LLY - Options Database

LLY

ELI LILLY AND CO

$1386.55 +7.63%

(10/29 09:45) ◀

Thursday, October 29, 2026 (9:50am)

▶ (10/29 09:55)

◀ 10/29 09:50 ▶

Option Volume

Detail

ℹ

Current (10/29 9:50am) 13,574

Calls: 8,150 (60%)

Puts: 5,424 (40%)

Prior (10/15) 8,045

Calls: 5,462 (68%)

Puts: 2,583 (32%)

Current vs Prior +68.73%

Calls: +49.21% (Calls)

Puts: +109.99% (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 -68.02%

Calls: -67.59%

Puts: -68.64%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/29 9:50am) $61.16M

Calls: $53.83M (88%)

Puts: $7.33M (12%)

Prior (10/15) $17.88M

Calls: $14.02M (78%)

Puts: $3.86M (22%)

Current vs Prior +242.04%

Calls: +283.85%

Puts: +90.04%

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 -43.08%

Calls: -31.88%

Puts: -74.21%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/29 9:50am) 0.67

Prior (10/15) 0.47

Current vs Prior +40.73%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -19.35%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/29 9:50am) 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 3.63% | 5.22%7.90% | 10.94%

Prior 6.29% | 7.60%8.79% | 11.63%

Current vs Prior -42.23% | -31.27%-10.13% | -5.95%

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

Current vs 7-Day Avg +24.77% | +10.22%+62.88% | +2.46%

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

Current vs 7-Day Eod -42.23% | -31.27%-11.40% | -6.00%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 36.61% | 22.68%

Calls: 29.75% | 27.79%

Puts: 43.46% | 17.57%

Prior 29.05% | 16.40%

Calls: 30.16% | 13.62%

Puts: 27.94% | 19.18%

Current vs Prior +26.02% | +38.29%

Prior 7-Day Avg 28.12% | 20.75%

Calls: 28.63% | 18.85%

Puts: 27.63% | 22.65%

Current vs 7-Day Avg +30.17% | +9.30%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($53.83M) vs puts ($7.33M). Massive premium surge with dollar volume up 242% vs prior. Above-average activity with volume up 69% vs prior. Bullish P/C ratio of 0.67.

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
09:50	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 122 of results (avg 7.2%, best 4.3%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1130.00	Oct 30	251.35	262.35	$256.85	4.3%	--	1.00	24
$1120.00	Oct 30	261.15	272.85	$267.00	4.4%	--	1.00	15
$1170.00	Nov 20	215.75	226.20	$220.98	4.7%	12	0.96	125
$1145.00	Nov 27	240.25	252.25	$246.25	4.9%	--	0.93	24
$1155.00	Nov 27	230.40	242.40	$236.40	5.1%	--	0.93	22

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1620.00	Nov 13	226.75	240.20	$233.48	5.8%	1	1.00	--
$1620.00	Oct 30	226.00	240.55	$233.28	6.2%	2	1.00	--
$1600.00	Oct 30	206.05	221.50	$213.78	7.2%	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. 252 found (avg delta 0.84, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1110.00	Oct 30	269.95	285.10	$277.52	5.5%	--	1.00	19
$1130.00	Oct 30	251.35	262.35	$256.85	4.3%	--	1.00	24
$1135.00	Oct 30	244.90	260.00	$252.45	6.0%	--	1.00	24
$1145.00	Oct 30	234.90	250.00	$242.45	6.2%	2	1.00	47
$1150.00	Nov 6	232.65	246.20	$239.43	5.7%	--	1.00	23

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1500.00	Oct 30	108.05	120.95	$114.50	11.3%	3	1.00	2
$1600.00	Oct 30	206.05	221.50	$213.78	7.2%	12	1.00	--
$1620.00	Oct 30	226.00	240.55	$233.28	6.2%	2	1.00	--
$1620.00	Nov 13	226.75	240.20	$233.48	5.8%	1	1.00	--
$1435.00	Oct 30	47.30	63.10	$55.20	28.6%	--	0.78	15

Most actively traded options today. High liquidity = easy entry/exit. 433 active (total vol 8.7K, top 407)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 30	15.65	20.15	$17.90	25.1%	407	0.43	821
$1500.00	Oct 30	0.59	0.97	$0.78	48.7%	394	0.04	765
$1600.00	Oct 30	0.05	0.10	$0.08	62.5%	312	0.00	207
$1450.00	Oct 30	3.80	5.90	$4.85	43.3%	307	0.16	214
$1460.00	Oct 30	2.54	4.90	$3.72	63.4%	227	0.13	117

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Oct 30	1.45	1.95	$1.70	29.4%	195	0.06	62
$1250.00	Oct 30	0.25	0.35	$0.30	33.3%	173	0.01	273
$1310.00	Oct 30	1.98	3.25	$2.62	48.5%	106	0.09	217
$1120.00	Nov 20	0.60	1.87	$1.24	102.4%	94	0.02	651
$1200.00	Oct 30	0.06	0.14	$0.10	80.0%	91	0.00	722

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 92.4%, max 131.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Oct 30	Dec 4	73.2%	31.6%	131.7%	100	261
$1335.00	Oct 30	Nov 27	75.1%	32.5%	130.7%	34	39
$1340.00	Oct 30	Nov 27	75.4%	32.7%	130.7%	41	304
$1330.00	Oct 30	Nov 27	75.7%	33.3%	127.1%	37	163
$1360.00	Oct 30	Dec 11	72.8%	32.4%	124.7%	123	326

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Oct 30	Dec 4	73.2%	31.6%	131.7%	34	12
$1360.00	Oct 30	Nov 27	72.8%	32.7%	122.3%	18	31
$1340.00	Oct 30	Nov 20	75.4%	37.3%	101.9%	20	42
$1400.00	Oct 30	Nov 27	69.7%	35.9%	94.2%	23	10
$1330.00	Oct 30	Nov 13	75.7%	40.2%	88.2%	69	26

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 282 found (best R:R 0.52, avg 8.27)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1285.00	$1380.00	Dec 4	$62.65	$32.35	$62.65	78%	0.52	$1347.65
$1300.00	$1360.00	Dec 11	$38.27	$21.73	$38.27	74%	0.57	$1338.27
$1285.00	$1290.00	Nov 20	$1.50	$3.50	$1.50	80%	2.33	$1286.50
$1260.00	$1265.00	Nov 27	$1.82	$3.18	$1.82	85%	1.75	$1261.82
$1335.00	$1340.00	Oct 30	$1.87	$3.13	$1.87	82%	1.67	$1336.87

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1260.00	$1230.00	Dec 4	$1.98	$28.02	$1.98	16%	14.15	$1258.02
$1380.00	$1375.00	Nov 6	$0.63	$4.37	$0.63	46%	6.94	$1379.37
$1400.00	$1380.00	Nov 20	$8.32	$11.68	$8.32	52%	1.40	$1391.68
$1400.00	$1380.00	Nov 27	$8.53	$11.47	$8.53	52%	1.34	$1391.47
$1395.00	$1390.00	Oct 30	$1.43	$3.57	$1.43	54%	2.50	$1393.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 244 found (best R:R 0.46, avg 0.71)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1540.00	$1560.00	Nov 6	$4.67	$4.67	$15.33	89%	0.30	$1544.67
$1395.00	$1400.00	Nov 6	$4.60	$4.60	$0.40	52%	11.50	$1399.60
$1440.00	$1460.00	Nov 20	$8.43	$8.43	$11.57	64%	0.73	$1448.43
$1510.00	$1520.00	Nov 13	$3.21	$3.21	$6.79	83%	0.47	$1513.21
$1520.00	$1600.00	Dec 4	$11.47	$11.47	$68.53	78%	0.17	$1531.47

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1380.00	$1260.00	Dec 4	$37.57	$37.57	$82.43	54%	0.46	$1342.43
$1145.00	$1140.00	Nov 13	$4.18	$4.18	$0.82	93%	5.10	$1140.82
$1195.00	$1190.00	Nov 6	$3.87	$3.87	$1.13	93%	3.42	$1191.13
$1265.00	$1260.00	Nov 13	$4.15	$4.15	$0.85	85%	4.88	$1260.85
$1175.00	$1170.00	Nov 13	$3.78	$3.78	$1.22	92%	3.10	$1171.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $12.21, cheapest $16.55)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1365.00	Oct 30	Nov 6	$15.68	77.1%	42.6%
$1380.00	Oct 30	Nov 6	$12.10	73.2%	42.4%
$1360.00	Oct 30	Nov 6	$13.77	72.8%	42.7%
$1370.00	Oct 30	Nov 6	$13.92	73.8%	43.8%
$1385.00	Oct 30	Nov 6	$10.98	70.9%	41.3%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1410.00	Oct 30	Nov 13	$16.55	72.9%	37.3%
$1365.00	Oct 30	Nov 6	$10.78	77.1%	42.6%
$1380.00	Oct 30	Nov 6	$12.50	73.2%	42.4%
$1360.00	Oct 30	Nov 6	$11.83	72.8%	42.7%
$1370.00	Oct 30	Nov 6	$13.05	73.8%	43.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 132 found (cheapest 3.35% of stock, avg 7.51%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1395.00	Oct 30	$20.20	$26.28	$46.48	$1348.52	$1441.48	3.35%
$1385.00	Oct 30	$25.55	$21.05	$46.60	$1338.40	$1431.60	3.36%
$1390.00	Oct 30	$22.33	$24.85	$47.18	$1342.82	$1437.18	3.40%
$1405.00	Oct 30	$15.73	$32.28	$48.01	$1356.99	$1453.01	3.46%
$1375.00	Oct 30	$31.78	$16.43	$48.21	$1326.79	$1423.21	3.48%
$1380.00	Oct 30	$29.95	$19.48	$49.43	$1330.57	$1429.43	3.56%
$1370.00	Oct 30	$34.88	$15.50	$50.38	$1319.62	$1420.38	3.63%
$1400.00	Oct 30	$17.90	$32.58	$50.48	$1349.52	$1450.48	3.64%
$1365.00	Oct 30	$36.10	$14.65	$50.75	$1314.25	$1415.75	3.66%
$1410.00	Oct 30	$15.03	$36.63	$51.66	$1358.34	$1461.66	3.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.05% of stock, avg 4.22%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1415.00	$1365.00	Oct 30	$13.83	$14.65	$28.48	$1336.52	$1443.48
$1415.00	$1370.00	Oct 30	$13.83	$15.50	$29.33	$1340.67	$1444.33
$1410.00	$1365.00	Oct 30	$15.03	$14.65	$29.68	$1335.32	$1439.68
$1410.00	$1370.00	Oct 30	$15.03	$15.50	$30.53	$1339.47	$1440.53
$1415.00	$1375.00	Oct 30	$13.83	$16.43	$30.26	$1344.74	$1445.26
$1410.00	$1375.00	Oct 30	$15.03	$16.43	$31.46	$1343.54	$1441.46
$1405.00	$1365.00	Oct 30	$15.73	$14.65	$30.38	$1334.62	$1435.38
$1405.00	$1370.00	Oct 30	$15.73	$15.50	$31.23	$1338.77	$1436.23
$1405.00	$1375.00	Oct 30	$15.73	$16.43	$32.16	$1342.84	$1437.16
$1400.00	$1375.00	Oct 30	$17.90	$16.43	$34.33	$1340.67	$1434.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 273 found (best R:R 2.26, avg credit $4.57)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1140/1145	1450/1460	Nov 13	$6.93	$3.07	62%	2.26	$1138.07	$1456.93
1140/1145	1600/1620	Dec 4	$6.94	$13.06	81%	0.53	$1138.06	$1606.94
1170/1172	1420/1425	Oct 30	$4.57	$0.43	64%	10.63	$1167.93	$1424.57
1160/1165	1450/1460	Nov 13	$6.48	$3.52	62%	1.84	$1158.52	$1456.48
1170/1175	1450/1460	Nov 13	$6.53	$3.47	62%	1.88	$1168.47	$1456.53
1240/1245	1435/1440	Nov 6	$4.78	$0.22	58%	21.73	$1240.22	$1439.78
1155/1158	1420/1425	Oct 30	$4.40	$0.60	65%	7.33	$1153.10	$1424.40
1200/1205	1450/1460	Nov 13	$6.54	$3.46	61%	1.89	$1198.46	$1456.54
1180/1185	1450/1460	Nov 13	$6.62	$3.38	60%	1.96	$1178.38	$1456.62
1120/1130	1480/1500	Nov 27	$9.08	$10.92	67%	0.83	$1120.92	$1489.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 225 found (best R:R 40.67, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Nov 27	$0.48	$19.52	12%	40.67
$1340.00	$1360.00	$1380.00	Nov 20	$0.64	$19.36	12%	30.25
$1360.00	$1380.00	$1400.00	Nov 20	$0.70	$19.30	13%	27.57
$1500.00	$1520.00	$1540.00	Nov 20	$0.21	$19.79	7%	94.24
$1520.00	$1540.00	$1560.00	Nov 20	$0.27	$19.73	7%	73.07

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1365.00	$1370.00	$1375.00	Oct 30	$0.08	$4.92	5%	61.50
$1335.00	$1340.00	$1345.00	Oct 30	$0.08	$4.92	5%	61.50
$1140.00	$1145.00	$1150.00	Oct 30	$0.07	$4.93	0%	70.43
$1330.00	$1335.00	$1340.00	Oct 30	$0.19	$4.81	4%	25.32
$1370.00	$1375.00	$1380.00	Nov 13	$0.17	$4.83	4%	28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 202 found (best net $-9.55, 165 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1150.00	$1285.00	1:2	Dec 4	-$9.55	$125.45
$1285.00	$1380.00	1:2	Dec 4	-$2.05	$92.95
$1540.00	$1560.00	1:2	Nov 13	-$0.07	$19.93
$1600.00	$1620.00	1:2	Nov 20	-$0.57	$19.43
$1500.00	$1520.00	1:2	Oct 30	-$0.26	$19.74

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1600.00	$1500.00	1:2	Oct 30	-$15.22	$84.78
$1230.00	$1225.00	1:2	Nov 6	-$0.22	$4.78
$1150.00	$1145.00	1:2	Oct 30	-$0.01	$4.99
$1195.00	$1190.00	1:2	Oct 30	-$0.04	$4.96
$1135.00	$1130.00	1:2	Oct 30	-$0.04	$4.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 96 found (best yield 3.56%, avg 0.97%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1400.00	Dec 4	$49.35	0.49	1.0%	3.56%	4.53%	51	5
$1420.00	Dec 4	$41.25	0.44	2.4%	2.98%	5.39%	3	4
$1440.00	Dec 4	$33.35	0.39	3.9%	2.41%	6.26%	--	17
$1400.00	Nov 27	$45.90	0.48	1.0%	3.31%	4.28%	2	183
$1460.00	Dec 4	$26.45	0.34	5.3%	1.91%	7.20%	2	3
$1420.00	Nov 27	$36.15	0.42	2.4%	2.61%	5.02%	7	522
$1400.00	Nov 20	$42.80	0.48	1.0%	3.09%	4.06%	41	971
$1440.00	Nov 27	$28.00	0.37	3.9%	2.02%	5.87%	2	226
$1500.00	Dec 4	$17.50	0.26	8.2%	1.26%	9.44%	2	5
$1420.00	Nov 20	$32.75	0.42	2.4%	2.36%	4.77%	14	728

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 8,150

Total Puts 5,424

Put/Call Ratio 0.67

Net Difference 2,726

Prior's Put/Call Breakdown

Total Calls 5,462

Total Puts 2,583

Put/Call Ratio 0.47

Net Difference 2,879

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
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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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