LLY - Options Database

LLY

ELI LILLY AND CO

$1385.06 +7.51%

(10/29 10:01) ◀

Thursday, October 29, 2026 (10:05am)

▶ (10/29 10:10)

◀ 10/29 10:05 ▶

Option Volume

Detail

ℹ

Current (10/29 10:05am) 19,344

Calls: 11,162 (58%)

Puts: 8,182 (42%)

Prior (10/15) 14,912

Calls: 9,918 (67%)

Puts: 4,994 (33%)

Current vs Prior +29.72%

Calls: +12.54% (Calls)

Puts: +63.84% (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 -54.42%

Calls: -55.61%

Puts: -52.70%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/29 10:05am) $74.14M

Calls: $63.50M (86%)

Puts: $10.64M (14%)

Prior (10/15) $39.57M

Calls: $32.88M (83%)

Puts: $6.69M (17%)

Current vs Prior +87.36%

Calls: +93.14%

Puts: +59.01%

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 -31.00%

Calls: -19.64%

Puts: -62.57%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/29 10:05am) 0.73

Prior (10/15) 0.50

Current vs Prior +45.58%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -11.17%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/29 10:05am) 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 3.14% | 5.24%7.81% | 11.16%

Prior 6.29% | 7.60%8.79% | 11.63%

Current vs Prior -50.11% | -30.96%-11.21% | -4.02%

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

Current vs 7-Day Avg +7.76% | +10.72%+60.92% | +4.57%

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

Current vs 7-Day Eod -50.11% | -30.96%-12.46% | -4.07%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 21.11% | 26.70%

Calls: 22.43% | 36.72%

Puts: 19.78% | 16.67%

Prior 29.05% | 16.40%

Calls: 30.16% | 13.62%

Puts: 27.94% | 19.18%

Current vs Prior -27.33% | +62.80%

Prior 7-Day Avg 28.12% | 20.75%

Calls: 28.63% | 18.85%

Puts: 27.63% | 22.65%

Current vs 7-Day Avg -24.94% | +28.67%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($63.50M) vs puts ($10.64M). Elevated premium activity with dollar volume up 87% vs prior. P/C ratio rising 46% - 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
10:05	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 104 of results (avg 7.2%, best 4.6%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1110.00	Nov 6	271.20	284.00	$277.60	4.6%	1	0.95	6
$1110.00	Oct 30	270.30	283.60	$276.95	4.8%	--	1.00	19
$1110.00	Nov 20	272.50	286.00	$279.25	4.8%	--	1.00	35
$1135.00	Oct 30	245.20	258.00	$251.60	5.1%	--	1.00	24
$1125.00	Oct 30	254.60	268.00	$261.30	5.1%	--	1.00	14

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1620.00	Nov 13	228.00	242.90	$235.45	6.3%	1	1.00	--
$1620.00	Oct 30	226.45	242.45	$234.45	6.8%	2	1.00	--
$1600.00	Oct 30	206.70	222.20	$214.45	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. 259 found (avg delta 0.84, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1110.00	Oct 30	270.30	283.60	$276.95	4.8%	--	1.00	19
$1120.00	Oct 30	258.35	273.45	$265.90	5.7%	--	1.00	15
$1125.00	Oct 30	254.60	268.00	$261.30	5.1%	--	1.00	14
$1130.00	Oct 30	250.40	263.65	$257.02	5.2%	--	1.00	24
$1135.00	Oct 30	245.20	258.00	$251.60	5.1%	--	1.00	24

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1620.00	Nov 13	228.00	242.90	$235.45	6.3%	1	1.00	--
$1600.00	Oct 30	206.70	222.20	$214.45	7.2%	12	1.00	--
$1620.00	Oct 30	226.45	242.45	$234.45	6.8%	2	1.00	--
$1500.00	Oct 30	107.00	123.15	$115.08	14.0%	5	0.98	2
$1435.00	Oct 30	46.10	62.65	$54.38	30.4%	--	0.81	15

Most actively traded options today. High liquidity = easy entry/exit. 493 active (total vol 12.6K, top 498)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 30	12.70	15.00	$13.85	16.6%	498	0.40	821
$1500.00	Oct 30	0.30	0.51	$0.41	51.2%	496	0.02	765
$1425.00	Oct 30	4.45	7.50	$5.98	51.0%	489	0.22	50
$1450.00	Oct 30	1.97	3.95	$2.96	66.9%	376	0.12	214
$1600.00	Oct 30	0.01	0.07	$0.04	150.0%	323	0.00	207

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Oct 30	0.90	1.39	$1.15	42.6%	282	0.05	62
$1250.00	Oct 30	0.10	0.69	$0.39	151.3%	180	0.02	273
$1120.00	Nov 20	0.68	1.43	$1.06	70.8%	134	0.02	651
$1400.00	Oct 30	21.65	30.00	$25.83	32.3%	129	0.60	2
$1325.00	Oct 30	2.13	3.85	$2.99	57.5%	122	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. 28 strikes (avg 68.2%, max 104.1%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1340.00	Oct 30	Dec 4	65.6%	32.1%	104.1%	29	176
$1380.00	Oct 30	Dec 4	63.4%	31.1%	104.0%	113	261
$1335.00	Oct 30	Nov 27	65.0%	32.3%	101.3%	48	39
$1360.00	Oct 30	Dec 11	64.1%	32.2%	98.9%	150	326
$1440.00	Oct 30	Dec 4	63.0%	33.8%	86.6%	55	144

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Oct 30	Dec 4	63.4%	31.1%	104.0%	40	12
$1360.00	Oct 30	Nov 27	64.1%	31.7%	102.6%	28	31
$1350.00	Oct 30	Nov 13	64.8%	37.6%	72.3%	97	17
$1400.00	Oct 30	Nov 27	61.6%	36.3%	69.6%	133	10
$1440.00	Nov 13	Nov 20	39.0%	35.2%	10.7%	--	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 286 found (best R:R 2.03, avg 8.74)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1460.00	$1500.00	Dec 4	$8.23	$31.77	$8.23	33%	3.86	$1468.23
$1310.00	$1360.00	Dec 11	$31.20	$18.80	$31.20	71%	0.60	$1341.20
$1340.00	$1360.00	Nov 20	$11.03	$8.97	$11.03	67%	0.81	$1351.03
$1460.00	$1480.00	Nov 27	$3.93	$16.07	$3.93	31%	4.09	$1463.93
$1340.00	$1360.00	Nov 27	$11.00	$9.00	$11.00	66%	0.82	$1351.00

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1400.00	$1380.00	Nov 27	$6.60	$13.40	$6.60	52%	2.03	$1393.40
$1400.00	$1380.00	Nov 20	$8.40	$11.60	$8.40	53%	1.38	$1391.60
$1400.00	$1395.00	Oct 30	$1.60	$3.40	$1.60	60%	2.13	$1398.40
$1395.00	$1390.00	Oct 30	$1.48	$3.52	$1.48	56%	2.38	$1393.52
$1380.00	$1375.00	Nov 13	$1.32	$3.68	$1.32	46%	2.79	$1378.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 244 found (best R:R 1.43, avg 0.65)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1510.00	$1520.00	Nov 13	$5.89	$5.89	$4.11	83%	1.43	$1515.89
$1520.00	$1600.00	Dec 4	$11.74	$11.74	$68.26	78%	0.17	$1531.74
$1425.00	$1435.00	Nov 13	$5.58	$5.58	$4.42	62%	1.26	$1430.58
$1460.00	$1480.00	Nov 13	$6.10	$6.10	$13.90	74%	0.44	$1466.10
$1410.00	$1415.00	Oct 30	$3.24	$3.24	$1.76	66%	1.84	$1413.24

