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
0.0%
1280 strike
EXPECTED MOVE
$227.14
ATM straddle
MAX PAIN
$730.00
-42.9%
PUT/CALL VOLUME
0.79
502 / 633
MAR 19, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 267.06 | 4 | 0.0% | 1.000 | 0.0000 | -0.125 | 1030 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 29.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 285.32 | 1 | 0.0% | 1.000 | 0.0000 | -0.126 | 1040 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 30.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 292.07 | 2 | 0.0% | 1.000 | 0.0000 | -0.127 | 1050 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 29.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 288.47 | 2 | 0.0% | 1.000 | 0.0000 | -0.128 | 1060 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 32.63 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 264.90 | 4 | 0.0% | 1.000 | 0.0000 | -0.130 | 1070 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 32.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 257.35 | 7 | 0.0% | 1.000 | 0.0000 | -0.131 | 1080 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 36.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 264.93 | 18 | 0.0% | 1.000 | 0.0000 | -0.133 | 1100 | -0.000 | 0.0000 | -0.000 | 6.3% | 4 | 45.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 223.24 | 5 | 0.0% | 1.000 | 0.0000 | -0.136 | 1120 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 45.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 232.27 | 1 | 0.0% | 1.000 | 0.0000 | -0.138 | 1140 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 46.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 212.55 | 1 | 0.0% | 1.000 | 0.0000 | -0.141 | 1160 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 55.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 182.02 | 4 | 0.0% | 1.000 | 0.0000 | -0.143 | 1180 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 63.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 171.00 | 2 | 0.0% | 1.000 | 0.0000 | -0.145 | 1200 | -0.000 | 0.0000 | 0.000 | 1.6% | 1 | 73.33 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 151.70 | 3 | 0.0% | 1.000 | 0.0000 | -0.148 | 1220 | -0.000 | 0.0000 | -0.000 | 1.6% | 4 | 82.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 148.99 | 2 | 0.0% | 1.000 | 0.0000 | -0.150 | 1240 | -0.000 | 0.0000 | 0.000 | 0.8% | 1 | 87.93 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 143.10 | 1 | 0.0% | 1.000 | 0.0000 | -0.153 | 1260 | -0.000 | 0.0000 | 0.000 | 0.4% | 1 | 99.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 118.29 | 21 | 0.0% | 1.000 | 0.0000 | -0.155 | 1280 | 0.000 | 0.0000 | 0.000 | 0.0% | 2 | 108.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 116.00 | 1 | 0.8% | 0.624 | 0.0605 | -0.106 | 1300 | 0.000 | 0.0000 | 0.000 | 0.0% | 1 | 118.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 112.34 | 5 | 0.8% | 0.003 | 0.0013 | -0.001 | 1320 | 0.160 | 0.0000 | -1.000 | 0.0% | 4 | 119.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 94.32 | 5 | 1.6% | 0.002 | 0.0004 | -0.001 | 1340 | 0.162 | 0.0000 | -1.000 | 0.0% | 3 | 148.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 88.95 | 11 | 1.6% | 0.000 | 0.0000 | -0.000 | 1360 | 0.165 | 0.0000 | -1.000 | 0.0% | 29 | 167.51 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 85.00 | 1 | 3.1% | 0.002 | 0.0002 | -0.001 | 1380 | 0.167 | 0.0000 | -1.000 | 0.0% | 2 | 179.48 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 81.00 | 7 | 3.1% | 0.000 | 0.0000 | -0.000 | 1400 | 0.170 | 0.0000 | -1.000 | 0.0% | 2 | 195.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 74.55 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 1420 | 0.172 | 0.0000 | -1.000 | 0.0% | 2 | 180.59 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 67.00 | 1 | 3.1% | 0.000 | 0.0000 | -0.000 | 1440 | 0.174 | 0.0000 | -1.000 | 0.0% | 1 | 193.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 60.72 | 9 | 3.1% | 0.000 | 0.0000 | -0.000 | 1460 | 0.177 | 0.0000 | -1.000 | 0.0% | 4 | 222.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 51.65 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 1480 | -0.364 | 0.0010 | -0.617 | 46.3% | 2 | 2 | 331.60 | 279.20 | 266.75 | |
| 0.00 | 0.00 | 52.22 | 7 | 6.3% | 0.000 | 0.0000 | -0.000 | 1500 | -0.206 | 0.0012 | -0.699 | 35.6% | 23 | 2 | 327.60 | 263.95 | 251.95 | |
| 0.00 | 0.00 | 56.85 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 1520 | 0.184 | 0.0000 | -1.000 | 0.0% | 2 | 329.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 39.90 | 13 | 6.3% | 0.000 | 0.0000 | -0.000 | 1540 | 0.187 | 0.0000 | -1.000 | 0.0% | 2 | 360.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 38.85 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 1560 | 0.189 | 0.0000 | -1.000 | 0.0% | 20 | 363.94 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 42.16 | 9 | 6.3% | 0.000 | 0.0000 | -0.000 | 1580 | 0.191 | 0.0000 | -1.000 | 0.0% | 5 | 379.53 | 0.00 | 0.00 | ||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology