.62	$1318.38	1.79%
$1330.00	Oct 23	$2.58	$22.10	$24.68	$1305.32	$1354.68	1.89%
$1325.00	Oct 23	$3.48	$21.35	$24.83	$1300.17	$1349.83	1.90%
$1290.00	Oct 23	$22.73	$3.46	$26.19	$1263.81	$1316.19	2.00%
$1285.00	Oct 23	$25.85	$2.80	$28.65	$1256.35	$1313.65	2.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.41% of stock, avg 6.27%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1330.00	$1285.00	Oct 23	$2.58	$2.80	$5.38	$1279.62	$1335.38
$1330.00	$1290.00	Oct 23	$2.58	$3.46	$6.04	$1283.96	$1336.04
$1325.00	$1285.00	Oct 23	$3.48	$2.80	$6.28	$1278.72	$1331.28
$1325.00	$1290.00	Oct 23	$3.48	$3.46	$6.94	$1283.06	$1331.94
$1320.00	$1285.00	Oct 23	$5.03	$2.80	$7.83	$1277.17	$1327.83
$1330.00	$1295.00	Oct 23	$2.58	$5.50	$8.08	$1286.92	$1338.08
$1320.00	$1290.00	Oct 23	$5.03	$3.46	$8.49	$1281.51	$1328.49
$1325.00	$1295.00	Oct 23	$3.48	$5.50	$8.98	$1286.02	$1333.98
$1320.00	$1295.00	Oct 23	$5.03	$5.50	$10.53	$1284.47	$1330.53
$1330.00	$1300.00	Oct 23	$2.58	$6.78	$9.36	$1290.64	$1339.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 200 found (best R:R 1.52, avg credit $3.81)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1050/1065	1380/1400	Nov 13	$12.05	$7.95	58%	1.52	$1052.95	$1392.05
1050/1065	1420/1440	Nov 13	$9.57	$10.43	67%	0.92	$1055.43	$1429.57
1065/1070	1365/1370	Oct 23	$2.74	$2.26	93%	1.21	$1067.26	$1367.74
1065/1070	1320/1325	Oct 23	$3.97	$1.03	64%	3.85	$1066.03	$1323.97
1065/1070	1335/1340	Oct 23	$3.09	$1.91	82%	1.62	$1066.91	$1338.09
1065/1070	1355/1360	Oct 23	$2.56	$2.44	91%	1.05	$1067.44	$1357.56
1065/1070	1345/1350	Oct 23	$2.63	$2.37	89%	1.11	$1067.37	$1347.63
1065/1070	1340/1345	Oct 23	$2.76	$2.24	86%	1.23	$1067.24	$1342.76
1065/1070	1330/1335	Oct 23	$3.20	$1.80	77%	1.78	$1066.80	$1333.20
1065/1070	1325/1330	Oct 23	$3.32	$1.68	72%	1.98	$1066.68	$1328.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 208 found (best R:R 46.62, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Nov 6	$0.42	$19.58	12%	46.62
$1400.00	$1420.00	$1440.00	Nov 6	$0.37	$19.63	10%	53.05
$1400.00	$1420.00	$1440.00	Nov 27	$0.20	$19.80	7%	99.00
$1380.00	$1400.00	$1420.00	Nov 6	$0.53	$19.47	10%	36.74
$1460.00	$1480.00	$1500.00	Nov 6	$0.08	$19.92	6%	249.00

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1320.00	$1340.00	$1360.00	Nov 20	$0.53	$19.47	10%	36.74
$1400.00	$1420.00	$1440.00	Nov 20	$0.33	$19.67	8%	59.61
$1275.00	$1280.00	$1285.00	Oct 23	$0.18	$4.82	8%	26.78
$1140.00	$1150.00	$1160.00	Nov 20	$0.13	$9.87	3%	75.92
$1090.00	$1100.00	$1110.00	Nov 20	$0.07	$9.93	1%	141.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 199 found (best net $-21.36, 178 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1115.00	$1220.00	1:2	Nov 13	-$21.36	$83.64
$1200.00	$1300.00	1:2	Dec 4	-$9.01	$90.99
$1520.00	$1560.00	1:2	Nov 27	-$1.53	$38.47
$1360.00	$1400.00	1:2	Nov 27	-$12.35	$27.65
$1335.00	$1340.00	1:2	Oct 23	-$0.46	$4.54

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1420.00	$1320.00	1:2	Nov 27	-$0.78	$99.22
$1540.00	$1440.00	1:2	Nov 20	-$56.83	$43.17
$1420.00	$1365.00	1:2	Oct 30	-$36.35	$18.65
$1300.00	$1245.00	1:2	Dec 4	-$15.90	$39.10
$1260.00	$1255.00	1:2	Oct 23	-$0.01	$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 113 found (best yield 4.44%, avg 1.58%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1315.00	Dec 4	$58.00	0.51	0.6%	4.44%	5.07%	3	--
$1320.00	Dec 4	$55.60	0.50	1.0%	4.26%	5.27%	2	--
$1330.00	Dec 4	$50.90	0.47	1.8%	3.90%	5.68%	2	--
$1340.00	Dec 4	$46.50	0.45	2.5%	3.56%	6.11%	13	--
$1315.00	Nov 27	$55.60	0.50	0.6%	4.26%	4.89%	6	11
$1330.00	Nov 27	$48.25	0.47	1.8%	3.69%	5.48%	4	--
$1320.00	Nov 27	$52.50	0.49	1.0%	4.02%	5.04%	15	33
$1310.00	Nov 20	$56.80	0.52	0.2%	4.35%	4.60%	55	166
$1335.00	Nov 27	$45.10	0.45	2.2%	3.45%	5.62%	1	--
$1325.00	Nov 27	$49.00	0.48	1.4%	3.75%	5.15%	2	14

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 21,666

Total Puts 17,192

Put/Call Ratio 0.79

Net Difference 4,474

Prior's Put/Call Breakdown

Total Calls 9,473

Total Puts 14,593

Put/Call Ratio 1.54

Net Difference -5,120

Prior 7-Day Put/Call Summary

Total Calls 125,918

Total Puts 125,882

Average Put/Call Ratio 1.21

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

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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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