LLY - Options Database

LLY

ELI LILLY AND CO

$1417.99 +0.61%

$1416.79 (-0.08%)🌙

as of 11/04 06:42 PM

(11/3 18:39) ◀

Wednesday, November 4, 2026 (6:42pm)

▶ (11/5 18:39)

◀ 11/4 18:42 ▶

Option Volume

Detail

ℹ

Current (11/04) 31,054

Calls: 11,240 (36%)

Puts: 19,814 (64%)

Prior (11/03) 34,997

Calls: 12,898 (37%)

Puts: 22,099 (63%)

Current vs Prior -11.27%

Calls: -12.85% (Calls)

Puts: -10.34% (Puts)

Prior 7-Day Total 302,372

Calls: 133,754 (44%)

Puts: 168,618 (56%)

Prior 7-Day Average 43,196

Calls: 19,107 (44%)

Puts: 24,088 (56%)

Current vs Prior 7-Day Avg -28.11%

Calls: -41.18%

Puts: -17.74%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (11/04) $93.58M

Calls: $66.10M (71%)

Puts: $27.48M (29%)

Prior (11/03) $130.07M

Calls: $86.57M (67%)

Puts: $43.51M (33%)

Current vs Prior -28.05%

Calls: -23.64%

Puts: -36.83%

Prior 7-Day Total $933.10M

Calls: $698.85M (75%)

Puts: $234.26M (25%)

Prior 7-Day Average $133.30M

Calls: $99.84M (75%)

Puts: $33.47M (25%)

Current vs Prior 7-Day Avg -29.80%

Calls: -33.79%

Puts: -17.87%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (11/04) 1.76

Prior (11/03) 1.71

Current vs Prior +2.89%

Prior 7-Day Average 1.39

Current vs Prior 7-Day Avg +26.73%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (11/04) 164,545

Calls: 82,937 (50%)

Puts: 81,608 (50%)

Prior (11/03) 165,429

Calls: 82,671 (50%)

Puts: 82,758 (50%)

Current vs Prior -0.53%

Prior 7-Day Total 1,443,094

Calls: 674,504 (47%)

Puts: 768,590 (53%)

Prior 7-Day Average 206,156

Calls: 96,357 (47%)

Puts: 109,798 (53%)

Current vs Prior 7-Day Avg -20.18%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 2.44% | 4.55%6.25% | 9.84%

Prior 3.01% | 4.91%6.80% | 10.29%

Current vs Prior -18.84% | -7.36%-8.00% | -4.41%

Prior 7-Day Avg 4.59% | 6.11%7.87% | 10.97%

Current vs 7-Day Avg -46.71% | -25.56%-20.57% | -10.34%

Prior 7-Day Eod 3.01% | 4.91%6.80% | 10.29%

Current vs 7-Day Eod -18.84% | -7.36%-8.00% | -4.41%

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 25.72% | 22.45%

Calls: 23.03% | 21.70%

Puts: 28.42% | 23.19%

Current vs 7-Day Avg -8.14% | +27.86%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($66.10M). Extreme bearish P/C ratio of 1.76 - 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 122 of results (avg 6.3%, best 1.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1355.00	Nov 6	64.50	65.95	$65.22	2.2%	2	0.94	21
$1340.00	Nov 20	89.90	92.10	$91.00	2.4%	54	0.80	321
$1360.00	Nov 20	75.15	77.00	$76.08	2.4%	33	0.73	723
$1400.00	Nov 20	48.85	50.20	$49.53	2.7%	304	0.58	1.1K
$1380.00	Nov 20	61.05	62.75	$61.90	2.7%	52	0.66	393

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Nov 20	29.75	30.30	$30.03	1.8%	255	0.42	257
$1440.00	Nov 20	49.65	50.60	$50.13	1.9%	26	0.58	43
$1420.00	Nov 20	38.70	39.60	$39.15	2.3%	91	0.50	118
$1340.00	Nov 20	11.75	12.05	$11.90	2.5%	91	0.20	323
$1360.00	Nov 20	16.35	16.85	$16.60	3.0%	66	0.27	121

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.89, cheapest $0.89)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1485.00	Nov 6	0.83	0.95	$0.89	13.5%	103	0.05	83

