LLY - Options Database

LLY

ELI LILLY AND CO

$1289.04 +0.56%

(10/27 18:37) ◀

Wednesday, October 28, 2026 (2:05pm)

▶ (10/28 18:05)

◀ 10/28 14:06 ▶

Option Volume

Detail

ℹ

Current (10/28 2:05pm) 23,324

Calls: 8,881 (38%)

Puts: 14,443 (62%)

Prior (10/15) 22,220

Calls: 14,657 (66%)

Puts: 7,563 (34%)

Current vs Prior +4.97%

Calls: -39.41% (Calls)

Puts: +90.97% (Puts)

Prior 7-Day Total 372,036

Calls: 216,550 (58%)

Puts: 155,486 (42%)

Prior 7-Day Average 53,148

Calls: 30,935 (58%)

Puts: 22,212 (42%)

Current vs Prior 7-Day Avg -56.11%

Calls: -71.29%

Puts: -34.98%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (10/28 2:05pm) $60.87M

Calls: $38.55M (63%)

Puts: $22.32M (37%)

Prior (10/15) $60.62M

Calls: $50.15M (83%)

Puts: $10.47M (17%)

Current vs Prior +0.40%

Calls: -23.13%

Puts: +113.07%

Prior 7-Day Total $895.71M

Calls: $640.76M (72%)

Puts: $254.96M (28%)

Prior 7-Day Average $127.96M

Calls: $91.54M (72%)

Puts: $36.42M (28%)

Current vs Prior 7-Day Avg -52.43%

Calls: -57.88%

Puts: -38.73%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/28 2:05pm) 1.63

Prior (10/15) 0.52

Current vs Prior +215.17%

Prior 7-Day Average 0.80

Current vs Prior 7-Day Avg +103.66%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (10/28 2:05pm) 315,431

Calls: 139,481 (44%)

Puts: 175,950 (56%)

Prior (10/15) 343,401

Calls: 158,615 (46%)

Puts: 184,786 (54%)

Current vs Prior -8.14%

Prior 7-Day Total 2,414,499

Calls: 1,085,159 (45%)

Puts: 1,329,340 (55%)

Prior 7-Day Average 344,928

Calls: 155,022 (45%)

Puts: 189,905 (55%)

Current vs Prior 7-Day Avg -8.55%

Sentiment BULLISH

Expected Move

Detail

ℹ

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

Current 6.29% | 7.60%8.79% | 11.63%

Prior 2.46% | 4.49%2.46% | 10.81%

Current vs Prior +155.57% | +69.29%+257.18% | +7.55%

Prior 7-Day Avg 3.20% | 4.98%5.51% | 10.67%

Current vs 7-Day Avg +96.60% | +52.58%+59.56% | +9.03%

Prior 7-Day Eod 2.46% | 4.49%8.87% | 11.60%

Current vs 7-Day Eod +155.57% | +69.29%-0.88% | +0.24%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 29.05% | 16.40%

Calls: 30.16% | 13.62%

Puts: 27.94% | 19.18%

Prior 25.45% | 15.48%

Calls: 28.27% | 17.64%

Puts: 22.64% | 13.31%

Current vs Prior +14.15% | +5.94%

Prior 7-Day Avg 24.65% | 20.97%

Calls: 23.21% | 18.81%

Puts: 26.09% | 23.13%

Current vs 7-Day Avg +17.87% | -21.79%

Liquidity Expensive

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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($38.55M). Extreme bearish P/C ratio of 1.63 - heavy put buying. P/C ratio rising 215% - 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 BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Sentiment Timeline (Today)

Time	Smart Money	Retail	Overall
14:05	BULLISH	BEARISH	BEARISH
10:35	BULLISH	BULLISH	BULLISH
10:30	BULLISH	BULLISH	BULLISH
10:25	BULLISH	BULLISH	BULLISH
10:20	BULLISH	BULLISH	BULLISH
10:15	BULLISH	BULLISH	BULLISH
10:10	BULLISH	BULLISH	BULLISH
10:05	BULLISH	BULLISH	BULLISH
10:00	BULLISH	BULLISH	BULLISH
09:55	BULLISH	BULLISH	BULLISH
09:50	BULLISH	BULLISH	BULLISH
09:45	BULLISH	BULLISH	BULLISH
09:40	BULLISH	BULLISH	BULLISH
09:35	BULLISH	BULLISH	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 70 of results (avg 8.0%, best 4.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1050.00	Nov 20	237.50	248.80	$243.15	4.6%	--	0.95	86
$1040.00	Oct 30	244.40	258.25	$251.33	5.5%	--	0.97	12
$1040.00	Nov 20	247.45	261.60	$254.53	5.6%	--	0.96	24
$1110.00	Oct 30	178.30	189.05	$183.68	5.9%	--	0.97	19
$1055.00	Oct 30	229.50	243.35	$236.43	5.9%	--	0.97	12

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1520.00	Nov 20	225.05	238.90	$231.98	6.0%	7	0.92	--
$1500.00	Nov 20	206.05	219.90	$212.98	6.5%	6	0.91	1
$1500.00	Dec 4	207.65	222.45	$215.05	6.9%	2	0.88	1
$1460.00	Nov 20	170.95	183.40	$177.18	7.0%	7	0.87	28
$1480.00	Nov 20	187.40	201.20	$194.30	7.1%	9	0.89	--

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. 244 found (avg delta 0.73, highest 0.99)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1080.00	Oct 30	204.70	218.55	$211.63	6.5%	--	0.99	11
$1090.00	Oct 30	194.80	208.70	$201.75	6.9%	--	0.98	12
$1100.00	Oct 30	184.70	198.65	$191.68	7.3%	--	0.98	18
$1110.00	Oct 30	178.30	189.05	$183.68	5.9%	--	0.97	19
$1120.00	Oct 30	165.20	179.80	$172.50	8.5%	--	0.97	15

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1435.00	Oct 30	139.75	153.40	$146.57	9.3%	--	0.96	15
$1520.00	Nov 20	225.05	238.90	$231.98	6.0%	7	0.92	--
$1500.00	Nov 20	206.05	219.90	$212.98	6.5%	6	0.91	1
$1480.00	Nov 20	187.40	201.20	$194.30	7.1%	9	0.89	--
$1500.00	Dec 4	207.65	222.45	$215.05	6.9%	2	0.88	1

Most actively traded options today. High liquidity = easy entry/exit. 471 active (total vol 10.4K, top 385)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1240.00	Nov 20	77.80	92.20	$85.00	16.9%	376	0.66	991
$1360.00	Nov 20	23.30	32.45	$27.88	32.8%	376	0.33	578
$1300.00	Nov 20	47.10	55.30	$51.20	16.0%	246	0.49	1.5K
$1500.00	Oct 30	0.24	0.50	$0.37	70.3%	240	0.01	699
$1300.00	Oct 30	33.80	39.70	$36.75	16.1%	215	0.48	631

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1140.00	Nov 20	6.95	13.45	$10.20	63.7%	385	0.13	469
$1160.00	Oct 30	2.10	7.95	$5.03	116.3%	364	0.10	123
$1100.00	Oct 30	0.66	1.10	$0.88	50.0%	307	0.02	867
$1125.00	Oct 30	0.00	3.70	$1.85	200.0%	271	0.04	307
$1080.00	Oct 30	0.21	0.86	$0.54	120.4%	268	0.01	124

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 78 strikes (avg 144.2%, max 206.8%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1225.00	Oct 30	Nov 27	110.7%	36.1%	206.8%	2	107
$1275.00	Oct 30	Dec 4	106.1%	36.4%	191.5%	16	101
$1280.00	Oct 30	Dec 4	105.9%	36.6%	189.1%	124	260
$1230.00	Oct 30	Nov 27	103.2%	36.0%	186.5%	1	127
$1240.00	Oct 30	Nov 27	107.3%	37.8%	184.0%	--	190

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1225.00	Oct 30	Nov 27	110.7%	36.1%	206.8%	23	87
$1280.00	Oct 30	Dec 4	105.9%	36.6%	189.1%	24	164
$1230.00	Oct 30	Nov 27	103.2%	36.0%	186.5%	10	91
$1240.00	Oct 30	Dec 4	107.3%	37.7%	184.4%	26	129
$1290.00	Oct 30	Dec 4	101.7%	35.8%	183.8%	39	38

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 352 found (best R:R 0.85, avg 5.22)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1305.00	$1320.00	Dec 4	$4.47	$10.53	$4.47	49%	2.36	$1309.47
$1210.00	$1215.00	Oct 30	$1.88	$3.12	$1.88	82%	1.66	$1211.88
$1200.00	$1205.00	Oct 30	$2.05	$2.95	$2.05	84%	1.44	$1202.05
$1250.00	$1255.00	Nov 13	$1.15	$3.85	$1.15	64%	3.35	$1251.15
$1140.00	$1145.00	Oct 30	$2.83	$2.17	$2.83	95%	0.77	$1142.83

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1380.00	$1360.00	Nov 20	$10.80	$9.20	$10.80	72%	0.85	$1369.20
$1125.00	$1090.00	Dec 4	$1.12	$33.88	$1.12	12%	30.25	$1123.88
$1300.00	$1295.00	Nov 13	$0.27	$4.73	$0.27	51%	17.52	$1299.73
$1325.00	$1320.00	Oct 30	$1.60	$3.40	$1.60	62%	2.12	$1323.40
$1170.00	$1160.00	Nov 20	$0.23	$9.77	$0.23	17%	42.48	$1169.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 296 found (best R:R 22.81, avg 1.27)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1485.00	$1490.00	Nov 6	$4.88	$4.88	$0.12	89%	40.67	$1489.88
$1470.00	$1480.00	Nov 13	$5.18	$5.18	$4.82	87%	1.07	$1475.18
$1470.00	$1480.00	Nov 6	$3.91	$3.91	$6.09	88%	0.64	$1473.91
$1345.00	$1350.00	Oct 30	$4.48	$4.48	$0.52	68%	8.62	$1349.48
$1510.00	$1520.00	Nov 13	$3.47	$3.47	$6.53	90%	0.53	$1513.47

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1060.00	$1055.00	Oct 30	$4.79	$4.79	$0.21	92%	22.81	$1055.21
$1070.00	$1065.00	Nov 6	$4.56	$4.56	$0.44	92%	10.36	$1065.44
$1160.00	$1155.00	Nov 6	$4.71	$4.71	$0.29	87%	16.24	$1155.29
$1040.00	$1035.00	Nov 6	$4.17	$4.17	$0.83	94%	5.02	$1035.83
$1050.00	$1045.00	Nov 27	$4.19	$4.19	$0.81	93%	5.17	$1045.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 49 found (avg debit $7.56, cheapest $11.05)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1280.00	Oct 30	Nov 6	$8.97	105.9%	58.0%
$1300.00	Oct 30	Nov 6	$6.10	104.4%	57.2%
$1275.00	Oct 30	Nov 6	$6.00	106.1%	59.0%
$1255.00	Oct 30	Nov 6	$6.65	106.6%	59.8%
$1282.50	Oct 30	Nov 6	$6.72	103.6%	57.1%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1267.50	Oct 30	Nov 13	$11.05	101.8%	46.7%
$1325.00	Oct 30	Nov 13	$13.37	102.2%	49.2%
$1330.00	Oct 30	Nov 13	$12.45	100.4%	47.6%
$1262.50	Oct 30	Nov 13	$12.95	96.9%	46.9%
$1280.00	Oct 30	Nov 6	$5.77	105.9%	58.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 172 found (cheapest 6.02% of stock, avg 8.56%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1285.00	Oct 30	$42.28	$35.33	$77.61	$1207.39	$1362.61	6.02%
$1295.00	Oct 30	$36.53	$41.60	$78.13	$1216.87	$1373.13	6.06%
$1305.00	Oct 30	$33.23	$46.13	$79.36	$1225.64	$1384.36	6.16%
$1290.00	Oct 30	$40.78	$38.83	$79.61	$1210.39	$1369.61	6.18%
$1262.50	Oct 30	$55.55	$24.55	$80.10	$1182.40	$1342.60	6.21%
$1280.00	Oct 30	$44.78	$35.53	$80.31	$1199.69	$1360.31	6.23%
$1282.50	Oct 30	$44.58	$35.85	$80.43	$1202.07	$1362.93	6.24%
$1277.50	Oct 30	$48.33	$32.63	$80.96	$1196.54	$1358.46	6.28%
$1270.00	Oct 30	$51.40	$29.65	$81.05	$1188.95	$1351.05	6.29%
$1300.00	Oct 30	$36.75	$44.50	$81.25	$1218.75	$1381.25	6.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 3.28% of stock, avg 6.83%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1420.00	$1195.00	Dec 4	$18.83	$23.45	$42.28	$1152.72	$1462.28
$1400.00	$1195.00	Dec 4	$22.23	$23.45	$45.68	$1149.32	$1445.68
$1320.00	$1277.50	Oct 30	$26.53	$32.63	$59.16	$1218.34	$1379.16
$1315.00	$1277.50	Oct 30	$28.53	$32.63	$61.16	$1216.34	$1376.16
$1320.00	$1280.00	Oct 30	$26.53	$35.53	$62.06	$1217.94	$1382.06
$1310.00	$1277.50	Oct 30	$31.35	$32.63	$63.98	$1213.52	$1373.98
$1420.00	$1240.00	Dec 4	$18.83	$38.45	$57.28	$1182.72	$1477.28
$1315.00	$1280.00	Oct 30	$28.53	$35.53	$64.06	$1215.94	$1379.06
$1320.00	$1282.50	Oct 30	$26.53	$35.85	$62.38	$1220.12	$1382.38
$1320.00	$1285.00	Oct 30	$26.53	$35.33	$61.86	$1223.14	$1381.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 85 found (best R:R 3.72, avg credit $4.42)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1110/1115	1340/1345	Oct 30	$3.94	$1.06	60%	3.72	$1111.06	$1343.94
1080/1085	1335/1340	Oct 30	$3.41	$1.59	61%	2.14	$1081.59	$1338.41
1100/1105	1335/1340	Oct 30	$3.07	$1.93	61%	1.59	$1101.93	$1338.07
1050/1055	1335/1340	Oct 30	$2.91	$2.09	62%	1.39	$1052.09	$1337.91
1150/1155	1440/1460	Dec 4	$8.04	$11.96	63%	0.67	$1146.96	$1448.04
1135/1140	1335/1340	Oct 30	$2.40	$2.60	60%	0.92	$1137.60	$1337.40
1080/1085	1340/1345	Oct 30	$2.13	$2.87	63%	0.74	$1082.87	$1342.13
1120/1125	1335/1340	Oct 30	$2.09	$2.91	61%	0.72	$1122.91	$1337.09
1160/1170	1440/1460	Dec 4	$7.89	$12.11	61%	0.65	$1162.11	$1447.89
1100/1105	1340/1345	Oct 30	$1.79	$3.21	63%	0.56	$1103.21	$1341.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 242 found (best R:R 110.11, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1060.00	$1070.00	$1080.00	Oct 30	$0.07	$9.93	6%	141.86
$1500.00	$1520.00	$1540.00	Oct 30	$0.05	$19.95	1%	399.00
$1385.00	$1390.00	$1395.00	Nov 13	$0.08	$4.92	3%	61.50
$1330.00	$1335.00	$1340.00	Nov 13	$0.09	$4.91	2%	54.56
$1275.00	$1280.00	$1285.00	Nov 13	$0.13	$4.87	3%	37.46

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1320.00	$1340.00	$1360.00	Nov 20	$0.18	$19.82	11%	110.11
$1340.00	$1360.00	$1380.00	Nov 27	$0.33	$19.67	10%	59.61
$1240.00	$1260.00	$1280.00	Dec 4	$0.40	$19.60	10%	49.00
$1400.00	$1420.00	$1440.00	Nov 20	$0.67	$19.33	8%	28.85
$1240.00	$1245.00	$1250.00	Nov 13	$0.07	$4.93	3%	70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 134 found (best net $-8.05, 105 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1500.00	$1520.00	1:2	Nov 27	-$1.18	$18.82
$1500.00	$1520.00	1:2	Oct 30	-$0.11	$19.89
$1520.00	$1540.00	1:2	Oct 30	-$0.08	$19.92
$1480.00	$1485.00	1:2	Oct 30	-$0.09	$4.91
$1490.00	$1495.00	1:2	Oct 30	-$0.23	$4.77

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1425.00	$1340.00	1:2	Nov 6	-$8.05	$76.95
$1420.00	$1340.00	1:2	Nov 13	-$19.89	$60.11
$1240.00	$1195.00	1:2	Dec 4	-$8.45	$36.55
$1140.00	$1135.00	1:2	Oct 30	-$0.30	$4.70
$1100.00	$1090.00	1:2	Nov 27	-$0.99	$9.01

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 141 found (best yield 3.51%, avg 1.51%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1320.00	Dec 4	$45.30	0.46	2.4%	3.51%	5.92%	2	5
$1325.00	Dec 4	$42.55	0.44	2.8%	3.30%	6.09%	2	1
$1305.00	Dec 4	$50.20	0.49	1.2%	3.89%	5.13%	6	1
$1295.00	Dec 4	$54.65	0.51	0.5%	4.24%	4.70%	8	1
$1310.00	Nov 27	$46.85	0.47	1.6%	3.63%	5.26%	--	26
$1320.00	Nov 27	$42.95	0.44	2.4%	3.33%	5.73%	1	35
$1340.00	Nov 27	$36.35	0.39	4.0%	2.82%	6.77%	2	97
$1290.00	Nov 27	$55.55	0.52	0.1%	4.31%	4.38%	1	38
$1300.00	Nov 27	$50.70	0.49	0.8%	3.93%	4.78%	23	99
$1330.00	Nov 27	$38.35	0.41	3.2%	2.98%	6.15%	1	13

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 8,881

Total Puts 14,443

Put/Call Ratio 1.63

Net Difference -5,562

Prior's Put/Call Breakdown

Total Calls 14,657

Total Puts 7,563

Put/Call Ratio 0.52

Net Difference 7,094

Prior 7-Day Put/Call Summary

Total Calls 216,550

Total Puts 155,486

Average Put/Call Ratio 0.80

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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