LLY option chain Eli Lilly and Company
Cboe delayed options data · as of 18:03 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 ±35.2% (748.51–1,560.11) · ATM IV 38.0% · P/C open interest 1.00
| 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 | |
| 606.00 | 624.00 | 1 | 42.7% | 0.96 | 0.0002 | 0.000 | 580 | 11.05 | 16.15 | 41 | 44.1% | -0.04 | 0.0002 | -0.051 | ||
| 598.00 | 614.40 | 9 | 42.3% | 0.96 | 0.0002 | 0.000 | 590 | 10.75 | 17.65 | 8 | 43.6% | -0.05 | 0.0002 | -0.053 | ||
| 590.00 | 606.45 | 10 | 42.6% | 0.95 | 0.0002 | 0.000 | 600 | 11.55 | 16.60 | 41 | 42.7% | -0.05 | 0.0002 | -0.056 | ||
| 574.00 | 589.95 | 24 | 42.6% | 0.95 | 0.0002 | 0.000 | 620 | 13.25 | 21.05 | 16 | 43.1% | -0.06 | 0.0002 | -0.061 | ||
| 566.00 | 580.45 | 32 | 42.2% | 0.94 | 0.0002 | 0.000 | 630 | 14.15 | 21.80 | 28 | 42.8% | -0.06 | 0.0002 | -0.063 | ||
| 556.00 | 572.00 | 13 | 41.4% | 0.94 | 0.0002 | 0.000 | 640 | 15.10 | 23.25 | 6 | 42.6% | -0.06 | 0.0002 | -0.066 | ||
| 548.00 | 564.00 | 11 | 41.5% | 0.94 | 0.0002 | 0.000 | 650 | 16.10 | 23.85 | 40 | 42.2% | -0.07 | 0.0002 | -0.068 | ||
| 540.00 | 556.00 | 10 | 41.4% | 0.94 | 0.0002 | 0.000 | 660 | 17.20 | 25.65 | 7 | 42.2% | -0.07 | 0.0002 | -0.071 | ||
| 532.00 | 548.00 | 9 | 41.4% | 0.93 | 0.0002 | 0.000 | 670 | 18.30 | 26.30 | 15 | 41.8% | -0.07 | 0.0002 | -0.073 | ||
| 524.00 | 540.00 | 23 | 41.3% | 0.93 | 0.0002 | 0.000 | 680 | 19.50 | 26.20 | 12 | 41.3% | -0.08 | 0.0003 | -0.076 | ||
| 516.00 | 532.00 | 4 | 41.2% | 0.92 | 0.0003 | -0.002 | 690 | 20.70 | 29.35 | 40 | 41.5% | -0.08 | 0.0003 | -0.079 | ||
| 508.00 | 524.20 | 26 | 41.1% | 0.92 | 0.0003 | -0.006 | 700 | 22.00 | 30.45 | 172 | 41.3% | -0.08 | 0.0003 | -0.082 | ||
| 500.00 | 516.00 | 15 | 40.9% | 0.92 | 0.0003 | -0.010 | 710 | 23.35 | 32.50 | 93 | 41.2% | -0.09 | 0.0003 | -0.084 | ||
| 492.00 | 508.00 | 30 | 40.7% | 0.91 | 0.0003 | -0.014 | 720 | 27.05 | 36.15 | 2 | 98 | 42.0% | -0.09 | 0.0003 | -0.087 | |
| 484.00 | 500.00 | 13 | 40.5% | 0.91 | 0.0003 | -0.018 | 730 | 26.30 | 35.80 | 10 | 4 | 40.9% | -0.10 | 0.0003 | -0.090 | |
| 476.00 | 492.00 | 4 | 40.2% | 0.90 | 0.0003 | -0.022 | 740 | 30.55 | 34.75 | 16 | 335 | 40.8% | -0.10 | 0.0003 | -0.093 | |
| 468.00 | 484.00 | 28 | 40.0% | 0.90 | 0.0003 | -0.026 | 750 | 30.65 | 39.15 | 583 | 40.9% | -0.11 | 0.0003 | -0.096 | ||
| 462.00 | 476.60 | 36 | 40.3% | 0.89 | 0.0003 | -0.030 | 760 | 31.15 | 41.05 | 20 | 40.5% | -0.11 | 0.0004 | -0.098 | ||
| 454.00 | 470.00 | 6 | 40.2% | 0.89 | 0.0004 | -0.034 | 770 | 32.85 | 43.05 | 14 | 40.4% | -0.12 | 0.0004 | -0.101 | ||
| 446.00 | 462.00 | 17 | 40.0% | 0.88 | 0.0004 | -0.038 | 780 | 34.70 | 45.15 | 72 | 40.2% | -0.12 | 0.0004 | -0.104 | ||
