LLY Options Chain

Name: LLY Options Chain
Creator: Obelion

LLY $1,282.89 · Updated Oct 26, 4:00 PM ET

LLY is at $1,282.89. The nearest expiration, Oct 30, 2026 (4 days out), lists 169 strikes, with 2,892 calls and 4,544 puts traded in the latest session. At-the-money implied volatility is 75.0%. The at-the-money straddle prices a move of about $80.53 (6.3%) by expiration.

EXPIRATION

ATM IV

75.0%

1282.5 strike

EXPECTED MOVE

$80.53

ATM straddle

MAX PAIN

$1,220.00

-4.9%

PUT/CALL VOLUME

1.57

4,544 / 2,892

OCT 30, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
60.40	71.10	57.05		54	73.5%	0.690	0.0035	-4.677	1235	-4.704	0.0035	-0.311	75.6%	64	27	21.05	23.50	18.70
57.25	67.45	62.94	4	157	73.3%	0.672	0.0036	-4.798	1240	-4.825	0.0036	-0.329	74.5%	101	26	23.50	25.60	18.95
54.10	64.75	57.90	1	251	73.8%	0.654	0.0036	-4.906	1245	-4.933	0.0037	-0.347	76.0%	87	5	23.80	28.85	20.90
51.10	61.00	56.49	18	464	73.3%	0.635	0.0037	-5.000	1250	-5.029	0.0037	-0.366	75.3%	165	36	26.60	27.90	24.95
50.95	56.65	53.45	22	102	74.7%	0.617	0.0038	-5.081	1255	-5.110	0.0038	-0.385	74.5%	26	34	28.00	29.50	26.65
46.95	57.45	47.50		1	74.4%	0.607	0.0038	-5.116	1257.5	-5.145	0.0038	-0.394	73.6%			0.00	32.95	24.35
46.45	53.10	51.82	34	223	72.5%	0.598	0.0038	-5.147	1260	-5.177	0.0039	-0.404	78.3%	56	46	31.25	35.40	28.95
43.90	51.90	48.31	3	6	71.6%	0.588	0.0039	-5.175	1262.5	-5.205	0.0039	-0.414	77.0%	2	1	31.54	35.80	29.35
42.55	52.60	46.99	3	109	73.6%	0.578	0.0039	-5.200	1265	-5.229	0.0039	-0.423	75.2%	19	5	32.76	36.40	29.15
41.20	51.95	35.75		6	74.3%	0.568	0.0039	-5.220	1267.5	-5.250	0.0039	-0.433	75.8%	11	2	34.68	39.55	28.90
39.90	48.55	45.00	5	253	72.4%	0.558	0.0039	-5.237	1270	-5.267	0.0040	-0.443	74.9%	46	26	35.24	38.40	31.50
39.50	46.30	44.00	16	10	72.4%	0.548	0.0040	-5.250	1272.5	-5.280	0.0040	-0.453	75.8%	6	5	38.00	41.95	31.25
40.80	44.95	41.99	26	74	74.7%	0.539	0.0040	-5.260	1275	-5.290	0.0040	-0.463	75.6%	46	7	37.17	44.85	32.70
41.00	46.70	41.99	36	14	78.9%	0.529	0.0040	-5.266	1277.5	-5.296	0.0040	-0.473	75.9%	6	22	40.30	41.80	36.50
39.50	43.60	40.50	87	239	76.9%	0.519	0.0040	-5.268	1280	-5.298	0.0040	-0.483	73.7%	94	85	37.05	40.00	38.40
33.70	44.40	39.42	28	8	74.5%	0.509	0.0040	-5.266	1282.5	-5.296	0.0040	-0.493	75.5%	16	22	42.00	44.50	38.45
34.00	41.35	38.53	66	37	74.1%	0.499	0.0040	-5.261	1285	-5.291	0.0040	-0.503	76.2%	14	41	42.00	47.60	38.55
30.25	37.50	35.62	111	139	71.3%	0.479	0.0040	-5.239	1290	-5.269	0.0040	-0.523	78.6%	29	1	44.95	51.10	43.30
28.05	36.85	31.00	10	60	72.7%	0.459	0.0040	-5.204	1295	-5.233	0.0040	-0.543	76.2%	24		58.52	53.95	43.50
29.90	32.85	31.38	379	406	74.6%	0.439	0.0040	-5.154	1300	-5.183	0.0040	-0.563	74.1%	47	7	50.00	55.00	46.05
23.90	32.60	28.08	5	72	72.4%	0.419	0.0040	-5.091	1305	-5.118	0.0040	-0.583	75.9%	10		60.39	59.85	49.15
24.25	30.20	27.22	19	120	74.1%	0.400	0.0039	-5.015	1310	-5.041	0.0039	-0.603	75.7%	217	2	55.00	62.90	52.05
21.35	29.80	24.28	1	78	74.4%	0.381	0.0039	-4.927	1315	-4.953	0.0039	-0.622	75.6%	58		62.00	65.95	55.30
21.20	25.45	22.00	21	165	73.4%	0.362	0.0038	-4.827	1320	-4.852	0.0038	-0.641	75.5%	42		74.93	69.15	58.50
20.35	24.30	22.32	27	114	74.6%	0.344	0.0037	-4.717	1325	-4.739	0.0038	-0.659	75.3%	14		65.58	72.45	61.80
17.15	23.65	19.41	10	124	73.9%	0.326	0.0037	-4.597	1330	-4.618	0.0037	-0.677	75.2%	12		62.00	75.85	65.20
15.75	21.95	19.65	7	11	73.7%	0.308	0.0036	-4.468	1335	-4.488	0.0036	-0.695	75.1%			0.00	79.35	68.70
14.70	18.75	17.35	34	145	72.0%	0.291	0.0035	-4.332	1340	-4.348	0.0035	-0.712	75.0%	4		71.89	82.90	72.25
13.55	19.15	17.99	8	55	74.0%	0.274	0.0034	-4.187	1345	-4.202	0.0034	-0.729	75.8%			0.00	87.40	75.85
13.15	15.85	14.70	84	69	72.6%	0.258	0.0033	-4.037	1350	-4.050	0.0033	-0.745	74.6%	16		84.90	90.25	79.55
12.40	14.00	12.55	5	28	72.2%	0.243	0.0032	-3.882	1355	-3.893	0.0032	-0.760	75.3%			0.00	94.70	83.35

Open LLY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

OCT 30, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS