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 ±9.9% (1,125.98–1,374.18) · ATM IV 41.8% · P/C open interest 0.89
| 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 | |
| 609.25 | 620.40 | 1 | 115.6% | 1.00 | 0.0000 | 0.000 | 640 | 0.0100 | 4.55 | 253 | 111.6% | -0.00 | 0.0000 | -0.002 | ||
| 599.15 | 610.50 | 113.0% | 1.00 | 0.0000 | 0.000 | 650 | 0.0100 | 2.72 | 24 | 101.3% | -0.00 | 0.0000 | -0.003 | |||
| 589.15 | 600.45 | 110.3% | 1.00 | 0.0000 | 0.000 | 660 | 0.0100 | 0.1200 | 104 | 71.6% | -0.00 | 0.0000 | -0.003 | |||
| 579.20 | 590.65 | 2 | 108.6% | 1.00 | 0.0000 | 0.000 | 670 | 0.0100 | 4.90 | 154 | 105.9% | -0.00 | 0.0000 | -0.004 | ||
| 569.25 | 580.50 | 1 | 105.8% | 1.00 | 0.0000 | 0.000 | 680 | 0.0100 | 4.90 | 35 | 103.7% | -0.00 | 0.0000 | -0.004 | ||
| 559.25 | 570.55 | 103.5% | 1.00 | 0.0000 | 0.000 | 690 | 0.0100 | 4.90 | 33 | 101.5% | -0.00 | 0.0000 | -0.005 | |||
| 549.30 | 560.65 | 4 | 101.5% | 1.00 | 0.0000 | 0.000 | 700 | 0.0100 | 1.27 | 418 | 82.4% | -0.00 | 0.0000 | -0.006 | ||
| 539.35 | 550.60 | 99.1% | 1.00 | 0.0000 | 0.000 | 710 | 0.0100 | 2.10 | 42 | 85.9% | -0.00 | 0.0000 | -0.006 | |||
| 529.35 | 540.65 | 1 | 96.9% | 1.00 | 0.0000 | 0.000 | 720 | 0.0100 | 3.05 | 48 | 88.4% | -0.00 | 0.0000 | -0.007 | ||
| 519.40 | 530.65 | 94.7% | 1.00 | 0.0000 | 0.000 | 730 | 0.0100 | 4.90 | 121 | 92.9% | -0.00 | 0.0000 | -0.009 | |||
| 509.45 | 520.70 | 3 | 92.7% | 1.00 | 0.0000 | 0.000 | 740 | 0.0100 | 4.90 | 69 | 90.8% | -0.00 | 0.0000 | -0.010 | ||
| 499.45 | 510.75 | 1 | 90.6% | 1.00 | 0.0000 | 0.000 | 750 | 0.0100 | 4.90 | 159 | 88.8% | -0.00 | 0.0000 | -0.011 | ||
| 489.70 | 501.85 | 32 | 91.9% | 1.00 | 0.0000 | 0.000 | 760 | 0.0100 | 4.90 | 51 | 86.8% | -0.00 | 0.0000 | -0.013 | ||
| 479.80 | 490.80 | 2 | 87.2% | 1.00 | 0.0000 | 0.000 | 770 | 0.0100 | 0.9500 | 36 | 67.6% | -0.00 | 0.0000 | -0.015 | ||
| 469.70 | 480.85 | 3 | 84.9% | 1.00 | 0.0000 | 0.000 | 780 | 0 | 1.48 | 53 | 69.6% | -0.00 | 0.0000 | -0.017 | ||
| 459.60 | 470.90 | 1 | 82.6% | 1.00 | 0.0000 | 0.000 | 790 | 0 | 2.35 | 68 | 72.3% | -0.00 | 0.0000 | -0.019 | ||
| 449.65 | 460.95 | 20 | 80.8% | 1.00 | 0.0000 | 0.000 | 800 | 0 | 1.04 | 338 | 63.4% | -0.00 | 0.0000 | -0.021 | ||
| 439.85 | 451.15 | 1 | 79.7% | 1.00 | 0.0000 | 0.000 | 810 | 0 | 1.08 | 2 | 252 | 62.1% | -0.00 | 0.0000 | -0.024 | |
| 429.75 | 441.20 | 3 | 77.5% | 1.00 | 0.0000 | 0.000 | 820 | 0 | 1.14 | 206 | 60.9% | -0.00 | 0.0000 | -0.028 | ||
| 419.80 | 431.10 | 16 | 75.3% | 1.00 | 0.0000 | 0.000 | 830 | 0 | 1.25 | 382 | 60.0% | -0.00 | 0.0001 | -0.031 | ||
| 409.95 | 421.15 | 17 | 73.7% | 1.00 | 0.0001 | 0.000 | 840 | 0 | 1.36 | 145 | 59.1% | -0.00 | 0.0001 | -0.035 | ||
| 400.00 | 411.20 | 20 | 71.9% | 1.00 | 0.0001 | 0.000 | 850 | 0.0100 | 1.48 | 1 | 388 | 58.2% | -0.01 | 0.0001 | -0.040 | |
| 390.15 | 401.30 | 6 | 70.5% | 0.99 | 0.0001 | 0.000 | 860 | 0 | 1.61 | 146 | 57.2% | -0.01 | 0.0001 | -0.045 | ||
| 380.20 | 391.85 | 4 | 69.7% | 0.99 | 0.0001 | -0.002 | 870 | 0.2000 | 1.29 | 2 | 134 | 55.1% | -0.01 | 0.0001 | -0.051 | |
| 370.30 | 381.95 | 39 | 68.1% | 0.99 | 0.0001 | -0.009 | 880 | 0.2200 | 1.18 | 2 | 110 | 53.1% | -0.01 | 0.0001 | -0.057 | |
| 360.35 | 371.55 | 5 | 65.5% | 0.99 | 0.0001 | -0.018 | 890 | 0.2100 | 1.20 | 9 | 338 | 51.6% | -0.01 | 0.0001 | -0.064 | |
| 350.50 | 361.85 | 18 | 64.4% | 0.99 | 0.0001 | -0.027 | 900 | 0.4100 | 0.6000 | 56 | 345 | 48.0% | -0.01 | 0.0001 | -0.072 | |
| 340.65 | 351.80 | 14 | 62.6% | 0.99 | 0.0002 | -0.037 | 910 | 0.3000 | 1.73 | 13 | 111 | 51.2% | -0.01 | 0.0002 | -0.082 | |
| 330.75 | 341.95 | 4 | 18 | 61.1% | 0.99 | 0.0002 | -0.048 | 920 | 0.4200 | 2.02 | 89 | 51.0% | -0.01 | 0.0002 | -0.092 | |
| 320.95 | 332.10 | 7 | 59.8% | 0.99 | 0.0002 | -0.060 | 930 | 0.0400 | 2.03 | 187 | 48.2% | -0.02 | 0.0002 | -0.103 | ||
| 311.00 | 322.80 | 4 | 21 | 59.1% | 0.98 | 0.0002 | -0.074 | 940 | 0.8500 | 1.42 | 3 | 370 | 47.4% | -0.02 | 0.0002 | -0.116 |
| 301.30 | 312.50 | 28 | 57.2% | 0.98 | 0.0003 | -0.089 | 950 | 0.6800 | 1.77 | 2 | 270 | 46.4% | -0.02 | 0.0003 | -0.129 | |
| 291.50 | 303.60 | 33 | 57.2% | 0.98 | 0.0003 | -0.106 | 960 | 0.9900 | 2.52 | 87 | 47.6% | -0.02 | 0.0003 | -0.145 | ||
| 281.80 | 293.00 | 9 | 54.9% | 0.97 | 0.0004 | -0.124 | 970 | 1.15 | 2.14 | 156 | 45.5% | -0.03 | 0.0004 | -0.162 | ||
| 271.80 | 281.80 | 38 | 51.3% | 0.97 | 0.0004 | -0.144 | 980 | 1.64 | 2.55 | 229 | 45.9% | -0.03 | 0.0004 | -0.180 | ||
| 262.45 | 271.85 | 70 | 50.5% | 0.97 | 0.0005 | -0.166 | 990 | 1.30 | 2.84 | 445 | 44.1% | -0.04 | 0.0005 | -0.201 | ||
| 253.05 | 265.50 | 174 | 53.6% | 0.96 | 0.0005 | -0.190 | 1,000 | 2.52 | 3.10 | 2 | 2,301 | 45.1% | -0.04 | 0.0005 | -0.223 | |
| 243.20 | 255.15 | 11 | 51.5% | 0.95 | 0.0006 | -0.215 | 1,010 | 2.03 | 3.90 | 262 | 43.9% | -0.05 | 0.0006 | -0.248 | ||
| 233.85 | 245.75 | 12 | 50.8% | 0.95 | 0.0006 | -0.243 | 1,020 | 2.76 | 4.40 | 228 | 43.9% | -0.05 | 0.0007 | -0.275 | ||
| 224.50 | 236.45 | 13 | 50.1% | 0.94 | 0.0007 | -0.273 | 1,030 | 3.75 | 5.05 | 217 | 44.2% | -0.06 | 0.0007 | -0.303 | ||
| 215.20 | 226.55 | 23 | 48.9% | 0.93 | 0.0008 | -0.305 | 1,040 | 4.35 | 5.80 | 5 | 175 | 43.9% | -0.07 | 0.0008 | -0.334 | |
| 206.15 | 217.50 | 83 | 48.5% | 0.92 | 0.0009 | -0.339 | 1,050 | 5.20 | 6.45 | 54 | 461 | 43.6% | -0.08 | 0.0009 | -0.366 | |
| 197.20 | 207.70 | 30 | 47.4% | 0.91 | 0.0010 | -0.374 | 1,060 | 6.05 | 8.25 | 3 | 198 | 44.1% | -0.09 | 0.0010 | -0.400 | |
| 188.15 | 199.05 | 36 | 47.1% | 0.90 | 0.0011 | -0.412 | 1,070 | 6.85 | 9.70 | 1 | 168 | 44.0% | -0.10 | 0.0011 | -0.436 | |
| 179.55 | 191.25 | 41 | 47.4% | 0.89 | 0.0012 | -0.450 | 1,080 | 7.80 | 10.55 | 1 | 256 | 43.4% | -0.11 | 0.0012 | -0.473 | |
| 170.50 | 182.35 | 32 | 46.6% | 0.88 | 0.0013 | -0.489 | 1,090 | 8.90 | 11.00 | 264 | 42.5% | -0.13 | 0.0013 | -0.511 | ||
| 162.35 | 174.85 | 107 | 47.0% | 0.86 | 0.0014 | -0.529 | 1,100 | 11.20 | 12.35 | 19 | 473 | 42.8% | -0.14 | 0.0014 | -0.550 | |
| 154.05 | 165.55 | 42 | 46.1% | 0.85 | 0.0015 | -0.569 | 1,110 | 12.20 | 14.45 | 456 | 42.5% | -0.16 | 0.0015 | -0.589 | ||
| 145.75 | 157.70 | 1 | 80 | 45.8% | 0.83 | 0.0016 | -0.610 | 1,120 | 13.60 | 16.50 | 3 | 645 | 42.3% | -0.17 | 0.0016 | -0.627 |
| 137.40 | 147.45 | 7 | 427 | 44.2% | 0.81 | 0.0017 | -0.649 | 1,130 | 15.40 | 18.30 | 2 | 244 | 42.0% | -0.19 | 0.0017 | -0.666 |
| 130.20 | 139.55 | 115 | 44.2% | 0.79 | 0.0018 | -0.688 | 1,140 | 17.15 | 20.60 | 6 | 380 | 41.7% | -0.21 | 0.0018 | -0.703 | |
| 122.65 | 135.10 | 17 | 143 | 45.4% | 0.77 | 0.0019 | -0.725 | 1,150 | 20.15 | 23.75 | 22 | 315 | 42.2% | -0.23 | 0.0019 | -0.739 |
| 115.20 | 126.15 | 162 | 44.4% | 0.75 | 0.0020 | -0.760 | 1,160 | 21.95 | 25.55 | 1 | 220 | 41.4% | -0.25 | 0.0020 | -0.774 | |
| 108.40 | 118.75 | 2 | 122 | 44.2% | 0.73 | 0.0021 | -0.793 | 1,170 | 24.25 | 29.45 | 10 | 140 | 41.5% | -0.27 | 0.0021 | -0.805 |
| 101.40 | 113.00 | 157 | 44.4% | 0.71 | 0.0022 | -0.824 | 1,180 | 27.65 | 31.45 | 21 | 162 | 41.1% | -0.29 | 0.0022 | -0.835 | |
| 94.65 | 106.25 | 318 | 44.1% | 0.68 | 0.0023 | -0.851 | 1,190 | 31.55 | 35.25 | 12 | 123 | 41.4% | -0.32 | 0.0023 | -0.861 | |
| 88.70 | 99.55 | 9 | 351 | 44.0% | 0.66 | 0.0024 | -0.875 | 1,200 | 34.30 | 39.20 | 6 | 166 | 41.1% | -0.34 | 0.0024 | -0.884 |
| 82.40 | 93.75 | 73 | 43.9% | 0.64 | 0.0024 | -0.896 | 1,210 | 37.60 | 43.25 | 7 | 82 | 40.9% | -0.37 | 0.0024 | -0.904 | |
| 76.45 | 87.60 | 4 | 309 | 43.7% | 0.61 | 0.0025 | -0.913 | 1,220 | 41.60 | 47.10 | 2 | 83 | 40.7% | -0.39 | 0.0025 | -0.919 |
| 73.30 | 83.45 | 43.0% | 0.60 | 0.0025 | -0.919 | 1,225 | 42.75 | 52.05 | 41.3% | -0.40 | 0.0025 | -0.925 | ||||
| 71.20 | 77.55 | 4 | 56 | 42.1% | 0.59 | 0.0025 | -0.925 | 1,230 | 48.30 | 53.25 | 36 | 42.0% | -0.42 | 0.0025 | -0.931 | |
| 67.70 | 79.50 | 43.4% | 0.57 | 0.0026 | -0.930 | 1,235 | 50.55 | 56.40 | 2 | 42.3% | -0.43 | 0.0026 | -0.935 | |||
| 65.70 | 73.30 | 5 | 1,014 | 42.4% | 0.56 | 0.0026 | -0.934 | 1,240 | 53.25 | 56.40 | 1 | 65 | 41.5% | -0.44 | 0.0026 | -0.938 |
| 62.25 | 70.50 | 9 | 41.9% | 0.55 | 0.0026 | -0.936 | 1,245 | 55.70 | 58.85 | 4 | 41.5% | -0.45 | 0.0026 | -0.940 | ||
| 60.05 | 69.25 | 13 | 156 | 42.4% | 0.53 | 0.0026 | -0.938 | 1,250 | 58.05 | 60.85 | 8 | 25 | 41.3% | -0.47 | 0.0026 | -0.941 |
| 56.25 | 64.50 | 16 | 41.1% | 0.52 | 0.0026 | -0.938 | 1,255 | 59.90 | 65.15 | 1 | 41.6% | -0.48 | 0.0026 | -0.941 | ||
| 56.10 | 61.55 | 2 | 893 | 41.7% | 0.51 | 0.0026 | -0.938 | 1,260 | 62.70 | 67.25 | 4 | 119 | 41.4% | -0.49 | 0.0026 | -0.940 |
| 52.15 | 60.90 | 3 | 41.6% | 0.50 | 0.0026 | -0.936 | 1,265 | 64.95 | 69.65 | 41.2% | -0.51 | 0.0026 | -0.938 | |||
| 52.00 | 58.05 | 2 | 708 | 42.1% | 0.48 | 0.0026 | -0.933 | 1,270 | 61.25 | 71.45 | 22 | 38.6% | -0.52 | 0.0026 | -0.934 | |
| 46.95 | 55.00 | 40.8% | 0.47 | 0.0026 | -0.929 | 1,275 | 65.75 | 75.25 | 39.5% | -0.53 | 0.0026 | -0.930 | ||||
| 46.70 | 51.05 | 3 | 1,490 | 40.8% | 0.46 | 0.0026 | -0.925 | 1,280 | 67.20 | 77.60 | 132 | 38.8% | -0.55 | 0.0026 | -0.925 | |
| 42.40 | 52.90 | 41.3% | 0.44 | 0.0026 | -0.919 | 1,285 | 71.00 | 81.50 | 39.4% | -0.56 | 0.0026 | -0.918 | ||||
| 40.25 | 49.30 | 6 | 40.7% | 0.43 | 0.0026 | -0.912 | 1,290 | 71.90 | 83.40 | 38.2% | -0.57 | 0.0026 | -0.911 | |||
| 39.50 | 47.10 | 1 | 41.0% | 0.42 | 0.0026 | -0.904 | 1,295 | 76.15 | 86.55 | 38.6% | -0.58 | 0.0026 | -0.903 | |||
| 38.90 | 43.20 | 6 | 1,624 | 40.7% | 0.41 | 0.0026 | -0.896 | 1,300 | 79.45 | 88.70 | 34 | 38.3% | -0.60 | 0.0026 | -0.894 | |
| 34.55 | 42.95 | 40.3% | 0.39 | 0.0026 | -0.886 | 1,305 | 82.50 | 93.70 | 38.8% | -0.61 | 0.0026 | -0.884 | ||||
| 34.55 | 39.40 | 40.2% | 0.38 | 0.0026 | -0.876 | 1,310 | 85.85 | 95.40 | 38.2% | -0.62 | 0.0026 | -0.873 | ||||
| 31.00 | 38.80 | 39.9% | 0.37 | 0.0025 | -0.864 | 1,315 | 88.20 | 99.15 | 38.0% | -0.64 | 0.0026 | -0.862 | ||||
| 32.20 | 35.85 | 6 | 1,068 | 40.4% | 0.35 | 0.0025 | -0.852 | 1,320 | 91.15 | 101.90 | 33 | 37.6% | -0.65 | 0.0025 | -0.849 | |
| 26.00 | 29.95 | 6 | 622 | 40.2% | 0.31 | 0.0024 | -0.798 | 1,340 | 104.80 | 116.55 | 34 | 37.4% | -0.70 | 0.0024 | -0.794 | |
| 20.95 | 24.25 | 4 | 572 | 39.9% | 0.26 | 0.0022 | -0.735 | 1,360 | 120.20 | 132.05 | 56 | 37.5% | -0.74 | 0.0023 | -0.731 | |
| 16.70 | 19.40 | 6 | 337 | 39.6% | 0.22 | 0.0020 | -0.667 | 1,380 | 136.05 | 148.70 | 35 | 37.6% | -0.78 | 0.0021 | -0.664 | |
| 13.75 | 15.25 | 38 | 723 | 39.5% | 0.19 | 0.0018 | -0.598 | 1,400 | 152.50 | 165.25 | 32 | 37.3% | -0.82 | 0.0019 | -0.596 | |
| 10.30 | 12.75 | 5 | 661 | 39.5% | 0.16 | 0.0016 | -0.530 | 1,420 | 169.70 | 182.05 | 16 | 36.8% | -0.85 | 0.0017 | -0.531 | |
| 6.80 | 10.20 | 1 | 1,757 | 38.6% | 0.13 | 0.0014 | -0.466 | 1,440 | 187.30 | 199.70 | 22 | 36.2% | -0.88 | 0.0015 | -0.470 | |
| 4.90 | 8.20 | 1,164 | 38.5% | 0.11 | 0.0013 | -0.406 | 1,460 | 205.90 | 217.30 | 28 | 35.3% | -0.90 | 0.0014 | -0.414 | ||
