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Data is delayed from April 5, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 LLY 784.21 12 Apr '24 7 797.50 0.268 6.80 29 800.00 0.277 5.50 461 1.30 2.50 1.92 0.01
2 LLY 784.21 19 Apr '24 14 830.00 0.290 4.40 59 835.00 0.299 3.15 28 1.25 5.00 4.00 0.01
3 LLY 784.21 12 Apr '24 7 815.00 0.275 2.93 72 820.00 0.283 1.80 147 1.13 5.00 4.42 0.01
4 LLY 784.21 17 May '24 42 890.00 0.357 7.95 2 900.00 0.362 6.50 11 1.45 10.00 6.90 0.01
5 LLY 784.21 20 Sep '24 168 900.00 0.322 33.60 21 910.00 0.327 29.35 7 4.25 10.00 2.35 0.00
6 LLY 784.21 19 Apr '24 14 805.00 0.287 9.75 48 810.00 0.291 7.80 86 1.95 5.00 2.56 0.00
7 LLY 784.21 17 May '24 42 920.00 0.363 5.45 10 930.00 0.367 3.80 4 1.65 10.00 6.06 0.00
8 LLY 784.21 21 Jun '24 77 920.00 0.336 10.70 0 930.00 0.339 8.95 0 1.75 10.00 5.71 0.00
9 LLY 784.21 19 Jul '24 105 920.00 0.325 15.45 164 930.00 0.329 13.20 0 2.25 10.00 4.44 0.00
10 LLY 784.21 16 Aug '24 133 970.00 0.332 15.30 0 980.00 0.335 12.55 0 2.75 10.00 3.64 0.00
11 LLY 784.21 12 Apr '24 7 810.00 0.272 3.70 244 815.00 0.275 2.40 72 1.30 5.00 3.85 0.00
12 LLY 784.21 12 Apr '24 7 787.50 0.271 10.60 67 790.00 0.274 8.85 264 1.75 2.50 1.43 0.00
13 LLY 784.21 21 Jun '24 77 900.00 0.331 13.70 42 910.00 0.333 11.55 1 2.15 10.00 4.65 0.00
14 LLY 784.21 16 Aug '24 133 900.00 0.332 26.60 4 910.00 0.334 23.65 0 2.95 10.00 3.39 0.00
15 LLY 784.21 21 Jun '24 77 910.00 0.333 12.10 1 920.00 0.336 10.20 0 1.90 10.00 5.26 0.00
16 LLY 784.21 20 Sep '24 168 930.00 0.323 26.85 2 940.00 0.325 23.10 0 3.75 10.00 2.67 0.00
17 LLY 784.21 3 May '24 28 845.00 0.371 11.90 0 850.00 0.373 10.10 15 1.80 5.00 2.78 0.00
18 LLY 784.21 19 Jul '24 105 910.00 0.323 17.90 0 920.00 0.325 14.75 164 3.15 10.00 3.17 0.00
19 LLY 784.21 26 Apr '24 21 835.00 0.294 6.10 3 840.00 0.296 4.90 5 1.20 5.00 4.17 0.00
20 LLY 784.21 26 Apr '24 21 830.00 0.292 7.10 6 835.00 0.294 5.65 3 1.45 5.00 3.45 0.00
21 LLY 784.21 17 May '24 42 910.00 0.361 5.90 1 920.00 0.363 4.70 10 1.20 10.00 8.33 0.00
22 LLY 784.21 26 Apr '24 21 800.00 0.290 15.80 67 805.00 0.291 13.20 20 2.60 5.00 1.92 0.00
23 LLY 784.21 26 Apr '24 21 810.00 0.292 12.40 72 815.00 0.294 10.00 3 2.40 5.00 2.08 0.00
24 LLY 784.21 10 May '24 35 800.00 0.364 29.50 7 805.00 0.366 25.75 0 3.75 5.00 1.33 0.00
25 LLY 784.21 26 Apr '24 21 840.00 0.296 5.35 5 845.00 0.297 4.20 2 1.15 5.00 4.35 0.00
26 LLY 784.21 20 Sep '24 168 940.00 0.325 24.25 0 950.00 0.326 21.40 0 2.85 10.00 3.51 0.00
