LLY - Options Database

LLY

ELI LILLY AND CO

$1403.30 +8.93%

(10/29 09:35) ◀

Thursday, October 29, 2026 (9:40am)

▶ (10/29 09:45)

◀ 10/29 09:40 ▶

Option Volume

Detail

ℹ

Current (10/29 9:40am) 8,691

Calls: 5,334 (61%)

Puts: 3,357 (39%)

Prior (10/15) 4,477

Calls: 3,295 (74%)

Puts: 1,182 (26%)

Current vs Prior +94.13%

Calls: +61.88% (Calls)

Puts: +184.01% (Puts)

Prior 7-Day Total 297,081

Calls: 176,006 (59%)

Puts: 121,075 (41%)

Prior 7-Day Average 42,440

Calls: 25,143 (59%)

Puts: 17,296 (41%)

Current vs Prior 7-Day Avg -79.52%

Calls: -78.79%

Puts: -80.59%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/29 9:40am) $46.83M

Calls: $42.57M (91%)

Puts: $4.26M (9%)

Prior (10/15) $7.85M

Calls: $6.66M (85%)

Puts: $1.19M (15%)

Current vs Prior +496.47%

Calls: +539.12%

Puts: +257.67%

Prior 7-Day Total $752.10M

Calls: $553.11M (74%)

Puts: $198.99M (26%)

Prior 7-Day Average $107.44M

Calls: $79.02M (74%)

Puts: $28.43M (26%)

Current vs Prior 7-Day Avg -56.41%

Calls: -46.12%

Puts: -85.03%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/29 9:40am) 0.63

Prior (10/15) 0.36

Current vs Prior +75.44%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -23.73%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/29 9:40am) 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 2,379,769

Calls: 1,073,840 (45%)

Puts: 1,305,929 (55%)

Prior 7-Day Average 339,967

Calls: 153,405 (45%)

Puts: 186,561 (55%)

Current vs Prior 7-Day Avg -3.16%

Sentiment BULLISH

Expected Move

Detail

ℹ

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

Current 3.99% | 5.38%7.85% | 10.98%

Prior 6.29% | 7.60%8.79% | 11.63%

Current vs Prior -36.55% | -29.20%-10.72% | -5.63%

Prior 7-Day Avg 2.91% | 4.74%4.85% | 10.68%

Current vs 7-Day Avg +37.05% | +13.55%+61.81% | +2.81%

Prior 7-Day Eod 6.29% | 7.60%8.92% | 11.64%

Current vs 7-Day Eod -36.55% | -29.20%-11.97% | -5.68%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 26.08% | 30.71%

Calls: 10.34% | 21.21%

Puts: 41.82% | 40.22%

Prior 29.05% | 16.40%

Calls: 30.16% | 13.62%

Puts: 27.94% | 19.18%

Current vs Prior -10.22% | +87.26%

Prior 7-Day Avg 28.12% | 20.75%

Calls: 28.63% | 18.85%

Puts: 27.63% | 22.65%

Current vs 7-Day Avg -7.27% | +48.00%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($42.57M) vs puts ($4.26M). Massive premium surge with dollar volume up 496% vs prior. Above-average activity with volume up 94% vs prior. Bullish P/C ratio of 0.63.

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
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 140 of results (avg 7.2%, best 3.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Nov 20	202.10	210.00	$206.05	3.8%	1	0.95	335
$1145.00	Oct 30	251.85	263.50	$257.68	4.5%	2	0.96	47
$1130.00	Oct 30	266.45	280.00	$273.23	5.0%	--	0.99	24
$1150.00	Dec 4	253.10	266.00	$259.55	5.0%	1	0.91	--
$1130.00	Nov 6	268.00	281.80	$274.90	5.0%	--	0.97	13

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1620.00	Nov 13	210.50	224.70	$217.60	6.5%	1	0.93	--
$1600.00	Oct 30	190.30	204.25	$197.28	7.1%	12	1.00	--

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 0.84, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1130.00	Nov 20	268.75	284.00	$276.38	5.5%	--	1.00	418
$1140.00	Nov 20	260.50	274.00	$267.25	5.1%	4	1.00	111
$1150.00	Nov 20	249.35	264.00	$256.68	5.7%	19	1.00	137
$1160.00	Nov 20	239.80	253.00	$246.40	5.4%	8	1.00	156
$1170.00	Nov 20	231.10	244.00	$237.55	5.4%	9	1.00	125

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1600.00	Oct 30	190.30	204.25	$197.28	7.1%	12	1.00	--
$1620.00	Nov 13	210.50	224.70	$217.60	6.5%	1	0.93	--
$1435.00	Oct 30	37.25	51.35	$44.30	31.8%	--	0.68	15
$1460.00	Nov 20	74.00	89.00	$81.50	18.4%	--	0.66	27
$1440.00	Nov 13	55.70	70.60	$63.15	23.6%	--	0.62	10

Most actively traded options today. High liquidity = easy entry/exit. 366 active (total vol 5.3K, top 309)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 30	27.05	30.00	$28.53	10.3%	309	0.53	821
$1600.00	Oct 30	0.07	0.17	$0.12	83.3%	261	0.01	207
$1450.00	Oct 30	7.90	9.60	$8.75	19.4%	203	0.24	214
$1500.00	Oct 30	1.80	2.00	$1.90	10.5%	195	0.07	765
$1460.00	Oct 30	5.75	7.45	$6.60	25.8%	151	0.20	117

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1150.00	Oct 30	0.03	0.11	$0.07	114.3%	86	0.00	415
$1200.00	Oct 30	0.06	0.10	$0.08	50.0%	52	0.00	722
$1140.00	Nov 20	1.20	2.02	$1.61	50.9%	51	0.03	547
$1250.00	Oct 30	0.25	0.40	$0.33	45.5%	50	0.01	273
$1190.00	Nov 6	0.04	2.22	$1.13	192.9%	46	0.02	124

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 116.4%, max 201.2%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1320.00	Oct 30	Nov 27	108.4%	36.0%	201.2%	20	211
$1360.00	Oct 30	Dec 11	93.4%	33.4%	179.8%	107	326
$1400.00	Oct 30	Dec 4	77.7%	31.9%	143.8%	346	826
$1340.00	Oct 30	Nov 27	85.2%	35.4%	140.9%	33	304
$1380.00	Oct 30	Nov 27	82.4%	34.5%	139.0%	73	306

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1320.00	Oct 30	Nov 27	108.4%	36.0%	201.2%	--	62
$1360.00	Oct 30	Nov 27	93.4%	34.9%	167.6%	13	31
$1380.00	Oct 30	Dec 4	82.4%	33.1%	148.9%	25	12
$1400.00	Oct 30	Nov 27	77.7%	33.1%	134.5%	7	10
$1340.00	Oct 30	Nov 20	85.2%	37.8%	125.6%	9	42

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 235 found (best R:R 5.83, avg 6.32)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1440.00	$1460.00	Nov 20	$2.93	$17.07	$2.93	39%	5.83	$1442.93
$1480.00	$1500.00	Nov 13	$0.75	$19.25	$0.75	24%	25.67	$1480.75
$1400.00	$1420.00	Dec 4	$7.37	$12.63	$7.37	53%	1.71	$1407.37
$1375.00	$1380.00	Oct 30	$0.93	$4.07	$0.93	66%	4.38	$1375.93
$1285.00	$1290.00	Nov 13	$1.86	$3.14	$1.86	83%	1.69	$1286.86

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1375.00	$1370.00	Nov 6	$0.28	$4.72	$0.28	37%	16.86	$1374.72
$1420.00	$1400.00	Nov 20	$8.80	$11.20	$8.80	54%	1.27	$1411.20
$1340.00	$1320.00	Nov 6	$2.95	$17.05	$2.95	26%	5.78	$1337.05
$1270.00	$1260.00	Nov 27	$0.27	$9.73	$0.27	16%	36.04	$1269.73
$1380.00	$1375.00	Nov 6	$0.65	$4.35	$0.65	39%	6.69	$1379.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 207 found (best R:R 0.37, avg 1.28)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1600.00	$1620.00	Nov 13	$4.89	$4.89	$15.11	89%	0.32	$1604.89
$1500.00	$1520.00	Nov 13	$6.55	$6.55	$13.45	79%	0.49	$1506.55
$1420.00	$1440.00	Nov 20	$11.90	$11.90	$8.10	54%	1.47	$1431.90
$1450.00	$1455.00	Nov 6	$4.40	$4.40	$0.60	68%	7.33	$1454.40
$1425.00	$1430.00	Oct 30	$4.75	$4.75	$0.25	61%	19.00	$1429.75

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1380.00	$1260.00	Dec 4	$32.35	$32.35	$87.65	58%	0.37	$1347.65
$1185.00	$1180.00	Nov 13	$4.62	$4.62	$0.38	90%	12.16	$1180.38
$1265.00	$1260.00	Nov 13	$4.80	$4.80	$0.20	86%	24.00	$1260.20
$1165.00	$1160.00	Nov 13	$4.36	$4.36	$0.64	93%	6.81	$1160.64
$1305.00	$1300.00	Oct 30	$4.60	$4.60	$0.40	87%	11.50	$1300.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $10.72, cheapest $11.45)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1395.00	Oct 30	Nov 6	$11.45	88.4%	44.5%
$1375.00	Oct 30	Nov 6	$13.07	88.8%	47.6%
$1425.00	Oct 30	Nov 6	$8.50	82.1%	42.2%
$1385.00	Oct 30	Nov 6	$12.22	84.4%	45.7%
$1420.00	Oct 30	Nov 6	$9.53	80.3%	42.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1375.00	Oct 30	Nov 6	$10.03	88.8%	47.6%
$1410.00	Oct 30	Nov 13	$18.93	80.1%	39.1%
$1385.00	Oct 30	Nov 6	$10.12	84.4%	45.7%
$1380.00	Oct 30	Nov 6	$10.83	82.4%	46.0%
$1390.00	Oct 30	Nov 6	$11.23	82.3%	46.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 3.73% of stock, avg 8.01%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1400.00	Oct 30	$28.53	$23.88	$52.41	$1347.59	$1452.41	3.73%
$1410.00	Oct 30	$23.50	$28.85	$52.35	$1357.65	$1462.35	3.73%
$1390.00	Oct 30	$32.70	$20.80	$53.50	$1336.50	$1443.50	3.81%
$1405.00	Oct 30	$26.10	$27.50	$53.60	$1351.40	$1458.60	3.82%
$1395.00	Oct 30	$31.85	$25.00	$56.85	$1338.15	$1451.85	4.05%
$1385.00	Oct 30	$38.03	$19.38	$57.41	$1327.59	$1442.41	4.09%
$1435.00	Oct 30	$13.20	$44.30	$57.50	$1377.50	$1492.50	4.10%
$1370.00	Oct 30	$45.50	$12.60	$58.10	$1311.90	$1428.10	4.14%
$1380.00	Oct 30	$41.40	$16.80	$58.20	$1321.80	$1438.20	4.15%
$1375.00	Oct 30	$42.33	$16.95	$59.28	$1315.72	$1434.28	4.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.14% of stock, avg 4.14%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1600.00	$1215.00	Dec 4	$7.13	$8.90	$16.03	$1198.97	$1616.03
$1600.00	$1200.00	Dec 4	$7.13	$10.03	$17.16	$1182.84	$1617.16
$1600.00	$1160.00	Dec 4	$7.13	$10.13	$17.26	$1142.74	$1617.26
$1600.00	$1260.00	Dec 4	$7.13	$15.18	$22.31	$1237.69	$1622.31
$1430.00	$1385.00	Oct 30	$13.25	$19.38	$32.63	$1352.37	$1462.63
$1430.00	$1390.00	Oct 30	$13.25	$20.80	$34.05	$1355.95	$1464.05
$1425.00	$1385.00	Oct 30	$18.00	$19.38	$37.38	$1347.62	$1462.38
$1500.00	$1215.00	Dec 4	$22.95	$8.90	$31.85	$1183.15	$1531.85
$1500.00	$1320.00	Nov 20	$16.48	$21.23	$37.71	$1282.29	$1537.71
$1500.00	$1200.00	Dec 4	$22.95	$10.03	$32.98	$1167.02	$1532.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 275 found (best R:R 0.86, avg credit $4.97)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1160/1165	1600/1620	Nov 13	$9.25	$10.75	82%	0.86	$1155.75	$1609.25
1160/1165	1500/1520	Nov 13	$10.91	$9.09	72%	1.20	$1154.09	$1510.91
1180/1185	1600/1620	Nov 13	$9.51	$10.49	79%	0.91	$1175.49	$1609.51
1180/1185	1500/1520	Nov 13	$11.17	$8.83	69%	1.27	$1173.83	$1511.17
1200/1205	1600/1620	Nov 13	$8.80	$11.20	80%	0.79	$1196.20	$1608.80
1200/1205	1500/1520	Nov 13	$10.46	$9.54	70%	1.10	$1194.54	$1510.46
1170/1175	1600/1620	Nov 13	$7.95	$12.05	82%	0.66	$1167.05	$1607.95
1170/1175	1500/1520	Nov 13	$9.61	$10.39	72%	0.92	$1165.39	$1509.61
1225/1230	1600/1620	Nov 13	$8.39	$11.61	77%	0.72	$1221.61	$1608.39
1225/1230	1500/1520	Nov 13	$10.05	$9.95	67%	1.01	$1219.95	$1510.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 206 found (best R:R 73.07, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1380.00	$1400.00	$1420.00	Nov 27	$0.27	$19.73	12%	73.07
$1480.00	$1500.00	$1520.00	Nov 27	$0.14	$19.86	10%	141.86
$1400.00	$1420.00	$1440.00	Nov 27	$0.66	$19.34	12%	29.30
$1360.00	$1380.00	$1400.00	Nov 20	$0.95	$19.05	13%	20.05
$1360.00	$1380.00	$1400.00	Nov 27	$0.87	$19.13	12%	21.99

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1140.00	$1145.00	$1150.00	Nov 13	$0.08	$4.92	2%	61.50
$1235.00	$1240.00	$1245.00	Nov 20	$0.09	$4.91	1%	54.56
$1140.00	$1145.00	$1150.00	Nov 6	$0.06	$4.94	0%	82.33
$1292.50	$1295.00	$1297.50	Nov 6	$0.11	$2.39	1%	21.73
$1162.50	$1165.00	$1167.50	Oct 30	$0.15	$2.35	0%	15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 170 found (best net $-22.65, 135 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1150.00	$1285.00	1:2	Dec 4	-$22.65	$112.35
$1440.00	$1500.00	1:2	Dec 4	-$1.55	$58.45
$1500.00	$1520.00	1:2	Oct 30	-$0.14	$19.86
$1600.00	$1620.00	1:2	Nov 20	-$0.32	$19.68
$1520.00	$1540.00	1:2	Oct 30	$0.00	$20.00

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1260.00	$1215.00	1:2	Dec 4	-$2.62	$42.38
$1435.00	$1410.00	1:2	Oct 30	-$13.40	$11.60
$1185.00	$1180.00	1:2	Nov 13	-$0.01	$4.99
$1205.00	$1200.00	1:2	Nov 27	-$0.11	$4.89
$1220.00	$1215.00	1:2	Nov 6	-$0.20	$4.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 77 found (best yield 3.63%, avg 0.86%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1420.00	Dec 4	$51.00	0.48	1.2%	3.63%	4.82%	1	4
$1440.00	Dec 4	$38.35	0.42	2.6%	2.73%	5.35%	--	17
$1420.00	Nov 20	$41.00	0.46	1.2%	2.92%	4.11%	6	728
$1420.00	Nov 27	$40.50	0.47	1.2%	2.89%	4.08%	4	522
$1460.00	Nov 20	$26.10	0.34	4.0%	1.86%	5.90%	82	1.0K
$1440.00	Nov 27	$30.20	0.41	2.6%	2.15%	4.77%	--	226
$1500.00	Dec 4	$16.90	0.27	6.9%	1.20%	8.10%	1	5
$1460.00	Nov 27	$22.30	0.35	4.0%	1.59%	5.63%	--	24
$1440.00	Nov 20	$26.25	0.39	2.6%	1.87%	4.49%	67	1.9K
$1480.00	Nov 27	$16.00	0.29	5.5%	1.14%	6.61%	--	38

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 5,334

Total Puts 3,357

Put/Call Ratio 0.63

Net Difference 1,977

Prior's Put/Call Breakdown

Total Calls 3,295

Total Puts 1,182

Put/Call Ratio 0.36

Net Difference 2,113

Prior 7-Day Put/Call Summary

Total Calls 176,006

Total Puts 121,075

Average Put/Call Ratio 0.83

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