LLY - Options Database

LLY

ELI LILLY AND CO

$1388.50 +7.78%

(10/28 18:05) ◀

Thursday, October 29, 2026 (9:35am)

▶ (10/29 09:40)

◀ 10/29 09:35 ▶

Option Volume

Detail

ℹ

Current (10/29 9:35am) 4,774

Calls: 2,928 (61%)

Puts: 1,846 (39%)

Prior (10/15) 3,432

Calls: 2,572 (75%)

Puts: 860 (25%)

Current vs Prior +39.10%

Calls: +13.84% (Calls)

Puts: +114.65% (Puts)

Prior 7-Day Total 360,787

Calls: 215,754 (60%)

Puts: 145,033 (40%)

Prior 7-Day Average 51,541

Calls: 30,822 (60%)

Puts: 20,719 (40%)

Current vs Prior 7-Day Avg -90.74%

Calls: -90.50%

Puts: -91.09%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/29 9:35am) $26.12M

Calls: $23.33M (89%)

Puts: $2.79M (11%)

Prior (10/15) $6.17M

Calls: $5.39M (87%)

Puts: $783.2K (13%)

Current vs Prior +323.07%

Calls: +332.78%

Puts: +256.22%

Prior 7-Day Total $847.14M

Calls: $629.99M (74%)

Puts: $217.15M (26%)

Prior 7-Day Average $121.02M

Calls: $90.00M (74%)

Puts: $31.02M (26%)

Current vs Prior 7-Day Avg -78.42%

Calls: -74.08%

Puts: -91.01%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/29 9:35am) 0.63

Prior (10/15) 0.33

Current vs Prior +88.55%

Prior 7-Day Average 0.71

Current vs Prior 7-Day Avg -10.65%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/29 9:35am) 329,225

Calls: 143,631 (44%)

Puts: 185,594 (56%)

Prior (10/15) 343,401

Calls: 158,615 (46%)

Puts: 184,786 (54%)

Current vs Prior -4.13%

Prior 7-Day Total 2,421,927

Calls: 1,094,210 (45%)

Puts: 1,327,717 (55%)

Prior 7-Day Average 345,989

Calls: 156,315 (45%)

Puts: 189,673 (55%)

Current vs Prior 7-Day Avg -4.85%

Sentiment BULLISH

Expected Move

Detail

ℹ

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

Current 3.84% | 5.60%7.84% | 10.98%

Prior 2.15% | 4.37%2.15% | 10.77%

Current vs Prior +78.60% | +28.05%+264.55% | +1.91%

Prior 7-Day Avg 2.43% | 4.37%4.50% | 10.46%

Current vs 7-Day Avg +57.88% | +27.94%+74.15% | +4.96%

Prior 7-Day Eod 2.15% | 4.37%8.92% | 11.64%

Current vs 7-Day Eod +78.60% | +28.05%-12.10% | -5.67%

Sentiment BEARISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 33.95% | 30.20%

Calls: 23.90% | 27.41%

Puts: 44.01% | 32.99%

Prior 28.25% | 12.96%

Calls: 29.77% | 12.21%

Puts: 26.73% | 13.72%

Current vs Prior +20.18% | +133.02%

Prior 7-Day Avg 27.86% | 21.46%

Calls: 26.68% | 19.46%

Puts: 29.04% | 23.46%

Current vs 7-Day Avg +21.87% | +40.72%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($23.33M) vs puts ($2.79M). Massive premium surge with dollar volume up 323% vs prior. Bullish P/C ratio of 0.63. P/C ratio rising 89% - increased hedging/bearish positioning.

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 BULLISH

7-Day Avg NEUTRAL

Current BULLISH

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
09:35	BULLISH	BULLISH	BULLISH

📈 Options Analysis

🎯 Tightest Spreads

💰 Best Value Under $1

📊 High Delta (ITM)

🔥 High Volume

⏰ Backwardation

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📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

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⚖️ Ratio Spreads

🛡️ Covered Calls

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Tightest Spreads

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Best Value <$1

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Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 107 of results (avg 7.3%, best 4.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1120.00	Nov 20	264.85	278.00	$271.43	4.8%	1	0.98	79
$1120.00	Oct 30	262.80	276.00	$269.40	4.9%	--	0.99	15
$1130.00	Nov 20	254.80	268.00	$261.40	5.0%	--	0.97	418
$1170.00	Oct 30	212.75	224.00	$218.38	5.2%	--	0.99	84
$1130.00	Nov 6	253.95	268.00	$260.98	5.4%	--	0.97	13

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1620.00	Nov 13	224.00	238.20	$231.10	6.1%	1	0.98	--

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. 234 found (avg delta 0.83, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1140.00	Oct 30	242.80	258.00	$250.40	6.1%	--	1.00	19
$1160.00	Oct 30	222.75	236.00	$229.38	5.8%	--	1.00	47
$1150.00	Oct 30	233.25	246.20	$239.73	5.4%	51	1.00	314
$1125.00	Oct 30	257.05	272.00	$264.52	5.7%	--	1.00	14
$1200.00	Oct 30	182.85	196.95	$189.90	7.4%	1	1.00	80

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1620.00	Nov 13	224.00	238.20	$231.10	6.1%	1	0.98	--
$1435.00	Oct 30	46.00	60.20	$53.10	26.7%	--	0.78	15
$1460.00	Nov 20	84.00	96.50	$90.25	13.9%	--	0.71	27
$1440.00	Nov 13	64.00	79.90	$71.95	22.1%	--	0.66	10
$1440.00	Nov 20	70.00	82.65	$76.33	16.6%	--	0.64	20

Most actively traded options today. High liquidity = easy entry/exit. 277 active (total vol 3.0K, top 216)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1600.00	Oct 30	0.01	0.25	$0.13	184.6%	216	0.01	207
$1400.00	Oct 30	18.00	21.30	$19.65	16.8%	192	0.45	821
$1450.00	Oct 30	4.05	5.80	$4.93	35.5%	121	0.17	214
$1360.00	Oct 30	37.30	50.00	$43.65	29.1%	91	0.69	326
$1460.00	Oct 30	3.20	5.00	$4.10	43.9%	79	0.14	117

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1120.00	Nov 20	0.00	2.90	$1.45	200.0%	62	0.02	651
$1140.00	Nov 20	0.64	3.05	$1.85	130.3%	48	0.03	547
$1200.00	Oct 30	0.10	0.30	$0.20	100.0%	33	0.01	722
$1150.00	Oct 30	0.10	0.24	$0.17	82.4%	26	0.01	415
$1160.00	Nov 20	1.14	6.20	$3.67	137.9%	23	0.05	497

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 117.7%, max 248.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1295.00	Oct 30	Nov 27	126.1%	36.6%	244.8%	15	152
$1315.00	Oct 30	Nov 27	97.7%	35.6%	174.7%	--	109
$1320.00	Oct 30	Nov 27	96.7%	36.1%	168.3%	18	211
$1340.00	Oct 30	Nov 27	92.6%	35.6%	160.3%	25	304
$1325.00	Oct 30	Nov 27	88.8%	36.2%	145.1%	7	239

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1295.00	Oct 30	Nov 27	127.3%	36.6%	248.3%	--	77
$1305.00	Oct 30	Nov 27	109.3%	37.1%	194.1%	3	30
$1320.00	Oct 30	Nov 27	96.7%	35.7%	170.8%	--	62
$1282.50	Oct 30	Nov 6	138.3%	53.9%	156.5%	--	43
$1315.00	Oct 30	Nov 20	98.9%	39.2%	152.2%	--	71

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 237 found (best R:R 0.57, avg 5.97)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1285.00	$1400.00	Dec 4	$73.28	$41.72	$73.28	78%	0.57	$1358.28
$1480.00	$1500.00	Nov 13	$0.53	$19.47	$0.53	21%	36.74	$1480.53
$1280.00	$1285.00	Nov 6	$1.25	$3.75	$1.25	86%	3.00	$1281.25
$1520.00	$1540.00	Nov 27	$0.15	$19.85	$0.15	17%	132.33	$1520.15
$1250.00	$1255.00	Nov 13	$2.25	$2.75	$2.25	89%	1.22	$1252.25

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1435.00	$1400.00	Oct 30	$20.70	$14.30	$20.70	78%	0.69	$1414.30
$1400.00	$1375.00	Nov 6	$10.05	$14.95	$10.05	52%	1.49	$1389.95
$1400.00	$1380.00	Nov 20	$8.23	$11.77	$8.23	52%	1.43	$1391.77
$1330.00	$1325.00	Nov 13	$0.35	$4.65	$0.35	29%	13.29	$1329.65
$1380.00	$1360.00	Nov 20	$7.35	$12.65	$7.35	46%	1.72	$1372.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 204 found (best R:R 3.57, avg 0.96)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1500.00	$1520.00	Nov 13	$6.91	$6.91	$13.09	81%	0.53	$1506.91
$1600.00	$1620.00	Nov 13	$4.89	$4.89	$15.11	89%	0.32	$1604.89
$1540.00	$1560.00	Nov 27	$4.77	$4.77	$15.23	84%	0.31	$1544.77
$1580.00	$1600.00	Oct 30	$2.32	$2.32	$17.68	94%	0.13	$1582.32
$1440.00	$1460.00	Nov 13	$8.10	$8.10	$11.90	65%	0.68	$1448.10

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1190.00	$1180.00	Nov 20	$7.81	$7.81	$2.19	89%	3.57	$1182.19
$1150.00	$1145.00	Nov 13	$4.81	$4.81	$0.19	92%	25.32	$1145.19
$1120.00	$1115.00	Nov 27	$4.54	$4.54	$0.46	93%	9.87	$1115.46
$1305.00	$1300.00	Oct 30	$4.37	$4.37	$0.63	85%	6.94	$1300.63
$1215.00	$1210.00	Nov 6	$3.99	$3.99	$1.01	90%	3.95	$1211.01

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $12.67, cheapest $15.60)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1385.00	Oct 30	Nov 6	$13.33	86.7%	44.7%
$1380.00	Oct 30	Nov 6	$10.98	82.1%	47.1%
$1415.00	Oct 30	Nov 6	$10.40	74.7%	40.7%
$1365.00	Oct 30	Nov 6	$13.15	81.6%	47.8%
$1395.00	Oct 30	Nov 6	$12.05	76.2%	42.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1385.00	Oct 30	Nov 13	$15.60	86.7%	39.0%
$1380.00	Oct 30	Nov 20	$23.50	82.1%	36.1%
$1360.00	Oct 30	Nov 20	$23.60	81.3%	37.0%
$1390.00	Oct 30	Nov 13	$18.07	77.9%	38.6%
$1370.00	Oct 30	Nov 6	$11.80	79.7%	47.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 106 found (cheapest 3.71% of stock, avg 8.18%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1390.00	Oct 30	$26.65	$24.88	$51.53	$1338.47	$1441.53	3.71%
$1395.00	Oct 30	$23.40	$28.68	$52.08	$1342.92	$1447.08	3.75%
$1400.00	Oct 30	$19.65	$32.40	$52.05	$1347.95	$1452.05	3.75%
$1375.00	Oct 30	$34.92	$18.43	$53.35	$1321.65	$1428.35	3.84%
$1380.00	Oct 30	$32.00	$21.50	$53.50	$1326.50	$1433.50	3.85%
$1385.00	Oct 30	$28.45	$25.30	$53.75	$1331.25	$1438.75	3.87%
$1370.00	Oct 30	$38.88	$17.20	$56.08	$1313.92	$1426.08	4.04%
$1360.00	Oct 30	$43.65	$14.05	$57.70	$1302.30	$1417.70	4.16%
$1355.00	Oct 30	$46.98	$11.18	$58.16	$1296.84	$1413.16	4.19%
$1350.00	Oct 30	$50.15	$11.98	$62.13	$1287.87	$1412.13	4.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.16% of stock, avg 3.91%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1600.00	$1180.00	Dec 4	$7.75	$8.38	$16.13	$1163.87	$1616.13
$1600.00	$1215.00	Dec 4	$7.75	$8.90	$16.65	$1198.35	$1616.65
$1600.00	$1160.00	Dec 4	$7.75	$9.46	$17.21	$1142.79	$1617.21
$1600.00	$1175.00	Dec 4	$7.75	$10.45	$18.20	$1156.80	$1618.20
$1600.00	$1260.00	Dec 4	$7.75	$17.40	$25.15	$1234.85	$1625.15
$1415.00	$1370.00	Oct 30	$14.77	$17.20	$31.97	$1338.03	$1446.97
$1410.00	$1370.00	Oct 30	$15.43	$17.20	$32.63	$1337.37	$1442.63
$1500.00	$1215.00	Dec 4	$19.88	$8.90	$28.78	$1186.22	$1528.78
$1500.00	$1180.00	Dec 4	$19.88	$8.38	$28.26	$1151.74	$1528.26
$1410.00	$1375.00	Oct 30	$15.43	$18.43	$33.86	$1341.14	$1443.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 244 found (best R:R 1.43, avg credit $5.37)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1180/1190	1540/1560	Nov 20	$11.78	$8.22	75%	1.43	$1178.22	$1551.78
1170/1175	1500/1520	Nov 13	$11.94	$8.06	73%	1.48	$1163.06	$1511.94
1145/1150	1500/1520	Nov 13	$11.72	$8.28	74%	1.42	$1138.28	$1511.72
1180/1185	1500/1520	Nov 13	$10.76	$9.24	73%	1.16	$1174.24	$1510.76
1180/1190	1580/1600	Nov 20	$9.04	$10.96	81%	0.82	$1180.96	$1589.04
1200/1205	1500/1520	Nov 13	$10.49	$9.51	72%	1.10	$1194.51	$1510.49
1180/1190	1500/1520	Nov 20	$11.03	$8.97	69%	1.23	$1178.97	$1511.03
1115/1120	1540/1560	Nov 27	$9.31	$10.69	77%	0.87	$1110.69	$1549.31
1180/1190	1460/1480	Nov 20	$12.78	$7.22	59%	1.77	$1177.22	$1472.78
1155/1160	1500/1520	Nov 13	$9.59	$10.41	75%	0.92	$1150.41	$1509.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 201 found (best R:R 199.00, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1380.00	$1400.00	$1420.00	Nov 20	$0.42	$19.58	13%	46.62
$1340.00	$1360.00	$1380.00	Nov 20	$0.38	$19.62	12%	51.63
$1480.00	$1500.00	$1520.00	Nov 20	$0.33	$19.67	8%	59.61
$1400.00	$1420.00	$1440.00	Dec 4	$0.68	$19.32	10%	28.41
$1320.00	$1340.00	$1360.00	Nov 20	$0.83	$19.17	12%	23.10

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Nov 20	$0.10	$19.90	12%	199.00
$1320.00	$1340.00	$1360.00	Nov 20	$0.73	$19.27	12%	26.40
$1360.00	$1380.00	$1400.00	Nov 20	$0.88	$19.12	12%	21.73
$1250.00	$1255.00	$1260.00	Nov 20	$0.07	$4.93	0%	70.43
$1225.00	$1230.00	$1235.00	Nov 6	$0.22	$4.78	6%	21.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 171 found (best net $-13.63, 134 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1150.00	$1285.00	1:2	Dec 4	-$13.63	$121.37
$1440.00	$1500.00	1:2	Dec 4	-$1.38	$58.62
$1540.00	$1560.00	1:2	Nov 20	-$0.51	$19.49
$1580.00	$1600.00	1:2	Nov 27	-$0.44	$19.56
$1540.00	$1560.00	1:2	Nov 27	-$1.26	$18.74

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1435.00	$1400.00	1:2	Oct 30	-$11.70	$23.30
$1385.00	$1340.00	1:2	Nov 13	-$9.60	$35.40
$1260.00	$1215.00	1:2	Dec 4	-$0.40	$44.60
$1230.00	$1225.00	1:2	Nov 6	-$0.54	$4.46
$1340.00	$1330.00	1:2	Oct 30	-$2.12	$7.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 80 found (best yield 3.58%, avg 0.95%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1400.00	Dec 4	$49.70	0.50	0.8%	3.58%	4.41%	25	5
$1420.00	Dec 4	$40.15	0.45	2.3%	2.89%	5.16%	1	4
$1440.00	Dec 4	$32.00	0.39	3.7%	2.30%	6.01%	--	17
$1400.00	Nov 27	$45.20	0.49	0.8%	3.26%	4.08%	1	183
$1420.00	Nov 27	$34.10	0.43	2.3%	2.46%	4.72%	4	522
$1400.00	Nov 20	$41.60	0.48	0.8%	3.00%	3.82%	14	971
$1440.00	Nov 27	$26.00	0.37	3.7%	1.87%	5.58%	--	226
$1440.00	Nov 20	$26.15	0.36	3.7%	1.88%	5.59%	32	1.9K
$1420.00	Nov 20	$31.20	0.42	2.3%	2.25%	4.52%	5	728
$1460.00	Nov 27	$20.00	0.32	5.2%	1.44%	6.59%	--	24

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 2,928

Total Puts 1,846

Put/Call Ratio 0.63

Net Difference 1,082

Prior's Put/Call Breakdown

Total Calls 2,572

Total Puts 860

Put/Call Ratio 0.33

Net Difference 1,712

Prior 7-Day Put/Call Summary

Total Calls 215,754

Total Puts 145,033

Average Put/Call Ratio 0.71

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

🤖 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

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