Eli Lilly & Co. options tape
Read from CBOE's delayed chain on 23 September 2026, with Eli Lilly & Co. at $1,170.23: open interest within 90 days was 71,293 call and 88,795 put contracts, a put/call ratio of 1.25; the day's volume was 20,652 calls and 13,532 puts (0.66). The most call open interest sits at the $1,200.00 strike (4,134 contracts) and the most put open interest at $520.00 (4,004). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 2.5% of spot. For 16 October 2026, implied volatility was 31.3% at the put 5% below spot and 31.8% at the call 5% above, -0.5 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $1,200.00 | 4,134 |
| Puts | $520.00 | 4,004 |
The strike with the most open interest on each side, across expiries within 90 days.
Strikes where the day's volume was at least twice the open interest
| Contract | Volume | Open interest before | Premium traded |
|---|---|---|---|
| 25 September 2026 call at $1,220.00 | 6,608 | 341 | $1.5 million |
| 9 October 2026 put at $1,095.00 | 296 | 30 | $172,420 |
| 25 September 2026 call at $1,235.00 | 1,580 | 226 | $163,530 |
Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.
Open interest built since 22 September 2026
| Contract | Open interest now | Change |
|---|---|---|
| 23 October 2026 call at $1,600.00 | 1,140 | +1,035 |
| 23 October 2026 call at $1,620.00 | 510 | +489 |
| 23 October 2026 call at $1,580.00 | 455 | +454 |
| 25 September 2026 call at $1,250.00 | 801 | +412 |
| 23 October 2026 put at $1,000.00 | 445 | +410 |
| 25 September 2026 call at $1,200.00 | 858 | +348 |
Contracts whose open interest rose by 250 or more against the previous day's snapshot.
Source
CBOE delayed quotes for LLY, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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