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

37.6%

1280 strike

EXPECTED MOVE

$215.58

ATM straddle

MAX PAIN

$1,200.00

-6.5%

PUT/CALL VOLUME

0.36

205 / 572

FEB 19, 2027 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
198.40	209.00	160.18		4	37.9%	0.772	0.0011	-0.330	1130	-0.358	0.0011	-0.231	38.3%	5		39.05	45.95	36.70
191.40	202.85	197.88	15	11	38.1%	0.760	0.0011	-0.341	1140	-0.368	0.0012	-0.244	38.6%	39	2	43.55	49.95	40.00
184.50	196.05	149.00		4	38.0%	0.747	0.0012	-0.352	1150	-0.377	0.0012	-0.257	38.6%	11	15	47.60	52.85	43.60
178.80	189.30	143.61		19	38.2%	0.734	0.0012	-0.362	1160	-0.387	0.0012	-0.270	38.1%	22	63	49.00	55.95	44.95
171.15	182.70	166.36		10	37.9%	0.721	0.0012	-0.372	1170	-0.396	0.0012	-0.283	37.9%	36		54.90	58.75	48.05
164.65	176.30	176.47		4	37.8%	0.708	0.0013	-0.381	1180	-0.404	0.0013	-0.297	38.0%	46		57.49	62.90	51.45
158.45	169.80	164.87	1	5	37.7%	0.694	0.0013	-0.390	1190	-0.412	0.0013	-0.310	37.9%	4	2	58.13	66.50	55.00
152.30	162.60	167.91	1	65	37.5%	0.680	0.0013	-0.398	1200	-0.420	0.0013	-0.325	37.7%	5		57.80	71.95	56.25
146.15	157.35	137.95		6	37.5%	0.666	0.0013	-0.406	1210	-0.427	0.0014	-0.339	37.8%	7		59.10	74.20	62.55
138.00	151.90	160.75		14	37.1%	0.652	0.0014	-0.413	1220	-0.433	0.0014	-0.353	37.7%	7		83.00	78.25	66.60
134.65	145.35	131.26		12	37.3%	0.638	0.0014	-0.419	1230	-0.439	0.0014	-0.368	37.6%	5		72.75	82.50	70.85
129.15	140.65	123.30		19	37.5%	0.624	0.0014	-0.425	1240	-0.444	0.0014	-0.383	37.6%	7		83.52	86.90	75.25
123.75	135.30	150.85		13	37.4%	0.610	0.0014	-0.430	1250	-0.449	0.0015	-0.397	37.5%	13		87.12	91.45	79.80
118.20	130.35	129.85	1	14	37.4%	0.595	0.0014	-0.435	1260	-0.453	0.0015	-0.412	37.5%	29		95.50	96.15	84.50
113.20	125.25	123.79	1	58	37.3%	0.581	0.0014	-0.439	1270	-0.456	0.0015	-0.427	37.5%	34		101.25	100.95	89.35
108.30	120.25	132.78		23	37.3%	0.566	0.0015	-0.442	1280	-0.459	0.0015	-0.442	37.8%	15		107.30	108.25	94.35
104.85	114.65	131.95		46	37.3%	0.551	0.0015	-0.445	1290	-0.461	0.0015	-0.457	37.4%	5		112.22	111.20	99.55
99.30	109.00	104.50	15	66	37.0%	0.537	0.0015	-0.447	1300	-0.463	0.0015	-0.472	37.4%	39		98.92	116.50	104.85
94.55	106.40	108.56		28	37.2%	0.522	0.0015	-0.448	1310	-0.464	0.0015	-0.487	37.3%	6		119.52	122.00	110.35
91.05	102.05	97.50	1	7	37.3%	0.508	0.0015	-0.449	1320	-0.464	0.0016	-0.502	37.3%	1	2	119.98	127.65	115.95
89.20	97.90	90.20		46	37.7%	0.493	0.0015	-0.449	1330	-0.464	0.0016	-0.518	37.3%	6	2	126.06	133.45	121.70
82.30	93.20	89.00	1	17	37.1%	0.479	0.0015	-0.448	1340	-0.463	0.0016	-0.532	37.7%			0.00	139.45	130.10
75.80	91.75	77.38		56	37.0%	0.465	0.0015	-0.447	1350	-0.461	0.0016	-0.547	37.2%	2		156.60	145.55	133.70
74.30	86.15	78.00	2	18	37.1%	0.451	0.0015	-0.445	1360	-0.459	0.0016	-0.562	37.2%	1		144.90	151.75	139.80
73.50	80.65	76.20	7	26	37.2%	0.437	0.0015	-0.443	1370	-0.457	0.0016	-0.577	37.2%			0.00	158.15	146.15
67.60	78.55	73.60	2	11	37.0%	0.423	0.0015	-0.440	1380	-0.454	0.0016	-0.591	36.7%			0.00	164.65	150.45
63.95	73.50	67.10		13	36.7%	0.410	0.0015	-0.437	1390	-0.450	0.0015	-0.606	37.1%	2		152.01	171.00	159.45
61.70	69.65	70.09	1	66	36.7%	0.396	0.0014	-0.433	1400	-0.446	0.0015	-0.620	36.8%	1		185.90	180.00	162.60
54.55	65.15	59.18	85	38	36.8%	0.370	0.0014	-0.424	1420	-0.436	0.0015	-0.648	37.0%	3		167.65	191.70	180.05
48.75	59.30	53.60	39	138	36.7%	0.345	0.0014	-0.413	1440	-0.425	0.0015	-0.675	37.0%	1		185.33	206.10	194.45
43.40	55.05	48.25	381	24	36.8%	0.321	0.0014	-0.402	1460	-0.412	0.0014	-0.701	36.9%			0.00	220.95	209.40

Open LLY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

FEB 19, 2027 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS