LLY - Options Database

LLY

ELI LILLY AND CO

$1387.22 +7.68%

(10/29 09:55) ◀

Thursday, October 29, 2026 (10:00am)

▶ (10/29 10:05)

◀ 10/29 10:01 ▶

Option Volume

Detail

ℹ

Current (10/29 10:00am) 17,839

Calls: 10,298 (58%)

Puts: 7,541 (42%)

Prior (10/15) 13,667

Calls: 8,893 (65%)

Puts: 4,774 (35%)

Current vs Prior +30.53%

Calls: +15.80% (Calls)

Puts: +57.96% (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 -57.97%

Calls: -59.04%

Puts: -56.40%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/29 10:00am) $72.59M

Calls: $62.65M (86%)

Puts: $9.94M (14%)

Prior (10/15) $33.91M

Calls: $27.40M (81%)

Puts: $6.50M (19%)

Current vs Prior +114.10%

Calls: +128.63%

Puts: +52.87%

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 -32.43%

Calls: -20.71%

Puts: -65.03%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/29 10:00am) 0.73

Prior (10/15) 0.54

Current vs Prior +36.41%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -11.26%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/29 10:00am) 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 3.27% | 5.31%7.83% | 11.09%

Prior 6.29% | 7.60%8.79% | 11.63%

Current vs Prior -48.03% | -30.04%-10.99% | -4.69%

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

Current vs 7-Day Avg +12.24% | +12.20%+61.31% | +3.83%

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

Current vs 7-Day Eod -48.03% | -30.04%-12.25% | -4.75%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 41.67% | 35.52%

Calls: 44.41% | 41.97%

Puts: 38.94% | 29.07%

Prior 29.05% | 16.40%

Calls: 30.16% | 13.62%

Puts: 27.94% | 19.18%

Current vs Prior +43.44% | +116.59%

Prior 7-Day Avg 28.12% | 20.75%

Calls: 28.63% | 18.85%

Puts: 27.63% | 22.65%

Current vs 7-Day Avg +48.16% | +71.18%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($62.65M) vs puts ($9.94M). Massive premium surge with dollar volume up 114% vs prior. P/C ratio rising 36% - 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 NEUTRAL

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
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 84 of results (avg 7.8%, best 5.2%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1130.00	Nov 20	256.30	270.00	$263.15	5.2%	--	0.98	418
$1130.00	Oct 30	253.25	267.15	$260.20	5.3%	--	1.00	24
$1170.00	Nov 27	219.20	232.00	$225.60	5.7%	--	0.95	11
$1140.00	Nov 20	245.65	260.00	$252.83	5.7%	4	0.97	111
$1140.00	Oct 30	243.45	257.70	$250.58	5.7%	--	1.00	19

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1620.00	Oct 30	223.35	237.10	$230.23	6.0%	2	1.00	--
$1620.00	Nov 13	224.00	238.75	$231.38	6.4%	1	1.00	--
$1600.00	Oct 30	203.35	217.25	$210.30	6.6%	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. 260 found (avg delta 0.84, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1140.00	Oct 30	243.45	257.70	$250.58	5.7%	--	1.00	19
$1145.00	Oct 30	234.75	252.00	$243.38	7.1%	2	1.00	47
$1110.00	Oct 30	270.00	287.10	$278.55	6.1%	--	1.00	19
$1125.00	Oct 30	254.10	272.00	$263.05	6.8%	--	1.00	14
$1130.00	Oct 30	253.25	267.15	$260.20	5.3%	--	1.00	24

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1500.00	Oct 30	104.75	118.60	$111.68	12.4%	5	1.00	2
$1600.00	Oct 30	203.35	217.25	$210.30	6.6%	12	1.00	--
$1620.00	Oct 30	223.35	237.10	$230.23	6.0%	2	1.00	--
$1620.00	Nov 13	224.00	238.75	$231.38	6.4%	1	1.00	--
$1435.00	Oct 30	44.00	58.95	$51.48	29.0%	--	0.82	15

Most actively traded options today. High liquidity = easy entry/exit. 481 active (total vol 11.5K, top 486)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1425.00	Oct 30	5.60	10.55	$8.07	61.3%	486	0.26	50
$1400.00	Oct 30	12.95	20.00	$16.48	42.8%	466	0.47	821
$1500.00	Oct 30	0.50	0.90	$0.70	57.1%	444	0.04	765
$1450.00	Oct 30	2.94	4.95	$3.95	50.9%	347	0.16	214
$1600.00	Oct 30	0.01	0.09	$0.05	160.0%	319	0.00	207

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Oct 30	1.00	1.45	$1.23	36.6%	268	0.05	62
$1250.00	Oct 30	0.10	0.86	$0.48	158.3%	179	0.02	273
$1120.00	Nov 20	0.68	1.43	$1.06	70.8%	134	0.02	651
$1400.00	Oct 30	21.55	29.95	$25.75	32.6%	126	0.54	2
$1325.00	Oct 30	2.39	4.05	$3.22	51.6%	109	0.12	16

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 78.8%, max 121.4%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1335.00	Oct 30	Nov 27	76.3%	34.5%	121.4%	48	39
$1380.00	Oct 30	Dec 4	67.6%	31.3%	116.3%	110	261
$1340.00	Oct 30	Dec 4	69.0%	32.6%	111.9%	29	176
$1360.00	Oct 30	Dec 11	69.4%	33.2%	108.7%	138	326
$1440.00	Oct 30	Dec 4	68.0%	33.2%	104.7%	53	144

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Oct 30	Dec 4	67.6%	32.4%	108.4%	38	12
$1360.00	Oct 30	Nov 27	65.8%	33.0%	99.2%	28	31
$1400.00	Oct 30	Nov 27	64.4%	35.0%	83.9%	130	10
$1350.00	Oct 30	Nov 13	69.8%	39.6%	76.2%	43	17
$1420.00	Nov 13	Nov 20	38.8%	35.8%	8.2%	--	23

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 281 found (best R:R 1.00, avg 8.62)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1210.00	$1220.00	Nov 20	$5.00	$5.00	$5.00	91%	1.00	$1215.00
$1380.00	$1400.00	Nov 20	$6.92	$13.08	$6.92	56%	1.89	$1386.92
$1300.00	$1310.00	Dec 11	$4.43	$5.57	$4.43	74%	1.26	$1304.43
$1135.00	$1140.00	Oct 30	$2.42	$2.58	$2.42	100%	1.07	$1137.42
$1440.00	$1460.00	Dec 4	$4.80	$15.20	$4.80	40%	3.17	$1444.80

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1380.00	$1360.00	Nov 20	$5.60	$14.40	$5.60	44%	2.57	$1374.40
$1400.00	$1395.00	Oct 30	$0.85	$4.15	$0.85	54%	4.88	$1399.15
$1440.00	$1420.00	Nov 20	$10.57	$9.43	$10.57	63%	0.89	$1429.43
$1375.00	$1370.00	Nov 13	$0.57	$4.43	$0.57	41%	7.77	$1374.43
$1325.00	$1320.00	Nov 27	$0.15	$4.85	$0.15	28%	32.33	$1324.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 243 found (best R:R 0.38, avg 0.83)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1540.00	$1560.00	Nov 6	$5.55	$5.55	$14.45	88%	0.38	$1545.55
$1510.00	$1520.00	Nov 13	$5.87	$5.87	$4.13	83%	1.42	$1515.87
$1460.00	$1480.00	Nov 13	$8.52	$8.52	$11.48	73%	0.74	$1468.52
$1400.00	$1420.00	Nov 27	$12.67	$12.67	$7.33	50%	1.73	$1412.67
$1540.00	$1560.00	Nov 27	$5.08	$5.08	$14.92	85%	0.34	$1545.08

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1250.00	$1245.00	Nov 27	$4.85	$4.85	$0.15	85%	32.33	$1245.15
$1370.00	$1350.00	Nov 13	$11.05	$11.05	$8.95	60%	1.23	$1358.95
$1205.00	$1200.00	Nov 13	$4.09	$4.09	$0.91	91%	4.49	$1200.91
$1165.00	$1160.00	Nov 13	$3.91	$3.91	$1.09	93%	3.59	$1161.09
$1195.00	$1190.00	Nov 6	$3.84	$3.84	$1.16	93%	3.31	$1191.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $13.13, cheapest $19.88)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1420.00	Oct 30	Nov 6	$11.07	68.8%	40.1%
$1370.00	Oct 30	Nov 6	$13.55	71.4%	43.4%
$1385.00	Oct 30	Nov 6	$15.24	69.8%	42.7%
$1410.00	Oct 30	Nov 6	$11.72	69.1%	43.1%
$1390.00	Oct 30	Nov 6	$14.50	67.3%	42.2%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1410.00	Oct 30	Nov 13	$19.88	69.1%	38.8%
$1370.00	Oct 30	Nov 6	$11.58	71.5%	43.4%
$1385.00	Oct 30	Nov 6	$13.10	69.8%	42.7%
$1390.00	Oct 30	Nov 6	$13.12	67.3%	42.2%
$1380.00	Oct 30	Nov 6	$14.63	67.6%	43.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 136 found (cheapest 3.04% of stock, avg 7.50%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1395.00	Oct 30	$17.27	$24.90	$42.17	$1352.83	$1437.17	3.04%
$1400.00	Oct 30	$16.48	$25.75	$42.23	$1357.77	$1442.23	3.04%
$1390.00	Oct 30	$21.50	$20.93	$42.43	$1347.57	$1432.43	3.06%
$1385.00	Oct 30	$24.43	$18.80	$43.23	$1341.77	$1428.23	3.12%
$1380.00	Oct 30	$27.85	$16.10	$43.95	$1336.05	$1423.95	3.17%
$1405.00	Oct 30	$16.45	$29.42	$45.87	$1359.13	$1450.87	3.31%
$1375.00	Oct 30	$31.75	$14.75	$46.50	$1328.50	$1421.50	3.35%
$1410.00	Oct 30	$13.48	$33.15	$46.63	$1363.37	$1456.63	3.36%
$1365.00	Oct 30	$37.33	$11.77	$49.10	$1315.90	$1414.10	3.54%
$1370.00	Oct 30	$34.58	$14.80	$49.38	$1320.62	$1419.38	3.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.90% of stock, avg 4.20%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1415.00	$1370.00	Oct 30	$11.55	$14.80	$26.35	$1343.65	$1441.35
$1420.00	$1370.00	Oct 30	$10.48	$14.80	$25.28	$1344.72	$1445.28
$1415.00	$1375.00	Oct 30	$11.55	$14.75	$26.30	$1348.70	$1441.30
$1420.00	$1375.00	Oct 30	$10.48	$14.75	$25.23	$1349.77	$1445.23
$1410.00	$1375.00	Oct 30	$13.48	$14.75	$28.23	$1346.77	$1438.23
$1415.00	$1380.00	Oct 30	$11.55	$16.10	$27.65	$1352.35	$1442.65
$1420.00	$1380.00	Oct 30	$10.48	$16.10	$26.58	$1353.42	$1446.58
$1410.00	$1370.00	Oct 30	$13.48	$14.80	$28.28	$1341.72	$1438.28
$1410.00	$1380.00	Oct 30	$13.48	$16.10	$29.58	$1350.42	$1439.58
$1405.00	$1375.00	Oct 30	$16.45	$14.75	$31.20	$1343.80	$1436.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 278 found (best R:R 3.56, avg credit $4.94)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1140/1145	1460/1480	Nov 13	$15.61	$4.39	64%	3.56	$1129.39	$1475.61
1140/1145	1450/1460	Nov 13	$9.64	$0.36	59%	26.78	$1135.36	$1459.64
1160/1165	1460/1480	Nov 13	$12.43	$7.57	66%	1.64	$1152.57	$1472.43
1200/1205	1460/1480	Nov 13	$12.61	$7.39	64%	1.71	$1192.39	$1472.61
1170/1175	1460/1480	Nov 13	$11.92	$8.08	65%	1.48	$1163.08	$1471.92
1120/1125	1460/1480	Nov 13	$11.08	$8.92	67%	1.24	$1113.92	$1471.08
1140/1145	1440/1450	Nov 13	$8.89	$1.11	56%	8.01	$1136.11	$1448.89
1125/1130	1580/1600	Nov 27	$7.58	$12.42	84%	0.61	$1122.42	$1587.58
1185/1190	1460/1480	Nov 13	$11.90	$8.10	62%	1.47	$1178.10	$1471.90
1180/1190	1460/1480	Nov 20	$11.90	$8.10	62%	1.47	$1178.10	$1471.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 246 found (best R:R 61.50, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1480.00	$1500.00	$1520.00	Nov 27	$0.53	$19.47	10%	36.74
$1380.00	$1400.00	$1420.00	Dec 4	$0.50	$19.50	9%	39.00
$1420.00	$1440.00	$1460.00	Nov 20	$0.97	$19.03	11%	19.62
$1540.00	$1560.00	$1580.00	Nov 13	$0.34	$19.66	5%	57.82
$1360.00	$1380.00	$1400.00	Nov 27	$1.22	$18.78	12%	15.39

