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
$313.12
ATM straddle
MAX PAIN
$1,640.00
+28.2%
PUT/CALL VOLUME
2.50
622 / 249
APR 16, 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 | 143.57 | 4 | 0.0% | 1.000 | 0.0000 | -0.136 | 1130 | -0.000 | 0.0000 | -0.000 | 3.1% | 94 | 58.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 239.69 | 1 | 0.0% | 1.000 | 0.0000 | -0.138 | 1140 | -0.000 | 0.0000 | -0.000 | 3.1% | 4 | 63.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 228.32 | 1 | 0.0% | 1.000 | 0.0000 | -0.139 | 1150 | -0.000 | 0.0000 | -0.000 | 3.1% | 10 | 67.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 220.50 | 6 | 0.0% | 1.000 | 0.0000 | -0.140 | 1160 | -0.000 | 0.0000 | -0.000 | 3.1% | 5 | 69.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 128.55 | 5 | 0.0% | 1.000 | 0.0000 | -0.141 | 1170 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 80.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 132.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.142 | 1180 | -0.000 | 0.0000 | -0.000 | 3.1% | 14 | 78.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 190.66 | 4 | 0.0% | 1.000 | 0.0000 | -0.144 | 1190 | -0.000 | 0.0000 | 0.000 | 1.6% | 20 | 82.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 183.01 | 6 | 0.0% | 1.000 | 0.0000 | -0.145 | 1200 | -0.000 | 0.0000 | -0.000 | 1.6% | 1 | 78.68 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 160.68 | 3 | 0.0% | 1.000 | 0.0000 | -0.146 | 1210 | -0.000 | 0.0000 | -0.000 | 1.6% | 40 | 84.72 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 171.83 | 2 | 0.0% | 1.000 | 0.0000 | -0.147 | 1220 | -0.000 | 0.0000 | -0.000 | 1.6% | 3 | 94.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 166.59 | 2 | 0.0% | 1.000 | 0.0000 | -0.148 | 1230 | -0.000 | 0.0000 | -0.000 | 1.6% | 2 | 99.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 183.87 | 1 | 0.0% | 1.000 | 0.0000 | -0.150 | 1240 | -0.000 | 0.0000 | 0.000 | 0.8% | 1 | 104.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 152.43 | 2 | 0.0% | 1.000 | 0.0000 | -0.151 | 1250 | 0.000 | 0.0000 | -0.000 | 0.8% | 2 | 104.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 148.65 | 21 | 0.0% | 1.000 | 0.0000 | -0.152 | 1260 | -0.000 | 0.0000 | 0.000 | 0.4% | 1 | 113.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 159.50 | 3 | 0.0% | 1.000 | 0.0000 | -0.153 | 1270 | -0.000 | 0.0000 | 0.000 | 0.2% | 22 | 112.68 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 141.10 | 2 | 0.0% | 1.000 | 0.0000 | -0.155 | 1280 | 0.000 | 0.0000 | 0.000 | 0.0% | 3 | 172.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 137.91 | 8 | 0.4% | 1.000 | 0.0000 | -0.156 | 1290 | 0.000 | 0.0000 | 0.000 | 0.0% | 2 | 120.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 131.60 | 26 | 0.4% | 0.968 | 0.0207 | -0.153 | 1300 | 0.000 | 0.0000 | 0.000 | 0.0% | 1 | 118.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 119.05 | 1 | 0.8% | 0.310 | 0.0514 | -0.056 | 1310 | 0.158 | 0.0000 | -1.000 | 0.0% | 2 | 148.66 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 115.00 | 1 | 0.8% | 0.028 | 0.0093 | -0.006 | 1320 | 0.159 | 0.0000 | -1.000 | 0.0% | 1 | 127.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 104.80 | 3 | 1.6% | 0.049 | 0.0074 | -0.012 | 1330 | 0.161 | 0.0000 | -1.000 | 0.0% | 14 | 162.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 112.45 | 5 | 1.6% | 0.009 | 0.0018 | -0.002 | 1340 | 0.162 | 0.0000 | -1.000 | 0.0% | 1 | 158.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 123.00 | 1 | 1.6% | 0.001 | 0.0003 | -0.000 | 1350 | 0.163 | 0.0000 | -1.000 | 0.0% | 1 | 143.88 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 110.80 | 1 | 1.6% | 0.000 | 0.0000 | -0.000 | 1360 | 0.164 | 0.0000 | -1.000 | 0.0% | 44 | 162.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 93.45 | 5 | 1.6% | 0.000 | 0.0000 | -0.000 | 1380 | 0.167 | 0.0000 | -1.000 | 0.0% | 1 | 172.71 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 90.55 | 2 | 3.1% | 0.001 | 0.0001 | -0.000 | 1400 | 0.169 | 0.0000 | -1.000 | 0.0% | 2 | 222.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 79.50 | 1 | 3.1% | 0.000 | 0.0000 | -0.000 | 1420 | ||||||||||
| 0.00 | 0.00 | 73.40 | 1 | 3.1% | 0.000 | 0.0000 | -0.000 | 1440 | 0.174 | 0.0000 | -1.000 | 0.0% | 2 | 232.79 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 73.77 | 10 | 3.1% | 0.000 | 0.0000 | -0.000 | 1460 | 0.176 | 0.0000 | -1.000 | 0.0% | 3 | 339.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 66.69 | 1 | 3.1% | 0.000 | 0.0000 | -0.000 | 1480 | ||||||||||
| 0.00 | 0.00 | 59.77 | 8 | 3.1% | 0.000 | 0.0000 | -0.000 | 1500 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology