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
$169.05
ATM straddle
MAX PAIN
$520.00
-59.3%
PUT/CALL VOLUME
2.90
2,635 / 908
JAN 15, 2027 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 | 235.00 | 3 | 0.0% | 1.000 | 0.0000 | -0.129 | 1060 | -0.000 | 0.0000 | -0.000 | 6.3% | 49 | 13.61 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 232.40 | 2 | 0.0% | 1.000 | 0.0000 | -0.131 | 1070 | -0.000 | 0.0000 | -0.000 | 6.3% | 28 | 17.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 218.65 | 1 | 0.0% | 1.000 | 0.0000 | -0.132 | 1080 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 16.22 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 211.62 | 1 | 0.0% | 1.000 | 0.0000 | -0.133 | 1090 | -0.000 | 0.0000 | -0.000 | 6.3% | 4 | 20.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 205.00 | 38 | 0.0% | 1.000 | 0.0000 | -0.134 | 1100 | -0.000 | 0.0000 | -0.000 | 6.3% | 13 | 21.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 199.00 | 5 | 0.0% | 1.000 | 0.0000 | -0.135 | 1110 | -0.000 | 0.0000 | -0.000 | 6.3% | 62 | 21.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 199.43 | 1 | 0.0% | 1.000 | 0.0000 | -0.137 | 1120 | -0.000 | 0.0000 | -0.000 | 6.3% | 17 | 23.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 203.97 | 25 | 0.0% | 1.000 | 0.0000 | -0.138 | 1130 | -0.000 | 0.0000 | -0.000 | 6.3% | 22 | 25.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 165.77 | 5 | 0.0% | 1.000 | 0.0000 | -0.139 | 1140 | -0.000 | 0.0000 | -0.000 | 6.3% | 59 | 28.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 164.47 | 1 | 0.0% | 1.000 | 0.0000 | -0.142 | 1160 | -0.000 | 0.0000 | -0.000 | 3.1% | 11 | 33.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 152.15 | 7 | 0.0% | 1.000 | 0.0000 | -0.144 | 1180 | -0.000 | 0.0000 | -0.000 | 3.1% | 99 | 38.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 136.95 | 4 | 0.0% | 1.000 | 0.0000 | -0.146 | 1200 | -0.000 | 0.0000 | -0.000 | 3.1% | 40 | 46.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 121.90 | 6 | 0.0% | 1.000 | 0.0000 | -0.149 | 1220 | -0.000 | 0.0000 | -0.000 | 1.6% | 15 | 53.22 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 111.18 | 10 | 0.0% | 1.000 | 0.0000 | -0.151 | 1240 | -0.000 | 0.0000 | -0.000 | 1.6% | 11 | 61.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 99.85 | 5 | 0.0% | 1.000 | 0.0000 | -0.154 | 1260 | -0.000 | 0.0000 | -0.000 | 0.8% | 48 | 69.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 90.00 | 22 | 0.0% | 1.000 | 0.0000 | -0.156 | 1280 | 0.000 | 0.0000 | 0.000 | 0.0% | 43 | 79.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 81.00 | 64 | 0.8% | 0.045 | 0.0202 | -0.010 | 1300 | 0.159 | 0.0000 | -1.000 | 0.0% | 56 | 90.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 72.35 | 12 | 1.6% | 0.002 | 0.0006 | -0.001 | 1320 | 0.161 | 0.0000 | -1.000 | 0.0% | 5 | 103.09 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 61.00 | 19 | 1.6% | 0.000 | 0.0000 | -0.000 | 1340 | 0.164 | 0.0000 | -1.000 | 0.0% | 8 | 112.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 56.55 | 55 | 3.1% | 0.000 | 0.0000 | -0.000 | 1360 | 0.166 | 0.0000 | -1.000 | 0.0% | 6 | 125.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 49.67 | 21 | 3.1% | 0.000 | 0.0000 | -0.000 | 1380 | 0.168 | 0.0000 | -1.000 | 0.0% | 1 | 137.31 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 43.18 | 128 | 3.1% | 0.000 | 0.0000 | -0.000 | 1400 | 0.171 | 0.0000 | -1.000 | 0.0% | 8 | 153.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 38.00 | 89 | 3.1% | 0.000 | 0.0000 | -0.000 | 1420 | 0.173 | 0.0000 | -1.000 | 0.0% | 16 | 167.32 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 33.15 | 4 | 6.3% | 0.000 | 0.0000 | -0.000 | 1440 | 0.176 | 0.0000 | -1.000 | 0.0% | 2 | 183.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 27.50 | 8 | 6.3% | 0.000 | 0.0000 | -0.000 | 1460 | 0.178 | 0.0000 | -1.000 | 0.0% | 6 | 188.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.56 | 13 | 6.3% | 0.000 | 0.0000 | -0.000 | 1480 | 0.181 | 0.0000 | -1.000 | 0.0% | 6 | 204.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.95 | 17 | 6.3% | 0.000 | 0.0000 | -0.000 | 1500 | 0.183 | 0.0000 | -1.000 | 0.0% | 1 | 381.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 18.65 | 4 | 6.3% | 0.000 | 0.0000 | -0.000 | 1520 | 0.186 | 0.0000 | -1.000 | 0.0% | 2 | 314.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.70 | 7 | 6.3% | 0.000 | 0.0000 | -0.000 | 1540 | 0.188 | 0.0000 | -1.000 | 0.0% | 2 | 352.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.50 | 5 | 6.3% | 0.000 | 0.0000 | -0.000 | 1560 | 0.190 | 0.0000 | -1.000 | 0.0% | 2 | 394.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.65 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 1580 | 0.193 | 0.0000 | -1.000 | 0.0% | 2 | 279.95 | 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