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
0.1%
1280 strike
EXPECTED MOVE
$77.55
ATM straddle
MAX PAIN
$610.00
-52.3%
PUT/CALL VOLUME
1.66
5,109 / 3,077
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 |
| 0.00 | 0.00 | 69.09 | 7 | 0.0% | 1.000 | 0.0000 | -0.152 | 1230 | -0.000 | 0.0000 | -0.000 | 6.3% | 28 | 19.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 57.05 | 21 | 0.0% | 1.000 | 0.0000 | -0.152 | 1235 | -0.000 | 0.0000 | -0.000 | 6.3% | 27 | 21.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 62.94 | 4 | 0.0% | 1.000 | 0.0000 | -0.153 | 1240 | -0.000 | 0.0000 | -0.000 | 6.3% | 26 | 23.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 57.90 | 1 | 0.0% | 1.000 | 0.0000 | -0.153 | 1245 | -0.000 | 0.0000 | -0.000 | 6.3% | 5 | 23.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 56.49 | 18 | 0.0% | 1.000 | 0.0000 | -0.154 | 1250 | -0.000 | 0.0000 | -0.000 | 6.3% | 36 | 26.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 53.45 | 22 | 0.0% | 1.000 | 0.0000 | -0.155 | 1255 | -0.000 | 0.0000 | -0.000 | 3.1% | 34 | 28.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 47.50 | 2 | 0.0% | 1.000 | 0.0000 | -0.155 | 1257.5 | ||||||||||
| 0.00 | 0.00 | 51.82 | 34 | 0.0% | 1.000 | 0.0000 | -0.155 | 1260 | -0.000 | 0.0000 | -0.000 | 3.1% | 46 | 31.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 48.31 | 3 | 0.0% | 1.000 | 0.0000 | -0.156 | 1262.5 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 31.54 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 46.99 | 3 | 0.0% | 1.000 | 0.0000 | -0.156 | 1265 | -0.000 | 0.0001 | -0.000 | 3.1% | 5 | 32.76 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 35.75 | 6 | 0.0% | 1.000 | 0.0000 | -0.156 | 1267.5 | -0.000 | 0.0000 | -0.000 | 1.6% | 2 | 34.68 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 45.00 | 5 | 0.0% | 1.000 | 0.0000 | -0.157 | 1270 | -0.000 | 0.0000 | -0.000 | 1.6% | 26 | 35.24 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 44.00 | 16 | 0.0% | 1.000 | 0.0000 | -0.157 | 1272.5 | -0.000 | 0.0003 | -0.000 | 1.6% | 5 | 38.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 41.99 | 26 | 0.0% | 1.000 | 0.0000 | -0.157 | 1275 | -0.000 | 0.0000 | -0.000 | 0.8% | 7 | 37.17 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 41.99 | 36 | 0.0% | 1.000 | 0.0000 | -0.157 | 1277.5 | -0.000 | 0.0000 | -0.000 | 0.4% | 22 | 40.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 40.50 | 87 | 0.2% | 0.134 | 0.8581 | -0.029 | 1280 | 0.158 | 0.0000 | -1.000 | 0.0% | 85 | 37.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 39.42 | 28 | 0.8% | 0.003 | 0.0088 | -0.002 | 1282.5 | 0.158 | 0.0000 | -1.000 | 0.0% | 22 | 42.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 38.53 | 66 | 0.8% | 0.000 | 0.0000 | -0.000 | 1285 | 0.158 | 0.0000 | -1.000 | 0.0% | 41 | 42.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 35.62 | 111 | 1.6% | 0.000 | 0.0000 | -0.000 | 1290 | 0.159 | 0.0000 | -1.000 | 0.0% | 1 | 44.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 31.00 | 10 | 3.1% | 0.000 | 0.0001 | -0.000 | 1295 | 0.160 | 0.0000 | -1.000 | 0.0% | 9 | 58.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 31.38 | 379 | 3.1% | 0.000 | 0.0000 | -0.000 | 1300 | 0.160 | 0.0000 | -1.000 | 0.0% | 7 | 50.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 28.08 | 5 | 3.1% | 0.000 | 0.0000 | -0.000 | 1305 | 0.161 | 0.0000 | -1.000 | 0.0% | 4 | 60.39 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 27.22 | 19 | 6.3% | 0.000 | 0.0000 | -0.000 | 1310 | 0.161 | 0.0000 | -1.000 | 0.0% | 2 | 55.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 24.28 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 1315 | 0.162 | 0.0000 | -1.000 | 0.0% | 6 | 62.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 22.00 | 21 | 6.3% | 0.000 | 0.0000 | -0.000 | 1320 | 0.163 | 0.0000 | -1.000 | 0.0% | 17 | 74.93 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 22.32 | 27 | 6.3% | 0.000 | 0.0000 | -0.000 | 1325 | 0.163 | 0.0000 | -1.000 | 0.0% | 3 | 65.58 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.41 | 10 | 6.3% | 0.000 | 0.0000 | -0.000 | 1330 | 0.164 | 0.0000 | -1.000 | 0.0% | 1 | 62.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.65 | 7 | 6.3% | 0.000 | 0.0000 | -0.000 | 1335 | ||||||||||
| 0.00 | 0.00 | 17.35 | 34 | 12.5% | 0.000 | 0.0000 | -0.001 | 1340 | 0.165 | 0.0000 | -1.000 | 0.0% | 12 | 71.89 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 17.99 | 8 | 12.5% | 0.000 | 0.0000 | -0.000 | 1345 | ||||||||||
| 0.00 | 0.00 | 14.70 | 84 | 12.5% | 0.000 | 0.0000 | -0.000 | 1350 | 0.166 | 0.0000 | -1.000 | 0.0% | 5 | 84.90 | 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