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
$118.28
ATM straddle
MAX PAIN
$640.00
-50.0%
PUT/CALL VOLUME
1.32
1,082 / 822
NOV 27, 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 | 103.80 | 1 | 0.0% | 1.000 | 0.0000 | -0.148 | 1205 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 25.97 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 100.07 | 2 | 0.0% | 1.000 | 0.0000 | -0.149 | 1210 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 29.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 96.53 | 43 | 0.0% | 1.000 | 0.0000 | -0.149 | 1215 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 29.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 92.17 | 4 | 0.0% | 1.000 | 0.0000 | -0.150 | 1220 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 33.23 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 86.30 | 2 | 0.0% | 1.000 | 0.0000 | -0.150 | 1225 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 32.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 75.88 | 2 | 0.0% | 1.000 | 0.0000 | -0.151 | 1230 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 34.73 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 82.65 | 3 | 0.0% | 1.000 | 0.0000 | -0.152 | 1235 | -0.000 | 0.0000 | -0.000 | 3.1% | 4 | 36.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 75.17 | 6 | 0.0% | 1.000 | 0.0000 | -0.152 | 1240 | -0.000 | 0.0000 | -0.000 | 1.6% | 20 | 41.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 96.85 | 1 | 0.0% | 1.000 | 0.0000 | -0.153 | 1245 | -0.000 | 0.0000 | -0.000 | 1.6% | 1 | 39.97 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 78.79 | 3 | 0.0% | 1.000 | 0.0000 | -0.154 | 1250 | -0.000 | 0.0000 | -0.000 | 1.6% | 1 | 43.21 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 77.25 | 3 | 0.0% | 1.000 | 0.0000 | -0.154 | 1255 | -0.000 | 0.0000 | -0.000 | 1.6% | 13 | 46.58 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 70.65 | 2 | 0.0% | 1.000 | 0.0000 | -0.155 | 1260 | -0.000 | 0.0000 | -0.000 | 1.6% | 15 | 51.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 61.18 | 2 | 0.0% | 1.000 | 0.0000 | -0.155 | 1265 | -0.000 | 0.0000 | -0.000 | 0.8% | 2 | 49.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 69.03 | 1 | 0.0% | 1.000 | 0.0000 | -0.156 | 1270 | -0.000 | 0.0000 | -0.000 | 0.8% | 180 | 52.53 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 61.00 | 4 | 0.0% | 1.000 | 0.0000 | -0.157 | 1275 | -0.000 | 0.0000 | 0.000 | 0.2% | 9 | 53.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 60.73 | 9 | 0.0% | 1.000 | 0.0000 | -0.157 | 1280 | 0.000 | 0.0000 | 0.000 | 0.0% | 2 | 57.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 61.79 | 1 | 0.4% | 0.281 | 0.2286 | -0.052 | 1285 | 0.158 | 0.0000 | -1.000 | 0.0% | 8 | 59.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 54.13 | 1 | 0.8% | 0.024 | 0.0192 | -0.006 | 1290 | 0.158 | 0.0000 | -1.000 | 0.0% | 4 | 61.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 47.22 | 9 | 0.8% | 0.000 | 0.0002 | -0.000 | 1295 | 0.159 | 0.0000 | -1.000 | 0.0% | 14 | 64.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 54.78 | 3 | 1.6% | 0.004 | 0.0019 | -0.002 | 1300 | 0.160 | 0.0000 | -1.000 | 0.0% | 4 | 70.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 51.50 | 2 | 1.6% | 0.000 | 0.0001 | -0.000 | 1305 | 0.160 | 0.0000 | -1.000 | 0.0% | 2 | 70.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 44.27 | 2 | 1.6% | 0.000 | 0.0000 | -0.000 | 1310 | 0.161 | 0.0000 | -1.000 | 0.0% | 8 | 73.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 44.75 | 20 | 1.6% | 0.000 | 0.0000 | -0.000 | 1315 | 0.161 | 0.0000 | -1.000 | 0.0% | 22 | 77.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 41.23 | 3 | 1.6% | 0.000 | 0.0000 | -0.000 | 1320 | 0.162 | 0.0000 | -1.000 | 0.0% | 4 | 77.53 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 55.66 | 2 | 3.1% | 0.000 | 0.0001 | -0.000 | 1325 | 0.163 | 0.0000 | -1.000 | 0.0% | 2 | 80.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 38.12 | 1 | 3.1% | 0.000 | 0.0000 | -0.000 | 1330 | 0.163 | 0.0000 | -1.000 | 0.0% | 86.40 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 53.25 | 3.1% | 0.000 | 0.0000 | -0.000 | 1335 | |||||||||||
| 0.00 | 0.00 | 35.11 | 15 | 3.1% | 0.000 | 0.0000 | -0.000 | 1340 | 0.165 | 0.0000 | -1.000 | 0.0% | 2 | 86.42 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 29.60 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 1360 | 0.167 | 0.0000 | -1.000 | 0.0% | 28 | 95.73 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.70 | 5 | 6.3% | 0.000 | 0.0000 | -0.000 | 1380 | 0.169 | 0.0000 | -1.000 | 0.0% | 3 | 112.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.00 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 1400 | 0.172 | 0.0000 | -1.000 | 0.0% | 126.65 | 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