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

52.5%

1282.5 strike

EXPECTED MOVE

$93.60

ATM straddle

MAX PAIN

$1,210.00

-5.7%

PUT/CALL VOLUME

0.93

1,734 / 1,870

NOV 6, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
67.25	78.20	77.23	2	44	52.5%	0.672	0.0030	-1.960	1235	-1.975	0.0031	-0.330	53.3%	46	10	26.43	32.30	21.65
64.10	75.00	67.84	6	332	52.4%	0.656	0.0031	-1.997	1240	-2.012	0.0031	-0.345	54.7%	55	11	29.07	34.15	25.80
60.95	71.90	67.25	3	43	52.4%	0.640	0.0032	-2.031	1245	-2.046	0.0032	-0.361	54.1%	69		37.97	36.10	26.90
57.95	68.90	61.60	5	114	52.4%	0.624	0.0032	-2.061	1250	-2.075	0.0032	-0.378	54.2%	107		38.24	38.10	29.00
52.60	66.00	65.12	1	52	50.9%	0.608	0.0032	-2.087	1255	-2.101	0.0033	-0.394	52.7%	16		41.03	39.70	29.05
53.45	64.75	0.00			52.4%	0.599	0.0033	-2.098	1257.5	-2.113	0.0033	-0.403	52.3%		13	34.53	40.05	30.30
52.85	62.00	62.18	108	136	52.0%	0.591	0.0033	-2.109	1260	-2.123	0.0033	-0.411	52.9%	63		38.75	42.35	31.20
50.65	61.50	59.22	2		52.1%	0.583	0.0033	-2.119	1262.5	-2.132	0.0033	-0.419	52.9%		4	36.73	43.50	32.35
49.30	60.55	54.80	1	89	52.3%	0.574	0.0033	-2.127	1265	-2.140	0.0033	-0.428	52.6%	65	11	37.70	44.15	33.45
47.95	59.20	0.00			52.3%	0.566	0.0033	-2.134	1267.5	-2.148	0.0034	-0.436	52.9%	1		34.52	45.80	34.65
46.65	57.90	52.41	2	55	52.3%	0.558	0.0034	-2.141	1270	-2.154	0.0034	-0.444	53.5%	23	2	40.05	46.95	37.00
45.55	56.60	51.22	4		52.4%	0.549	0.0034	-2.146	1272.5	-2.159	0.0034	-0.453	52.9%			0.00	48.15	37.00
44.05	55.30	49.84	2	71	52.3%	0.541	0.0034	-2.151	1275	-2.163	0.0034	-0.461	52.6%	13	9	43.82	45.00	42.15
44.20	54.05	48.50	17		53.0%	0.532	0.0034	-2.154	1277.5	-2.167	0.0034	-0.470	52.8%	3	4	45.07	50.00	40.00
41.55	52.45	48.00	36	191	52.0%	0.524	0.0034	-2.156	1280	-2.169	0.0034	-0.478	52.8%	18	3	51.95	50.20	42.45
40.35	51.60	46.75	2	1	52.2%	0.515	0.0034	-2.157	1282.5	-2.169	0.0034	-0.487	52.8%	12		37.25	53.25	42.00
39.15	50.40	47.82		22	52.2%	0.507	0.0034	-2.157	1285	-2.169	0.0034	-0.495	54.1%	7	10	47.80	54.55	45.60
36.85	48.10	43.11	28	84	52.2%	0.490	0.0034	-2.154	1290	-2.166	0.0034	-0.512	52.8%	11		40.00	57.25	46.00
34.60	43.05	40.63	4	18	50.6%	0.473	0.0034	-2.147	1295	-2.158	0.0034	-0.529	53.3%	17	2	53.00	60.00	49.60
34.80	40.20	39.75	4	191	51.5%	0.457	0.0034	-2.135	1300	-2.146	0.0034	-0.546	53.7%	11	1	58.51	61.30	54.80
32.60	40.00	36.78	3	160	52.5%	0.440	0.0034	-2.119	1305	-2.130	0.0034	-0.563	52.8%	16	1	61.77	65.80	54.50
28.80	37.65	33.83	6	51	51.2%	0.423	0.0034	-2.100	1310	-2.110	0.0034	-0.580	54.2%	35		72.93	68.80	60.05
27.35	36.65	32.35	3	69	52.0%	0.407	0.0033	-2.077	1315	-2.086	0.0034	-0.596	52.9%	44		59.19	71.90	60.90
25.10	33.30	28.70	4	36	50.8%	0.391	0.0033	-2.050	1320	-2.059	0.0033	-0.613	52.6%	18	8	68.47	74.85	63.80
22.60	33.95	28.85	23	48	51.8%	0.374	0.0033	-2.019	1325	-2.028	0.0033	-0.629	52.5%	9		68.87	78.10	67.00
22.75	31.65	25.96	6	64	52.5%	0.359	0.0032	-1.986	1330	-1.994	0.0032	-0.645	52.6%	4	2	76.15	81.45	70.45
19.20	27.85	25.60	3	21	49.9%	0.343	0.0032	-1.949	1335	-1.958	0.0032	-0.660	52.4%			0.00	84.80	73.65
20.40	27.15	23.65	14	154	52.1%	0.328	0.0031	-1.909	1340	-1.918	0.0032	-0.676	52.9%	17		91.80	88.30	77.85
16.15	27.50	22.47	3		51.4%	0.313	0.0031	-1.867	1345	-1.875	0.0031	-0.691	52.3%			0.00	91.80	80.55
16.45	26.00	20.46	6	11	52.4%	0.298	0.0030	-1.823	1350	-1.831	0.0030	-0.706	52.2%			0.00	95.40	84.15
13.40	24.65	19.63	10		51.3%	0.284	0.0029	-1.776	1355	-1.785	0.0030	-0.720	54.1%			0.00	102.00	87.80

Open LLY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 6, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS