LLY Options Chain
LLY $1,279.14 · Updated Oct 26, 4:00 PM ET
LLY is at $1,279.14. The nearest expiration, Oct 30, 2026 (4 days out), lists 169 strikes, with 3,077 calls and 5,109 puts traded in the latest session. At-the-money implied volatility is 0.1%. The at-the-money straddle prices a move of about $77.55 (6.1%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
0.4%
1300 strike
EXPECTED MOVE
$143.21
ATM straddle
MAX PAIN
$995.00
-22.2%
PUT/CALL VOLUME
1.82
73 / 40
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 1140 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 15.90 | 0.00 | 0.00 | ||||||||||
| 1145 | -0.000 | 0.0000 | -0.000 | 6.3% | 6 | 15.50 | 0.00 | 0.00 | ||||||||||
| 1155 | -0.000 | 0.0000 | -0.000 | 6.3% | 6 | 18.15 | 0.00 | 0.00 | ||||||||||
| 1170 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 20.19 | 0.00 | 0.00 | ||||||||||
| 1195 | -0.000 | 0.0000 | -0.000 | 3.1% | 3 | 27.00 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 140.78 | 0.0% | 1.000 | 0.0000 | -0.147 | 1200 | -0.000 | 0.0000 | -0.000 | 3.1% | 4 | 28.90 | 0.00 | 0.00 | |||
| 1205 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 30.85 | 0.00 | 0.00 | ||||||||||
| 1220 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 36.75 | 0.00 | 0.00 | ||||||||||
| 1225 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 37.67 | 0.00 | 0.00 | ||||||||||
| 1230 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 38.28 | 0.00 | 0.00 | ||||||||||
| 1245 | -0.000 | 0.0000 | -0.000 | 1.6% | 2 | 47.05 | 0.00 | 0.00 | ||||||||||
| 1250 | -0.000 | 0.0000 | -0.000 | 1.6% | 2 | 49.20 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 70.52 | 3 | 0.0% | 1.000 | 0.0000 | -0.155 | 1260 | ||||||||||
| 0.00 | 0.00 | 71.00 | 2 | 0.0% | 1.000 | 0.0000 | -0.155 | 1265 | ||||||||||
| 0.00 | 0.00 | 74.50 | 1 | 0.0% | 1.000 | 0.0000 | -0.156 | 1270 | ||||||||||
| 1280 | 0.000 | 0.0000 | 0.000 | 0.0% | 4 | 61.12 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 55.20 | 2 | 0.8% | 0.074 | 0.0430 | -0.018 | 1290 | ||||||||||
| 0.00 | 0.00 | 69.22 | 0.8% | 0.000 | 0.0000 | -0.000 | 1300 | 0.160 | 0.0000 | -1.000 | 0.0% | 3 | 73.99 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 70.48 | 1.6% | 0.001 | 0.0007 | -0.001 | 1305 | 0.160 | 0.0000 | -1.000 | 0.0% | 3 | 73.19 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 65.00 | 1.6% | 0.000 | 0.0000 | -0.000 | 1315 | 0.161 | 0.0000 | -1.000 | 0.0% | 64.59 | 0.00 | 0.00 | ||||
| 0.00 | 0.00 | 46.45 | 2 | 1.6% | 0.000 | 0.0000 | -0.000 | 1320 | ||||||||||
| 0.00 | 0.00 | 41.53 | 3 | 3.1% | 0.000 | 0.0001 | -0.000 | 1330 | ||||||||||
| 1335 | 0.164 | 0.0000 | -1.000 | 0.0% | 73.61 | 0.00 | 0.00 | |||||||||||
| 0.00 | 0.00 | 40.94 | 4 | 3.1% | 0.000 | 0.0000 | -0.000 | 1340 | 0.164 | 0.0000 | -1.000 | 0.0% | 72.85 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 24.26 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 1400 | ||||||||||
| 0.00 | 0.00 | 15.79 | 18 | 6.3% | 0.000 | 0.0000 | -0.000 | 1440 | ||||||||||
| 0.00 | 0.00 | 3.06 | 4 | 12.5% | 0.000 | 0.0000 | -0.000 | 1580 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology