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
$109.05
ATM straddle
MAX PAIN
$610.00
-52.3%
PUT/CALL VOLUME
1.71
1,660 / 972
NOV 13, 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 | 103.10 | 1 | 0.0% | 1.000 | 0.0000 | -0.148 | 1205 | -0.000 | 0.0000 | -0.000 | 6.3% | 19 | 22.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 95.75 | 2 | 0.0% | 1.000 | 0.0000 | -0.149 | 1210 | -0.000 | 0.0000 | -0.000 | 6.3% | 4 | 23.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 90.56 | 6 | 0.0% | 1.000 | 0.0000 | -0.149 | 1215 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 25.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 114.81 | 2 | 0.0% | 1.000 | 0.0000 | -0.150 | 1220 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 27.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 103.74 | 6 | 0.0% | 1.000 | 0.0000 | -0.151 | 1225 | -0.000 | 0.0000 | -0.000 | 3.1% | 7 | 33.29 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 78.55 | 2 | 0.0% | 1.000 | 0.0000 | -0.151 | 1230 | -0.000 | 0.0000 | -0.000 | 3.1% | 19 | 31.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 64.90 | 5 | 0.0% | 1.000 | 0.0000 | -0.152 | 1235 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 31.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 94.20 | 22 | 0.0% | 1.000 | 0.0000 | -0.153 | 1240 | -0.000 | 0.0000 | -0.000 | 3.1% | 3 | 33.43 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 75.05 | 1 | 0.0% | 1.000 | 0.0000 | -0.153 | 1245 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 30.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 67.00 | 2 | 0.0% | 1.000 | 0.0000 | -0.154 | 1250 | -0.000 | 0.0000 | -0.000 | 1.6% | 8 | 36.32 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 89.54 | 23 | 0.0% | 1.000 | 0.0000 | -0.154 | 1255 | -0.000 | 0.0000 | -0.000 | 1.6% | 5 | 38.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 63.09 | 1 | 0.0% | 1.000 | 0.0000 | -0.155 | 1260 | -0.000 | 0.0000 | -0.000 | 1.6% | 1 | 50.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 65.13 | 2 | 0.0% | 1.000 | 0.0000 | -0.156 | 1265 | -0.000 | 0.0001 | -0.000 | 1.6% | 23 | 42.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 57.16 | 4 | 0.0% | 1.000 | 0.0000 | -0.156 | 1270 | -0.000 | 0.0000 | -0.000 | 0.8% | 4 | 46.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 57.25 | 22 | 0.0% | 1.000 | 0.0000 | -0.157 | 1275 | -0.000 | 0.0000 | -0.000 | 0.4% | 12 | 47.26 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 57.72 | 26 | 0.1% | 1.000 | 0.0000 | -0.157 | 1280 | 0.000 | 0.0000 | 0.000 | 0.0% | 19 | 51.33 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 54.48 | 4 | 0.4% | 0.003 | 0.0076 | -0.001 | 1285 | 0.158 | 0.0000 | -1.000 | 0.0% | 4 | 54.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 52.42 | 28 | 0.8% | 0.000 | 0.0002 | -0.000 | 1290 | 0.159 | 0.0000 | -1.000 | 0.0% | 5 | 55.87 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 43.18 | 7 | 1.6% | 0.002 | 0.0012 | -0.001 | 1295 | 0.159 | 0.0000 | -1.000 | 0.0% | 2 | 57.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 42.00 | 7 | 1.6% | 0.000 | 0.0000 | -0.000 | 1300 | 0.160 | 0.0000 | -1.000 | 0.0% | 2 | 60.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 47.98 | 1 | 1.6% | 0.000 | 0.0000 | -0.000 | 1305 | 0.161 | 0.0000 | -1.000 | 0.0% | 13 | 68.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 42.77 | 2 | 3.1% | 0.001 | 0.0003 | -0.001 | 1310 | 0.161 | 0.0000 | -1.000 | 0.0% | 3 | 57.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 31.38 | 7 | 3.1% | 0.000 | 0.0000 | -0.000 | 1315 | 0.162 | 0.0000 | -1.000 | 0.0% | 2 | 64.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 35.29 | 53 | 3.1% | 0.000 | 0.0000 | -0.000 | 1320 | 0.162 | 0.0000 | -1.000 | 0.0% | 26 | 81.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 34.42 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 1325 | 0.163 | 0.0000 | -1.000 | 0.0% | 2 | 62.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 34.55 | 23 | 3.1% | 0.000 | 0.0000 | -0.000 | 1330 | 0.164 | 0.0000 | -1.000 | 0.0% | 32 | 76.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 30.24 | 5 | 3.1% | 0.000 | 0.0000 | -0.000 | 1335 | ||||||||||
| 0.00 | 0.00 | 29.17 | 39 | 3.1% | 0.000 | 0.0000 | -0.000 | 1340 | 0.165 | 0.0000 | -1.000 | 0.0% | 4 | 82.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.41 | 55 | 6.3% | 0.000 | 0.0000 | -0.000 | 1360 | 0.167 | 0.0000 | -1.000 | 0.0% | 3 | 81.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 20.94 | 18 | 6.3% | 0.000 | 0.0000 | -0.000 | 1380 | 0.170 | 0.0000 | -1.000 | 0.0% | 108.74 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 13.83 | 391 | 6.3% | 0.000 | 0.0000 | -0.000 | 1400 | 0.172 | 0.0000 | -1.000 | 0.0% | 120.85 | 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