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

37.5%

1280 strike

EXPECTED MOVE

$146.30

ATM straddle

MAX PAIN

$1,080.00

-15.8%

PUT/CALL VOLUME

0.53

698 / 1,322

DEC 18, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
168.20	178.35	180.58		26	38.0%	0.829	0.0013	-0.425	1130	-0.453	0.0014	-0.173	39.3%	273	14	18.28	22.30	16.20
160.35	169.55	196.23		211	37.6%	0.814	0.0014	-0.450	1140	-0.476	0.0014	-0.188	38.9%	212	20	20.35	22.50	19.30
152.65	163.70	156.62	1	97	38.3%	0.798	0.0015	-0.474	1150	-0.500	0.0015	-0.204	38.4%	96	16	23.00	24.60	20.60
145.00	157.40	149.12	1	240	38.6%	0.782	0.0016	-0.498	1160	-0.522	0.0016	-0.220	38.2%	420	111	25.85	28.00	21.75
137.60	149.80	167.15		1	38.4%	0.765	0.0016	-0.520	1170	-0.544	0.0017	-0.238	38.3%	49	3	26.42	31.65	23.95
130.40	141.00	135.55	2	287	37.8%	0.747	0.0017	-0.542	1180	-0.565	0.0017	-0.256	38.4%	201	8	30.95	32.80	28.90
123.50	134.55	153.80		11	37.9%	0.728	0.0018	-0.563	1190	-0.585	0.0018	-0.275	38.7%	34	11	33.90	37.65	31.25
116.80	126.55	114.97		1,217	37.5%	0.709	0.0018	-0.583	1200	-0.604	0.0019	-0.294	37.6%	887	82	35.70	38.80	33.30
110.20	119.70	105.01		10	37.3%	0.690	0.0019	-0.600	1210	-0.621	0.0019	-0.314	38.9%	48	16	39.80	45.50	37.90
106.00	113.65	106.00	26	615	38.0%	0.670	0.0020	-0.617	1220	-0.636	0.0020	-0.334	38.0%	81	33	42.75	48.40	39.50
97.60	108.65	108.10	1	51	37.6%	0.650	0.0020	-0.631	1230	-0.650	0.0020	-0.354	38.9%	29	14	47.30	53.20	45.85
91.65	102.30	101.00	4	587	37.4%	0.629	0.0020	-0.643	1240	-0.661	0.0021	-0.376	37.9%	75	21	52.11	57.25	46.35
87.20	97.10	87.10		66	37.8%	0.608	0.0021	-0.654	1250	-0.671	0.0021	-0.397	38.5%	25	21	57.10	60.90	53.80
81.20	90.50	85.90	3	582	37.3%	0.587	0.0021	-0.662	1260	-0.679	0.0022	-0.419	38.2%	164	1	59.35	65.90	57.15
77.35	82.90	80.40	37	34	37.0%	0.565	0.0021	-0.669	1270	-0.684	0.0022	-0.440	37.5%	43	23	65.85	65.55	61.05
72.60	78.35	75.50	14	306	37.2%	0.544	0.0022	-0.673	1280	-0.688	0.0022	-0.462	37.9%	35	12	69.65	74.30	67.35
67.50	74.40	70.30	33	172	37.3%	0.522	0.0022	-0.675	1290	-0.689	0.0022	-0.484	37.5%	17	8	74.15	80.15	70.55
61.10	69.30	63.24	225	873	36.6%	0.500	0.0022	-0.675	1300	-0.688	0.0022	-0.507	38.1%	120	11	81.25	82.25	78.00
52.40	60.25	55.93	171	403	36.4%	0.457	0.0022	-0.668	1320	-0.680	0.0022	-0.551	37.5%	33	2	88.29	97.50	87.55
45.10	52.25	49.75	185	329	36.3%	0.415	0.0022	-0.654	1340	-0.664	0.0022	-0.594	37.9%	18	4	103.50	109.60	101.60
39.90	46.05	42.30	19	446	36.9%	0.374	0.0021	-0.633	1360	-0.640	0.0022	-0.636	36.9%	12	4	115.39	122.05	112.10
34.00	39.35	34.00	19	543	36.7%	0.335	0.0020	-0.606	1380	-0.610	0.0021	-0.677	36.9%	14		122.45	136.70	125.55
27.95	32.60	30.70	22	1,038	36.1%	0.297	0.0019	-0.574	1400	-0.575	0.0020	-0.716	36.8%	9	8	147.10	151.30	140.25
21.50	27.50	25.00	104	332	35.3%	0.262	0.0018	-0.539	1420	-0.536	0.0019	-0.751	37.3%	7	4	160.56	166.85	156.90
18.85	25.35	22.05	24	387	36.4%	0.230	0.0017	-0.501	1440	-0.494	0.0018	-0.784	36.4%	5		204.74	183.00	170.25
15.95	19.25	16.07	161	275	35.7%	0.201	0.0016	-0.463	1460	-0.451	0.0016	-0.815	37.0%	9		171.75	199.75	188.40
12.80	18.10	15.40	26	308	36.3%	0.175	0.0014	-0.424	1480	-0.408	0.0015	-0.842	37.1%	6		187.35	217.05	205.60
12.15	15.80	12.00	64	547	37.3%	0.152	0.0013	-0.387	1500	-0.367	0.0014	-0.866	37.4%	9		204.05	234.75	223.40
8.20	12.40	10.65	1	292	35.9%	0.131	0.0012	-0.351	1520	-0.331	0.0012	-0.887	37.6%	5		341.75	252.90	241.55
6.70	11.75	9.00	6	116	36.7%	0.113	0.0011	-0.317	1540	-0.298	0.0011	-0.906	38.0%	1		239.00	271.40	260.05
5.75	9.45	6.95	4	161	36.7%	0.098	0.0010	-0.286	1560	-0.276	0.0011	-0.923	37.0%			370.10	290.20	276.85

Open LLY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

DEC 18, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS