LLY - Options Database

LLY

ELI LILLY AND CO

$1376.21 +6.82%

(10/29 10:30) ◀

Thursday, October 29, 2026 (10:35am)

▶

◀ 10/29 10:35

Option Volume

Detail

ℹ

Current (10/29 10:35am) 28,831

Calls: 17,297 (60%)

Puts: 11,534 (40%)

Prior (10/15) 22,220

Calls: 14,657 (66%)

Puts: 7,563 (34%)

Current vs Prior +29.75%

Calls: +18.01% (Calls)

Puts: +52.51% (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 -32.07%

Calls: -31.21%

Puts: -33.32%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (10/29 10:35am) $101.07M

Calls: $85.68M (85%)

Puts: $15.39M (15%)

Prior (10/15) $60.62M

Calls: $50.15M (83%)

Puts: $10.47M (17%)

Current vs Prior +66.72%

Calls: +70.86%

Puts: +46.89%

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 -5.93%

Calls: +8.44%

Puts: -45.88%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/29 10:35am) 0.67

Prior (10/15) 0.52

Current vs Prior +29.23%

Prior 7-Day Average 0.83

Current vs Prior 7-Day Avg -19.20%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (10/29 10:35am) 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 3.05% | 5.23%7.85% | 11.10%

Prior 6.29% | 7.60%8.79% | 11.63%

Current vs Prior -51.58% | -31.09%-10.75% | -4.57%

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

Current vs 7-Day Avg +4.58% | +10.51%+61.75% | +3.96%

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

Current vs 7-Day Eod -51.58% | -31.09%-12.01% | -4.63%

Sentiment BULLISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 27.93% | 17.01%

Calls: 23.75% | 20.76%

Puts: 32.10% | 13.26%

Prior 29.05% | 16.40%

Calls: 30.16% | 13.62%

Puts: 27.94% | 19.18%

Current vs Prior -3.86% | +3.72%

Prior 7-Day Avg 28.12% | 20.75%

Calls: 28.63% | 18.85%

Puts: 27.63% | 22.65%

Current vs 7-Day Avg -0.69% | -18.02%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($85.68M) vs puts ($15.39M). Elevated premium activity with dollar volume up 67% 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
10:35	BULLISH	BULLISH	BULLISH
10:30	BULLISH	BULLISH	BULLISH
10:25	BULLISH	BULLISH	BULLISH
10:20	BULLISH	BULLISH	BULLISH
10:15	BULLISH	BULLISH	BULLISH
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 135 of results (avg 7.0%, best 3.7%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1130.00	Nov 20	246.05	255.25	$250.65	3.7%	--	0.98	418
$1145.00	Nov 6	228.85	238.70	$233.77	4.2%	--	0.99	302
$1160.00	Oct 30	212.65	221.90	$217.28	4.3%	--	1.00	47
$1180.00	Oct 30	192.70	201.45	$197.08	4.4%	1	1.00	52
$1110.00	Oct 30	262.80	274.90	$268.85	4.5%	--	0.99	19

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1620.00	Nov 13	235.65	247.55	$241.60	4.9%	1	1.00	--
$1620.00	Oct 30	234.80	249.85	$242.33	6.2%	2	1.00	--
$1420.00	Nov 20	71.00	75.90	$73.45	6.7%	--	0.62	12
$1600.00	Oct 30	215.30	230.50	$222.90	6.8%	12	1.00	--
$1380.00	Nov 27	51.15	55.00	$53.08	7.3%	21	0.49	12

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. 268 found (avg delta 0.83, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1125.00	Oct 30	246.35	260.55	$253.45	5.6%	--	1.00	14
$1140.00	Oct 30	232.50	245.40	$238.95	5.4%	--	1.00	19
$1145.00	Oct 30	227.55	239.95	$233.75	5.3%	2	1.00	47
$1155.00	Oct 30	217.95	229.95	$223.95	5.4%	16	1.00	38
$1160.00	Oct 30	212.65	221.90	$217.28	4.3%	--	1.00	47