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 142 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Nov 6	213.10	224.00	$218.55	5.0%	2	1.00	36
$1190.00	Nov 6	223.10	234.15	$228.63	4.8%	5	1.00	48
$1260.00	Nov 6	153.70	164.05	$158.88	6.5%	3	0.99	150
$1295.00	Nov 6	118.60	132.00	$125.30	10.7%	1	0.99	--
$1210.00	Nov 6	203.10	216.50	$209.80	6.4%	1	0.99	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1570.00	Nov 13	145.40	159.50	$152.45	9.2%	2	1.00	--
$1580.00	Nov 13	155.20	169.20	$162.20	8.6%	2	1.00	--
$1660.00	Nov 13	235.00	250.90	$242.95	6.5%	6	0.95	--
$1620.00	Dec 18	202.65	211.85	$207.25	4.4%	2	0.86	1
$1460.00	Nov 6	41.70	47.70	$44.70	13.4%	5	0.86	5

Most actively traded options today. High liquidity = easy entry/exit. 484 active (total vol 18.1K, top 714)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1500.00	Nov 6	0.31	0.51	$0.41	48.8%	460	0.03	627
$1450.00	Nov 6	4.85	5.15	$5.00	6.0%	435	0.22	567
$1400.00	Nov 20	48.85	50.20	$49.53	2.7%	304	0.58	1.1K
$1480.00	Nov 20	15.80	16.65	$16.23	5.2%	281	0.28	355
$1420.00	Nov 6	15.20	15.75	$15.48	3.6%	270	0.49	272

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1350.00	Nov 6	0.97	1.09	$1.03	11.7%	714	0.05	324
$1300.00	Nov 20	5.90	6.10	$6.00	3.3%	316	0.11	789
$1400.00	Nov 6	8.05	8.55	$8.30	6.0%	310	0.32	242
$1330.00	Nov 6	0.40	0.60	$0.50	40.0%	286	0.03	396
$1400.00	Nov 20	29.75	30.30	$30.03	1.8%	255	0.42	257

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 17.2%, max 27.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1420.00	Nov 6	Dec 18	39.6%	31.0%	27.7%	300	731
$1380.00	Nov 6	Dec 18	40.6%	32.1%	26.6%	61	691
$1400.00	Nov 6	Dec 18	39.2%	31.5%	24.5%	204	1.7K
$1455.00	Nov 6	Nov 13	39.0%	32.4%	20.3%	36	75
$1435.00	Nov 6	Nov 13	39.3%	33.4%	17.5%	156	79

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1420.00	Nov 6	Dec 18	39.6%	31.0%	27.7%	157	112
$1380.00	Nov 6	Dec 18	40.6%	32.1%	26.6%	194	174
$1400.00	Nov 6	Dec 18	39.2%	31.5%	24.5%	334	375
$1435.00	Nov 6	Nov 13	39.3%	33.4%	17.5%	46	19
$1425.00	Nov 6	Nov 13	39.4%	33.8%	16.6%	130	85

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 300 found (best R:R 0.59, avg 10.82)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1325.00	$1420.00	Dec 11	$59.63	$35.37	$59.63	76%	0.59	$1384.63
$1560.00	$1600.00	Dec 11	$3.42	$36.58	$3.42	19%	10.70	$1563.42
$1300.00	$1305.00	Nov 20	$2.30	$2.70	$2.30	89%	1.17	$1302.30
$1620.00	$1640.00	Dec 11	$0.35	$19.65	$0.35	11%	56.14	$1620.35
$1380.00	$1400.00	Dec 18	$10.32	$9.68	$10.32	62%	0.94	$1390.32

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1500.00	$1420.00	Nov 27	$50.07	$29.93	$50.07	76%	0.60	$1449.93
$1400.00	$1380.00	Dec 4	$6.25	$13.75	$6.25	43%	2.20	$1393.75
$1450.00	$1440.00	Nov 13	$4.85	$5.15	$4.85	65%	1.06	$1445.15
$1425.00	$1420.00	Nov 13	$1.17	$3.83	$1.17	52%	3.27	$1423.83
$1435.00	$1430.00	Nov 13	$1.71	$3.29	$1.71	58%	1.92	$1433.29

