LLY - Options Database

LLY

ELI LILLY AND CO

$1354.00 -0.79%

$1357.00 (+0.22%)🌙

as of 11/06 07:58 PM

(11/5 18:39) ◀

Friday, November 6, 2026 (6:36pm)

▶

◀ 11/6 18:36

Option Volume

Detail

ℹ

Current (11/06) 43,596

Calls: 19,147 (44%)

Puts: 24,449 (56%)

Prior (11/05) 46,199

Calls: 17,884 (39%)

Puts: 28,315 (61%)

Current vs Prior -5.63%

Calls: +7.06% (Calls)

Puts: -13.65% (Puts)

Prior 7-Day Total 340,883

Calls: 145,768 (43%)

Puts: 195,115 (57%)

Prior 7-Day Average 48,697

Calls: 20,824 (43%)

Puts: 27,873 (57%)

Current vs Prior 7-Day Avg -10.48%

Calls: -8.05%

Puts: -12.29%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (11/06) $92.25M

Calls: $50.59M (55%)

Puts: $41.66M (45%)

Prior (11/05) $149.52M

Calls: $75.27M (50%)

Puts: $74.25M (50%)

Current vs Prior -38.30%

Calls: -32.79%

Puts: -43.89%

Prior 7-Day Total $1.06B

Calls: $765.01M (72%)

Puts: $297.71M (28%)

Prior 7-Day Average $151.82M

Calls: $109.29M (72%)

Puts: $42.53M (28%)

Current vs Prior 7-Day Avg -39.24%

Calls: -53.71%

Puts: -2.04%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (11/06) 1.28

Prior (11/05) 1.58

Current vs Prior -19.35%

Prior 7-Day Average 1.47

Current vs Prior 7-Day Avg -13.38%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (11/06) 179,514

Calls: 83,104 (46%)

Puts: 96,410 (54%)

Prior (11/05) 193,409

Calls: 88,977 (46%)

Puts: 104,432 (54%)

Current vs Prior -7.18%

Prior 7-Day Total 1,532,037

Calls: 718,987 (47%)

Puts: 813,050 (53%)

Prior 7-Day Average 218,862

Calls: 102,712 (47%)

Puts: 116,150 (53%)

Current vs Prior 7-Day Avg -17.98%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)

Current 0.73% | 4.12%6.21% | 10.21%

Prior 2.42% | 5.16%6.85% | 10.46%

Current vs Prior +70.33% | +20.34%-9.25% | -2.41%

Prior 7-Day Avg 3.44% | 5.38%7.20% | 10.53%

Current vs 7-Day Avg +19.81% | +15.51%-13.76% | -3.02%

Prior 7-Day Eod 2.42% | 5.16%6.85% | 10.46%

Current vs 7-Day Eod +70.33% | +20.34%-9.25% | -2.41%

Sentiment BEARISHBULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 23.63% | 28.70%

Calls: 17.88% | 28.47%

Puts: 29.39% | 28.93%

Prior 23.63% | 28.70%

Calls: 17.88% | 28.47%

Puts: 29.39% | 28.93%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 24.40% | 26.94%

Calls: 19.63% | 26.35%

Puts: 29.18% | 27.54%

Current vs 7-Day Avg -3.17% | +6.52%

Liquidity Expensive

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🤖 AI Insights

Bearish P/C ratio of 1.28 indicates protective positioning.

Smart Money BULLISH

Retail Flow BEARISH

Overall BEARISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BEARISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BEARISH

7-Day Avg NEUTRAL

Current NEUTRAL

Prior NEUTRAL

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg 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

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Tightest Spreads

💰

Best Value <$1

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High Delta

⚖️

Ratio Spreads

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Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 39 of results (avg 7.1%, best 2.0%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1120.00	Nov 6	234.05	244.00	$239.03	4.2%	2	1.00	7
$1090.00	Nov 20	263.05	276.00	$269.52	4.8%	1	0.94	--
$1100.00	Nov 6	251.50	264.60	$258.05	5.1%	3	1.00	12
$1100.00	Dec 18	260.00	274.00	$267.00	5.2%	3	0.92	858
$1100.00	Dec 4	256.00	270.00	$263.00	5.3%	2	0.90	2