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1255.00	$1250.00	Nov 13	$4.68	$4.68	$0.32	86%	14.62	$1250.32
$1195.00	$1190.00	Nov 6	$4.15	$4.15	$0.85	92%	4.88	$1190.85
$1380.00	$1360.00	Nov 27	$12.65	$12.65	$7.35	53%	1.72	$1367.35
$1145.00	$1140.00	Dec 4	$4.03	$4.03	$0.97	92%	4.15	$1140.97
$1165.00	$1160.00	Nov 13	$3.96	$3.96	$1.04	93%	3.81	$1161.04

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $14.49, cheapest $20.12)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1370.00	Oct 30	Nov 6	$17.20	65.8%	42.2%
$1395.00	Oct 30	Nov 6	$15.79	67.1%	44.8%
$1410.00	Oct 30	Nov 6	$14.65	65.5%	43.6%
$1380.00	Oct 30	Nov 6	$14.97	63.4%	41.6%
$1365.00	Oct 30	Nov 6	$15.75	64.0%	42.4%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1410.00	Oct 30	Nov 13	$20.12	65.5%	38.2%
$1370.00	Oct 30	Nov 6	$13.10	65.8%	42.2%
$1395.00	Oct 30	Nov 6	$14.22	67.1%	44.8%
$1380.00	Oct 30	Nov 6	$13.80	63.4%	41.6%
$1365.00	Oct 30	Nov 6	$13.51	64.0%	42.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 136 found (cheapest 2.86% of stock, avg 7.31%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1400.00	Oct 30	$13.85	$25.83	$39.68	$1360.32	$1439.68	2.86%
$1385.00	Oct 30	$20.73	$19.50	$40.23	$1344.77	$1425.23	2.90%
$1390.00	Oct 30	$18.43	$22.75	$41.18	$1348.82	$1431.18	2.97%
$1395.00	Oct 30	$17.63	$24.23	$41.86	$1353.14	$1436.86	3.02%
$1405.00	Oct 30	$11.78	$30.00	$41.78	$1363.22	$1446.78	3.02%
$1375.00	Oct 30	$26.55	$15.52	$42.07	$1332.93	$1417.07	3.04%
$1380.00	Oct 30	$25.13	$17.63	$42.76	$1337.24	$1422.76	3.09%
$1370.00	Oct 30	$29.15	$14.15	$43.30	$1326.70	$1413.30	3.13%
$1365.00	Oct 30	$33.08	$11.77	$44.85	$1320.15	$1409.85	3.24%
$1410.00	Oct 30	$11.52	$33.98	$45.50	$1364.50	$1455.50	3.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.68% of stock, avg 4.26%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1410.00	$1365.00	Oct 30	$11.52	$11.77	$23.29	$1341.71	$1433.29
$1405.00	$1365.00	Oct 30	$11.78	$11.77	$23.55	$1341.45	$1428.55
$1405.00	$1370.00	Oct 30	$11.78	$14.15	$25.93	$1344.07	$1430.93
$1410.00	$1370.00	Oct 30	$11.52	$14.15	$25.67	$1344.33	$1435.67
$1400.00	$1365.00	Oct 30	$13.85	$11.77	$25.62	$1339.38	$1425.62
$1400.00	$1370.00	Oct 30	$13.85	$14.15	$28.00	$1342.00	$1428.00
$1405.00	$1375.00	Oct 30	$11.78	$15.52	$27.30	$1347.70	$1432.30
$1410.00	$1375.00	Oct 30	$11.52	$15.52	$27.04	$1347.96	$1437.04
$1400.00	$1375.00	Oct 30	$13.85	$15.52	$29.37	$1345.63	$1429.37
$1405.00	$1380.00	Oct 30	$11.78	$17.63	$29.41	$1350.59	$1434.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 311 found (best R:R 1.95, avg credit $4.40)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1140/1145	1460/1480	Nov 13	$13.21	$6.79	65%	1.95	$1131.79	$1473.21
1160/1165	1440/1450	Nov 13	$7.88	$2.12	60%	3.72	$1157.12	$1447.88
1160/1165	1450/1460	Nov 13	$7.46	$2.54	64%	2.94	$1157.54	$1457.46
1200/1205	1440/1450	Nov 13	$7.92	$2.08	58%	3.81	$1197.08	$1447.92
1200/1205	1450/1460	Nov 13	$7.50	$2.50	61%	3.00	$1197.50	$1457.50
1160/1165	1460/1480	Nov 13	$10.06	$9.94	67%	1.01	$1154.94	$1470.06
1185/1190	1440/1450	Nov 13	$7.84	$2.16	56%	3.63	$1182.16	$1447.84
1140/1145	1480/1500	Nov 13	$8.96	$11.04	72%	0.81	$1136.04	$1488.96
1185/1190	1450/1460	Nov 13	$7.42	$2.58	60%	2.88	$1182.58	$1457.42
1200/1205	1460/1480	Nov 13	$10.10	$9.90	65%	1.02	$1194.90	$1470.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 235 found (best R:R 132.33, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1400.00	$1420.00	$1440.00	Nov 20	$0.15	$19.85	13%	132.33
$1340.00	$1360.00	$1380.00	Nov 27	$0.16	$19.84	12%	124.00
$1380.00	$1400.00	$1420.00	Dec 4	$0.24	$19.76	10%	82.33
$1380.00	$1400.00	$1420.00	Nov 20	$0.47	$19.53	12%	41.55
$1285.00	$1305.00	$1325.00	Dec 4	$0.13	$19.87	9%	152.85

