LLY - Options Database

LLY

ELI LILLY AND CO

$1281.91 +0.22%

$1283.40 (+0.12%)🌙

as of 10/27 06:37 PM

(10/26 18:37) ◀

Tuesday, October 27, 2026 (6:37pm)

▶ (10/28 14:06)

◀ 10/27 18:37 ▶

Option Volume

Detail

ℹ

Current (10/27) 15,530

Calls: 5,685 (37%)

Puts: 9,845 (63%)

Prior (10/26) 23,212

Calls: 11,425 (49%)

Puts: 11,787 (51%)

Current vs Prior -33.09%

Calls: -50.24% (Calls)

Puts: -16.48% (Puts)

Prior 7-Day Total 250,825

Calls: 123,103 (49%)

Puts: 127,722 (51%)

Prior 7-Day Average 35,832

Calls: 17,586 (49%)

Puts: 18,246 (51%)

Current vs Prior 7-Day Avg -56.66%

Calls: -67.67%

Puts: -46.04%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (10/27) $51.02M

Calls: $32.68M (64%)

Puts: $18.34M (36%)

Prior (10/26) $62.47M

Calls: $42.53M (68%)

Puts: $19.94M (32%)

Current vs Prior -18.33%

Calls: -23.17%

Puts: -8.01%

Prior 7-Day Total $665.22M

Calls: $452.56M (68%)

Puts: $212.65M (32%)

Prior 7-Day Average $95.03M

Calls: $64.65M (68%)

Puts: $30.38M (32%)

Current vs Prior 7-Day Avg -46.31%

Calls: -49.46%

Puts: -39.61%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/27) 1.73

Prior (10/26) 1.03

Current vs Prior +67.86%

Prior 7-Day Average 1.15

Current vs Prior 7-Day Avg +50.18%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (10/27) 142,734

Calls: 65,633 (46%)

Puts: 77,101 (54%)

Prior (10/26) 126,277

Calls: 61,798 (49%)

Puts: 64,479 (51%)

Current vs Prior +13.03%

Prior 7-Day Total 1,158,525

Calls: 596,428 (51%)

Puts: 562,097 (49%)

Prior 7-Day Average 165,503

Calls: 85,204 (51%)

Puts: 80,299 (49%)

Current vs Prior 7-Day Avg -13.76%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)

Current 6.39% | 7.37%8.87% | 11.60%

Prior 6.49% | 7.46%8.91% | 11.80%

Current vs Prior -1.60% | -1.19%-0.48% | -1.67%

Prior 7-Day Avg 3.84% | 7.52%8.12% | 11.86%

Current vs 7-Day Avg +66.37% | -1.96%+9.25% | -2.18%

Prior 7-Day Eod 6.49% | 7.46%8.91% | 11.80%

Current vs 7-Day Eod -1.60% | -1.19%-0.48% | -1.67%

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 28.25% | 12.96%

Calls: 29.77% | 12.21%

Puts: 26.73% | 13.72%

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

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($32.68M). Extreme bearish P/C ratio of 1.73 - heavy put buying. P/C ratio rising 68% - increased hedging/bearish positioning.

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 NEUTRAL

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 20 of results (avg 7.9%, best 5.9%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 30	178.85	189.75	$184.30	5.9%	12	0.97	19
$1090.00	Nov 20	192.15	205.05	$198.60	6.5%	2	0.92	--
$1080.00	Nov 20	201.45	215.00	$208.23	6.5%	10	0.93	35
$1100.00	Nov 20	184.90	198.45	$191.68	7.1%	2	0.91	101
$1080.00	Nov 6	198.65	213.60	$206.13	7.3%	3	0.94	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1520.00	Dec 4	234.50	249.10	$241.80	6.0%	2	0.91	--
$1500.00	Dec 4	214.95	228.75	$221.85	6.2%	2	0.88	--
$1440.00	Nov 27	160.40	173.70	$167.05	8.0%	2	0.83	2
$1220.00	Nov 20	28.15	30.65	$29.40	8.5%	329	0.31	103
$1460.00	Dec 4	178.90	195.25	$187.08	8.7%	4	0.85	--