| 438.00 | 454.00 | 11 | 39.6% | 0.88 | 0.0004 | -0.042 | 790 | 36.60 | 46.85 | 12 | 40.1% | -0.13 | 0.0004 | -0.107 | ||
| 432.00 | 448.00 | 88 | 40.0% | 0.87 | 0.0004 | -0.046 | 800 | 41.90 | 45.25 | 44 | 160 | 39.9% | -0.13 | 0.0004 | -0.110 | |
| 424.00 | 440.00 | 15 | 39.6% | 0.87 | 0.0004 | -0.050 | 810 | 43.85 | 51.90 | 15 | 40.5% | -0.14 | 0.0004 | -0.113 | ||
| 418.00 | 434.00 | 15 | 40.0% | 0.86 | 0.0004 | -0.054 | 820 | 42.90 | 55.20 | 170 | 40.0% | -0.14 | 0.0004 | -0.116 | ||
| 410.00 | 426.00 | 19 | 39.6% | 0.86 | 0.0004 | -0.058 | 830 | 44.95 | 55.20 | 21 | 39.5% | -0.15 | 0.0004 | -0.118 | ||
| 402.00 | 419.70 | 22 | 39.5% | 0.85 | 0.0004 | -0.062 | 840 | 47.20 | 57.60 | 68 | 39.4% | -0.15 | 0.0005 | -0.121 | ||
| 396.00 | 412.00 | 49 | 39.4% | 0.85 | 0.0004 | -0.066 | 850 | 49.55 | 59.90 | 139 | 39.2% | -0.16 | 0.0005 | -0.124 | ||
| 390.00 | 406.00 | 26 | 39.6% | 0.84 | 0.0005 | -0.070 | 860 | 51.90 | 63.85 | 69 | 39.3% | -0.17 | 0.0005 | -0.127 | ||
| 382.00 | 398.00 | 7 | 39.1% | 0.83 | 0.0005 | -0.073 | 870 | 54.45 | 66.20 | 23 | 39.2% | -0.17 | 0.0005 | -0.129 | ||
| 376.00 | 392.00 | 25 | 39.3% | 0.83 | 0.0005 | -0.077 | 880 | 57.10 | 67.00 | 14 | 38.8% | -0.18 | 0.0005 | -0.132 | ||
| 368.00 | 385.30 | 20 | 39.0% | 0.82 | 0.0005 | -0.081 | 890 | 59.75 | 68.90 | 29 | 38.6% | -0.19 | 0.0005 | -0.135 | ||
| 362.00 | 378.00 | 99 | 38.9% | 0.82 | 0.0005 | -0.085 | 900 | 66.00 | 73.20 | 8 | 566 | 39.2% | -0.19 | 0.0005 | -0.137 | |
| 357.00 | 372.00 | 33 | 39.1% | 0.81 | 0.0005 | -0.088 | 910 | 65.30 | 78.85 | 53 | 39.0% | -0.20 | 0.0006 | -0.140 | ||
| 350.00 | 365.70 | 48 | 39.0% | 0.80 | 0.0005 | -0.092 | 920 | 69.10 | 82.65 | 85 | 39.1% | -0.21 | 0.0006 | -0.142 | ||
| 344.00 | 358.70 | 18 | 38.9% | 0.80 | 0.0005 | -0.095 | 930 | 72.45 | 85.65 | 7 | 39.0% | -0.21 | 0.0006 | -0.145 | ||
| 336.00 | 352.70 | 70 | 38.6% | 0.79 | 0.0006 | -0.099 | 940 | 74.35 | 87.80 | 29 | 38.6% | -0.22 | 0.0006 | -0.147 | ||
| 330.00 | 346.50 | 51 | 38.6% | 0.78 | 0.0006 | -0.102 | 950 | 77.55 | 90.85 | 251 | 38.5% | -0.23 | 0.0006 | -0.150 | ||
| 324.00 | 342.00 | 22 | 38.7% | 0.78 | 0.0006 | -0.105 | 960 | 80.80 | 95.60 | 7 | 38.6% | -0.23 | 0.0006 | -0.152 | ||
| 318.00 | 334.70 | 16 | 38.5% | 0.77 | 0.0006 | -0.109 | 970 | 84.15 | 98.10 | 10 | 38.4% | -0.24 | 0.0006 | -0.154 | ||
| 312.00 | 328.50 | 25 | 38.4% | 0.76 | 0.0006 | -0.112 | 980 | 90.35 | 102.55 | 12 | 38.7% | -0.25 | 0.0006 | -0.157 | ||
| 306.00 | 322.50 | 14 | 38.3% | 0.76 | 0.0006 | -0.115 | 990 | 92.00 | 105.55 | 33 | 38.4% | -0.26 | 0.0006 | -0.159 | ||
| 302.00 | 317.80 | 1 | 454 | 38.6% | 0.75 | 0.0006 | -0.118 | 1,000 | 97.15 | 106.20 | 238 | 38.1% | -0.26 | 0.0007 | -0.161 | |
| 296.00 | 312.00 | 21 | 38.5% | 0.74 | 0.0006 | -0.121 | 1,010 | 100.00 | 113.25 | 27 | 38.3% | -0.27 | 0.0007 | -0.163 | ||
| 290.00 | 306.00 | 54 | 38.4% | 0.74 | 0.0006 | -0.124 | 1,020 | 104.00 | 118.75 | 17 | 38.4% | -0.28 | 0.0007 | -0.165 | ||
| 284.00 | 298.35 | 37 | 38.0% | 0.73 | 0.0006 | -0.127 | 1,030 | 108.00 | 121.70 | 57 | 38.2% | -0.29 | 0.0007 | -0.167 | ||
| 280.00 | 292.55 | 243 | 38.1% | 0.72 | 0.0006 | -0.130 | 1,040 | 112.00 | 126.85 | 17 | 38.3% | -0.29 | 0.0007 | -0.169 | ||
| 274.00 | 289.05 | 220 | 38.2% | 0.72 | 0.0007 | -0.132 | 1,050 | 116.00 | 130.75 | 112 | 38.2% | -0.30 | 0.0007 | -0.171 | ||
| 268.00 | 284.50 | 20 | 38.1% | 0.71 | 0.0007 | -0.135 | 1,060 | 120.00 | 137.20 | 181 | 38.3% | -0.31 | 0.0007 | -0.172 | ||
| 264.00 | 278.40 | 19 | 38.1% | 0.70 | 0.0007 | -0.138 | 1,070 | 126.00 | 138.85 | 19 | 38.2% | -0.32 | 0.0007 | -0.174 | ||
| 258.00 | 274.00 | 1 | 19 | 38.1% | 0.69 | 0.0007 | -0.140 | 1,080 | 130.00 | 146.00 | 32 | 38.4% | -0.33 | 0.0008 | -0.175 | |
| 251.00 | 260.60 | 2 | 426 | 38.0% | 0.68 | 0.0007 | -0.145 | 1,100 | 141.30 | 151.75 | 147 | 38.1% | -0.34 | 0.0008 | -0.178 | |
| 238.00 | 251.95 | 70 | 37.7% | 0.67 | 0.0007 | -0.149 | 1,120 | 150.00 | 164.00 | 26 | 38.2% | -0.36 | 0.0008 | -0.181 | ||
| 230.00 | 242.60 | 55 | 37.7% | 0.65 | 0.0007 | -0.153 | 1,140 | 160.00 | 174.00 | 75 | 38.2% | -0.37 | 0.0008 | -0.183 | ||
| 220.00 | 235.60 | 2 | 47 | 37.8% | 0.64 | 0.0007 | -0.157 | 1,160 | 170.00 | 186.00 | 25 | 38.2% | -0.39 | 0.0008 | -0.186 | |
| 212.00 | 224.55 | 34 | 37.6% | 0.62 | 0.0008 | -0.160 | 1,180 | 182.00 | 193.60 | 8 | 38.0% | -0.41 | 0.0008 | -0.188 | ||
| 206.50 | 217.15 | 202 | 37.9% | 0.61 | 0.0008 | -0.164 | 1,200 | 192.00 | 204.75 | 1 | 256 | 37.9% | -0.42 | 0.0008 | -0.189 | |
| 194.00 | 208.50 | 41 | 37.4% | 0.59 | 0.0008 | -0.166 | 1,220 | 204.00 | 218.00 | 77 | 38.1% | -0.44 | 0.0009 | -0.190 | ||
| 188.00 | 200.70 | 56 | 37.5% | 0.58 | 0.0008 | -0.169 | 1,240 | 216.00 | 230.00 | 8 | 38.1% | -0.46 | 0.0009 | -0.191 | ||
| 180.00 | 194.65 | 47 | 37.6% | 0.56 | 0.0008 | -0.171 | 1,260 | 228.00 | 242.00 | 3 | 38.1% | -0.47 | 0.0009 | -0.192 | ||
| 172.00 | 185.45 | 1 | 54 | 37.3% | 0.55 | 0.0008 | -0.173 | 1,280 | 240.40 | 254.00 | 3 | 38.0% | -0.49 | 0.0009 | -0.193 | |
| 166.00 | 177.30 | 743 | 37.3% | 0.54 | 0.0008 | -0.174 | 1,300 | 252.85 | 265.95 | 18 | 37.9% | -0.50 | 0.0009 | -0.193 | ||
| 158.00 | 171.80 | 282 | 37.3% | 0.52 | 0.0008 | -0.176 | 1,320 | 264.00 | 280.00 | 6 | 37.9% | -0.52 | 0.0009 | -0.193 | ||
| 152.00 | 165.85 | 73 | 37.4% | 0.51 | 0.0008 | -0.177 | 1,340 | 278.00 | 292.00 | 4 | 37.8% | -0.54 | 0.0009 | -0.193 | ||
| 146.00 | 161.10 | 107 | 37.5% | 0.50 | 0.0008 | -0.178 | 1,360 | 291.50 | 306.00 | 3 | 37.8% | -0.55 | 0.0009 | -0.192 | ||
| 140.00 | 153.75 | 1 | 43 | 37.4% | 0.48 | 0.0008 | -0.178 | 1,380 | 306.45 | 317.35 | 8 | 37.7% | -0.57 | 0.0009 | -0.192 | |
| 134.00 | 147.00 | 252 | 37.2% | 0.47 | 0.0008 | -0.179 | 1,400 | 321.30 | 329.80 | 37.6% | -0.58 | 0.0009 | -0.191 | |||
| 128.00 | 141.25 | 51 | 37.2% | 0.46 | 0.0008 | -0.179 | 1,420 | 334.00 | 348.00 | 2 | 37.8% | -0.60 | 0.0009 | -0.190 | ||
| 122.00 | 136.00 | 39 | 37.1% | 0.44 | 0.0008 | -0.179 | 1,440 | 346.20 | 362.00 | 3 | 37.5% | -0.61 | 0.0010 | -0.188 | ||
| 118.00 | 132.50 | 275 | 37.4% | 0.43 | 0.0008 | -0.179 | 1,460 | 363.80 | 378.00 | 216 | 37.9% | -0.63 | 0.0010 | -0.187 | ||
| 113.25 | 125.95 | 88 | 37.2% | 0.42 | 0.0008 | -0.178 | 1,480 | 378.95 | 392.00 | 15 | 37.8% | -0.64 | 0.0010 | -0.186 | ||
| 110.90 | 120.50 | 2 | 551 | 37.4% | 0.41 | 0.0008 | -0.178 | 1,500 | 394.20 | 407.95 | 57 | 37.9% | -0.66 | 0.0010 | -0.184 | |
| 104.00 | 118.00 | 69 | 37.4% | 0.40 | 0.0008 | -0.177 | 1,520 | 409.95 | 424.00 | 7 | 38.0% | -0.67 | 0.0010 | -0.182 | ||
| 98.00 | 114.00 | 12 | 37.2% | 0.39 | 0.0008 | -0.176 | 1,540 | 424.85 | 440.00 | 2 | 37.9% | -0.69 | 0.0010 | -0.180 | ||
| 94.00 | 110.00 | 31 | 37.3% | 0.37 | 0.0008 | -0.175 | 1,560 | 442.00 | 456.00 | 3 | 38.0% | -0.70 | 0.0010 | -0.178 | ||
| 90.85 | 105.15 | 1 | 124 | 37.3% | 0.36 | 0.0007 | -0.174 | 1,580 | 458.00 | 472.00 | 3 | 38.0% | -0.72 | 0.0010 | -0.176 | |
| 88.00 | 100.75 | 1 | 288 | 37.3% | 0.35 | 0.0007 | -0.172 | 1,600 | 473.60 | 488.00 | 12 | 37.8% | -0.73 | 0.0010 | -0.174 | |
| 84.00 | 98.00 | 26 | 37.4% | 0.34 | 0.0007 | -0.171 | 1,620 | 488.90 | 501.35 | 2 | 37.3% | -0.74 | 0.0010 | -0.172 | ||
| 80.25 | 95.25 | 40 | 37.5% | 0.33 | 0.0007 | -0.169 | 1,640 | 507.10 | 522.00 | 2 | 37.9% | -0.76 | 0.0010 | -0.170 | ||
| 76.75 | 89.70 | 1 | 208 | 37.3% | 0.32 | 0.0007 | -0.168 | 1,660 | 523.20 | 538.00 | 6 | 37.7% | -0.77 | 0.0010 | -0.169 | |
| 72.00 | 90.00 | 12 | 37.5% | 0.31 | 0.0007 | -0.166 | 1,680 | 541.30 | 556.00 | 37.9% | -0.78 | 0.0010 | -0.166 | |||
| 70.00 | 85.10 | 54 | 37.5% | 0.30 | 0.0007 | -0.164 | 1,700 | 558.00 | 574.00 | 12 | 37.9% | -0.80 | 0.0010 | -0.162 | ||
| 66.20 | 84.00 | 5 | 37.6% | 0.30 | 0.0007 | -0.162 | 1,720 | 576.00 | 592.00 | 38.1% | -0.81 | 0.0010 | -0.160 | |||
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 — Jan 21, 2028
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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