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 254 found (best R:R 6.25, avg 0.30)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1660.00	$1700.00	Nov 13	$2.17	$2.17	$37.83	95%	0.06	$1662.17
$1600.00	$1620.00	Dec 11	$3.88	$3.88	$16.12	85%	0.24	$1603.88
$1460.00	$1480.00	Dec 11	$8.73	$8.73	$11.27	58%	0.77	$1468.73
$1460.00	$1465.00	Nov 13	$2.28	$2.28	$2.72	70%	0.84	$1462.28
$1490.00	$1495.00	Nov 13	$1.60	$1.60	$3.40	82%	0.47	$1491.60

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1205.00	$1200.00	Nov 13	$4.31	$4.31	$0.69	93%	6.25	$1200.69
$1225.00	$1220.00	Nov 20	$2.59	$2.59	$2.41	93%	1.07	$1222.41
$1255.00	$1250.00	Nov 6	$2.06	$2.06	$2.94	95%	0.70	$1252.94
$1360.00	$1330.00	Dec 4	$9.63	$9.63	$20.37	69%	0.47	$1350.37
$1175.00	$1170.00	Nov 13	$1.69	$1.69	$3.31	96%	0.51	$1173.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $13.50, cheapest $12.15)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1440.00	Nov 6	Nov 13	$12.15	39.3%	32.5%
$1435.00	Nov 6	Nov 13	$13.32	39.3%	33.4%
$1400.00	Nov 6	Nov 13	$13.63	39.2%	33.5%
$1425.00	Nov 6	Nov 13	$14.10	39.4%	33.8%
$1420.00	Nov 6	Nov 13	$14.35	39.6%	34.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1435.00	Nov 6	Nov 13	$12.63	39.3%	33.4%
$1400.00	Nov 6	Nov 13	$12.43	39.2%	33.5%
$1425.00	Nov 6	Nov 13	$12.60	39.4%	33.8%
$1420.00	Nov 6	Nov 13	$14.01	39.6%	34.4%
$1430.00	Nov 6	Nov 13	$14.69	39.0%	34.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 2.25% of stock, avg 6.55%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1415.00	Nov 6	$17.90	$14.00	$31.90	$1383.10	$1446.90	2.25%
$1420.00	Nov 6	$15.48	$16.77	$32.25	$1387.75	$1452.25	2.27%
$1425.00	Nov 6	$13.13	$19.35	$32.48	$1392.52	$1457.48	2.29%
$1410.00	Nov 6	$20.83	$11.90	$32.73	$1377.27	$1442.73	2.31%
$1430.00	Nov 6	$10.93	$21.98	$32.91	$1397.09	$1462.91	2.32%
$1405.00	Nov 6	$23.98	$9.98	$33.96	$1371.04	$1438.96	2.39%
$1435.00	Nov 6	$9.23	$25.75	$34.98	$1400.02	$1469.98	2.47%
$1400.00	Nov 6	$27.20	$8.30	$35.50	$1364.50	$1435.50	2.50%
$1440.00	Nov 6	$7.65	$28.75	$36.40	$1403.60	$1476.40	2.57%
$1395.00	Nov 6	$31.20	$6.95	$38.15	$1356.85	$1433.15	2.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 1.03% of stock, avg 3.79%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1440.00	$1395.00	Nov 6	$7.65	$6.95	$14.60	$1380.40	$1454.60
$1440.00	$1400.00	Nov 6	$7.65	$8.30	$15.95	$1384.05	$1455.95
$1435.00	$1395.00	Nov 6	$9.23	$6.95	$16.18	$1378.82	$1451.18
$1435.00	$1400.00	Nov 6	$9.23	$8.30	$17.53	$1382.47	$1452.53
$1440.00	$1405.00	Nov 6	$7.65	$9.98	$17.63	$1387.37	$1457.63
$1435.00	$1405.00	Nov 6	$9.23	$9.98	$19.21	$1385.79	$1454.21
$1430.00	$1395.00	Nov 6	$10.93	$6.95	$17.88	$1377.12	$1447.88
$1430.00	$1400.00	Nov 6	$10.93	$8.30	$19.23	$1380.77	$1449.23
$1520.00	$1340.00	Nov 20	$8.18	$11.90	$20.08	$1319.92	$1540.08
$1430.00	$1405.00	Nov 6	$10.93	$9.98	$20.91	$1384.09	$1450.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 437 found (best R:R 10.36, avg credit $3.73)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1200/1205	1465/1470	Nov 13	$4.56	$0.44	66%	10.36	$1200.44	$1469.56
1170/1175	1460/1465	Nov 13	$3.97	$1.03	66%	3.85	$1171.03	$1463.97
1245/1250	1460/1465	Nov 13	$3.88	$1.12	64%	3.46	$1246.12	$1463.88
1185/1190	1460/1465	Nov 13	$3.63	$1.37	64%	2.65	$1186.37	$1463.63
1255/1258	1455/1460	Nov 13	$3.82	$1.18	59%	3.24	$1253.68	$1458.82
1250/1255	1465/1470	Nov 6	$2.65	$2.35	82%	1.13	$1252.35	$1467.65
1250/1255	1445/1450	Nov 6	$3.29	$1.71	69%	1.92	$1251.71	$1448.29
1250/1255	1460/1465	Nov 6	$2.75	$2.25	80%	1.22	$1252.25	$1462.75
1250/1255	1440/1445	Nov 6	$3.48	$1.52	65%	2.29	$1251.52	$1443.48
1250/1255	1455/1460	Nov 6	$2.89	$2.11	76%	1.37	$1252.11	$1457.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 214 found (best R:R 44.45, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1440.00	$1460.00	$1480.00	Nov 27	$0.44	$19.56	13%	44.45
$1340.00	$1360.00	$1380.00	Nov 27	$0.38	$19.62	12%	51.63
$1340.00	$1360.00	$1380.00	Dec 18	$0.05	$19.95	9%	399.00
$1480.00	$1500.00	$1520.00	Dec 4	$0.18	$19.82	10%	110.11
$1500.00	$1520.00	$1540.00	Nov 27	$0.23	$19.77	10%	85.96

