LLY option chain Eli Lilly and Company
Cboe delayed options data · as of 16:03 UTC
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 ±9.9% (1,040.88–1,268.38) · ATM IV 33.2% · P/C open interest —
| 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 | |
| 90.80 | 106.00 | 33.5% | 0.72 | 0.0024 | -0.422 | 1,090 | 19.05 | 29.05 | 31.4% | -0.29 | 0.0024 | -0.473 | ||||
| 86.85 | 103.70 | 33.6% | 0.71 | 0.0024 | -0.434 | 1,095 | 20.70 | 30.70 | 31.4% | -0.30 | 0.0024 | -0.482 | ||||
| 83.55 | 99.85 | 33.4% | 0.69 | 0.0024 | -0.445 | 1,100 | 22.40 | 32.40 | 31.4% | -0.31 | 0.0025 | -0.490 | ||||
| 81.25 | 93.55 | 4 | 32.6% | 0.68 | 0.0025 | -0.455 | 1,105 | 24.15 | 34.15 | 31.4% | -0.32 | 0.0025 | -0.498 | |||
| 77.85 | 92.40 | 33.2% | 0.67 | 0.0025 | -0.465 | 1,110 | 25.95 | 35.95 | 31.4% | -0.34 | 0.0026 | -0.505 | ||||
| 74.55 | 88.80 | 33.0% | 0.65 | 0.0026 | -0.474 | 1,115 | 27.85 | 37.85 | 31.4% | -0.35 | 0.0026 | -0.512 | ||||
| 71.00 | 84.65 | 32.4% | 0.64 | 0.0026 | -0.483 | 1,120 | 29.75 | 46.00 | 33.3% | -0.36 | 0.0027 | -0.518 | ||||
| 68.05 | 84.00 | 33.1% | 0.63 | 0.0026 | -0.491 | 1,125 | 33.45 | 48.00 | 33.8% | -0.38 | 0.0027 | -0.523 | ||||
| 65.20 | 81.00 | 33.1% | 0.61 | 0.0027 | -0.499 | 1,130 | 35.70 | 50.00 | 33.8% | -0.39 | 0.0027 | -0.528 | ||||
| 62.40 | 78.00 | 33.0% | 0.60 | 0.0027 | -0.505 | 1,135 | 38.20 | 52.00 | 33.8% | -0.41 | 0.0028 | -0.532 | ||||
| 59.65 | 73.80 | 32.5% | 0.59 | 0.0027 | -0.512 | 1,140 | 38.40 | 54.00 | 33.1% | -0.42 | 0.0028 | -0.536 | ||||
| 57.55 | 73.85 | 33.5% | 0.57 | 0.0028 | -0.517 | 1,145 | 40.75 | 57.25 | 33.3% | -0.43 | 0.0028 | -0.539 | ||||
| 54.35 | 71.30 | 33.3% | 0.56 | 0.0028 | -0.522 | 1,150 | 42.95 | 59.65 | 33.3% | -0.45 | 0.0028 | -0.541 | ||||
| 51.85 | 68.00 | 33.1% | 0.54 | 0.0028 | -0.526 | 1,155 | 45.65 | 62.00 | 33.3% | -0.46 | 0.0028 | -0.542 | ||||
| 50.00 | 63.25 | 32.6% | 0.53 | 0.0028 | -0.529 | 1,160 | 50.35 | 64.00 | 33.7% | -0.48 | 0.0029 | -0.543 | ||||
| 47.60 | 61.55 | 32.7% | 0.52 | 0.0028 | -0.531 | 1,165 | 50.65 | 67.35 | 33.2% | -0.49 | 0.0029 | -0.543 | ||||
| 44.75 | 61.65 | 33.3% | 0.50 | 0.0028 | -0.533 | 1,170 | 54.45 | 70.00 | 33.5% | -0.51 | 0.0029 | -0.543 | ||||
| 43.05 | 58.00 | 33.0% | 0.49 | 0.0028 | -0.534 | 1,175 | 58.00 | 72.00 | 33.5% | -0.52 | 0.0029 | -0.541 | ||||
| 40.30 | 57.25 | 33.2% | 0.48 | 0.0028 | -0.535 | 1,180 | 59.20 | 75.55 | 33.2% | -0.53 | 0.0029 | -0.539 | ||||
| 38.95 | 52.20 | 1 | 32.6% | 0.46 | 0.0028 | -0.535 | 1,185 | 62.10 | 78.00 | 33.1% | -0.55 | 0.0029 | -0.536 | |||
| 36.20 | 53.15 | 33.2% | 0.45 | 0.0028 | -0.534 | 1,190 | 65.05 | 81.50 | 33.2% | -0.56 | 0.0029 | -0.533 | ||||
| 34.20 | 51.15 | 33.2% | 0.44 | 0.0028 | -0.532 | 1,195 | 67.70 | 84.00 | 32.9% | -0.57 | 0.0028 | -0.529 | ||||
| 32.75 | 49.25 | 33.3% | 0.42 | 0.0028 | -0.530 | 1,200 | 71.90 | 87.35 | 33.3% | -0.59 | 0.0028 | -0.524 | ||||
| 30.45 | 46.50 | 32.9% | 0.41 | 0.0027 | -0.527 | 1,205 | 74.20 | 90.80 | 33.1% | -0.60 | 0.0028 | -0.519 | ||||
| 28.70 | 45.05 | 33.0% | 0.40 | 0.0027 | -0.524 | 1,210 | 79.85 | 94.00 | 33.8% | -0.62 | 0.0028 | -0.513 | ||||
| 27.00 | 44.00 | 33.2% | 0.38 | 0.0027 | -0.520 | 1,215 | 81.00 | 97.40 | 33.2% | -0.63 | 0.0028 | -0.507 | ||||
| 25.75 | 40.80 | 32.9% | 0.37 | 0.0026 | -0.515 | 1,220 | 85.35 | 100.40 | 33.4% | -0.64 | 0.0027 | -0.500 | ||||
| 23.85 | 38.40 | 32.5% | 0.36 | 0.0026 | -0.510 | 1,225 | 87.90 | 104.00 | 33.1% | -0.65 | 0.0027 | -0.493 | ||||
| 22.35 | 38.85 | 33.1% | 0.35 | 0.0026 | -0.505 | 1,230 | 91.45 | 107.80 | 33.2% | -0.67 | 0.0027 | -0.485 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs