LLY option chain Eli Lilly and Company
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±8.6% (1,058.54–1,258.09) · ATM IV 31.3% · P/C open interest 1.51
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 573.10 | 589.75 | 1.00 | 0.0000 | 0.000 | 580 | 0 | 10.10 | 64 | 115.5% | -0.00 | 0.0000 | -0.021 | ||||
| 553.20 | 569.85 | 14 | 1.00 | 0.0000 | 0.000 | 600 | 0 | 1.65 | 560 | 83.6% | -0.00 | 0.0000 | -0.021 | |||
| 536.10 | 549.60 | 5 | 83.8% | 1.00 | 0.0000 | 0.000 | 620 | 0 | 10.10 | 129 | 105.7% | -0.00 | 0.0000 | -0.022 | ||
| 513.65 | 529.75 | 8 | 1.00 | 0.0000 | 0.000 | 640 | 0 | 2.05 | 163 | 78.3% | -0.00 | 0.0000 | -0.024 | |||
| 496.35 | 509.85 | 1 | 76.5% | 1.00 | 0.0000 | 0.000 | 660 | 0 | 1.55 | 95 | 72.0% | -0.00 | 0.0000 | -0.025 | ||
| 474.70 | 487.60 | 11 | 1.00 | 0.0000 | 0.000 | 680 | 0 | 0.8600 | 1 | 50 | 63.7% | -0.00 | 0.0000 | -0.027 | ||
| 454.15 | 470.10 | 6 | 47.2% | 1.00 | 0.0000 | 0.000 | 700 | 0 | 3.30 | 118 | 72.5% | -0.00 | 0.0000 | -0.029 | ||
| 436.60 | 450.25 | 8 | 66.0% | 1.00 | 0.0001 | 0.000 | 720 | 0.0500 | 1.64 | 1 | 148 | 62.6% | -0.00 | 0.0001 | -0.031 | |
| 414.60 | 430.40 | 7 | 49.8% | 0.99 | 0.0001 | 0.000 | 740 | 0 | 1.00 | 182 | 55.5% | -0.01 | 0.0001 | -0.034 | ||
| 395.80 | 410.55 | 12 | 55.4% | 0.99 | 0.0001 | 0.000 | 760 | 0 | 0.5400 | 5 | 337 | 48.9% | -0.01 | 0.0001 | -0.037 | |
| 376.00 | 390.75 | 17 | 53.2% | 0.99 | 0.0001 | 0.000 | 780 | 0 | 1.15 | 302 | 50.5% | -0.01 | 0.0001 | -0.041 | ||
| 356.00 | 367.90 | 28 | 0.99 | 0.0001 | 0.000 | 800 | 0.0100 | 1.11 | 208 | 47.5% | -0.01 | 0.0001 | -0.047 | |||
| 336.00 | 351.15 | 28 | 47.1% | 0.99 | 0.0001 | 0.000 | 820 | 0.1100 | 0.7200 | 22 | 253 | 43.0% | -0.01 | 0.0001 | -0.053 | |
| 315.70 | 331.40 | 11 | 43.2% | 0.99 | 0.0002 | 0.000 | 840 | 0.0400 | 1.49 | 4 | 200 | 43.8% | -0.01 | 0.0002 | -0.062 | |
| 296.65 | 312.15 | 79 | 45.0% | 0.98 | 0.0002 | 0.000 | 860 | 0.2500 | 1.49 | 6 | 400 | 41.7% | -0.02 | 0.0002 | -0.071 | |
| 278.45 | 292.00 | 100 | 45.1% | 0.98 | 0.0003 | 0.000 | 880 | 0.7000 | 1.91 | 2 | 213 | 41.4% | -0.02 | 0.0003 | -0.084 | |
| 258.35 | 270.50 | 134 | 38.2% | 0.98 | 0.0004 | 0.000 | 900 | 0.7000 | 2.24 | 2 | 302 | 39.3% | -0.02 | 0.0004 | -0.100 | |
| 250.00 | 261.55 | 32 | 41.8% | 0.97 | 0.0004 | 0.000 | 910 | 1.14 | 2.37 | 1 | 110 | 39.0% | -0.03 | 0.0004 | -0.109 | |
| 240.00 | 251.05 | 49 | 39.2% | 0.97 | 0.0005 | 0.000 | 920 | 1.07 | 2.95 | 43 | 38.5% | -0.03 | 0.0005 | -0.119 | ||
| 231.75 | 241.35 | 42 | 40.5% | 0.96 | 0.0005 | 0.000 | 930 | 1.10 | 2.64 | 2 | 58 | 35.3% | -0.04 | 0.0005 | -0.130 | |
| 222.15 | 231.70 | 2 | 90 | 39.8% | 0.96 | 0.0006 | 0.000 | 940 | 1.41 | 2.75 | 338 | 35.7% | -0.04 | 0.0006 | -0.142 | |
| 210.80 | 222.05 | 28 | 36.8% | 0.95 | 0.0007 | -0.006 | 950 | 1.95 | 3.45 | 1 | 175 | 36.0% | -0.05 | 0.0007 | -0.155 | |
| 203.30 | 212.50 | 42 | 38.4% | 0.95 | 0.0007 | -0.027 | 960 | 2.68 | 3.65 | 4 | 225 | 35.7% | -0.05 | 0.0008 | -0.170 | |
| 193.90 | 203.05 | 13 | 37.8% | 0.94 | 0.0008 | -0.050 | 970 | 3.10 | 4.15 | 4 | 70 | 35.1% | -0.06 | 0.0008 | -0.186 | |
| 184.60 | 193.75 | 31 | 37.3% | 0.93 | 0.0009 | -0.075 | 980 | 3.75 | 4.80 | 18 | 141 | 34.9% | -0.07 | 0.0009 | -0.204 | |
| 173.00 | 183.95 | 20 | 34.3% | 0.92 | 0.0010 | -0.100 | 990 | 4.25 | 5.65 | 7 | 466 | 34.5% | -0.08 | 0.0010 | -0.223 | |
| 166.30 | 175.75 | 81 | 36.5% | 0.91 | 0.0012 | -0.128 | 1,000 | 5.15 | 6.25 | 64 | 1,095 | 34.0% | -0.09 | 0.0012 | -0.244 | |
| 157.40 | 165.45 | 8 | 43 | 35.2% | 0.90 | 0.0013 | -0.156 | 1,010 | 6.00 | 7.15 | 4 | 231 | 33.7% | -0.10 | 0.0013 | -0.266 |
| 148.55 | 156.55 | 44 | 34.8% | 0.89 | 0.0014 | -0.186 | 1,020 | 7.10 | 8.50 | 22 | 353 | 33.6% | -0.11 | 0.0014 | -0.289 | |
| 137.35 | 148.10 | 49 | 33.1% | 0.87 | 0.0016 | -0.217 | 1,030 | 8.25 | 9.50 | 14 | 143 | 33.1% | -0.13 | 0.0016 | -0.313 | |
| 128.15 | 139.60 | 4 | 48 | 32.5% | 0.85 | 0.0017 | -0.249 | 1,040 | 9.60 | 11.00 | 5 | 331 | 32.9% | -0.15 | 0.0018 | -0.339 |
| 121.70 | 131.00 | 22 | 272 | 33.2% | 0.84 | 0.0019 | -0.282 | 1,050 | 11.25 | 12.60 | 25 | 262 | 32.6% | -0.17 | 0.0019 | -0.365 |
| 114.00 | 122.85 | 12 | 387 | 33.1% | 0.82 | 0.0021 | -0.314 | 1,060 | 12.90 | 14.45 | 30 | 619 | 32.3% | -0.19 | 0.0021 | -0.391 |
| 107.20 | 114.65 | 4 | 343 | 33.2% | 0.79 | 0.0022 | -0.347 | 1,070 | 15.00 | 16.50 | 24 | 356 | 32.2% | -0.21 | 0.0022 | -0.417 |
| 99.65 | 107.05 | 39 | 33.0% | 0.77 | 0.0024 | -0.378 | 1,080 | 16.80 | 19.05 | 5 | 291 | 31.9% | -0.23 | 0.0024 | -0.442 | |
| 92.60 | 99.40 | 98 | 32.9% | 0.74 | 0.0025 | -0.408 | 1,090 | 19.50 | 21.80 | 15 | 228 | 31.8% | -0.26 | 0.0026 | -0.466 | |
| 85.65 | 92.40 | 106 | 32.8% | 0.72 | 0.0027 | -0.437 | 1,100 | 22.75 | 24.65 | 57 | 520 | 31.8% | -0.29 | 0.0027 | -0.488 | |
| 77.80 | 85.25 | 1 | 116 | 32.1% | 0.69 | 0.0028 | -0.463 | 1,110 | 25.80 | 28.05 | 12 | 280 | 31.7% | -0.31 | 0.0028 | -0.508 |
| 71.70 | 79.95 | 1 | 76 | 32.5% | 0.66 | 0.0029 | -0.486 | 1,120 | 29.15 | 31.60 | 12 | 342 | 31.5% | -0.34 | 0.0029 | -0.525 |
| 66.75 | 71.85 | 151 | 32.1% | 0.63 | 0.0030 | -0.506 | 1,130 | 32.55 | 38.25 | 4 | 129 | 32.2% | -0.37 | 0.0030 | -0.539 | |
| 60.55 | 65.80 | 2 | 78 | 31.8% | 0.60 | 0.0031 | -0.523 | 1,140 | 36.85 | 40.50 | 4 | 399 | 31.6% | -0.41 | 0.0031 | -0.550 |
| 55.45 | 59.25 | 13 | 228 | 31.5% | 0.57 | 0.0031 | -0.536 | 1,150 | 41.35 | 44.40 | 107 | 595 | 31.3% | -0.44 | 0.0032 | -0.557 |
| 50.35 | 53.65 | 21 | 257 | 31.4% | 0.54 | 0.0031 | -0.545 | 1,160 | 46.55 | 49.00 | 159 | 391 | 31.2% | -0.47 | 0.0032 | -0.560 |
| 45.65 | 48.80 | 10 | 150 | 31.3% | 0.51 | 0.0032 | -0.551 | 1,170 | 50.10 | 58.40 | 7 | 200 | 32.0% | -0.50 | 0.0032 | -0.560 |
| 41.40 | 44.75 | 196 | 231 | 31.8% | 0.47 | 0.0032 | -0.552 | 1,180 | 56.45 | 60.75 | 12 | 807 | 30.9% | -0.53 | 0.0032 | -0.555 |
| 37.55 | 40.45 | 13 | 436 | 31.6% | 0.44 | 0.0031 | -0.551 | 1,190 | 62.00 | 66.80 | 8 | 213 | 31.2% | -0.56 | 0.0032 | -0.547 |
| 34.15 | 36.30 | 197 | 672 | 31.7% | 0.41 | 0.0031 | -0.545 | 1,200 | 68.35 | 74.50 | 4 | 687 | 31.7% | -0.60 | 0.0032 | -0.536 |
| 27.10 | 29.40 | 14 | 349 | 31.6% | 0.36 | 0.0030 | -0.525 | 1,220 | 82.60 | 91.15 | 218 | 33.2% | -0.66 | 0.0031 | -0.504 | |
| 22.00 | 23.65 | 42 | 401 | 31.7% | 0.30 | 0.0028 | -0.494 | 1,240 | 97.15 | 103.70 | 1 | 99 | 32.5% | -0.71 | 0.0029 | -0.461 |
| 17.25 | 18.85 | 18 | 275 | 31.8% | 0.25 | 0.0025 | -0.455 | 1,260 | 110.90 | 120.15 | 2 | 73 | 32.6% | -0.76 | 0.0026 | -0.411 |
| 13.65 | 14.80 | 17 | 428 | 31.9% | 0.21 | 0.0023 | -0.412 | 1,280 | 126.25 | 136.25 | 3 | 177 | 32.2% | -0.81 | 0.0024 | -0.356 |
| 10.65 | 11.80 | 314 | 1,160 | 32.1% | 0.17 | 0.0020 | -0.368 | 1,300 | 143.75 | 152.95 | 43 | 32.3% | -0.85 | 0.0022 | -0.300 | |
| 8.20 | 9.25 | 12 | 389 | 32.2% | 0.14 | 0.0018 | -0.324 | 1,320 | 158.60 | 171.30 | 19 | 30.9% | -0.88 | 0.0019 | -0.243 | |
| 6.25 | 7.30 | 110 | 879 | 32.3% | 0.12 | 0.0015 | -0.283 | 1,340 | 179.00 | 189.75 | 37 | 32.6% | -0.91 | 0.0016 | -0.187 | |
| 4.80 | 5.75 | 16 | 1,019 | 32.6% | 0.09 | 0.0013 | -0.246 | 1,360 | 197.55 | 208.55 | 30 | 32.6% | -0.93 | 0.0014 | -0.130 | |
| 3.50 | 4.70 | 1 | 257 | 32.8% | 0.08 | 0.0011 | -0.212 | 1,380 | 216.55 | 227.80 | 10 | 32.7% | -0.95 | 0.0014 | -0.074 | |
| 2.80 | 4.00 | 2 | 591 | 33.6% | 0.06 | 0.0009 | -0.183 | 1,400 | 234.55 | 247.30 | 48 | -0.97 | 0.0013 | -0.062 | ||
| 2.11 | 3.00 | 9 | 469 | 33.6% | 0.05 | 0.0008 | -0.158 | 1,420 | 253.85 | 269.75 | 35.5% | -0.98 | 0.0009 | -0.197 | ||
| 1.64 | 2.78 | 565 | 34.5% | 0.04 | 0.0006 | -0.136 | 1,440 | 273.85 | 288.10 | -0.99 | 0.0006 | -0.314 | ||||
| 1.26 | 2.11 | 2 | 125 | 34.6% | 0.03 | 0.0006 | -0.118 | 1,460 | 293.85 | 307.45 | -1.00 | 0.0002 | -0.513 | |||
| 0.9500 | 2.77 | 122 | 36.9% | 0.03 | 0.0005 | -0.103 | 1,480 | 313.85 | 329.00 | 38.5% | -1.00 | 0.0000 | -0.617 | |||
| 0.8400 | 1.49 | 2 | 335 | 35.9% | 0.02 | 0.0004 | -0.090 | 1,500 | 333.85 | 347.40 | -1.00 | 0.0000 | -0.687 | |||
| 0.5900 | 1.98 | 72 | 38.0% | 0.02 | 0.0003 | -0.079 | 1,520 | 353.85 | 369.15 | 42.6% | -1.00 | 0.0000 | -0.725 | |||
| 0.4100 | 1.19 | 1 | 81 | 36.9% | 0.02 | 0.0003 | -0.069 | 1,540 | 373.85 | 387.40 | -1.00 | 0.0000 | -0.746 | |||
| 0.1900 | 1.86 | 64 | 39.7% | 0.01 | 0.0002 | -0.061 | 1,560 | 393.85 | 409.85 | 48.6% | -1.00 | 0.0000 | -0.761 | |||
| 0.0800 | 1.61 | 29 | 40.1% | 0.01 | 0.0002 | -0.054 | 1,580 | 413.85 | 427.40 | -1.00 | 0.0000 | -0.768 | ||||
| 0.1700 | 1.03 | 1 | 209 | 39.6% | 0.01 | 0.0002 | -0.048 | 1,600 | 433.85 | 449.85 | 51.9% | -1.00 | 0.0000 | -0.771 | ||
| 0.1800 | 1.43 | 63 | 42.5% | 0.01 | 0.0002 | -0.043 | 1,620 | 453.85 | 469.85 | 53.6% | -1.00 | 0.0000 | -0.773 | |||
| 0.0400 | 0.7100 | 92 | 40.0% | 0.01 | 0.0001 | -0.038 | 1,640 | 473.85 | 489.40 | 53.5% | -1.00 | 0.0000 | -0.775 | |||
| 0 | 1.27 | 30 | 43.9% | 0.01 | 0.0001 | -0.034 | 1,660 | 493.85 | 507.25 | -1.00 | 0.0000 | -0.775 | ||||
| 0 | 0.2700 | 42 | 38.2% | 0.01 | 0.0001 | -0.031 | 1,680 | 513.65 | 528.30 | -1.00 | 0.0000 | -0.775 | ||||
| 0 | 1.16 | 80 | 45.9% | 0.01 | 0.0001 | -0.028 | 1,700 | 533.85 | 549.85 | 59.9% | -1.00 | 0.0000 | -0.776 | |||
| 0 | 8.75 | 10 | 63.3% | 0.00 | 0.0001 | -0.025 | 1,720 | 553.65 | 570.15 | 61.7% | -1.00 | 0.0000 | -0.776 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.