LLY - Options Database

LLY

ELI LILLY AND CO

$1164.89 +1.04%

$1166.00 (+0.10%)🌙

as of 09/21 06:42 PM

(9/18 18:42) ◀

Monday, September 21, 2026 (6:42pm)

▶

◀ 9/21 18:42

Option Volume

Detail

ℹ

Current (09/21) 28,289

Calls: 16,275 (58%)

Puts: 12,014 (42%)

Prior (09/18) 31,003

Calls: 17,092 (55%)

Puts: 13,911 (45%)

Current vs Prior -8.75%

Calls: -4.78% (Calls)

Puts: -13.64% (Puts)

Prior 7-Day Total 205,358

Calls: 106,203 (52%)

Puts: 99,155 (48%)

Prior 7-Day Average 29,336

Calls: 15,171 (52%)

Puts: 14,165 (48%)

Current vs Prior 7-Day Avg -3.57%

Calls: +7.27%

Puts: -15.19%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/21) $59.67M

Calls: $44.12M (74%)

Puts: $15.55M (26%)

Prior (09/18) $41.72M

Calls: $30.30M (73%)

Puts: $11.42M (27%)

Current vs Prior +43.02%

Calls: +45.61%

Puts: +36.13%

Prior 7-Day Total $366.12M

Calls: $208.64M (57%)

Puts: $157.47M (43%)

Prior 7-Day Average $52.30M

Calls: $29.81M (57%)

Puts: $22.50M (43%)

Current vs Prior 7-Day Avg +14.09%

Calls: +48.04%

Puts: -30.88%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (09/21) 0.74

Prior (09/18) 0.81

Current vs Prior -9.30%

Prior 7-Day Average 1.00

Current vs Prior 7-Day Avg -26.11%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/21) 150,452

Calls: 73,428 (49%)

Puts: 77,024 (51%)

Prior (09/18) 150,271

Calls: 79,205 (53%)

Puts: 71,066 (47%)

Current vs Prior +0.12%

Prior 7-Day Total 1,233,702

Calls: 646,985 (52%)

Puts: 586,717 (48%)

Prior 7-Day Average 176,243

Calls: 92,426 (52%)

Puts: 83,816 (48%)

Current vs Prior 7-Day Avg -14.63%

Sentiment BULLISH

Expected Move

Detail

ℹ

WKMO Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)

Current 3.09% | 4.84%6.96% | 12.51%

Prior 3.52% | 5.09%0.95% | 7.17%

Current vs Prior -12.12% | -4.92%+632.20% | +74.60%

Prior 7-Day Avg 2.84% | 4.63%3.41% | 8.28%

Current vs 7-Day Avg +8.84% | +4.38%+104.05% | +51.18%

Prior 7-Day Eod 3.52% | 5.09%0.95% | 7.17%

Current vs 7-Day Eod -12.12% | -4.92%+632.20% | +74.60%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Prior 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 21.77% | 30.80%

Calls: 20.35% | 18.04%

Puts: 23.20% | 43.56%

Current vs 7-Day Avg +0.00% | +0.00%

Liquidity Expensive

Add Card

🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($44.12M).

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 NEUTRAL

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

🎯

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 39 of results (avg 8.0%, best 5.8%)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1100.00	Oct 16	78.75	83.80	$81.28	6.2%	4	0.77	155
$1030.00	Oct 2	131.00	139.90	$135.45	6.6%	1	0.97	--
$1100.00	Oct 30	97.90	104.60	$101.25	6.6%	1	0.70	3
$1035.00	Oct 23	134.15	144.00	$139.07	7.1%	1	0.89	1
$1000.00	Oct 2	159.20	171.40	$165.30	7.4%	2	0.98	9

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1345.00	Sep 25	175.05	185.55	$180.30	5.8%	14	0.96	--
$1360.00	Oct 30	191.80	203.50	$197.65	5.9%	2	0.86	2
$1280.00	Oct 23	118.50	125.80	$122.15	6.0%	2	0.83	--
$1340.00	Sep 25	170.05	180.65	$175.35	6.0%	14	0.99	--
$1245.00	Oct 30	102.45	109.55	$106.00	6.7%	12	0.67	2

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. 142 found (avg delta 0.70, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1000.00	Sep 25	158.05	170.40	$164.23	7.5%	2	1.00	7
$1030.00	Sep 25	128.15	140.40	$134.28	9.1%	1	1.00	--
$1050.00	Sep 25	109.30	121.60	$115.45	10.7%	6	1.00	20
$1000.00	Oct 2	159.20	171.40	$165.30	7.4%	2	0.98	9
$1030.00	Oct 2	131.00	139.90	$135.45	6.6%	1	0.97	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1340.00	Sep 25	170.05	180.65	$175.35	6.0%	14	0.99	--
$1345.00	Sep 25	175.05	185.55	$180.30	5.8%	14	0.96	--
$1225.00	Sep 25	56.40	65.40	$60.90	14.8%	5	0.90	--
$1250.00	Oct 2	82.80	91.75	$87.28	10.3%	1	0.90	--
$1320.00	Oct 23	152.40	165.00	$158.70	7.9%	2	0.90	--

Most actively traded options today. High liquidity = easy entry/exit. 530 active (total vol 17.3K, top 929)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1200.00	Sep 25	4.70	6.00	$5.35	24.3%	929	0.22	510
$1250.00	Sep 25	0.62	0.90	$0.76	36.8%	683	0.04	389
$1340.00	Oct 16	1.95	3.00	$2.48	42.3%	620	0.06	817
$1200.00	Oct 16	24.25	26.70	$25.48	9.6%	399	0.38	1.3K
$1225.00	Sep 25	1.67	2.41	$2.04	36.3%	324	0.10	327

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$1110.00	Sep 25	1.92	2.54	$2.23	27.8%	641	0.10	377
$1000.00	Oct 23	2.05	3.85	$2.95	61.0%	457	0.06	35
$1140.00	Sep 25	6.50	8.25	$7.38	23.7%	323	0.28	178
$1100.00	Sep 25	1.23	1.78	$1.51	36.4%	235	0.07	396
$1100.00	Oct 16	11.50	14.65	$13.08	24.1%	202	0.23	807

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 9.9%, max 16.7%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1190.00	Sep 25	Oct 16	36.4%	32.1%	13.4%	107	842
$1130.00	Sep 25	Oct 16	35.4%	31.3%	12.9%	104	207
$1170.00	Sep 25	Oct 23	36.6%	33.0%	10.8%	140	199
$1205.00	Sep 25	Oct 23	36.9%	33.4%	10.6%	56	63
$1210.00	Sep 25	Oct 23	36.6%	33.2%	10.3%	141	116

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$1125.00	Sep 25	Oct 23	35.4%	30.3%	16.7%	96	125
$1200.00	Sep 25	Oct 23	36.7%	32.6%	12.4%	21	31
$1170.00	Sep 25	Oct 23	36.6%	33.0%	10.8%	10	110
$1160.00	Sep 25	Oct 16	32.6%	30.9%	5.7%	112	652
$1180.00	Sep 25	Oct 23	35.5%	34.2%	3.8%	7	68

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 332 found (best R:R 0.84, avg 10.37)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1100.00	$1115.00	Oct 16	$8.15	$6.85	$8.15	77%	0.84	$1108.15
$1080.00	$1100.00	Oct 30	$11.98	$8.02	$11.98	75%	0.67	$1091.98
$1135.00	$1140.00	Sep 25	$1.10	$3.90	$1.10	76%	3.55	$1136.10
$1240.00	$1250.00	Oct 30	$0.80	$9.20	$0.80	34%	11.50	$1240.80
$1120.00	$1135.00	Oct 30	$7.43	$7.57	$7.43	65%	1.02	$1127.43

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$1175.00	$1170.00	Oct 16	$0.55	$4.45	$0.55	52%	8.09	$1174.45
$1150.00	$1145.00	Oct 16	$0.19	$4.81	$0.19	42%	25.32	$1149.81
$1215.00	$1210.00	Oct 16	$1.52	$3.48	$1.52	68%	2.29	$1213.48
$1135.00	$1130.00	Oct 30	$0.30	$4.70	$0.30	39%	15.67	$1134.70
$1180.00	$1175.00	Oct 2	$1.44	$3.56	$1.44	57%	2.47	$1178.56

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 288 found (best R:R 6.69, avg 0.52)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1200.00	$1205.00	Oct 9	$4.35	$4.35	$0.65	64%	6.69	$1204.35
$1215.00	$1220.00	Oct 23	$4.18	$4.18	$0.82	65%	5.10	$1219.18
$1240.00	$1245.00	Oct 23	$3.80	$3.80	$1.20	72%	3.17	$1243.80
$1255.00	$1260.00	Oct 23	$3.38	$3.38	$1.62	76%	2.09	$1258.38
$1290.00	$1300.00	Oct 23	$3.22	$3.22	$6.78	84%	0.47	$1293.22

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$1140.00	$1135.00	Oct 30	$4.45	$4.45	$0.55	59%	8.09	$1135.55
$1145.00	$1140.00	Oct 2	$4.20	$4.20	$0.80	63%	5.25	$1140.80
$1105.00	$1100.00	Oct 23	$3.48	$3.48	$1.52	74%	2.29	$1101.52
$1095.00	$1090.00	Oct 23	$3.35	$3.35	$1.65	76%	2.03	$1091.65
$1145.00	$1140.00	Oct 9	$4.00	$4.00	$1.00	61%	4.00	$1141.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $9.50, cheapest $8.77)

CALLS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1175.00	Sep 25	Oct 2	$8.77	35.9%	31.3%
$1170.00	Sep 25	Oct 2	$9.67	36.6%	32.6%
$1180.00	Sep 25	Oct 2	$9.65	35.5%	32.4%
$1185.00	Sep 25	Oct 2	$9.42	35.7%	32.7%
$1165.00	Sep 25	Oct 2	$11.98	35.2%	32.8%

PUTS (5)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$1175.00	Sep 25	Oct 2	$9.25	35.9%	31.3%
$1170.00	Sep 25	Oct 2	$9.12	36.6%	32.6%
$1180.00	Sep 25	Oct 2	$8.04	35.5%	32.4%
$1185.00	Sep 25	Oct 2	$8.37	35.7%	32.7%
$1165.00	Sep 25	Oct 2	$8.70	35.2%	32.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 117 found (cheapest 2.82% of stock, avg 6.82%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$1160.00	Sep 25	$19.00	$13.80	$32.80	$1127.20	$1192.80	2.82%
$1165.00	Sep 25	$16.40	$17.05	$33.45	$1131.55	$1198.45	2.87%
$1170.00	Sep 25	$14.75	$19.13	$33.88	$1136.12	$1203.88	2.91%
$1175.00	Sep 25	$12.38	$22.23	$34.61	$1140.39	$1209.61	2.97%
$1150.00	Sep 25	$24.45	$10.55	$35.00	$1115.00	$1185.00	3.00%
$1180.00	Sep 25	$10.30	$24.88	$35.18	$1144.82	$1215.18	3.02%
$1155.00	Sep 25	$22.83	$12.60	$35.43	$1119.57	$1190.43	3.04%
$1185.00	Sep 25	$8.78	$28.33	$37.11	$1147.89	$1222.11	3.19%
$1145.00	Sep 25	$30.40	$8.28	$38.68	$1106.32	$1183.68	3.32%
$1190.00	Sep 25	$7.63	$31.15	$38.78	$1151.22	$1228.78	3.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.39% of stock, avg 4.90%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$1185.00	$1140.00	Sep 25	$8.78	$7.38	$16.16	$1123.84	$1201.16
$1185.00	$1145.00	Sep 25	$8.78	$8.28	$17.06	$1127.94	$1202.06
$1180.00	$1140.00	Sep 25	$10.30	$7.38	$17.68	$1122.32	$1197.68
$1180.00	$1145.00	Sep 25	$10.30	$8.28	$18.58	$1126.42	$1198.58
$1185.00	$1150.00	Sep 25	$8.78	$10.55	$19.33	$1130.67	$1204.33
$1180.00	$1150.00	Sep 25	$10.30	$10.55	$20.85	$1129.15	$1200.85
$1175.00	$1140.00	Sep 25	$12.38	$7.38	$19.76	$1120.24	$1194.76
$1175.00	$1145.00	Sep 25	$12.38	$8.28	$20.66	$1124.34	$1195.66
$1185.00	$1155.00	Sep 25	$8.78	$12.60	$21.38	$1133.62	$1206.38
$1175.00	$1150.00	Sep 25	$12.38	$10.55	$22.93	$1127.07	$1197.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 180 found (best R:R 2.47, avg credit $2.10)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
975/980	1205/1210	Oct 2	$3.56	$1.44	66%	2.47	$976.44	$1208.56
975/980	1215/1220	Oct 2	$3.04	$1.96	72%	1.55	$976.96	$1218.04
970/975	1205/1210	Oct 2	$2.85	$2.15	68%	1.33	$972.15	$1207.85
990/995	1205/1210	Oct 2	$2.88	$2.12	68%	1.36	$992.12	$1207.88
985/990	1205/1210	Oct 2	$2.80	$2.20	68%	1.27	$987.20	$1207.80
975/980	1195/1200	Oct 2	$3.09	$1.91	62%	1.62	$976.91	$1198.09
1025/1030	1205/1210	Oct 2	$2.81	$2.19	67%	1.28	$1027.19	$1207.81
1045/1050	1205/1210	Oct 2	$2.87	$2.13	65%	1.35	$1047.13	$1207.87
1000/1005	1205/1210	Oct 2	$2.67	$2.33	68%	1.15	$1002.33	$1207.67
1035/1040	1205/1210	Oct 2	$2.72	$2.28	66%	1.19	$1037.28	$1207.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 198 found (best R:R 41.55, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1260.00	$1280.00	$1300.00	Oct 16	$0.30	$19.70	8%	65.67
$1300.00	$1320.00	$1340.00	Oct 16	$0.17	$19.83	5%	116.65
$1195.00	$1200.00	$1205.00	Sep 25	$0.05	$4.95	6%	99.00
$1245.00	$1250.00	$1255.00	Sep 25	$0.05	$4.95	2%	99.00
$1220.00	$1225.00	$1230.00	Sep 25	$0.12	$4.88	4%	40.67

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$1220.00	$1240.00	$1260.00	Oct 16	$0.47	$19.53	13%	41.55
$1020.00	$1030.00	$1040.00	Oct 16	$0.06	$9.94	3%	165.67
$1050.00	$1060.00	$1070.00	Oct 16	$0.14	$9.86	4%	70.43
$1095.00	$1100.00	$1105.00	Oct 2	$0.05	$4.95	4%	99.00
$960.00	$970.00	$980.00	Oct 30	$0.07	$9.93	2%	141.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 197 found (best net $-27.15, 191 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1030.00	$1095.00	1:2	Oct 2	-$14.05	$50.95
$1070.00	$1145.00	1:2	Oct 23	-$3.50	$71.50
$1045.00	$1100.00	1:2	Oct 9	-$32.31	$22.69
$1300.00	$1340.00	1:2	Oct 9	-$0.09	$39.91
$1340.00	$1360.00	1:2	Oct 16	-$0.46	$19.54

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$1360.00	$1255.00	1:2	Oct 30	-$27.15	$77.85
$1200.00	$1170.00	1:2	Oct 9	-$16.41	$13.59
$1050.00	$1030.00	1:2	Oct 9	-$0.93	$19.07
$975.00	$970.00	1:2	Oct 2	$0.00	$5.00
$990.00	$950.00	1:2	Sep 25	$0.00	$40.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 137 found (best yield 4.60%, avg 1.20%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$1175.00	Oct 30	$53.60	0.50	0.9%	4.60%	5.47%	3	9
$1200.00	Oct 30	$42.95	0.44	3.0%	3.69%	6.70%	8	21
$1165.00	Oct 30	$58.15	0.53	0.0%	4.99%	5.00%	3	11
$1220.00	Oct 30	$35.60	0.39	4.7%	3.06%	7.79%	14	2
$1215.00	Oct 30	$36.05	0.40	4.3%	3.09%	7.40%	2	--
$1230.00	Oct 30	$32.50	0.36	5.6%	2.79%	8.38%	8	1
$1235.00	Oct 30	$30.80	0.35	6.0%	2.64%	8.66%	10	--
$1250.00	Oct 30	$27.50	0.32	7.3%	2.36%	9.67%	44	26
$1240.00	Oct 30	$28.30	0.34	6.5%	2.43%	8.88%	11	2
$1255.00	Oct 30	$25.50	0.31	7.7%	2.19%	9.92%	2	16

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 16,275

Total Puts 12,014

Put/Call Ratio 0.74

Net Difference 4,261

Prior's Put/Call Breakdown

Total Calls 17,092

Total Puts 13,911

Put/Call Ratio 0.81

Net Difference 3,181

Prior 7-Day Put/Call Summary

Total Calls 106,203

Total Puts 99,155

Average Put/Call Ratio 1.00

Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

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

Add Card