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. 125 found (avg delta 0.66, highest 0.98)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1080.00	Oct 30	196.65	212.15	$204.40	7.6%	3	0.98	--
$1100.00	Oct 30	178.85	189.75	$184.30	5.9%	12	0.97	19
$1080.00	Nov 6	198.65	213.60	$206.13	7.3%	3	0.94	--
$1080.00	Nov 20	201.45	215.00	$208.23	6.5%	10	0.93	35
$1090.00	Nov 20	192.15	205.05	$198.60	6.5%	2	0.92	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1520.00	Dec 4	234.50	249.10	$241.80	6.0%	2	0.91	--
$1500.00	Dec 4	214.95	228.75	$221.85	6.2%	2	0.88	--
$1460.00	Dec 4	178.90	195.25	$187.08	8.7%	4	0.85	--
$1440.00	Nov 27	160.40	173.70	$167.05	8.0%	2	0.83	2
$1420.00	Nov 27	142.75	156.75	$149.75	9.3%	2	0.79	6

Most actively traded options today. High liquidity = easy entry/exit. 464 active (total vol 7.2K, top 329)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Nov 27	18.95	21.10	$20.02	10.7%	207	0.24	15
$1300.00	Oct 30	31.00	34.00	$32.50	9.2%	206	0.46	477
$1400.00	Nov 20	16.30	20.85	$18.58	24.5%	176	0.23	999
$1500.00	Oct 30	0.28	0.84	$0.56	100.0%	84	0.02	676
$1400.00	Nov 13	6.45	16.45	$11.45	87.3%	68	0.18	66

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1220.00	Nov 20	28.15	30.65	$29.40	8.5%	329	0.31	103
$1150.00	Nov 27	11.75	15.30	$13.53	26.2%	282	0.16	69
$1105.00	Oct 30	1.17	2.15	$1.66	59.0%	206	0.04	115
$1065.00	Oct 30	0.10	0.90	$0.50	160.0%	184	0.01	38
$1200.00	Oct 30	9.20	11.15	$10.18	19.2%	174	0.18	550

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 68 strikes (avg 107.1%, max 152.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1280.00	Oct 30	Dec 4	89.9%	36.7%	145.1%	40	258
$1285.00	Oct 30	Dec 4	90.3%	36.8%	145.1%	42	48
$1265.00	Oct 30	Dec 4	89.1%	36.6%	143.2%	6	110
$1270.00	Oct 30	Nov 27	90.1%	37.7%	138.7%	19	266
$1260.00	Oct 30	Dec 4	87.8%	37.2%	135.7%	18	211

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1255.00	Oct 30	Dec 4	92.5%	36.7%	152.3%	17	41
$1240.00	Oct 30	Dec 4	91.1%	37.0%	146.4%	17	120
$1270.00	Oct 30	Dec 4	90.1%	36.6%	146.1%	33	58
$1225.00	Oct 30	Dec 4	91.2%	37.1%	146.0%	7	78
$1280.00	Oct 30	Nov 27	89.9%	36.9%	143.6%	40	142

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 328 found (best R:R 24.00, avg 6.62)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1280.00	$1285.00	Nov 13	$0.20	$4.80	$0.20	53%	24.00	$1280.20
$1420.00	$1440.00	Dec 4	$1.63	$18.37	$1.63	22%	11.27	$1421.63
$1290.00	$1295.00	Nov 6	$0.20	$4.80	$0.20	49%	24.00	$1290.20
$1360.00	$1375.00	Nov 13	$1.95	$13.05	$1.95	30%	6.69	$1361.95
$1380.00	$1400.00	Nov 20	$2.70	$17.30	$2.70	26%	6.41	$1382.70

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1310.00	$1305.00	Nov 27	$0.67	$4.33	$0.67	55%	6.46	$1309.33
$1305.00	$1300.00	Oct 30	$1.23	$3.77	$1.23	57%	3.07	$1303.77
$1090.00	$1060.00	Nov 27	$0.56	$29.44	$0.56	8%	52.57	$1089.44
$1265.00	$1260.00	Nov 6	$0.67	$4.33	$0.67	42%	6.46	$1264.33
$1310.00	$1305.00	Dec 4	$1.58	$3.42	$1.58	55%	2.16	$1308.42

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 280 found (best R:R 4.15, avg 0.69)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1315.00	$1320.00	Nov 13	$4.68	$4.68	$0.32	57%	14.62	$1319.68
$1375.00	$1380.00	Nov 13	$3.70	$3.70	$1.30	73%	2.85	$1378.70
$1510.00	$1520.00	Nov 6	$2.63	$2.63	$7.37	93%	0.36	$1512.63
$1295.00	$1300.00	Dec 4	$4.60	$4.60	$0.40	51%	11.50	$1299.60
$1310.00	$1315.00	Nov 20	$4.25	$4.25	$0.75	56%	5.67	$1314.25

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1175.00	$1170.00	Nov 13	$4.03	$4.03	$0.97	81%	4.15	$1170.97
$1135.00	$1130.00	Nov 27	$3.35	$3.35	$1.65	86%	2.03	$1131.65
$1230.00	$1205.00	Nov 27	$9.90	$9.90	$15.10	66%	0.66	$1220.10
$1240.00	$1235.00	Oct 30	$3.73	$3.73	$1.27	68%	2.94	$1236.27
$1255.00	$1250.00	Oct 30	$3.75	$3.75	$1.25	63%	3.00	$1251.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $7.67, cheapest $17.30)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1255.00	Oct 30	Nov 13	$12.38	92.5%	46.2%
$1240.00	Oct 30	Nov 6	$6.22	91.1%	55.5%
$1270.00	Oct 30	Nov 6	$7.03	90.1%	55.2%
$1250.00	Oct 30	Nov 6	$7.15	88.3%	53.5%
$1290.00	Oct 30	Nov 6	$4.30	90.3%	55.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1320.00	Oct 30	Nov 27	$17.30	87.9%	41.4%
$1240.00	Oct 30	Nov 13	$10.37	91.1%	47.4%
$1325.00	Oct 30	Nov 27	$16.62	84.7%	41.4%
$1272.50	Oct 30	Nov 13	$11.41	89.5%	46.7%
$1282.50	Oct 30	Nov 13	$11.18	88.7%	46.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 90 found (cheapest 6.26% of stock, avg 8.43%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1275.00	Oct 30	$45.25	$35.00	$80.25	$1194.75	$1355.25	6.26%
$1305.00	Oct 30	$29.13	$51.53	$80.66	$1224.34	$1385.66	6.29%
$1277.50	Oct 30	$43.65	$37.15	$80.80	$1196.70	$1358.30	6.30%
$1280.00	Oct 30	$42.65	$38.55	$81.20	$1198.80	$1361.20	6.33%
$1270.00	Oct 30	$47.55	$33.85	$81.40	$1188.60	$1351.40	6.35%
$1282.50	Oct 30	$42.18	$39.25	$81.43	$1201.07	$1363.93	6.35%
$1265.00	Oct 30	$50.40	$31.17	$81.57	$1183.43	$1346.57	6.36%
$1285.00	Oct 30	$40.65	$41.25	$81.90	$1203.10	$1366.90	6.39%
$1260.00	Oct 30	$53.90	$28.45	$82.35	$1177.65	$1342.35	6.42%
$1262.50	Oct 30	$52.28	$30.40	$82.68	$1179.82	$1345.18	6.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 5.00% of stock, avg 7.08%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1305.00	$1275.00	Oct 30	$29.13	$35.00	$64.13	$1210.87	$1369.13
$1310.00	$1275.00	Oct 30	$29.50	$35.00	$64.50	$1210.50	$1374.50
$1305.00	$1277.50	Oct 30	$29.13	$37.15	$66.28	$1211.22	$1371.28
$1300.00	$1275.00	Oct 30	$32.50	$35.00	$67.50	$1207.50	$1367.50
$1310.00	$1277.50	Oct 30	$29.50	$37.15	$66.65	$1210.85	$1376.65
$1300.00	$1277.50	Oct 30	$32.50	$37.15	$69.65	$1207.85	$1369.65
$1305.00	$1280.00	Oct 30	$29.13	$38.55	$67.68	$1212.32	$1372.68
$1305.00	$1282.50	Oct 30	$29.13	$39.25	$68.38	$1214.12	$1373.38
$1310.00	$1280.00	Oct 30	$29.50	$38.55	$68.05	$1211.95	$1378.05
$1300.00	$1280.00	Oct 30	$32.50	$38.55	$71.05	$1208.95	$1371.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 2.31, avg credit $5.17)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1170/1175	1350/1360	Nov 13	$6.98	$3.02	48%	2.31	$1168.02	$1356.98
1120/1125	1350/1360	Nov 13	$4.79	$5.21	57%	0.92	$1120.21	$1354.79
1035/1040	1330/1335	Oct 30	$2.07	$2.93	62%	0.71	$1037.93	$1332.07
1050/1060	1400/1420	Nov 20	$6.06	$13.94	70%	0.43	$1053.94	$1406.06
1130/1135	1350/1360	Nov 13	$4.28	$5.72	56%	0.75	$1130.72	$1354.28
1100/1115	1380/1400	Dec 4	$8.27	$11.73	58%	0.71	$1106.73	$1388.27
1130/1135	1420/1440	Nov 27	$6.52	$13.48	65%	0.48	$1128.48	$1426.52
1130/1135	1380/1400	Nov 27	$7.98	$12.02	58%	0.66	$1127.02	$1387.98
1130/1135	1400/1420	Nov 27	$7.10	$12.90	62%	0.55	$1127.90	$1407.10
1050/1060	1360/1380	Nov 20	$6.96	$13.04	62%	0.53	$1053.04	$1366.96