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1400.00	$1420.00	$1440.00	Nov 20	$0.32	$19.68	13%	61.50
$1390.00	$1395.00	$1400.00	Oct 30	$0.12	$4.88	8%	40.67
$1355.00	$1360.00	$1365.00	Oct 30	$0.10	$4.90	7%	49.00
$1400.00	$1410.00	$1420.00	Nov 13	$0.33	$9.67	7%	29.30
$1345.00	$1350.00	$1355.00	Oct 30	$0.10	$4.90	6%	49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 228 found (best net $-6.42, 202 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1150.00	$1285.00	1:2	Dec 4	-$6.42	$128.58
$1540.00	$1560.00	1:2	Nov 27	-$1.38	$18.62
$1460.00	$1480.00	1:2	Nov 13	-$3.55	$16.45
$1620.00	$1640.00	1:2	Nov 6	-$0.02	$19.98
$1540.00	$1560.00	1:2	Oct 30	-$0.03	$19.97

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1600.00	$1500.00	1:2	Oct 30	-$15.71	$84.29
$1340.00	$1280.00	1:2	Dec 4	-$1.09	$58.91
$1245.00	$1240.00	1:2	Nov 6	-$0.04	$4.96
$1165.00	$1162.50	1:2	Oct 30	$0.00	$2.50
$1170.00	$1167.50	1:2	Oct 30	$0.00	$2.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 90 found (best yield 3.46%, avg 0.94%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1400.00	Dec 4	$47.95	0.49	1.1%	3.46%	4.54%	54	5
$1420.00	Dec 4	$39.00	0.44	2.5%	2.82%	5.34%	3	4
$1440.00	Dec 4	$32.65	0.38	4.0%	2.36%	6.32%	1	17
$1400.00	Nov 27	$45.25	0.48	1.1%	3.27%	4.35%	3	183
$1460.00	Dec 4	$25.75	0.33	5.4%	1.86%	7.27%	2	3
$1420.00	Nov 27	$34.80	0.42	2.5%	2.51%	5.04%	21	522
$1440.00	Nov 27	$28.70	0.36	4.0%	2.07%	6.04%	2	226
$1400.00	Nov 20	$40.95	0.47	1.1%	2.96%	4.04%	88	971
$1500.00	Dec 4	$17.20	0.26	8.3%	1.24%	9.54%	2	5
$1420.00	Nov 20	$31.85	0.41	2.5%	2.30%	4.82%	90	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 11,162

Total Puts 8,182

Put/Call Ratio 0.73

Net Difference 2,980

Prior's Put/Call Breakdown

Total Calls 9,918

Total Puts 4,994

Put/Call Ratio 0.50

Net Difference 4,924

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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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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