LLY - Options Database

LLY

ELI LILLY AND CO

$1385.72 +7.56%

(10/29 10:05) ◀

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

▶ (10/29 10:15)

◀ 10/29 10:10 ▶

Option Volume

Detail

ℹ

Current (10/29 10:10am) 21,026

Calls: 12,220 (58%)

Puts: 8,806 (42%)

Prior (10/15) 15,860

Calls: 10,482 (66%)

Puts: 5,378 (34%)

Current vs Prior +32.57%

Calls: +16.58% (Calls)

Puts: +63.74% (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 -50.46%

Calls: -51.40%

Puts: -49.09%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/29 10:10am) $78.00M

Calls: $66.48M (85%)

Puts: $11.52M (15%)

Prior (10/15) $42.23M

Calls: $34.43M (82%)

Puts: $7.80M (18%)

Current vs Prior +84.73%

Calls: +93.10%

Puts: +47.75%

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 -27.40%

Calls: -15.86%

Puts: -59.46%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/29 10:10am) 0.72

Prior (10/15) 0.51

Current vs Prior +40.45%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -12.68%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (10/29 10:10am) 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 2.95% | 5.39%7.89% | 10.93%

Prior 6.29% | 7.60%8.79% | 11.63%

Current vs Prior -53.12% | -29.00%-10.24% | -6.00%

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

Current vs 7-Day Avg +1.26% | +13.86%+62.68% | +2.41%

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

Current vs 7-Day Eod -53.12% | -29.00%-11.50% | -6.05%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 20.75% | 17.91%

Calls: 23.23% | 15.55%

Puts: 18.26% | 20.26%

Prior 29.05% | 16.40%

Calls: 30.16% | 13.62%

Puts: 27.94% | 19.18%

Current vs Prior -28.57% | +9.21%

Prior 7-Day Avg 28.12% | 20.75%

Calls: 28.63% | 18.85%

Puts: 27.63% | 22.65%

Current vs 7-Day Avg -26.22% | -13.69%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($66.48M) vs puts ($11.52M). Elevated premium activity with dollar volume up 85% vs prior. P/C ratio rising 40% - 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
10:10	BULLISH	BULLISH	BULLISH
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 113 of results (avg 7.4%, best 4.1%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1170.00	Nov 20	214.05	223.00	$218.53	4.1%	12	0.95	125
$1120.00	Nov 20	262.65	275.80	$269.23	4.9%	1	1.00	79
$1160.00	Nov 20	223.85	235.45	$229.65	5.1%	9	1.00	156
$1150.00	Oct 30	230.70	242.95	$236.83	5.2%	53	1.00	314
$1110.00	Nov 6	270.00	284.50	$277.25	5.2%	1	0.94	6

PUTS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1620.00	Nov 13	229.05	242.00	$235.53	5.5%	1	0.97	--
$1620.00	Oct 30	227.15	243.35	$235.25	6.9%	2	1.00	--
$1600.00	Oct 30	207.10	223.40	$215.25	7.6%	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. 261 found (avg delta 0.84, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1110.00	Oct 30	268.00	283.35	$275.68	5.6%	--	1.00	19
$1120.00	Oct 30	258.00	273.40	$265.70	5.8%	--	1.00	15
$1125.00	Oct 30	252.35	268.40	$260.38	6.2%	--	1.00	14
$1130.00	Oct 30	248.00	263.40	$255.70	6.0%	--	1.00	24
$1135.00	Oct 30	242.85	258.40	$250.63	6.2%	--	1.00	24

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1600.00	Oct 30	207.10	223.40	$215.25	7.6%	12	1.00	--
$1620.00	Oct 30	227.15	243.35	$235.25	6.9%	2	1.00	--
$1500.00	Oct 30	107.30	122.00	$114.65	12.8%	5	0.98	2
$1620.00	Nov 13	229.05	242.00	$235.53	5.5%	1	0.97	--
$1435.00	Oct 30	45.65	61.85	$53.75	30.1%	--	0.84	15

