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 ±15.3% (974.88–1,327.03) · ATM IV 35.4% · P/C open interest 1.37
| 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 | |
| 572.55 | 587.80 | 19 | 57.9% | 0.99 | 0.0000 | 0.000 | 580 | 0 | 2.10 | 149 | 57.6% | -0.01 | 0.0000 | -0.025 | ||
| 563.40 | 578.00 | 43 | 59.8% | 0.99 | 0.0000 | 0.000 | 590 | 0 | 1.47 | 142 | 53.8% | -0.01 | 0.0000 | -0.027 | ||
| 554.00 | 567.80 | 97 | 59.9% | 0.99 | 0.0001 | 0.000 | 600 | 0 | 1.54 | 503 | 52.9% | -0.01 | 0.0001 | -0.028 | ||
| 540.70 | 558.00 | 10 | 39.9% | 0.99 | 0.0001 | 0.000 | 610 | 0.0400 | 1.62 | 206 | 52.2% | -0.01 | 0.0001 | -0.030 | ||
| 533.95 | 548.40 | 11 | 56.2% | 0.99 | 0.0001 | 0.000 | 620 | 0.1200 | 1.70 | 334 | 51.6% | -0.01 | 0.0001 | -0.032 | ||
| 523.30 | 538.60 | 45 | 52.5% | 0.99 | 0.0001 | 0.000 | 630 | 0.2100 | 1.79 | 377 | 51.0% | -0.01 | 0.0001 | -0.034 | ||
| 513.05 | 528.80 | 47 | 50.3% | 0.99 | 0.0001 | 0.000 | 640 | 0.3100 | 1.88 | 203 | 50.4% | -0.01 | 0.0001 | -0.036 | ||
| 504.45 | 518.85 | 37 | 55.1% | 0.99 | 0.0001 | 0.000 | 650 | 0.4000 | 1.99 | 236 | 49.9% | -0.01 | 0.0001 | -0.038 | ||
| 494.35 | 509.80 | 79 | 52.8% | 0.99 | 0.0001 | 0.000 | 660 | 0.4700 | 2.13 | 411 | 49.3% | -0.01 | 0.0001 | -0.041 | ||
| 484.95 | 497.80 | 17 | 47.1% | 0.99 | 0.0001 | 0.000 | 670 | 0.5500 | 2.28 | 192 | 48.7% | -0.01 | 0.0001 | -0.043 | ||
| 473.80 | 490.00 | 128 | 48.5% | 0.99 | 0.0001 | 0.000 | 680 | 0.6400 | 2.23 | 69 | 47.6% | -0.01 | 0.0001 | -0.046 | ||
| 464.00 | 480.00 | 31 | 47.3% | 0.99 | 0.0001 | 0.000 | 690 | 0.7400 | 2.60 | 282 | 47.5% | -0.01 | 0.0001 | -0.049 | ||
| 455.60 | 471.15 | 224 | 50.3% | 0.98 | 0.0001 | 0.000 | 700 | 1.00 | 2.77 | 383 | 47.3% | -0.02 | 0.0001 | -0.053 | ||
| 446.25 | 460.55 | 86 | 48.7% | 0.98 | 0.0001 | 0.000 | 710 | 0.9600 | 2.96 | 202 | 46.4% | -0.02 | 0.0001 | -0.056 | ||
| 434.80 | 451.05 | 37 | 45.1% | 0.98 | 0.0002 | 0.000 | 720 | 1.09 | 3.20 | 170 | 45.9% | -0.02 | 0.0002 | -0.060 | ||
| 425.50 | 441.00 | 38 | 45.6% | 0.98 | 0.0002 | 0.000 | 730 | 1.22 | 3.40 | 93 | 45.3% | -0.02 | 0.0002 | -0.064 | ||
| 416.45 | 431.35 | 102 | 45.6% | 0.98 | 0.0002 | 0.000 | 740 | 1.38 | 3.65 | 47 | 44.8% | -0.02 | 0.0002 | -0.069 | ||
| 406.30 | 422.35 | 70 | 45.3% | 0.98 | 0.0002 | 0.000 | 750 | 1.55 | 3.90 | 324 | 44.2% | -0.03 | 0.0002 | -0.073 | ||
| 397.35 | 412.05 | 47 | 44.7% | 0.97 | 0.0002 | 0.000 | 760 | 1.75 | 4.20 | 82 | 43.7% | -0.03 | 0.0002 | -0.078 | ||
| 387.80 | 401.70 | 80 | 43.3% | 0.97 | 0.0002 | 0.000 | 770 | 1.96 | 4.50 | 45 | 43.2% | -0.03 | 0.0002 | -0.083 | ||
| 378.80 | 393.35 | 44 | 44.8% | 0.97 | 0.0003 | 0.000 | 780 | 2.19 | 4.85 | 240 | 42.7% | -0.03 | 0.0003 | -0.089 | ||
| 369.45 | 383.80 | 77 | 44.4% | 0.97 | 0.0003 | 0.000 | 790 | 2.45 | 5.20 | 113 | 42.2% | -0.04 | 0.0003 | -0.095 | ||
| 360.25 | 374.30 | 134 | 44.1% | 0.96 | 0.0003 | 0.000 | 800 | 3.15 | 5.60 | 788 | 42.2% | -0.04 | 0.0003 | -0.101 | ||
| 350.40 | 364.35 | 23 | 42.8% | 0.96 | 0.0004 | -0.007 | 810 | 3.05 | 6.05 | 127 | 41.3% | -0.04 | 0.0004 | -0.107 | ||
| 341.75 | 354.90 | 35 | 42.9% | 0.95 | 0.0004 | -0.016 | 820 | 3.40 | 6.50 | 107 | 40.9% | -0.05 | 0.0004 | -0.114 | ||
| 330.75 | 345.45 | 40 | 41.2% | 0.95 | 0.0004 | -0.026 | 830 | 3.80 | 7.10 | 369 | 40.5% | -0.05 | 0.0004 | -0.122 | ||
| 322.15 | 336.60 | 107 | 41.8% | 0.95 | 0.0004 | -0.037 | 840 | 5.15 | 7.85 | 85 | 40.8% | -0.06 | 0.0004 | -0.129 | ||
| 312.00 | 325.50 | 70 | 39.4% | 0.94 | 0.0005 | -0.047 | 850 | 4.70 | 8.45 | 932 | 39.8% | -0.06 | 0.0005 | -0.137 | ||
| 302.70 | 317.60 | 84 | 39.9% | 0.94 | 0.0005 | -0.059 | 860 | 5.25 | 9.10 | 84 | 39.5% | -0.07 | 0.0005 | -0.146 | ||
| 293.65 | 309.00 | 71 | 40.0% | 0.93 | 0.0006 | -0.070 | 870 | 5.85 | 9.95 | 189 | 39.1% | -0.07 | 0.0006 | -0.155 | ||
| 285.25 | 299.40 | 82 | 39.8% | 0.92 | 0.0006 | -0.082 | 880 | 6.50 | 10.50 | 108 | 38.6% | -0.08 | 0.0006 | -0.164 | ||
| 274.00 | 290.90 | 163 | 38.5% | 0.92 | 0.0006 | -0.094 | 890 | 7.20 | 11.80 | 330 | 38.5% | -0.08 | 0.0006 | -0.173 | ||
| 265.50 | 279.50 | 158 | 37.1% | 0.91 | 0.0007 | -0.106 | 900 | 8.00 | 12.40 | 475 | 38.0% | -0.09 | 0.0007 | -0.183 | ||
| 249.50 | 261.40 | 362 | 37.3% | 0.89 | 0.0008 | -0.132 | 920 | 9.90 | 14.60 | 387 | 37.5% | -0.11 | 0.0008 | -0.203 | ||
| 232.65 | 244.55 | 144 | 37.2% | 0.88 | 0.0009 | -0.159 | 940 | 12.10 | 17.40 | 277 | 37.0% | -0.13 | 0.0009 | -0.225 | ||
| 214.30 | 230.45 | 50 | 37.2% | 0.86 | 0.0010 | -0.186 | 960 | 14.75 | 20.80 | 271 | 36.6% | -0.15 | 0.0010 | -0.247 | ||
| 199.00 | 213.40 | 276 | 36.9% | 0.83 | 0.0011 | -0.213 | 980 | 17.90 | 24.45 | 317 | 36.2% | -0.17 | 0.0011 | -0.270 | ||
| 185.65 | 198.65 | 843 | 37.5% | 0.81 | 0.0012 | -0.241 | 1,000 | 21.55 | 28.95 | 900 | 35.9% | -0.19 | 0.0012 | -0.292 | ||
| 171.20 | 183.25 | 186 | 37.2% | 0.78 | 0.0013 | -0.267 | 1,020 | 25.80 | 34.80 | 437 | 35.8% | -0.22 | 0.0013 | -0.314 | ||
| 156.95 | 168.30 | 135 | 36.8% | 0.75 | 0.0014 | -0.292 | 1,040 | 30.65 | 39.75 | 353 | 35.3% | -0.25 | 0.0014 | -0.334 | ||
| 141.60 | 155.80 | 106 | 36.4% | 0.72 | 0.0015 | -0.316 | 1,060 | 36.20 | 46.10 | 284 | 35.0% | -0.28 | 0.0015 | -0.352 | ||
| 129.80 | 141.10 | 129 | 36.1% | 0.69 | 0.0016 | -0.337 | 1,080 | 42.45 | 54.95 | 342 | 35.3% | -0.32 | 0.0016 | -0.369 | ||
| 119.10 | 131.45 | 829 | 36.8% | 0.66 | 0.0016 | -0.355 | 1,100 | 49.60 | 62.25 | 648 | 34.5% | -0.35 | 0.0017 | -0.383 | ||
| 107.45 | 119.95 | 1 | 218 | 36.6% | 0.62 | 0.0017 | -0.371 | 1,120 | 58.25 | 70.90 | 160 | 34.9% | -0.39 | 0.0017 | -0.394 | |
| 97.55 | 108.60 | 147 | 36.5% | 0.59 | 0.0017 | -0.383 | 1,140 | 70.45 | 80.50 | 148 | 35.5% | -0.42 | 0.0018 | -0.401 | ||
| 86.20 | 97.90 | 189 | 35.9% | 0.55 | 0.0018 | -0.392 | 1,160 | 78.45 | 89.60 | 401 | 34.8% | -0.46 | 0.0018 | -0.406 | ||
| 79.20 | 90.55 | 289 | 36.6% | 0.52 | 0.0018 | -0.398 | 1,180 | 90.00 | 101.40 | 84 | 35.1% | -0.49 | 0.0018 | -0.407 | ||
| 71.55 | 82.35 | 1,172 | 36.9% | 0.48 | 0.0018 | -0.400 | 1,200 | 104.40 | 115.00 | 849 | 36.1% | -0.53 | 0.0018 | -0.405 | ||
| 62.80 | 74.35 | 461 | 36.5% | 0.45 | 0.0018 | -0.399 | 1,220 | 117.10 | 125.85 | 28 | 35.9% | -0.56 | 0.0018 | -0.400 | ||
| 58.10 | 67.95 | 285 | 37.2% | 0.42 | 0.0017 | -0.395 | 1,240 | 127.60 | 140.20 | 65 | 35.6% | -0.60 | 0.0018 | -0.393 | ||
| 52.10 | 63.40 | 370 | 37.6% | 0.39 | 0.0017 | -0.389 | 1,260 | 140.50 | 154.15 | 153 | 35.5% | -0.63 | 0.0018 | -0.383 | ||
| 46.65 | 57.75 | 200 | 37.8% | 0.36 | 0.0016 | -0.381 | 1,280 | 155.55 | 169.90 | 16 | 36.1% | -0.66 | 0.0017 | -0.371 | ||
| 40.55 | 52.65 | 636 | 37.8% | 0.33 | 0.0016 | -0.370 | 1,300 | 171.25 | 182.55 | 56 | 35.8% | -0.69 | 0.0017 | -0.357 | ||
| 37.20 | 47.75 | 94 | 38.2% | 0.30 | 0.0015 | -0.358 | 1,320 | 186.60 | 198.05 | 13 | 35.8% | -0.72 | 0.0016 | -0.342 | ||
| 32.70 | 42.95 | 238 | 38.1% | 0.27 | 0.0015 | -0.345 | 1,340 | 204.45 | 215.95 | 4 | 36.9% | -0.75 | 0.0016 | -0.326 | ||
| 28.60 | 38.65 | 344 | 38.1% | 0.25 | 0.0014 | -0.331 | 1,360 | 218.85 | 231.30 | 4 | 36.1% | -0.77 | 0.0015 | -0.308 | ||
| 25.95 | 34.80 | 221 | 38.3% | 0.23 | 0.0013 | -0.317 | 1,380 | 234.65 | 248.40 | 5 | 35.8% | -0.80 | 0.0015 | -0.290 | ||
| 23.15 | 31.30 | 716 | 38.5% | 0.21 | 0.0012 | -0.301 | 1,400 | 252.00 | 267.85 | 5 | 36.8% | -0.82 | 0.0014 | -0.272 | ||
| 20.55 | 28.20 | 142 | 38.6% | 0.19 | 0.0012 | -0.286 | 1,420 | 270.00 | 282.95 | 7 | 35.9% | -0.84 | 0.0013 | -0.253 | ||
| 18.10 | 25.45 | 269 | 38.7% | 0.17 | 0.0011 | -0.271 | 1,440 | 287.30 | 302.20 | 5 | 36.4% | -0.86 | 0.0013 | -0.236 | ||
| 13.35 | 22.95 | 119 | 37.9% | 0.16 | 0.0010 | -0.257 | 1,460 | 305.25 | 322.00 | 7 | 37.0% | -0.88 | 0.0012 | -0.218 | ||
| 13.95 | 20.70 | 149 | 38.8% | 0.14 | 0.0010 | -0.242 | 1,480 | 324.00 | 339.75 | 3 | 36.9% | -0.90 | 0.0012 | -0.202 | ||
| 12.90 | 18.55 | 451 | 39.1% | 0.13 | 0.0009 | -0.229 | 1,500 | 343.15 | 358.10 | 9 | 37.0% | -0.91 | 0.0011 | -0.183 | ||
| 10.75 | 17.00 | 110 | 39.1% | 0.12 | 0.0008 | -0.215 | 1,520 | 362.10 | 377.90 | 5 | 37.6% | -0.92 | 0.0010 | -0.164 | ||
| 9.45 | 15.40 | 32 | 39.3% | 0.11 | 0.0008 | -0.203 | 1,540 | 381.20 | 396.00 | 3 | 36.7% | -0.94 | 0.0009 | -0.144 | ||
| 8.10 | 14.00 | 41 | 39.4% | 0.10 | 0.0007 | -0.191 | 1,560 | 400.45 | 416.20 | 2 | 37.3% | -0.95 | 0.0009 | -0.118 | ||
| 7.30 | 12.75 | 57 | 39.6% | 0.09 | 0.0007 | -0.179 | 1,580 | 420.00 | 435.80 | 2 | 37.7% | -0.96 | 0.0010 | -0.092 | ||
| 7.50 | 11.65 | 116 | 40.4% | 0.08 | 0.0006 | -0.169 | 1,600 | 439.75 | 454.00 | 4 | -0.97 | 0.0010 | -0.062 | |||
| 5.45 | 10.65 | 47 | 39.9% | 0.08 | 0.0006 | -0.159 | 1,620 | 459.65 | 474.70 | -0.98 | 0.0009 | -0.031 | ||||
| 4.85 | 9.05 | 139 | 39.8% | 0.07 | 0.0005 | -0.150 | 1,640 | 479.50 | 495.60 | -0.99 | 0.0006 | -0.124 | ||||
| 4.20 | 9.00 | 1,038 | 40.4% | 0.06 | 0.0005 | -0.141 | 1,660 | 499.50 | 516.20 | 42.3% | -0.99 | 0.0004 | -0.214 | |||
| 3.85 | 8.30 | 26 | 40.7% | 0.06 | 0.0005 | -0.133 | 1,680 | 519.50 | 533.30 | -1.00 | 0.0002 | -0.268 | ||||
| 3.45 | 7.65 | 24 | 41.0% | 0.05 | 0.0004 | -0.125 | 1,700 | 539.45 | 553.80 | -1.00 | 0.0000 | -0.297 | ||||
| 3.05 | 7.10 | 30 | 41.3% | 0.05 | 0.0004 | -0.118 | 1,720 | 559.45 | 576.00 | 45.2% | -1.00 | 0.0000 | -0.317 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.