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1225.00	Nov 20	5.00	5.10	$5.05	2.0%	148	0.10	34
$1410.00	Nov 13	60.80	63.95	$62.38	5.0%	18	0.85	44
$1200.00	Nov 20	3.70	3.90	$3.80	5.3%	181	0.07	696
$1360.00	Nov 20	37.60	39.95	$38.78	6.1%	132	0.51	196
$1310.00	Nov 20	18.20	19.65	$18.92	7.7%	50	0.30	135

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. 196 found (avg delta 0.79, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Nov 6	251.50	264.60	$258.05	5.1%	3	1.00	12
$1120.00	Nov 6	234.05	244.00	$239.03	4.2%	2	1.00	7
$1150.00	Nov 6	201.70	216.00	$208.85	6.8%	12	1.00	--
$1180.00	Nov 6	171.85	186.00	$178.93	7.9%	1	1.00	--
$1185.00	Nov 6	166.70	179.75	$173.23	7.5%	4	1.00	47

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1400.00	Nov 6	42.70	51.50	$47.10	18.7%	90	1.00	250
$1450.00	Nov 6	85.30	98.60	$91.95	14.5%	3	0.99	5
$1395.00	Nov 6	33.85	43.95	$38.90	26.0%	31	0.99	85
$1430.00	Nov 6	65.30	78.40	$71.85	18.2%	6	0.99	53
$1390.00	Nov 6	28.30	40.00	$34.15	34.3%	70	0.99	92

Most actively traded options today. High liquidity = easy entry/exit. 597 active (total vol 29.5K, top 1.2K)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1485.00	Nov 6	0.00	17.05	$8.53	199.9%	1.2K	0.15	124
$1400.00	Nov 6	0.00	0.01	$0.01	100.0%	1.1K	0.00	189
$1380.00	Nov 6	0.00	0.70	$0.35	200.0%	1.0K	0.06	78
$1500.00	Dec 18	8.50	20.25	$14.38	81.7%	688	0.19	1.2K
$1375.00	Nov 6	0.00	1.13	$0.56	201.8%	491	0.09	52

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Nov 20	1.01	4.90	$2.96	131.4%	729	0.04	758
$1360.00	Dec 18	54.10	67.90	$61.00	22.6%	681	0.48	698
$1350.00	Nov 6	0.00	0.99	$0.50	198.0%	652	0.15	569
$1360.00	Nov 6	2.56	20.00	$11.28	154.6%	563	0.55	144
$1340.00	Nov 6	0.00	4.90	$2.45	200.0%	495	0.21	387

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 1081.7%, max 3198.3%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1480.00	Nov 6	Dec 18	1085.9%	32.9%	3198.3%	34	645
$1425.00	Nov 6	Dec 11	758.4%	35.1%	2057.7%	141	120
$1410.00	Nov 6	Dec 4	658.6%	33.6%	1862.0%	80	111
$1405.00	Nov 6	Dec 4	624.0%	33.0%	1788.6%	166	85
$1360.00	Nov 6	Dec 18	271.8%	33.1%	720.1%	57	829

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1480.00	Nov 6	Dec 18	1085.9%	32.9%	3198.3%	3	50
$1425.00	Nov 6	Dec 4	758.4%	33.2%	2184.4%	8	27
$1410.00	Nov 6	Nov 27	658.6%	33.4%	1869.2%	15	241
$1405.00	Nov 6	Nov 13	624.0%	32.5%	1820.8%	12	55
$1360.00	Nov 6	Dec 18	271.8%	33.1%	720.1%	1.2K	842

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 299 found (best R:R 44.98, avg 8.50)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1265.00	$1275.00	Nov 13	$6.67	$3.33	$6.67	97%	0.50	$1271.67
$1520.00	$1540.00	Dec 18	$0.28	$19.72	$0.28	15%	70.43	$1520.28
$1260.00	$1270.00	Dec 18	$5.35	$4.65	$5.35	76%	0.87	$1265.35
$1340.00	$1345.00	Nov 6	$2.75	$2.25	$2.75	92%	0.82	$1342.75
$1320.00	$1360.00	Nov 27	$21.57	$18.43	$21.57	65%	0.85	$1341.57

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1205.00	$1165.00	Nov 27	$0.87	$39.13	$0.87	14%	44.98	$1204.13
$1435.00	$1430.00	Nov 13	$1.55	$3.45	$1.55	89%	2.23	$1433.45
$1145.00	$1100.00	Nov 27	$1.15	$43.85	$1.15	11%	38.13	$1143.85
$1330.00	$1320.00	Dec 11	$1.06	$8.94	$1.06	40%	8.43	$1328.94
$1280.00	$1260.00	Dec 4	$1.83	$18.17	$1.83	25%	9.93	$1278.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 252 found (best R:R 2.88, avg 0.65)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1440.00	$1445.00	Nov 6	$3.68	$3.68	$1.32	88%	2.79	$1443.68
$1455.00	$1460.00	Dec 4	$3.72	$3.72	$1.28	76%	2.91	$1458.72
$1540.00	$1560.00	Dec 18	$4.55	$4.55	$15.45	86%	0.29	$1544.55
$1495.00	$1500.00	Nov 6	$2.44	$2.44	$2.56	93%	0.95	$1497.44
$1405.00	$1410.00	Nov 13	$3.15	$3.15	$1.85	79%	1.70	$1408.15

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1110.00	$1100.00	Nov 20	$7.42	$7.42	$2.58	91%	2.88	$1102.58
$1140.00	$1130.00	Nov 20	$7.04	$7.04	$2.96	90%	2.38	$1132.96
$1272.50	$1260.00	Nov 6	$6.16	$6.16	$6.34	86%	0.97	$1266.34
$1140.00	$1120.00	Nov 13	$6.30	$6.30	$13.70	91%	0.46	$1133.70
$1290.00	$1280.00	Dec 11	$6.92	$6.92	$3.08	70%	2.25	$1283.08

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $18.53, cheapest $13.58)

CALLS (1)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1360.00	Nov 6	Nov 13	$13.58	271.8%	35.2%

PUTS (2)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1360.00	Nov 6	Nov 13	$17.85	271.8%	35.2%
$1355.00	Nov 6	Nov 13	$24.15	72.8%	36.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 153 found (cheapest 0.59% of stock, avg 6.69%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1350.00	Nov 6	$7.50	$0.50	$8.00	$1342.00	$1358.00	0.59%
$1355.00	Nov 6	$9.17	$2.45	$11.62	$1343.38	$1366.62	0.86%
$1345.00	Nov 6	$11.45	$0.50	$11.95	$1333.05	$1356.95	0.88%
$1365.00	Nov 6	$2.45	$13.35	$15.80	$1349.20	$1380.80	1.17%
$1340.00	Nov 6	$14.20	$2.45	$16.65	$1323.35	$1356.65	1.23%
$1370.00	Nov 6	$2.45	$15.70	$18.15	$1351.85	$1388.15	1.34%
$1360.00	Nov 6	$9.45	$11.28	$20.73	$1339.27	$1380.73	1.53%
$1375.00	Nov 6	$0.56	$20.25	$20.81	$1354.19	$1395.81	1.54%
$1335.00	Nov 6	$20.83	$1.68	$22.51	$1312.49	$1357.51	1.66%
$1380.00	Nov 6	$0.35	$24.20	$24.55	$1355.45	$1404.55	1.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.22% of stock, avg 4.48%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1370.00	$1350.00	Nov 6	$2.45	$0.50	$2.95	$1347.05	$1372.95
$1365.00	$1350.00	Nov 6	$2.45	$0.50	$2.95	$1347.05	$1367.95
$1370.00	$1335.00	Nov 6	$2.45	$1.68	$4.13	$1330.87	$1374.13
$1365.00	$1335.00	Nov 6	$2.45	$1.68	$4.13	$1330.87	$1369.13
$1370.00	$1340.00	Nov 6	$2.45	$2.45	$4.90	$1335.10	$1374.90
$1365.00	$1340.00	Nov 6	$2.45	$2.45	$4.90	$1335.10	$1369.90
$1370.00	$1325.00	Nov 6	$2.45	$2.45	$4.90	$1320.10	$1374.90
$1365.00	$1325.00	Nov 6	$2.45	$2.45	$4.90	$1320.10	$1369.90
$1365.00	$1355.00	Nov 6	$2.45	$2.45	$4.90	$1350.10	$1369.90
$1370.00	$1355.00	Nov 6	$2.45	$2.45	$4.90	$1350.10	$1374.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 249 found (best R:R 6.52, avg credit $4.62)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
1140/1150	1485/1490	Nov 6	$8.67	$1.33	85%	6.52	$1141.33	$1493.67
1260/1272	1440/1445	Nov 6	$9.84	$2.66	74%	3.70	$1262.66	$1449.84
1140/1150	1425/1430	Nov 6	$8.63	$1.37	79%	6.30	$1141.37	$1433.63
1140/1150	1410/1415	Nov 6	$8.01	$1.99	77%	4.03	$1141.99	$1418.01
1200/1225	1485/1490	Nov 6	$10.96	$14.04	79%	0.78	$1214.04	$1495.96
1100/1110	1500/1520	Nov 20	$8.74	$11.26	84%	0.78	$1101.26	$1508.74
1100/1110	1540/1560	Nov 20	$8.06	$11.94	87%	0.68	$1101.94	$1548.06
1100/1110	1460/1480	Nov 20	$9.94	$10.06	77%	0.99	$1100.06	$1469.94
1130/1140	1500/1520	Nov 20	$8.36	$11.64	83%	0.72	$1131.64	$1508.36
1100/1110	1480/1500	Nov 20	$8.65	$11.35	82%	0.76	$1101.35	$1488.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 189 found (best R:R 85.96, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1500.00	$1540.00	$1580.00	Dec 11	$0.46	$39.54	10%	85.96
$1360.00	$1380.00	$1400.00	Nov 20	$0.29	$19.71	17%	67.97
$1460.00	$1480.00	$1500.00	Dec 18	$0.30	$19.70	10%	65.67
$1380.00	$1400.00	$1420.00	Dec 18	$0.33	$19.67	10%	59.61
$1320.00	$1340.00	$1360.00	Dec 18	$0.54	$19.46	10%	36.04

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1320.00	$1340.00	$1360.00	Nov 20	$0.53	$19.47	17%	36.74
$1340.00	$1360.00	$1380.00	Dec 18	$0.12	$19.88	10%	165.67
$1300.00	$1320.00	$1340.00	Dec 18	$0.57	$19.43	10%	34.09
$1360.00	$1365.00	$1370.00	Nov 6	$0.28	$4.72	22%	16.86
$1360.00	$1380.00	$1400.00	Nov 20	$1.57	$18.43	17%	11.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 171 found (best net $-20.92, 138 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1260.00	$1320.00	1:2	Nov 27	-$20.92	$39.08
$1540.00	$1580.00	1:2	Dec 11	-$0.41	$39.59
$1345.00	$1350.00	1:2	Nov 6	-$3.55	$1.45
$1500.00	$1540.00	1:2	Dec 11	-$4.07	$35.93
$1560.00	$1600.00	1:2	Dec 4	-$0.15	$39.85

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1190.00	$1160.00	1:2	Dec 4	-$2.14	$27.86
$1350.00	$1345.00	1:2	Nov 6	-$0.50	$4.50
$1260.00	$1250.00	1:2	Nov 6	$0.00	$10.00
$1245.00	$1230.00	1:2	Nov 6	-$0.01	$14.99
$1250.00	$1245.00	1:2	Nov 6	$0.00	$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 116 found (best yield 4.42%, avg 1.22%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1360.00	Dec 18	$59.80	0.52	0.4%	4.42%	4.86%	40	589
$1400.00	Dec 18	$42.05	0.43	3.4%	3.11%	6.50%	118	1.4K
$1380.00	Dec 18	$49.60	0.47	1.9%	3.66%	5.58%	44	590
$1440.00	Dec 18	$30.00	0.34	6.3%	2.22%	8.57%	67	435
$1420.00	Dec 18	$33.90	0.38	4.9%	2.50%	7.38%	24	610
$1355.00	Dec 11	$55.60	0.53	0.1%	4.11%	4.18%	4	--
$1370.00	Dec 11	$47.50	0.49	1.2%	3.51%	4.69%	4	--
$1390.00	Dec 11	$39.60	0.44	2.7%	2.92%	5.58%	10	--
$1365.00	Dec 11	$49.25	0.50	0.8%	3.64%	4.45%	6	--
$1380.00	Dec 11	$42.50	0.46	1.9%	3.14%	5.06%	12	7

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 19,147

Total Puts 24,449

Put/Call Ratio 1.28

Net Difference -5,302

Prior's Put/Call Breakdown

Total Calls 17,884

Total Puts 28,315

Put/Call Ratio 1.58

Net Difference -10,431

Prior 7-Day Put/Call Summary

Total Calls 145,768

Total Puts 195,115

Average Put/Call Ratio 1.47

Ratio Trend Falling

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

🤖 AI Insights

📈 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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