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1380.00	$1400.00	$1420.00	Nov 27	$0.87	$19.13	14%	21.99
$1400.00	$1420.00	$1440.00	Dec 4	$0.85	$19.15	12%	22.53
$1360.00	$1380.00	$1400.00	Dec 18	$0.62	$19.38	10%	31.26
$1300.00	$1320.00	$1340.00	Dec 18	$0.61	$19.39	8%	31.79
$1340.00	$1360.00	$1380.00	Nov 20	$1.23	$18.77	13%	15.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 228 found (best net $-2.22, 209 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1325.00	$1420.00	1:2	Dec 11	-$2.22	$92.78
$1300.00	$1380.00	1:2	Dec 4	-$17.52	$62.48
$1600.00	$1640.00	1:2	Dec 4	-$1.28	$38.72
$1660.00	$1680.00	1:2	Nov 20	-$0.09	$19.91
$1500.00	$1510.00	1:2	Nov 6	-$0.03	$9.97

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1620.00	$1520.00	1:2	Dec 18	-$42.11	$57.89
$1440.00	$1360.00	1:2	Dec 11	-$0.06	$79.94
$1290.00	$1235.00	1:2	Dec 11	-$1.28	$53.72
$1250.00	$1205.00	1:2	Nov 27	-$0.42	$44.58
$1200.00	$1145.00	1:2	Dec 4	-$0.68	$54.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 93 found (best yield 4.58%, avg 1.09%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1420.00	Dec 18	$65.00	0.52	0.1%	4.58%	4.73%	30	459
$1440.00	Dec 18	$54.90	0.47	1.6%	3.87%	5.42%	47	438
$1460.00	Dec 18	$46.55	0.43	3.0%	3.28%	6.25%	81	969
$1480.00	Dec 18	$39.45	0.38	4.4%	2.78%	7.16%	28	500
$1500.00	Dec 18	$32.35	0.34	5.8%	2.28%	8.06%	71	1.2K
$1420.00	Dec 11	$57.40	0.52	0.1%	4.05%	4.19%	4	14
$1460.00	Dec 11	$40.25	0.42	3.0%	2.84%	5.80%	7	6
$1440.00	Dec 11	$47.40	0.47	1.6%	3.34%	4.89%	6	54
$1520.00	Dec 18	$26.70	0.30	7.2%	1.88%	9.08%	108	311
$1540.00	Dec 18	$22.00	0.26	8.6%	1.55%	10.16%	5	171

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 11,240

Total Puts 19,814

Put/Call Ratio 1.76

Net Difference -8,574

Prior's Put/Call Breakdown

Total Calls 12,898

Total Puts 22,099

Put/Call Ratio 1.71

Net Difference -9,201

Prior 7-Day Put/Call Summary

Total Calls 133,754

Total Puts 168,618

Average Put/Call Ratio 1.39

Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
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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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