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1500.00	Oct 30	115.60	127.55	$121.57	9.8%	10	1.00	2
$1600.00	Oct 30	215.30	230.50	$222.90	6.8%	12	1.00	--
$1620.00	Oct 30	234.80	249.85	$242.33	6.2%	2	1.00	--
$1620.00	Nov 13	235.65	247.55	$241.60	4.9%	1	1.00	--
$1435.00	Oct 30	56.35	65.80	$61.08	15.5%	--	0.88	15

Most actively traded options today. High liquidity = easy entry/exit. 555 active (total vol 20.1K, top 625)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1490.00	Oct 30	0.16	0.50	$0.33	103.0%	625	0.02	82
$1400.00	Oct 30	10.00	12.30	$11.15	20.6%	612	0.34	821
$1500.00	Oct 30	0.20	0.30	$0.25	40.0%	595	0.01	765
$1300.00	Oct 30	74.00	82.50	$78.25	10.9%	592	0.95	835
$1450.00	Nov 6	7.95	10.95	$9.45	31.7%	584	0.21	10

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1300.00	Oct 30	1.01	1.30	$1.16	25.0%	397	0.05	62
$1250.00	Oct 30	0.10	0.27	$0.19	89.5%	215	0.01	273
$1200.00	Oct 30	0.02	0.08	$0.05	120.0%	149	0.00	722
$1325.00	Oct 30	2.50	3.85	$3.18	42.5%	146	0.13	16
$1400.00	Oct 30	26.10	36.35	$31.23	32.8%	145	0.67	2

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 68.3%, max 105.0%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Oct 30	Dec 4	64.1%	31.3%	105.0%	158	261
$1340.00	Oct 30	Dec 4	62.0%	30.6%	102.8%	33	176
$1335.00	Oct 30	Nov 27	64.3%	33.7%	91.0%	49	39
$1360.00	Oct 30	Dec 11	61.3%	32.4%	89.4%	173	326
$1420.00	Oct 30	Dec 4	64.0%	34.5%	85.4%	119	137

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1380.00	Oct 30	Dec 4	64.1%	31.3%	105.0%	65	12
$1360.00	Oct 30	Dec 11	61.3%	32.4%	89.4%	62	13
$1350.00	Oct 30	Nov 13	58.9%	37.8%	55.9%	127	17
$1420.00	Nov 13	Dec 4	37.9%	34.5%	9.8%	2	11
$1440.00	Nov 13	Nov 20	37.5%	36.8%	1.9%	--	30

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 354 found (best R:R 1.78, avg 9.13)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1305.00	$1310.00	Nov 6	$1.80	$3.20	$1.80	82%	1.78	$1306.80
$1385.00	$1390.00	Nov 13	$0.22	$4.78	$0.22	50%	21.73	$1385.22
$1195.00	$1200.00	Nov 6	$2.75	$2.25	$2.75	98%	0.82	$1197.75
$1440.00	$1460.00	Dec 4	$4.45	$15.55	$4.45	36%	3.49	$1444.45
$1280.00	$1285.00	Nov 20	$1.95	$3.05	$1.95	81%	1.56	$1281.95

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1440.00	$1420.00	Nov 20	$10.87	$9.13	$10.87	67%	0.84	$1429.13
$1340.00	$1320.00	Nov 20	$4.20	$15.80	$4.20	36%	3.76	$1335.80
$1400.00	$1380.00	Nov 27	$8.65	$11.35	$8.65	54%	1.31	$1391.35
$1395.00	$1390.00	Oct 30	$1.48	$3.52	$1.48	63%	2.38	$1393.52
$1405.00	$1400.00	Nov 13	$1.77	$3.23	$1.77	58%	1.82	$1403.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 285 found (best R:R 0.61, avg 0.45)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1460.00	$1465.00	Nov 13	$3.97	$3.97	$1.03	74%	3.85	$1463.97
$1510.00	$1520.00	Nov 13	$3.72	$3.72	$6.28	84%	0.59	$1513.72
$1390.00	$1395.00	Nov 13	$4.46	$4.46	$0.54	52%	8.26	$1394.46
$1600.00	$1620.00	Nov 13	$2.48	$2.48	$17.52	93%	0.14	$1602.48
$1385.00	$1390.00	Oct 30	$3.77	$3.77	$1.23	54%	3.07	$1388.77

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1360.00	$1280.00	Dec 11	$30.40	$30.40	$49.60	56%	0.61	$1329.60
$1255.00	$1250.00	Nov 6	$4.07	$4.07	$0.93	88%	4.38	$1250.93
$1235.00	$1230.00	Nov 6	$3.30	$3.30	$1.70	92%	1.94	$1231.70
$1360.00	$1340.00	Dec 4	$11.02	$11.02	$8.98	57%	1.23	$1348.98
$1145.00	$1140.00	Dec 4	$3.27	$3.27	$1.73	92%	1.89	$1141.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $13.78, cheapest $13.95)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1385.00	Oct 30	Nov 6	$14.48	67.4%	42.2%
$1400.00	Oct 30	Nov 6	$12.85	62.9%	39.8%
$1380.00	Oct 30	Nov 6	$14.88	64.1%	42.0%
$1375.00	Oct 30	Nov 6	$15.65	62.4%	40.3%
$1395.00	Oct 30	Nov 6	$14.32	62.1%	40.5%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1385.00	Oct 30	Nov 6	$13.95	67.4%	42.2%
$1400.00	Oct 30	Nov 6	$14.97	62.9%	39.8%
$1380.00	Oct 30	Nov 6	$14.45	64.1%	42.0%
$1375.00	Oct 30	Nov 6	$12.33	62.4%	40.3%
$1395.00	Oct 30	Nov 6	$14.75	62.1%	40.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 157 found (cheapest 2.89% of stock, avg 7.28%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1380.00	Oct 30	$19.52	$20.25	$39.77	$1340.23	$1419.77	2.89%
$1375.00	Oct 30	$21.68	$18.50	$40.18	$1334.82	$1415.18	2.92%
$1365.00	Oct 30	$27.23	$13.10	$40.33	$1324.67	$1405.33	2.93%
$1395.00	Oct 30	$12.63	$28.03	$40.66	$1354.34	$1435.66	2.95%
$1390.00	Oct 30	$14.50	$26.55	$41.05	$1348.95	$1431.05	2.98%
$1385.00	Oct 30	$18.27	$23.00	$41.27	$1343.73	$1426.27	3.00%
$1400.00	Oct 30	$11.15	$31.23	$42.38	$1357.62	$1442.38	3.08%
$1360.00	Oct 30	$30.92	$11.80	$42.72	$1317.28	$1402.72	3.10%
$1370.00	Oct 30	$27.25	$15.73	$42.98	$1327.02	$1412.98	3.12%
$1355.00	Oct 30	$35.92	$8.93	$44.85	$1310.15	$1399.85	3.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.46% of stock, avg 4.32%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1400.00	$1355.00	Oct 30	$11.15	$8.93	$20.08	$1334.92	$1420.08
$1400.00	$1360.00	Oct 30	$11.15	$11.80	$22.95	$1337.05	$1422.95
$1395.00	$1355.00	Oct 30	$12.63	$8.93	$21.56	$1333.44	$1416.56
$1395.00	$1360.00	Oct 30	$12.63	$11.80	$24.43	$1335.57	$1419.43
$1400.00	$1365.00	Oct 30	$11.15	$13.10	$24.25	$1340.75	$1424.25
$1395.00	$1365.00	Oct 30	$12.63	$13.10	$25.73	$1339.27	$1420.73
$1390.00	$1355.00	Oct 30	$14.50	$8.93	$23.43	$1331.57	$1413.43
$1390.00	$1360.00	Oct 30	$14.50	$11.80	$26.30	$1333.70	$1416.30
$1390.00	$1365.00	Oct 30	$14.50	$13.10	$27.60	$1337.40	$1417.60
$1400.00	$1370.00	Oct 30	$11.15	$15.73	$26.88	$1343.12	$1426.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 280 found (best R:R 3.50, avg credit $3.57)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1150/1155	1425/1430	Nov 6	$3.89	$1.11	64%	3.50	$1151.11	$1428.89
1140/1145	1560/1580	Dec 4	$6.36	$13.64	78%	0.47	$1138.64	$1566.36
1140/1145	1600/1620	Dec 4	$5.39	$14.61	82%	0.37	$1139.61	$1605.39
1150/1155	1420/1425	Nov 6	$3.36	$1.64	62%	2.05	$1151.64	$1423.36
1175/1180	1520/1540	Nov 27	$6.22	$13.78	75%	0.45	$1173.78	$1526.22
1140/1145	1460/1480	Dec 4	$9.04	$10.96	60%	0.82	$1135.96	$1469.04
1105/1110	1425/1430	Nov 6	$2.96	$2.04	63%	1.45	$1107.04	$1427.96
1205/1210	1425/1430	Nov 6	$2.79	$2.21	64%	1.26	$1207.21	$1427.79
1220/1225	1425/1430	Nov 6	$2.76	$2.24	63%	1.23	$1222.24	$1427.76
1120/1125	1520/1540	Nov 27	$5.06	$14.94	79%	0.34	$1119.94	$1525.06

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 268 found (best R:R 104.26, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1400.00	$1420.00	$1440.00	Nov 20	$0.57	$19.43	12%	34.09
$1380.00	$1400.00	$1420.00	Dec 4	$0.50	$19.50	10%	39.00
$1340.00	$1360.00	$1380.00	Nov 27	$0.82	$19.18	12%	23.39
$1420.00	$1440.00	$1460.00	Nov 20	$0.72	$19.28	11%	26.78
$1480.00	$1500.00	$1520.00	Dec 4	$0.35	$19.65	7%	56.14

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1340.00	$1360.00	$1380.00	Nov 20	$0.19	$19.81	14%	104.26
$1360.00	$1380.00	$1400.00	Nov 20	$1.09	$18.91	13%	17.35
$1365.00	$1370.00	$1375.00	Oct 30	$0.14	$4.86	8%	34.71
$1310.00	$1315.00	$1320.00	Nov 6	$0.09	$4.91	4%	54.56
$1135.00	$1140.00	$1145.00	Nov 6	$0.05	$4.95	0%	99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 241 found (best net $-1.72, 219 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1150.00	$1285.00	1:2	Dec 4	-$1.72	$133.28
$1520.00	$1560.00	1:2	Dec 4	-$4.28	$35.72
$1620.00	$1640.00	1:2	Nov 6	$0.00	$20.00
$1500.00	$1520.00	1:2	Oct 30	-$0.17	$19.83
$1580.00	$1600.00	1:2	Oct 30	-$0.02	$19.98

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1600.00	$1500.00	1:2	Oct 30	-$20.24	$79.76
$1500.00	$1435.00	1:2	Oct 30	-$0.59	$64.41
$1145.00	$1140.00	1:2	Dec 4	-$0.16	$4.84
$1220.00	$1215.00	1:2	Oct 30	$0.00	$5.00
$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. 106 found (best yield 3.96%, avg 1.04%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1380.00	Dec 4	$54.50	0.51	0.3%	3.96%	4.24%	4	--
$1400.00	Dec 4	$45.40	0.46	1.7%	3.30%	5.03%	58	5
$1440.00	Dec 4	$30.55	0.36	4.6%	2.22%	6.86%	2	17
$1420.00	Dec 4	$35.50	0.41	3.2%	2.58%	5.76%	4	4
$1380.00	Nov 27	$50.75	0.51	0.3%	3.69%	3.96%	30	45
$1400.00	Nov 27	$41.75	0.46	1.7%	3.03%	4.76%	6	183
$1420.00	Nov 27	$33.90	0.40	3.2%	2.46%	5.65%	21	522
$1460.00	Dec 4	$24.65	0.32	6.1%	1.79%	7.88%	2	3
$1440.00	Nov 27	$26.95	0.35	4.6%	1.96%	6.59%	7	226
$1400.00	Nov 20	$37.50	0.44	1.7%	2.72%	4.45%	151	971

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 17,297

Total Puts 11,534

Put/Call Ratio 0.67

Net Difference 5,763

Prior's Put/Call Breakdown

Total Calls 14,657

Total Puts 7,563

Put/Call Ratio 0.52

Net Difference 7,094

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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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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