Most actively traded options today. High liquidity = easy entry/exit. 509 active (total vol 14.0K, top 547)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Oct 30	11.25	15.85	$13.55	33.9%	547	0.38	821
$1500.00	Oct 30	0.15	0.38	$0.27	85.2%	522	0.01	765
$1425.00	Oct 30	3.90	7.15	$5.53	58.8%	495	0.21	50
$1450.00	Oct 30	1.33	2.50	$1.92	60.9%	404	0.09	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	0.91	1.25	$1.08	31.5%	308	0.05	62
$1250.00	Oct 30	0.10	0.69	$0.39	151.3%	181	0.02	273
$1400.00	Oct 30	22.80	34.40	$28.60	40.6%	139	0.62	2
$1120.00	Nov 20	0.70	1.44	$1.07	69.2%	134	0.02	651
$1325.00	Oct 30	2.50	3.10	$2.80	21.4%	125	0.11	16

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 64.8%, max 102.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Oct 30	Dec 4	63.8%	31.5%	102.7%	123	261
$1340.00	Oct 30	Dec 4	64.9%	32.1%	102.1%	29	176
$1335.00	Oct 30	Nov 27	64.1%	32.4%	97.5%	49	39
$1420.00	Oct 30	Dec 4	59.9%	33.0%	81.5%	89	137
$1400.00	Oct 30	Dec 4	58.8%	33.2%	77.3%	601	826

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Oct 30	Dec 4	63.8%	31.5%	102.7%	48	12
$1360.00	Oct 30	Nov 27	58.0%	32.6%	77.6%	29	31
$1350.00	Oct 30	Nov 13	59.5%	38.0%	56.3%	102	17
$1420.00	Nov 13	Dec 4	38.2%	33.0%	15.7%	2	11
$1440.00	Nov 13	Nov 20	39.7%	35.7%	11.3%	--	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 304 found (best R:R 1.08, avg 9.42)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1340.00	$1360.00	Nov 27	$9.60	$10.40	$9.60	65%	1.08	$1349.60
$1370.00	$1380.00	Nov 13	$2.55	$7.45	$2.55	56%	2.92	$1372.55
$1305.00	$1310.00	Oct 30	$2.10	$2.90	$2.10	94%	1.38	$1307.10
$1340.00	$1380.00	Dec 4	$21.03	$18.97	$21.03	64%	0.90	$1361.03
$1360.00	$1365.00	Nov 6	$0.60	$4.40	$0.60	62%	7.33	$1360.60

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1370.00	$1350.00	Nov 13	$5.55	$14.45	$5.55	44%	2.60	$1364.45
$1390.00	$1385.00	Nov 6	$0.48	$4.52	$0.48	52%	9.42	$1389.52
$1360.00	$1340.00	Nov 20	$5.70	$14.30	$5.70	40%	2.51	$1354.30
$1400.00	$1390.00	Nov 13	$3.87	$6.13	$3.87	54%	1.58	$1396.13
$1420.00	$1410.00	Nov 13	$4.70	$5.30	$4.70	62%	1.13	$1415.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 259 found (best R:R 2.33, avg 0.60)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1510.00	$1520.00	Nov 13	$7.00	$7.00	$3.00	82%	2.33	$1517.00
$1495.00	$1500.00	Nov 13	$3.93	$3.93	$1.07	81%	3.67	$1498.93
$1455.00	$1460.00	Nov 6	$3.12	$3.12	$1.88	77%	1.66	$1458.12
$1400.00	$1420.00	Dec 4	$10.97	$10.97	$9.03	52%	1.21	$1410.97
$1445.00	$1450.00	Nov 6	$3.15	$3.15	$1.85	74%	1.70	$1448.15

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1255.00	$1250.00	Nov 13	$4.62	$4.62	$0.38	86%	12.16	$1250.38
$1165.00	$1160.00	Nov 13	$4.23	$4.23	$0.77	93%	5.49	$1160.77
$1205.00	$1200.00	Nov 13	$4.05	$4.05	$0.95	91%	4.26	$1200.95
$1160.00	$1155.00	Dec 4	$4.03	$4.03	$0.97	90%	4.15	$1155.97
$1145.00	$1140.00	Dec 4	$3.85	$3.85	$1.15	92%	3.35	$1141.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $14.70, cheapest $19.70)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1380.00	Oct 30	Nov 6	$15.55	63.8%	40.4%
$1375.00	Oct 30	Nov 6	$13.18	62.9%	41.2%
$1365.00	Oct 30	Nov 6	$16.62	63.3%	42.5%
$1410.00	Oct 30	Nov 6	$13.80	62.3%	41.9%
$1370.00	Oct 30	Nov 6	$14.95	62.3%	42.6%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1410.00	Oct 30	Nov 13	$19.70	62.3%	38.7%
$1380.00	Oct 30	Nov 6	$14.13	63.8%	40.4%
$1375.00	Oct 30	Nov 6	$14.88	62.9%	41.2%
$1365.00	Oct 30	Nov 6	$15.23	63.3%	42.5%
$1370.00	Oct 30	Nov 6	$15.95	62.3%	42.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 139 found (cheapest 2.79% of stock, avg 7.28%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1390.00	Oct 30	$17.58	$21.08	$38.66	$1351.34	$1428.66	2.79%
$1395.00	Oct 30	$15.10	$24.03	$39.13	$1355.87	$1434.13	2.82%
$1385.00	Oct 30	$19.80	$19.73	$39.53	$1345.47	$1424.53	2.85%
$1380.00	Oct 30	$22.30	$18.00	$40.30	$1339.70	$1420.30	2.91%
$1370.00	Oct 30	$28.20	$13.63	$41.83	$1328.17	$1411.83	3.02%
$1400.00	Oct 30	$13.55	$28.60	$42.15	$1357.85	$1442.15	3.04%
$1375.00	Oct 30	$26.42	$15.90	$42.32	$1332.68	$1417.32	3.05%
$1365.00	Oct 30	$30.53	$12.05	$42.58	$1322.42	$1407.58	3.07%
$1360.00	Oct 30	$34.58	$8.85	$43.43	$1316.57	$1403.43	3.13%
$1405.00	Oct 30	$10.88	$32.75	$43.63	$1361.37	$1448.63	3.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.54% of stock, avg 4.22%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1410.00	$1365.00	Oct 30	$9.30	$12.05	$21.35	$1343.65	$1431.35
$1405.00	$1365.00	Oct 30	$10.88	$12.05	$22.93	$1342.07	$1427.93
$1410.00	$1370.00	Oct 30	$9.30	$13.63	$22.93	$1347.07	$1432.93
$1405.00	$1370.00	Oct 30	$10.88	$13.63	$24.51	$1345.49	$1429.51
$1400.00	$1365.00	Oct 30	$13.55	$12.05	$25.60	$1339.40	$1425.60
$1400.00	$1370.00	Oct 30	$13.55	$13.63	$27.18	$1342.82	$1427.18
$1410.00	$1375.00	Oct 30	$9.30	$15.90	$25.20	$1349.80	$1435.20
$1405.00	$1375.00	Oct 30	$10.88	$15.90	$26.78	$1348.22	$1431.78
$1395.00	$1365.00	Oct 30	$15.10	$12.05	$27.15	$1337.85	$1422.15
$1395.00	$1370.00	Oct 30	$15.10	$13.63	$28.73	$1341.27	$1423.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 328 found (best R:R 10.49, avg credit $3.60)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1160/1165	1440/1450	Nov 13	$9.13	$0.87	61%	10.49	$1155.87	$1449.13
1185/1190	1440/1450	Nov 13	$8.43	$1.57	57%	5.37	$1181.57	$1448.43
1120/1125	1440/1450	Nov 13	$7.46	$2.54	62%	2.94	$1117.54	$1447.46
1110/1115	1440/1450	Nov 13	$6.64	$3.36	64%	1.98	$1108.36	$1446.64
1180/1185	1440/1450	Nov 13	$6.85	$3.15	60%	2.17	$1178.15	$1446.85
1130/1135	1440/1450	Nov 13	$6.32	$3.68	64%	1.72	$1128.68	$1446.32
1160/1165	1435/1440	Nov 13	$4.71	$0.29	60%	16.24	$1160.29	$1439.71
1150/1155	1440/1450	Nov 13	$6.09	$3.91	64%	1.56	$1148.91	$1446.09
1180/1190	1520/1540	Nov 20	$6.98	$13.02	77%	0.54	$1183.02	$1526.98
1250/1255	1415/1420	Oct 30	$4.09	$0.91	65%	4.49	$1250.91	$1419.09

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 248 found (best R:R 94.24, cheapest $0.06)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1360.00	$1380.00	$1400.00	Nov 27	$0.21	$19.79	12%	94.24
$1360.00	$1380.00	$1400.00	Nov 20	$0.37	$19.63	13%	53.05
$1440.00	$1460.00	$1480.00	Nov 20	$0.24	$19.76	11%	82.33
$1380.00	$1400.00	$1420.00	Nov 20	$0.75	$19.25	13%	25.67
$1285.00	$1305.00	$1325.00	Dec 4	$0.57	$19.43	10%	34.09

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1360.00	$1380.00	$1400.00	Nov 20	$0.74	$19.26	13%	26.03
$1380.00	$1400.00	$1420.00	Nov 20	$1.18	$18.82	13%	15.95
$1295.00	$1300.00	$1305.00	Oct 30	$0.06	$4.94	2%	82.33
$1270.00	$1275.00	$1280.00	Nov 20	$0.07	$4.93	2%	70.43
$1370.00	$1375.00	$1380.00	Nov 6	$0.15	$4.85	4%	32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 235 found (best net $-6.33, 210 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1150.00	$1285.00	1:2	Dec 4	-$6.33	$128.67
$1520.00	$1560.00	1:2	Dec 4	-$3.28	$36.72
$1540.00	$1560.00	1:2	Nov 27	-$1.38	$18.62
$1620.00	$1640.00	1:2	Nov 6	-$0.02	$19.98
$1470.00	$1475.00	1:2	Oct 30	-$0.04	$4.96

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1600.00	$1500.00	1:2	Oct 30	-$14.05	$85.95
$1245.00	$1240.00	1:2	Nov 6	-$0.04	$4.96
$1245.00	$1240.00	1:2	Oct 30	-$0.01	$4.99
$1272.50	$1270.00	1:2	Oct 30	-$0.05	$2.45
$1197.50	$1195.00	1:2	Oct 30	-$0.01	$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 94 found (best yield 3.62%, avg 0.91%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1400.00	Dec 4	$50.20	0.48	1.0%	3.62%	4.65%	54	5
$1440.00	Dec 4	$30.85	0.38	3.9%	2.23%	6.14%	1	17
$1420.00	Dec 4	$36.70	0.42	2.5%	2.65%	5.12%	3	4
$1420.00	Nov 27	$36.20	0.42	2.5%	2.61%	5.09%	21	522
$1400.00	Nov 27	$42.20	0.47	1.0%	3.05%	4.08%	5	183
$1460.00	Dec 4	$23.25	0.32	5.4%	1.68%	7.04%	2	3
$1440.00	Nov 27	$27.45	0.36	3.9%	1.98%	5.90%	2	226
$1400.00	Nov 20	$40.20	0.47	1.0%	2.90%	3.93%	91	971
$1460.00	Nov 27	$22.20	0.31	5.4%	1.60%	6.96%	23	24
$1420.00	Nov 20	$31.30	0.40	2.5%	2.26%	4.73%	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 12,220

Total Puts 8,806

Put/Call Ratio 0.72

Net Difference 3,414

Prior's Put/Call Breakdown

Total Calls 10,482

Total Puts 5,378

Put/Call Ratio 0.51

Net Difference 5,104

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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