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1400.00	$1420.00	$1440.00	Nov 20	$0.32	$19.68	12%	61.50
$1400.00	$1410.00	$1420.00	Nov 13	$0.27	$9.73	10%	36.04
$1400.00	$1405.00	$1410.00	Oct 30	$0.06	$4.94	7%	82.33
$1325.00	$1330.00	$1335.00	Nov 6	$0.07	$4.93	3%	70.43
$1310.00	$1315.00	$1320.00	Oct 30	$0.12	$4.88	4%	40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 217 found (best net $-13.01, 179 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1150.00	$1285.00	1:2	Dec 4	-$13.01	$121.99
$1460.00	$1480.00	1:2	Nov 13	-$0.91	$19.09
$1600.00	$1620.00	1:2	Nov 13	-$0.18	$19.82
$1500.00	$1520.00	1:2	Oct 30	-$0.06	$19.94
$1620.00	$1640.00	1:2	Nov 6	-$0.02	$19.98

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1600.00	$1500.00	1:2	Oct 30	-$13.06	$86.94
$1340.00	$1280.00	1:2	Dec 4	-$3.53	$56.47
$1205.00	$1200.00	1:2	Nov 6	-$0.09	$4.91
$1155.00	$1150.00	1:2	Nov 13	-$0.12	$4.88
$1150.00	$1145.00	1:2	Nov 6	-$0.03	$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 91 found (best yield 2.08%, avg 0.91%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1460.00	Dec 4	$28.85	0.35	5.2%	2.08%	7.33%	2	3
$1400.00	Dec 4	$46.90	0.49	0.9%	3.38%	4.30%	54	5
$1440.00	Dec 4	$31.30	0.40	3.8%	2.26%	6.06%	1	17
$1400.00	Nov 27	$45.90	0.50	0.9%	3.31%	4.23%	2	183
$1420.00	Dec 4	$37.60	0.45	2.4%	2.71%	5.07%	3	4
$1400.00	Nov 20	$43.00	0.49	0.9%	3.10%	4.02%	84	971
$1500.00	Dec 4	$17.70	0.26	8.1%	1.28%	9.41%	2	5
$1460.00	Nov 27	$23.25	0.32	5.2%	1.68%	6.92%	23	24
$1440.00	Nov 27	$26.40	0.38	3.8%	1.90%	5.71%	2	226
$1420.00	Nov 27	$31.90	0.44	2.4%	2.30%	4.66%	20	522

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 10,298

Total Puts 7,541

Put/Call Ratio 0.73

Net Difference 2,757

Prior's Put/Call Breakdown

Total Calls 8,893

Total Puts 4,774

Put/Call Ratio 0.54

Net Difference 4,119

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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