| 4.15 | 6.55 | 4 | 112 | 39.0% | 0.09 | 0.0011 | -0.353 | 1,480 | 225.10 | 235.60 | 34.4% | -0.92 | 0.0012 | -0.366 | ||
| 3.70 | 5.15 | 410 | 39.6% | 0.07 | 0.0009 | -0.305 | 1,500 | 243.55 | 255.25 | -0.94 | 0.0011 | -0.322 | ||||
| 2.48 | 4.25 | 4 | 148 | 39.4% | 0.06 | 0.0008 | -0.263 | 1,520 | 262.75 | 274.00 | -0.96 | 0.0010 | -0.284 | |||
| 1.14 | 4.45 | 118 | 40.0% | 0.05 | 0.0007 | -0.227 | 1,540 | 282.20 | 293.70 | -0.97 | 0.0008 | -0.240 | ||||
| 1.41 | 4.00 | 173 | 41.8% | 0.04 | 0.0006 | -0.196 | 1,560 | 302.05 | 313.85 | -0.98 | 0.0007 | -0.214 | ||||
| 1.27 | 2.56 | 109 | 41.1% | 0.03 | 0.0005 | -0.169 | 1,580 | 321.85 | 333.25 | -0.99 | 0.0006 | -0.178 | ||||
| 0.9700 | 2.08 | 3 | 298 | 41.4% | 0.03 | 0.0004 | -0.145 | 1,600 | 341.75 | 353.15 | -0.99 | 0.0004 | -0.160 | |||
| 0.3600 | 2.42 | 33 | 42.5% | 0.02 | 0.0004 | -0.125 | 1,620 | 361.75 | 373.35 | -1.00 | 0.0002 | -0.151 | ||||
| 0.2200 | 2.12 | 46 | 43.1% | 0.02 | 0.0003 | -0.108 | 1,640 | 381.65 | 393.60 | -1.00 | 0.0001 | -0.139 | ||||
| 0 | 1.82 | 24 | 43.1% | 0.02 | 0.0002 | -0.094 | 1,660 | 401.75 | 413.30 | -1.00 | 0.0000 | -0.139 | ||||
| 0 | 1.59 | 26 | 43.9% | 0.01 | 0.0002 | -0.081 | 1,680 | 421.65 | 433.65 | -1.00 | 0.0000 | -0.139 | ||||
| 0 | 1.39 | 28 | 44.6% | 0.01 | 0.0002 | -0.070 | 1,700 | 441.65 | 453.85 | -1.00 | 0.0000 | -0.139 | ||||
| 0 | 1.21 | 35 | 45.2% | 0.01 | 0.0002 | -0.061 | 1,720 | 461.65 | 473.25 | -1.00 | 0.0000 | -0.139 | ||||
| 0.0100 | 1.11 | 34 | 46.2% | 0.01 | 0.0001 | -0.053 | 1,740 | 481.55 | 493.60 | -1.00 | 0.0000 | -0.139 | ||||
| 0.0100 | 1.04 | 33 | 47.2% | 0.01 | 0.0001 | -0.046 | 1,760 | 501.55 | 513.35 | -1.00 | 0.0000 | -0.139 | ||||
| 0 | 0.9900 | 6 | 48.2% | 0.01 | 0.0001 | -0.040 | 1,780 | 521.70 | 533.65 | -1.00 | 0.0000 | -0.139 | ||||
| 0 | 0.7500 | 182 | 48.0% | 0.00 | 0.0001 | -0.034 | 1,800 | 541.70 | 553.35 | -1.00 | 0.0000 | -0.139 | ||||
| 0.0100 | 0.3000 | 38 | 45.1% | 0.00 | 0.0001 | -0.030 | 1,820 | 561.70 | 573.65 | -1.00 | 0.0000 | -0.139 | ||||
| 0.0100 | 0.8400 | 115 | 51.3% | 0.00 | 0.0001 | -0.026 | 1,840 | 581.70 | 593.40 | -1.00 | 0.0000 | -0.139 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.