LLY Options Chain
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
- 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
37.2%
1280 strike
EXPECTED MOVE
$238.02
ATM straddle
MAX PAIN
$1,140.00
-11.1%
PUT/CALL VOLUME
0.31
125 / 402
MAR 19, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 284.65 | 296.60 | 267.06 | 21 | 38.9% | 0.860 | 0.0007 | -0.209 | 1030 | -0.241 | 0.0007 | -0.143 | 38.7% | 169 | 29.90 | 29.70 | 20.40 | ||
| 276.60 | 288.55 | 285.32 | 62 | 38.8% | 0.851 | 0.0008 | -0.218 | 1040 | -0.250 | 0.0008 | -0.151 | 38.4% | 218 | 30.50 | 31.60 | 21.30 | ||
| 268.70 | 279.45 | 292.07 | 23 | 38.3% | 0.842 | 0.0008 | -0.228 | 1050 | -0.259 | 0.0008 | -0.160 | 38.7% | 71 | 29.10 | 34.20 | 24.25 | ||
| 258.75 | 274.50 | 288.47 | 60 | 38.4% | 0.833 | 0.0008 | -0.237 | 1060 | -0.268 | 0.0008 | -0.169 | 38.3% | 129 | 2 | 32.63 | 34.80 | 26.65 | |
| 253.30 | 263.90 | 264.90 | 32 | 38.1% | 0.824 | 0.0008 | -0.247 | 1070 | -0.277 | 0.0009 | -0.179 | 38.4% | 106 | 1 | 32.75 | 36.95 | 29.45 | |
| 245.75 | 256.60 | 257.35 | 66 | 38.1% | 0.814 | 0.0009 | -0.257 | 1080 | -0.285 | 0.0009 | -0.189 | 38.1% | 171 | 3 | 36.25 | 40.10 | 30.25 | |
| 232.50 | 245.85 | 264.93 | 155 | 39.1% | 0.794 | 0.0009 | -0.275 | 1100 | -0.302 | 0.0010 | -0.209 | 38.0% | 643 | 45.00 | 44.95 | 35.40 | ||
| 216.55 | 228.40 | 223.24 | 66 | 37.9% | 0.773 | 0.0010 | -0.293 | 1120 | -0.319 | 0.0010 | -0.231 | 37.6% | 179 | 1 | 45.35 | 50.35 | 40.10 | |
| 202.75 | 214.80 | 232.27 | 77 | 37.8% | 0.750 | 0.0010 | -0.311 | 1140 | -0.335 | 0.0011 | -0.254 | 37.8% | 343 | 1 | 46.95 | 57.75 | 46.15 | |
| 189.50 | 201.45 | 212.55 | 141 | 37.6% | 0.727 | 0.0011 | -0.327 | 1160 | -0.350 | 0.0011 | -0.278 | 37.6% | 200 | 1 | 55.30 | 64.20 | 52.60 | |
| 176.70 | 188.15 | 182.02 | 108 | 37.3% | 0.703 | 0.0012 | -0.342 | 1180 | -0.364 | 0.0012 | -0.303 | 37.5% | 106 | 1 | 63.60 | 71.30 | 59.45 | |
| 164.90 | 176.45 | 171.00 | 2 | 455 | 37.4% | 0.678 | 0.0012 | -0.355 | 1200 | -0.376 | 0.0012 | -0.329 | 37.2% | 216 | 1 | 73.33 | 78.85 | 66.50 |
| 152.90 | 164.85 | 151.70 | 184 | 37.2% | 0.652 | 0.0012 | -0.367 | 1220 | -0.387 | 0.0013 | -0.355 | 37.6% | 142 | 4 | 82.70 | 87.05 | 77.15 | |
| 141.90 | 153.55 | 148.99 | 2 | 148 | 37.1% | 0.626 | 0.0013 | -0.377 | 1240 | -0.396 | 0.0013 | -0.382 | 36.6% | 43 | 1 | 87.93 | 96.70 | 80.10 |
| 131.05 | 143.55 | 143.10 | 1 | 263 | 37.0% | 0.600 | 0.0013 | -0.385 | 1260 | -0.403 | 0.0013 | -0.409 | 37.0% | 88 | 1 | 99.20 | 105.00 | 93.25 |
| 121.15 | 133.45 | 118.29 | 177 | 36.9% | 0.574 | 0.0013 | -0.391 | 1280 | -0.409 | 0.0014 | -0.436 | 37.5% | 42 | 2 | 108.85 | 114.75 | 106.70 | |
| 111.75 | 123.90 | 116.00 | 1 | 276 | 36.8% | 0.548 | 0.0013 | -0.395 | 1300 | -0.412 | 0.0014 | -0.464 | 36.9% | 52 | 1 | 118.55 | 125.30 | 113.55 |
| 103.50 | 114.90 | 112.34 | 5 | 89 | 36.8% | 0.522 | 0.0013 | -0.398 | 1320 | -0.414 | 0.0014 | -0.491 | 36.8% | 37 | 119.60 | 136.60 | 124.55 | |
| 94.60 | 105.15 | 94.32 | 118 | 36.5% | 0.496 | 0.0014 | -0.398 | 1340 | -0.415 | 0.0014 | -0.518 | 36.8% | 25 | 148.70 | 148.15 | 136.10 | ||
| 88.05 | 98.65 | 88.95 | 101 | 36.8% | 0.470 | 0.0014 | -0.397 | 1360 | -0.413 | 0.0014 | -0.545 | 36.7% | 18 | 167.51 | 160.35 | 148.20 | ||
| 79.70 | 91.25 | 85.00 | 1 | 220 | 36.6% | 0.445 | 0.0013 | -0.395 | 1380 | -0.411 | 0.0014 | -0.572 | 36.7% | 4 | 179.48 | 173.00 | 160.80 | |
| 76.00 | 84.05 | 81.00 | 7 | 329 | 37.0% | 0.420 | 0.0013 | -0.391 | 1400 | -0.406 | 0.0014 | -0.598 | 36.6% | 9 | 195.95 | 185.70 | 174.25 | |
| 64.00 | 74.70 | 74.55 | 206 | 35.6% | 0.396 | 0.0013 | -0.385 | 1420 | -0.401 | 0.0014 | -0.624 | 36.6% | 8 | 180.59 | 199.35 | 187.90 | ||
| 60.25 | 71.15 | 67.00 | 292 | 36.3% | 0.373 | 0.0013 | -0.378 | 1440 | -0.394 | 0.0014 | -0.649 | 36.6% | 1 | 193.04 | 213.50 | 201.95 | ||
| 54.65 | 66.15 | 60.72 | 9 | 245 | 36.4% | 0.350 | 0.0013 | -0.370 | 1460 | -0.386 | 0.0014 | -0.674 | 36.6% | 1 | 4 | 222.20 | 228.15 | 216.75 |
| 52.60 | 60.45 | 51.65 | 108 | 36.8% | 0.329 | 0.0012 | -0.361 | 1480 | -0.377 | 0.0014 | -0.698 | 36.5% | 2 | 331.60 | 243.25 | 231.50 | ||
| 45.10 | 54.60 | 52.22 | 7 | 758 | 36.1% | 0.308 | 0.0012 | -0.352 | 1500 | -0.367 | 0.0013 | -0.720 | 36.2% | 23 | 327.60 | 258.80 | 245.15 | |
| 40.70 | 48.00 | 56.85 | 80 | 35.7% | 0.288 | 0.0012 | -0.342 | 1520 | -0.356 | 0.0013 | -0.742 | 36.5% | 2 | 329.30 | 274.60 | 262.85 | ||
| 37.35 | 46.70 | 39.90 | 82 | 36.3% | 0.270 | 0.0011 | -0.331 | 1540 | -0.344 | 0.0012 | -0.763 | 36.0% | 1 | 360.15 | 290.85 | 276.30 | ||
| 35.75 | 42.20 | 38.85 | 1 | 175 | 36.6% | 0.252 | 0.0011 | -0.319 | 1560 | -0.331 | 0.0012 | -0.783 | 36.6% | 20 | 363.94 | 307.40 | 295.75 | |
| 29.35 | 40.70 | 42.16 | 570 | 36.4% | 0.235 | 0.0010 | -0.308 | 1580 | -0.318 | 0.0012 | -0.802 | 36.6% | 5 | 379.53 | 324.45 | 312.75 | ||
How this is calculated: Options Chain methodology