LLY - Options Database

LLY

ELI LILLY AND CO

$1409.38 -0.11%

$1408.77 (-0.04%)🌙

as of 11/03 06:39 PM

(11/2 18:36) ◀

Tuesday, November 3, 2026 (6:39pm)

▶ (11/4 18:42)

◀ 11/3 18:39 ▶

Option Volume

Detail

ℹ

Current (11/03) 34,997

Calls: 12,898 (37%)

Puts: 22,099 (63%)

Prior (11/02) 42,552

Calls: 16,602 (39%)

Puts: 25,950 (61%)

Current vs Prior -17.75%

Calls: -22.31% (Calls)

Puts: -14.84% (Puts)

Prior 7-Day Total 299,777

Calls: 135,784 (45%)

Puts: 163,993 (55%)

Prior 7-Day Average 42,825

Calls: 19,397 (45%)

Puts: 23,427 (55%)

Current vs Prior 7-Day Avg -18.28%

Calls: -33.51%

Puts: -5.67%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (11/03) $130.07M

Calls: $86.57M (67%)

Puts: $43.51M (33%)

Prior (11/02) $148.30M

Calls: $105.59M (71%)

Puts: $42.71M (29%)

Current vs Prior -12.29%

Calls: -18.02%

Puts: +1.86%

Prior 7-Day Total $879.18M

Calls: $663.27M (75%)

Puts: $215.91M (25%)

Prior 7-Day Average $125.60M

Calls: $94.75M (75%)

Puts: $30.84M (25%)

Current vs Prior 7-Day Avg +3.57%

Calls: -8.64%

Puts: +41.06%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (11/03) 1.71

Prior (11/02) 1.56

Current vs Prior +9.62%

Prior 7-Day Average 1.31

Current vs Prior 7-Day Avg +30.46%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (11/03) 165,429

Calls: 82,671 (50%)

Puts: 82,758 (50%)

Prior (11/02) 159,731

Calls: 78,079 (49%)

Puts: 81,652 (51%)

Current vs Prior +3.57%

Prior 7-Day Total 1,443,312

Calls: 673,727 (47%)

Puts: 769,585 (53%)

Prior 7-Day Average 206,187

Calls: 96,246 (47%)

Puts: 109,940 (53%)

Current vs Prior 7-Day Avg -19.77%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)

Current 3.01% | 4.91%6.80% | 10.29%

Prior 3.98% | 5.54%7.19% | 10.55%

Current vs Prior -24.34% | -11.43%-5.42% | -2.51%

Prior 7-Day Avg 5.11% | 6.47%8.19% | 11.17%

Current vs 7-Day Avg -41.05% | -24.08%-17.04% | -7.85%

Prior 7-Day Eod 3.98% | 5.54%7.19% | 10.55%

Current vs 7-Day Eod -24.34% | -11.43%-5.42% | -2.51%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 23.63% | 28.70%

Calls: 17.88% | 28.47%

Puts: 29.39% | 28.93%

Prior 23.63% | 28.70%

Calls: 17.88% | 28.47%

Puts: 29.39% | 28.93%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 26.38% | 20.20%

Calls: 24.73% | 19.38%

Puts: 28.04% | 21.02%

Current vs 7-Day Avg -10.44% | +42.10%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($86.57M). Extreme bearish P/C ratio of 1.71 - 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 BEARISH

7-Day Avg NEUTRAL

Current BEARISH

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 116 of results (avg 7.4%, best 2.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Dec 18	139.10	142.30	$140.70	2.3%	157	0.76	799
$1150.00	Nov 20	255.60	264.35	$259.98	3.4%	3	1.00	121
$1400.00	Dec 18	73.05	75.80	$74.43	3.7%	799	0.54	1.1K
$1130.00	Nov 20	273.00	284.15	$278.58	4.0%	16	1.00	--
$1160.00	Nov 6	242.45	252.75	$247.60	4.2%	1	0.96	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1460.00	Dec 18	90.60	95.15	$92.88	4.9%	94	0.59	42
$1640.00	Dec 11	230.90	243.20	$237.05	5.2%	1	0.91	--
$1400.00	Dec 18	58.75	61.95	$60.35	5.3%	44	0.46	131
$1420.00	Dec 18	68.50	72.70	$70.60	5.9%	17	0.50	56
$1440.00	Dec 18	78.30	83.20	$80.75	6.1%	24	0.55	40

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. 192 found (avg delta 0.77, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Nov 13	202.10	214.15	$208.13	5.8%	3	1.00	39
$1130.00	Nov 20	273.00	284.15	$278.58	4.0%	16	1.00	--
$1150.00	Nov 20	255.60	264.35	$259.98	3.4%	3	1.00	121
$1180.00	Nov 20	224.20	234.85	$229.52	4.6%	1	1.00	--
$1190.00	Nov 20	214.25	228.00	$221.13	6.2%	1	1.00	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1520.00	Nov 6	105.90	120.00	$112.95	12.5%	12	1.00	--
$1600.00	Nov 6	185.80	199.65	$192.73	7.2%	15	1.00	--
$1500.00	Nov 6	86.40	100.30	$93.35	14.9%	1	0.94	5
$1640.00	Dec 11	230.90	243.20	$237.05	5.2%	1	0.91	--
$1540.00	Nov 20	130.00	145.75	$137.88	11.4%	3	0.88	1

Most actively traded options today. High liquidity = easy entry/exit. 512 active (total vol 18.4K, top 956)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Dec 18	73.05	75.80	$74.43	3.7%	799	0.54	1.1K
$1460.00	Dec 18	44.65	48.05	$46.35	7.3%	611	0.40	669
$1500.00	Nov 6	1.10	1.40	$1.25	24.0%	540	0.06	505
$1440.00	Nov 20	26.20	30.20	$28.20	14.2%	411	0.39	1.9K
$1420.00	Nov 6	14.75	18.35	$16.55	21.8%	330	0.43	207

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Nov 20	8.60	10.00	$9.30	15.1%	956	0.15	411
$1300.00	Nov 6	0.50	1.17	$0.84	79.8%	411	0.03	244
$1400.00	Nov 20	36.50	39.95	$38.23	9.0%	325	0.46	197
$1275.00	Nov 20	6.00	6.75	$6.38	11.8%	310	0.11	73
$1280.00	Nov 20	6.05	7.00	$6.53	14.5%	254	0.11	288

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 19.8%, max 38.5%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1360.00	Nov 6	Dec 18	46.2%	33.3%	38.5%	24	854
$1380.00	Nov 6	Dec 18	44.5%	33.0%	34.7%	19	691
$1390.00	Nov 6	Nov 13	46.9%	35.7%	31.2%	14	48
$1400.00	Nov 6	Dec 18	42.5%	32.6%	30.6%	926	1.4K
$1460.00	Nov 6	Dec 18	43.5%	34.7%	25.3%	666	795

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1360.00	Nov 6	Dec 18	46.2%	33.3%	38.5%	156	690
$1380.00	Nov 6	Dec 18	44.5%	33.0%	34.7%	66	143
$1390.00	Nov 6	Nov 13	46.9%	35.7%	31.2%	67	66
$1400.00	Nov 6	Dec 18	42.5%	32.6%	30.6%	182	340
$1405.00	Nov 6	Nov 13	43.6%	35.7%	22.1%	23	31

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 315 found (best R:R 1.17, avg 10.77)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1290.00	$1300.00	Dec 18	$4.60	$5.40	$4.60	78%	1.17	$1294.60
$1380.00	$1400.00	Nov 20	$8.65	$11.35	$8.65	62%	1.31	$1388.65
$1340.00	$1345.00	Nov 6	$2.16	$2.84	$2.16	90%	1.31	$1342.16
$1320.00	$1325.00	Nov 6	$2.50	$2.50	$2.50	94%	1.00	$1322.50
$1480.00	$1500.00	Dec 11	$4.13	$15.87	$4.13	34%	3.84	$1484.13

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1450.00	$1440.00	Nov 13	$4.65	$5.35	$4.65	68%	1.15	$1445.35
$1420.00	$1400.00	Nov 27	$8.32	$11.68	$8.32	52%	1.40	$1411.68
$1395.00	$1390.00	Nov 6	$0.58	$4.42	$0.58	39%	7.62	$1394.42
$1290.00	$1280.00	Nov 27	$0.23	$9.77	$0.23	15%	42.48	$1289.77
$1265.00	$1225.00	Dec 4	$3.03	$36.97	$3.03	14%	12.20	$1261.97

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 254 found (best R:R 1.11, avg 0.30)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1440.00	$1460.00	Nov 27	$10.52	$10.52	$9.48	59%	1.11	$1450.52
$1465.00	$1470.00	Nov 13	$3.03	$3.03	$1.97	73%	1.54	$1468.03
$1540.00	$1560.00	Nov 27	$3.84	$3.84	$16.16	85%	0.24	$1543.84
$1420.00	$1440.00	Nov 20	$9.90	$9.90	$10.10	53%	0.98	$1429.90
$1475.00	$1480.00	Nov 13	$2.23	$2.23	$2.77	78%	0.81	$1477.23

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1310.00	$1300.00	Nov 13	$3.24	$3.24	$6.76	86%	0.48	$1306.76
$1350.00	$1345.00	Nov 13	$3.20	$3.20	$1.80	76%	1.78	$1346.80
$1280.00	$1270.00	Dec 4	$3.50	$3.50	$6.50	83%	0.54	$1276.50
$1315.00	$1310.00	Dec 4	$3.10	$3.10	$1.90	76%	1.63	$1311.90
$1160.00	$1150.00	Nov 13	$1.74	$1.74	$8.26	96%	0.21	$1158.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $12.14, cheapest $10.25)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1390.00	Nov 6	Nov 13	$12.65	46.9%	35.7%
$1395.00	Nov 6	Nov 13	$12.85	43.9%	36.0%
$1385.00	Nov 6	Nov 13	$10.78	44.4%	36.4%
$1405.00	Nov 6	Nov 13	$13.27	43.6%	35.7%
$1430.00	Nov 6	Nov 13	$10.38	42.9%	36.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1390.00	Nov 6	Nov 13	$10.25	46.9%	35.7%
$1395.00	Nov 6	Nov 13	$12.17	43.9%	36.0%
$1385.00	Nov 6	Nov 13	$11.75	44.4%	36.4%
$1405.00	Nov 6	Nov 13	$12.45	43.6%	35.7%
$1430.00	Nov 6	Nov 13	$12.62	42.9%	36.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 126 found (cheapest 2.92% of stock, avg 7.30%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1405.00	Nov 6	$21.28	$19.83	$41.11	$1363.89	$1446.11	2.92%
$1410.00	Nov 6	$20.70	$21.18	$41.88	$1368.12	$1451.88	2.97%
$1415.00	Nov 6	$18.15	$24.08	$42.23	$1372.77	$1457.23	3.00%
$1420.00	Nov 6	$16.55	$27.15	$43.70	$1376.30	$1463.70	3.10%
$1400.00	Nov 6	$26.95	$17.00	$43.95	$1356.05	$1443.95	3.12%
$1395.00	Nov 6	$28.80	$15.58	$44.38	$1350.62	$1439.38	3.15%
$1425.00	Nov 6	$14.68	$30.93	$45.61	$1379.39	$1470.61	3.24%
$1430.00	Nov 6	$12.77	$32.88	$45.65	$1384.35	$1475.65	3.24%
$1390.00	Nov 6	$31.33	$15.00	$46.33	$1343.67	$1436.33	3.29%
$1435.00	Nov 6	$11.33	$35.35	$46.68	$1388.32	$1481.68	3.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.66% of stock, avg 4.38%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1435.00	$1385.00	Nov 6	$11.33	$12.05	$23.38	$1361.62	$1458.38
$1500.00	$1320.00	Nov 20	$11.48	$12.50	$23.98	$1296.02	$1523.98
$1430.00	$1385.00	Nov 6	$12.77	$12.05	$24.82	$1360.18	$1454.82
$1435.00	$1390.00	Nov 6	$11.33	$15.00	$26.33	$1363.67	$1461.33
$1430.00	$1390.00	Nov 6	$12.77	$15.00	$27.77	$1362.23	$1457.77
$1425.00	$1385.00	Nov 6	$14.68	$12.05	$26.73	$1358.27	$1451.73
$1435.00	$1395.00	Nov 6	$11.33	$15.58	$26.91	$1368.09	$1461.91
$1430.00	$1395.00	Nov 6	$12.77	$15.58	$28.35	$1366.65	$1458.35
$1480.00	$1320.00	Nov 20	$15.65	$12.50	$28.15	$1291.85	$1508.15
$1425.00	$1395.00	Nov 6	$14.68	$15.58	$30.26	$1364.74	$1455.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 405 found (best R:R 3.27, avg credit $4.35)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1215/1220	1465/1470	Nov 13	$3.83	$1.17	69%	3.27	$1216.17	$1468.83
1150/1160	1450/1460	Nov 13	$5.79	$4.21	64%	1.38	$1154.21	$1455.79
1270/1275	1465/1470	Nov 13	$3.60	$1.40	66%	2.57	$1271.40	$1468.60
1205/1210	1465/1470	Nov 13	$3.30	$1.70	71%	1.94	$1206.70	$1468.30
1240/1245	1465/1470	Nov 13	$3.35	$1.65	69%	2.03	$1241.65	$1468.35
1150/1160	1465/1470	Nov 13	$4.77	$5.23	69%	0.91	$1155.23	$1469.77
1260/1262	1435/1440	Nov 6	$3.46	$1.54	64%	2.25	$1259.04	$1438.46
1245/1250	1465/1470	Nov 13	$3.15	$1.85	69%	1.70	$1246.85	$1468.15
1215/1220	1450/1460	Nov 13	$4.85	$5.15	64%	0.94	$1215.15	$1454.85
1250/1255	1435/1440	Nov 6	$2.85	$2.15	66%	1.33	$1252.15	$1437.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 211 found (best R:R 85.96, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1480.00	$1500.00	$1520.00	Nov 27	$0.13	$19.87	10%	152.85
$1500.00	$1520.00	$1540.00	Nov 20	$0.07	$19.93	9%	284.71
$1400.00	$1420.00	$1440.00	Dec 4	$0.38	$19.62	11%	51.63
$1460.00	$1480.00	$1500.00	Nov 27	$0.37	$19.63	11%	53.05
$1380.00	$1400.00	$1420.00	Nov 27	$0.82	$19.18	13%	23.39

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1360.00	$1380.00	$1400.00	Nov 20	$0.23	$19.77	15%	85.96
$1380.00	$1400.00	$1420.00	Nov 27	$0.20	$19.80	13%	99.00
$1440.00	$1480.00	$1520.00	Dec 4	$3.53	$36.47	20%	10.33
$1400.00	$1420.00	$1440.00	Nov 20	$0.67	$19.33	15%	28.85
$1440.00	$1460.00	$1480.00	Dec 18	$0.09	$19.91	9%	221.22

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 194 found (best net $-33.17, 184 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1240.00	$1315.00	1:2	Dec 4	-$52.77	$22.23
$1560.00	$1600.00	1:2	Dec 4	-$1.13	$38.87
$1600.00	$1640.00	1:2	Dec 4	-$1.13	$38.87
$1540.00	$1560.00	1:2	Nov 27	-$1.67	$18.33
$1580.00	$1590.00	1:2	Nov 13	-$0.04	$9.96

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1600.00	$1520.00	1:2	Nov 6	-$33.17	$46.83
$1500.00	$1465.00	1:2	Nov 6	-$31.01	$3.99
$1220.00	$1180.00	1:2	Dec 11	-$1.36	$38.64
$1200.00	$1155.00	1:2	Nov 27	-$1.12	$43.88
$1310.00	$1300.00	1:2	Nov 13	-$0.92	$9.08

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 94 found (best yield 4.35%, avg 1.06%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1420.00	Dec 18	$61.30	0.49	0.8%	4.35%	5.10%	62	440
$1440.00	Dec 18	$52.30	0.45	2.2%	3.71%	5.88%	34	439
$1460.00	Dec 18	$44.65	0.40	3.6%	3.17%	6.76%	611	669
$1480.00	Dec 18	$34.15	0.36	5.0%	2.42%	7.43%	29	491
$1500.00	Dec 18	$30.10	0.32	6.4%	2.14%	8.57%	37	1.2K
$1420.00	Dec 11	$52.65	0.49	0.8%	3.74%	4.49%	7	10
$1520.00	Dec 18	$25.35	0.28	7.8%	1.80%	9.65%	20	306
$1440.00	Dec 11	$42.55	0.44	2.2%	3.02%	5.19%	7	54
$1460.00	Dec 11	$35.65	0.39	3.6%	2.53%	6.12%	6	5
$1480.00	Dec 11	$31.10	0.34	5.0%	2.21%	7.22%	10	15

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 12,898

Total Puts 22,099

Put/Call Ratio 1.71

Net Difference -9,201

Prior's Put/Call Breakdown

Total Calls 16,602

Total Puts 25,950

Put/Call Ratio 1.56

Net Difference -9,348

Prior 7-Day Put/Call Summary

Total Calls 135,784

Total Puts 163,993

Average Put/Call Ratio 1.31

Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card