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

41.9%

1285 strike

EXPECTED MOVE

$112.45

ATM straddle

MAX PAIN

$1,170.00

-8.8%

PUT/CALL VOLUME

1.12

1,287 / 1,153

NOV 20, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
99.50	110.15	101.00	9	340	42.0%	0.742	0.0023	-0.906	1200	-0.922	0.0023	-0.260	43.0%	294	175	23.65	26.15	22.00
92.55	103.50	99.33	6	75	42.1%	0.718	0.0024	-0.948	1210	-0.962	0.0024	-0.284	42.6%	78	5	25.70	30.20	23.30
85.85	96.80	92.18	52	305	42.1%	0.693	0.0025	-0.986	1220	-0.999	0.0025	-0.309	43.1%	89	33	30.72	34.30	27.15
82.75	93.55	114.10		11	42.1%	0.680	0.0025	-1.004	1225	-1.016	0.0025	-0.322	43.2%	5	2	33.01	37.15	28.05
79.60	90.35	85.82	7	57	42.1%	0.666	0.0026	-1.020	1230	-1.032	0.0026	-0.336	42.5%	55	12	31.25	39.00	28.05
76.55	87.10	100.67		3	42.0%	0.653	0.0026	-1.035	1235	-1.047	0.0026	-0.349	42.0%	28	2	33.76	39.55	30.10
73.25	84.20	78.23	7	995	42.0%	0.640	0.0026	-1.049	1240	-1.060	0.0027	-0.362	42.1%	83	11	36.45	40.40	33.45
70.25	81.20	83.18		22	41.9%	0.626	0.0027	-1.062	1245	-1.072	0.0027	-0.376	42.6%	63		44.86	44.95	34.40
67.35	78.30	72.50	22	131	41.9%	0.613	0.0027	-1.073	1250	-1.083	0.0027	-0.390	42.4%	96	3	39.50	47.10	35.85
64.25	75.70	72.80	3	16	41.9%	0.599	0.0027	-1.083	1255	-1.092	0.0028	-0.404	42.4%	26		51.39	49.25	38.30
61.45	72.95	64.20	6	930	41.9%	0.585	0.0028	-1.092	1260	-1.100	0.0028	-0.418	43.6%	120	21	46.40	51.50	43.60
58.80	67.70	63.33		4	40.9%	0.571	0.0028	-1.099	1265	-1.106	0.0028	-0.432	43.3%	20		56.05	53.80	45.15
56.90	64.60	67.00	1	757	40.9%	0.557	0.0028	-1.105	1270	-1.111	0.0028	-0.446	42.6%	31	180	48.75	53.95	48.05
53.65	63.00	52.25	110	11	41.0%	0.543	0.0028	-1.109	1275	-1.114	0.0028	-0.460	43.1%	29	5	54.19	58.50	49.75
51.90	58.80	55.44	40	1,405	40.6%	0.528	0.0028	-1.112	1280	-1.116	0.0028	-0.474	42.3%	141	20	56.30	58.65	52.75
49.25	59.15	55.50	3	46	41.6%	0.514	0.0028	-1.113	1285	-1.117	0.0028	-0.488	42.3%	3		58.98	64.05	52.45
47.65	55.95	50.66	11	38	41.5%	0.500	0.0028	-1.113	1290	-1.116	0.0028	-0.502	42.3%	45		49.57	66.40	55.40
44.20	55.00	50.00	1	30	41.5%	0.486	0.0028	-1.111	1295	-1.113	0.0029	-0.516	42.1%	5		51.83	69.00	57.85
44.85	51.20	46.83	48	1,514	42.0%	0.472	0.0028	-1.108	1300	-1.109	0.0028	-0.531	43.0%	81		73.90	71.85	63.10
41.75	49.05	47.31	1	39	41.6%	0.458	0.0028	-1.103	1305	-1.103	0.0028	-0.545	42.4%	4	1	70.32	73.35	65.90
37.75	46.95	39.27		164	40.8%	0.444	0.0028	-1.097	1310	-1.097	0.0028	-0.559	43.0%	5		73.46	77.60	68.90
35.75	45.70	36.57		13	41.1%	0.430	0.0028	-1.090	1315	-1.088	0.0028	-0.573	42.0%	6	2	74.00	80.65	69.35
34.95	44.00	39.48	11	1,163	41.5%	0.417	0.0028	-1.081	1320	-1.078	0.0028	-0.586	41.9%	38	4	78.37	83.25	72.80
27.45	33.65	31.05	84	635	40.0%	0.363	0.0027	-1.033	1340	-1.027	0.0027	-0.640	40.3%	44	20	86.99	95.05	82.95
22.20	29.10	24.71	44	592	40.8%	0.312	0.0026	-0.968	1360	-0.958	0.0026	-0.691	41.7%	57	2	101.34	110.15	99.40
16.60	25.55	19.87	12	407	41.2%	0.265	0.0024	-0.890	1380	-0.876	0.0024	-0.739	41.5%	35		96.13	125.00	113.95
14.95	17.95	15.70	305	954	40.8%	0.222	0.0022	-0.803	1400	-0.788	0.0022	-0.782	41.6%	35		116.90	140.70	129.95
7.45	15.55	12.10	2	727	39.1%	0.184	0.0020	-0.714	1420	-0.698	0.0020	-0.820	41.2%	18		128.68	159.40	143.50
6.10	14.35	10.20	18	1,858	40.8%	0.151	0.0017	-0.626	1440	-0.611	0.0018	-0.854	41.7%	23		144.83	174.50	163.55
5.15	10.00	8.22	104	999	40.3%	0.123	0.0015	-0.543	1460	-0.533	0.0015	-0.882	39.8%	28		211.90	192.30	178.45
4.45	8.05	5.65	12	128	41.1%	0.100	0.0013	-0.468	1480	-0.465	0.0014	-0.907	40.7%			318.95	210.65	197.80

Open LLY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 20, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS