LLY option chain Eli Lilly and Company
Cboe delayed options data · as of 17:04 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 ±19.0% (1,010.15–1,483.45) · ATM IV 37.1% · P/C open interest 1.60
| 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 | |
| 611.70 | 625.70 | 3 | 53.7% | 0.99 | 0.0001 | 0.000 | 640 | 0.4800 | 2.98 | 2 | 35 | 50.2% | -0.01 | 0.0001 | -0.031 | |
| 592.30 | 606.10 | 7 | 51.9% | 0.99 | 0.0001 | 0.000 | 660 | 0.7500 | 3.15 | 1 | 127 | 49.0% | -0.01 | 0.0001 | -0.036 | |
| 582.65 | 597.05 | 20 | 52.1% | 0.99 | 0.0001 | 0.000 | 670 | 0.8700 | 2.44 | 47 | 46.9% | -0.01 | 0.0001 | -0.038 | ||
| 572.85 | 586.80 | 31 | 50.4% | 0.99 | 0.0001 | 0.000 | 680 | 1.51 | 2.04 | 52 | 282 | 46.4% | -0.01 | 0.0001 | -0.041 | |
| 563.30 | 577.70 | 11 | 50.6% | 0.99 | 0.0001 | 0.000 | 690 | 1.22 | 2.58 | 40 | 45.9% | -0.01 | 0.0001 | -0.044 | ||
| 553.70 | 568.10 | 17 | 50.0% | 0.98 | 0.0001 | 0.000 | 700 | 1.85 | 2.67 | 2 | 414 | 46.1% | -0.02 | 0.0001 | -0.047 | |
| 544.05 | 558.00 | 8 | 48.8% | 0.98 | 0.0001 | 0.000 | 710 | 1.31 | 2.85 | 50 | 44.5% | -0.02 | 0.0001 | -0.050 | ||
| 534.45 | 548.85 | 9 | 48.8% | 0.98 | 0.0001 | 0.000 | 720 | 1.46 | 4.35 | 1 | 147 | 45.9% | -0.02 | 0.0001 | -0.054 | |
| 524.85 | 538.90 | 9 | 47.8% | 0.98 | 0.0001 | -0.003 | 730 | 1.67 | 5.15 | 2 | 677 | 46.2% | -0.02 | 0.0001 | -0.057 | |
| 515.15 | 528.50 | 1 | 46.2% | 0.98 | 0.0001 | -0.008 | 740 | 2.26 | 5.30 | 1 | 105 | 46.0% | -0.02 | 0.0001 | -0.061 | |
| 505.65 | 519.75 | 37 | 46.6% | 0.98 | 0.0002 | -0.013 | 750 | 2.07 | 5.85 | 184 | 45.4% | -0.02 | 0.0002 | -0.065 | ||
| 496.10 | 509.90 | 2 | 45.8% | 0.97 | 0.0002 | -0.018 | 760 | 2.36 | 5.50 | 67 | 44.3% | -0.03 | 0.0002 | -0.069 | ||
| 486.60 | 501.05 | 10 | 45.9% | 0.97 | 0.0002 | -0.024 | 770 | 2.60 | 6.65 | 27 | 44.7% | -0.03 | 0.0002 | -0.074 | ||
| 477.30 | 491.60 | 3 | 45.6% | 0.97 | 0.0002 | -0.029 | 780 | 2.92 | 6.25 | 209 | 43.6% | -0.03 | 0.0002 | -0.078 | ||
| 467.85 | 481.35 | 13 | 44.5% | 0.97 | 0.0002 | -0.035 | 790 | 3.20 | 7.55 | 36 | 44.0% | -0.03 | 0.0002 | -0.083 | ||
| 458.45 | 472.15 | 15 | 44.2% | 0.96 | 0.0002 | -0.041 | 800 | 4.60 | 6.00 | 1 | 404 | 42.8% | -0.04 | 0.0002 | -0.088 | |
| 449.10 | 462.65 | 7 | 43.8% | 0.96 | 0.0002 | -0.047 | 810 | 3.90 | 7.35 | 104 | 42.4% | -0.04 | 0.0002 | -0.094 | ||
| 439.80 | 453.35 | 2 | 43.4% | 0.96 | 0.0003 | -0.054 | 820 | 4.40 | 9.20 | 78 | 43.0% | -0.04 | 0.0003 | -0.099 | ||
| 430.25 | 444.80 | 36 | 43.4% | 0.95 | 0.0003 | -0.060 | 830 | 4.90 | 9.60 | 115 | 42.6% | -0.05 | 0.0003 | -0.105 | ||
| 421.30 | 434.55 | 1 | 42.6% | 0.95 | 0.0003 | -0.067 | 840 | 5.35 | 10.45 | 117 | 42.4% | -0.05 | 0.0003 | -0.111 | ||
| 412.00 | 428.00 | 56 | 43.7% | 0.95 | 0.0003 | -0.075 | 850 | 6.40 | 9.15 | 1 | 163 | 41.3% | -0.05 | 0.0003 | -0.117 | |
| 402.80 | 416.55 | 70 | 42.1% | 0.94 | 0.0003 | -0.082 | 860 | 7.35 | 9.25 | 1 | 108 | 40.9% | -0.06 | 0.0004 | -0.124 | |
| 393.85 | 407.55 | 8 | 41.9% | 0.94 | 0.0004 | -0.090 | 870 | 7.50 | 12.55 | 90 | 41.7% | -0.06 | 0.0004 | -0.131 | ||
| 384.80 | 399.10 | 22 | 41.9% | 0.93 | 0.0004 | -0.098 | 880 | 8.35 | 11.20 | 121 | 40.4% | -0.07 | 0.0004 | -0.138 | ||
| 375.85 | 390.20 | 20 | 41.7% | 0.93 | 0.0004 | -0.106 | 890 | 8.90 | 14.50 | 270 | 41.2% | -0.07 | 0.0004 | -0.145 | ||
| 367.55 | 381.00 | 61 | 41.6% | 0.92 | 0.0004 | -0.114 | 900 | 11.00 | 14.60 | 850 | 41.2% | -0.08 | 0.0004 | -0.152 | ||
| 358.15 | 372.70 | 17 | 41.3% | 0.92 | 0.0005 | -0.122 | 910 | 10.95 | 16.15 | 98 | 40.8% | -0.08 | 0.0005 | -0.160 | ||
| 349.35 | 362.65 | 12 | 40.6% | 0.91 | 0.0005 | -0.131 | 920 | 12.20 | 17.10 | 210 | 40.6% | -0.09 | 0.0005 | -0.168 | ||
| 340.65 | 353.70 | 32 | 40.3% | 0.91 | 0.0005 | -0.140 | 930 | 12.90 | 16.95 | 115 | 39.8% | -0.09 | 0.0005 | -0.176 | ||
| 333.90 | 346.30 | 10 | 41.2% | 0.90 | 0.0005 | -0.149 | 940 | 14.55 | 17.30 | 1 | 145 | 39.4% | -0.10 | 0.0006 | -0.184 | |
| 323.45 | 337.45 | 64 | 40.2% | 0.89 | 0.0006 | -0.158 | 950 | 15.65 | 21.00 | 207 | 40.1% | -0.11 | 0.0006 | -0.192 | ||
| 316.80 | 329.35 | 18 | 40.7% | 0.89 | 0.0006 | -0.167 | 960 | 18.00 | 22.70 | 136 | 40.3% | -0.11 | 0.0006 | -0.201 | ||
| 306.65 | 320.40 | 19 | 39.8% | 0.88 | 0.0006 | -0.176 | 970 | 18.00 | 24.45 | 261 | 39.8% | -0.12 | 0.0006 | -0.209 | ||
| 300.05 | 312.75 | 51 | 40.3% | 0.87 | 0.0007 | -0.186 | 980 | 19.85 | 25.90 | 215 | 39.6% | -0.13 | 0.0007 | -0.218 | ||
| 290.25 | 303.35 | 24 | 39.3% | 0.86 | 0.0007 | -0.195 | 990 | 21.45 | 27.75 | 220 | 39.5% | -0.14 | 0.0007 | -0.226 | ||
| 284.30 | 296.00 | 74 | 39.9% | 0.86 | 0.0007 | -0.204 | 1,000 | 23.40 | 28.45 | 251 | 39.1% | -0.15 | 0.0007 | -0.235 | ||
| 276.25 | 288.00 | 36 | 39.8% | 0.85 | 0.0008 | -0.214 | 1,010 | 24.90 | 31.75 | 177 | 39.3% | -0.15 | 0.0008 | -0.244 | ||
| 268.10 | 280.05 | 36 | 39.5% | 0.84 | 0.0008 | -0.223 | 1,020 | 26.85 | 32.15 | 224 | 38.8% | -0.16 | 0.0008 | -0.252 | ||
| 260.60 | 272.05 | 20 | 39.4% | 0.83 | 0.0008 | -0.233 | 1,030 | 28.60 | 36.15 | 164 | 39.0% | -0.17 | 0.0008 | -0.261 | ||
| 253.10 | 264.05 | 62 | 39.2% | 0.82 | 0.0008 | -0.242 | 1,040 | 32.65 | 35.50 | 11 | 216 | 38.7% | -0.18 | 0.0009 | -0.270 | |
| 245.55 | 256.80 | 24 | 39.1% | 0.81 | 0.0009 | -0.251 | 1,050 | 33.10 | 40.65 | 72 | 38.8% | -0.19 | 0.0009 | -0.278 | ||
| 238.30 | 250.20 | 59 | 39.2% | 0.80 | 0.0009 | -0.260 | 1,060 | 35.60 | 40.75 | 2 | 129 | 38.1% | -0.20 | 0.0009 | -0.286 | |
| 230.85 | 242.40 | 31 | 38.9% | 0.79 | 0.0009 | -0.269 | 1,070 | 38.45 | 46.05 | 106 | 38.7% | -0.21 | 0.0010 | -0.294 | ||
| 223.50 | 235.00 | 68 | 38.7% | 0.78 | 0.0010 | -0.277 | 1,080 | 41.30 | 47.40 | 151 | 38.4% | -0.22 | 0.0010 | -0.302 | ||
| 209.85 | 221.90 | 153 | 38.7% | 0.76 | 0.0010 | -0.294 | 1,100 | 46.50 | 54.80 | 2 | 653 | 38.4% | -0.25 | 0.0010 | -0.318 | |
| 195.75 | 207.50 | 69 | 38.2% | 0.74 | 0.0011 | -0.309 | 1,120 | 53.45 | 60.50 | 177 | 38.2% | -0.27 | 0.0011 | -0.332 | ||
| 183.15 | 193.60 | 78 | 37.9% | 0.71 | 0.0011 | -0.323 | 1,140 | 59.45 | 67.95 | 348 | 38.0% | -0.29 | 0.0012 | -0.345 | ||
| 170.85 | 179.20 | 153 | 37.5% | 0.69 | 0.0012 | -0.336 | 1,160 | 67.25 | 74.45 | 188 | 37.8% | -0.32 | 0.0012 | -0.357 | ||
| 158.70 | 169.45 | 113 | 37.6% | 0.66 | 0.0012 | -0.348 | 1,180 | 74.35 | 81.55 | 100 | 37.4% | -0.34 | 0.0012 | -0.367 | ||
| 148.20 | 155.70 | 1 | 456 | 37.2% | 0.64 | 0.0012 | -0.357 | 1,200 | 82.70 | 90.15 | 203 | 37.3% | -0.37 | 0.0013 | -0.376 | |
| 138.00 | 145.80 | 6 | 182 | 37.3% | 0.61 | 0.0013 | -0.365 | 1,220 | 91.90 | 98.95 | 140 | 37.1% | -0.40 | 0.0013 | -0.384 | |
| 127.85 | 135.25 | 1 | 151 | 37.2% | 0.59 | 0.0013 | -0.371 | 1,240 | 103.30 | 106.90 | 10 | 42 | 37.0% | -0.42 | 0.0014 | -0.389 |
| 118.15 | 125.40 | 3 | 263 | 37.0% | 0.56 | 0.0013 | -0.376 | 1,260 | 109.45 | 120.90 | 87 | 36.9% | -0.45 | 0.0014 | -0.393 | |
| 110.40 | 114.70 | 177 | 36.9% | 0.53 | 0.0013 | -0.379 | 1,280 | 121.25 | 129.75 | 41 | 36.7% | -0.48 | 0.0014 | -0.396 | ||
| 101.70 | 106.80 | 280 | 36.9% | 0.51 | 0.0014 | -0.380 | 1,300 | 133.35 | 141.45 | 48 | 36.8% | -0.51 | 0.0014 | -0.397 | ||
| 93.65 | 99.55 | 79 | 37.0% | 0.48 | 0.0014 | -0.379 | 1,320 | 142.90 | 153.35 | 2 | 36 | 36.4% | -0.53 | 0.0014 | -0.396 | |
| 86.35 | 90.10 | 1 | 119 | 36.7% | 0.46 | 0.0013 | -0.377 | 1,340 | 158.15 | 167.25 | 26 | 37.0% | -0.56 | 0.0014 | -0.394 | |
| 79.35 | 82.90 | 2 | 96 | 36.6% | 0.43 | 0.0013 | -0.373 | 1,360 | 168.85 | 180.15 | 18 | 36.5% | -0.59 | 0.0014 | -0.390 | |
| 73.10 | 76.15 | 13 | 219 | 36.6% | 0.41 | 0.0013 | -0.369 | 1,380 | 182.15 | 193.10 | 4 | 36.4% | -0.61 | 0.0014 | -0.385 | |
| 66.55 | 70.00 | 3 | 323 | 36.5% | 0.38 | 0.0013 | -0.362 | 1,400 | 197.90 | 206.85 | 9 | 36.6% | -0.64 | 0.0014 | -0.378 | |
| 61.00 | 64.70 | 200 | 36.5% | 0.36 | 0.0013 | -0.355 | 1,420 | 210.60 | 223.65 | 8 | 36.7% | -0.66 | 0.0014 | -0.371 | ||
| 55.40 | 60.05 | 2 | 287 | 36.5% | 0.34 | 0.0012 | -0.347 | 1,440 | 227.55 | 237.80 | 37.0% | -0.69 | 0.0014 | -0.362 | ||
| 50.80 | 54.40 | 239 | 36.4% | 0.32 | 0.0012 | -0.338 | 1,460 | 242.00 | 250.25 | 1 | 36.3% | -0.71 | 0.0013 | -0.352 | ||
| 46.25 | 50.00 | 1 | 103 | 36.4% | 0.30 | 0.0012 | -0.328 | 1,480 | 256.05 | 269.55 | 2 | 36.6% | -0.73 | 0.0013 | -0.341 | |
| 42.10 | 45.15 | 435 | 36.3% | 0.28 | 0.0011 | -0.318 | 1,500 | 273.00 | 285.95 | 23 | 36.9% | -0.76 | 0.0013 | -0.329 | ||
| 38.60 | 41.55 | 79 | 36.4% | 0.26 | 0.0011 | -0.307 | 1,520 | 289.60 | 300.45 | 2 | 36.5% | -0.78 | 0.0012 | -0.317 | ||
| 34.95 | 38.20 | 77 | 36.4% | 0.24 | 0.0011 | -0.296 | 1,540 | 306.60 | 319.05 | 1 | 37.0% | -0.80 | 0.0012 | -0.304 | ||
| 31.85 | 36.80 | 179 | 36.8% | 0.22 | 0.0010 | -0.285 | 1,560 | 323.70 | 336.35 | 20 | 37.0% | -0.81 | 0.0012 | -0.292 | ||
| 29.05 | 31.75 | 567 | 36.4% | 0.21 | 0.0010 | -0.274 | 1,580 | 341.30 | 353.60 | 5 | 37.1% | -0.83 | 0.0011 | -0.279 | ||
| 26.35 | 29.15 | 6 | 125 | 36.5% | 0.19 | 0.0009 | -0.262 | 1,600 | 359.00 | 371.25 | 1 | 37.2% | -0.85 | 0.0011 | -0.268 | |
| 23.70 | 26.70 | 40 | 36.5% | 0.18 | 0.0009 | -0.251 | 1,620 | 376.95 | 388.75 | 2 | 37.1% | -0.86 | 0.0010 | -0.257 | ||
| 20.75 | 27.95 | 79 | 37.2% | 0.17 | 0.0008 | -0.240 | 1,640 | 395.20 | 406.75 | 37.1% | -0.88 | 0.0010 | -0.246 | |||
| 17.55 | 27.05 | 95 | 37.3% | 0.16 | 0.0008 | -0.229 | 1,660 | 413.60 | 424.45 | 3 | 36.9% | -0.89 | 0.0010 | -0.235 | ||
| 16.35 | 23.95 | 88 | 37.2% | 0.15 | 0.0008 | -0.218 | 1,680 | 432.25 | 443.90 | 2 | 37.3% | -0.91 | 0.0010 | -0.224 | ||
| 16.15 | 20.50 | 110 | 37.2% | 0.13 | 0.0007 | -0.208 | 1,700 | 451.10 | 462.85 | 37.5% | -0.92 | 0.0009 | -0.210 | |||
| 12.95 | 21.30 | 95 | 37.5% | 0.13 | 0.0007 | -0.198 | 1,720 | 470.20 | 482.05 | 37.7% | -0.93 | 0.0009 | -0.204 | |||
| 11.50 | 19.75 | 36 | 37.6% | 0.12 | 0.0006 | -0.189 | 1,740 | 489.05 | 501.25 | 37.7% | -0.94 | 0.0009 | -0.215 | |||
| 11.60 | 18.30 | 74 | 38.1% | 0.11 | 0.0006 | -0.179 | 1,760 | 508.35 | 520.45 | 37.6% | -0.96 | 0.0009 | -0.219 | |||
| 9.40 | 13.40 | 43 | 36.5% | 0.10 | 0.0006 | -0.171 | 1,780 | 527.80 | 540.10 | 37.9% | -0.97 | 0.0008 | -0.225 | |||
| 8.40 | 15.85 | 28 | 37.9% | 0.09 | 0.0006 | -0.162 | 1,800 | 547.35 | 559.55 | 37.7% | -0.98 | 0.0007 | -0.245 | |||
| 7.70 | 14.85 | 57 | 38.1% | 0.09 | 0.0005 | -0.154 | 1,820 | 566.70 | 579.65 | 37.6% | -0.98 | 0.0006 | -0.170 | |||
| 7.10 | 12.15 | 78 | 37.6% | 0.08 | 0.0005 | -0.146 | 1,840 | 584.85 | 600.50 | -0.99 | 0.0005 | -0.135 | ||||
| 5.85 | 13.10 | 16 | 38.3% | 0.08 | 0.0005 | -0.139 | 1,860 | 604.80 | 620.40 | -0.99 | 0.0003 | -0.135 | ||||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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