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 131 found (best R:R 65.67, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1400.00	$1420.00	$1440.00	Nov 20	$0.30	$19.70	8%	65.67
$1240.00	$1250.00	$1260.00	Nov 6	$0.05	$9.95	7%	199.00
$1460.00	$1480.00	$1500.00	Nov 20	$0.30	$19.70	5%	65.67
$1400.00	$1420.00	$1440.00	Nov 27	$0.58	$19.42	7%	33.48
$1215.00	$1220.00	$1225.00	Oct 30	$0.07	$4.93	4%	70.43

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1225.00	$1240.00	$1255.00	Dec 4	$0.22	$14.78	8%	67.18
$1130.00	$1140.00	$1150.00	Nov 20	$0.07	$9.93	3%	141.86
$1205.00	$1210.00	$1215.00	Oct 30	$0.10	$4.90	3%	49.00
$1070.00	$1080.00	$1090.00	Nov 20	$0.15	$9.85	2%	65.67
$1045.00	$1050.00	$1055.00	Oct 30	$0.06	$4.94	0%	82.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 141 found (best net $-9.77, 139 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1165.00	$1250.00	1:2	Nov 13	-$9.77	$75.23
$1200.00	$1270.00	1:2	Nov 27	-$16.23	$53.77
$1180.00	$1245.00	1:2	Dec 4	-$38.82	$26.18
$1440.00	$1480.00	1:2	Nov 27	-$2.26	$37.74
$1440.00	$1480.00	1:2	Nov 13	-$1.47	$38.53

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1380.00	$1305.00	1:2	Nov 13	-$12.93	$62.07
$1460.00	$1380.00	1:2	Dec 4	-$56.62	$23.38
$1090.00	$1050.00	1:2	Nov 13	-$1.00	$39.00
$1100.00	$1090.00	1:2	Nov 6	-$0.58	$9.42
$1075.00	$1070.00	1:2	Oct 30	-$0.29	$4.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 129 found (best yield 4.18%, avg 1.56%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1295.00	Dec 4	$53.55	0.49	1.0%	4.18%	5.20%	2	--
$1285.00	Dec 4	$57.40	0.51	0.2%	4.48%	4.72%	12	--
$1325.00	Dec 4	$40.40	0.42	3.4%	3.15%	6.51%	2	--
$1300.00	Dec 4	$49.45	0.47	1.4%	3.86%	5.27%	2	1
$1320.00	Dec 4	$41.25	0.43	3.0%	3.22%	6.19%	4	3
$1330.00	Dec 4	$37.75	0.40	3.8%	2.94%	6.70%	2	--
$1295.00	Nov 27	$49.30	0.48	1.0%	3.85%	4.87%	4	36
$1290.00	Nov 27	$50.00	0.50	0.6%	3.90%	4.53%	1	--
$1320.00	Nov 27	$37.95	0.42	3.0%	2.96%	5.93%	2	34
$1300.00	Nov 27	$45.25	0.47	1.4%	3.53%	4.94%	10	98

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 5,685

Total Puts 9,845

Put/Call Ratio 1.73

Net Difference -4,160

Prior's Put/Call Breakdown

Total Calls 11,425

Total Puts 11,787

Put/Call Ratio 1.03

Net Difference -362

Prior 7-Day Put/Call Summary

Total Calls 123,103

Total Puts 127,722

Average Put/Call Ratio 1.15

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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