27 LLY 784.21 10 May '24 35 820.00 0.363 21.75 2 825.00 0.364 18.75 1 3.00 5.00 1.67 0.00
28 LLY 784.21 3 May '24 28 820.00 0.370 18.75 1 825.00 0.371 15.90 13 2.85 5.00 1.75 0.00
29 LLY 784.21 26 Apr '24 21 805.00 0.291 13.90 20 810.00 0.292 11.10 72 2.80 5.00 1.79 0.00
30 LLY 784.21 19 Apr '24 14 810.00 0.291 8.25 86 815.00 0.292 6.55 44 1.70 5.00 2.94 0.00
31 LLY 784.21 12 Apr '24 7 792.50 0.270 8.45 45 795.00 0.271 7.00 108 1.45 2.50 1.72 0.00
32 LLY 784.21 3 May '24 28 805.00 0.374 24.60 2 810.00 0.375 21.35 14 3.25 5.00 1.54 0.00
33 LLY 784.21 12 Apr '24 7 805.00 0.271 4.50 132 810.00 0.272 3.20 244 1.30 5.00 3.85 0.00
34 LLY 784.21 16 Aug '24 133 950.00 0.334 17.25 462 960.00 0.334 14.75 0 2.50 10.00 4.00 0.00
35 LLY 784.21 10 May '24 35 825.00 0.364 20.15 1 830.00 0.363 17.20 0 2.95 5.00 1.69 -0.00
36 LLY 784.21 17 May '24 42 900.00 0.362 7.20 11 910.00 0.361 5.50 1 1.70 10.00 5.88 -0.00
37 LLY 784.21 17 May '24 42 930.00 0.367 4.40 4 940.00 0.366 3.15 2 1.25 10.00 8.00 -0.00
38 LLY 784.21 20 Sep '24 168 950.00 0.326 22.65 0 960.00 0.325 19.70 2 2.95 10.00 3.39 -0.00
39 LLY 784.21 26 Apr '24 21 825.00 0.294 8.15 17 830.00 0.292 6.35 6 1.80 5.00 2.78 -0.00
40 LLY 784.21 20 Sep '24 168 910.00 0.327 31.20 7 920.00 0.325 27.20 0 4.00 10.00 2.50 -0.00
41 LLY 784.21 10 May '24 35 805.00 0.366 27.45 0 810.00 0.364 23.65 7 3.80 5.00 1.32 -0.00
42 LLY 784.21 10 May '24 35 815.00 0.364 23.95 2 820.00 0.363 20.40 2 3.55 5.00 1.41 -0.00
43 LLY 784.21 19 Apr '24 14 815.00 0.292 7.25 44 820.00 0.290 5.10 54 2.15 5.00 2.33 -0.00
44 LLY 784.21 21 Jun '24 77 950.00 0.342 8.05 20 960.00 0.340 6.20 3 1.85 10.00 5.41 -0.00
45 LLY 784.21 19 Jul '24 105 930.00 0.329 14.70 0 940.00 0.327 11.90 0 2.80 10.00 3.57 -0.00
46 LLY 784.21 3 May '24 28 810.00 0.375 22.25 14 815.00 0.372 19.15 1 3.10 5.00 1.61 -0.00
47 LLY 784.21 12 Apr '24 7 780.00 0.284 14.90 238 782.50 0.281 12.70 167 2.20 2.50 1.14 -0.00
48 LLY 784.21 12 Apr '24 7 785.00 0.274 12.00 267 787.50 0.271 10.00 67 2.00 2.50 1.25 -0.00
49 LLY 784.21 20 Sep '24 168 920.00 0.325 28.40 0 930.00 0.323 24.55 2 3.85 10.00 2.60 -0.00
50 LLY 784.21 3 May '24 28 800.00 0.377 26.35 41 805.00 0.374 22.60 2 3.75 5.00 1.33 -0.00
51 LLY 784.21 3 May '24 28 815.00 0.372 20.45 1 820.00 0.370 17.45 1 3.00 5.00 1.67 -0.00
52 LLY 784.21 12 Apr '24 7 795.00 0.271 7.65 108 797.50 0.268 6.10 29 1.55 2.50 1.61 -0.00
53 LLY 784.21 16 Aug '24 133 940.00 0.337 19.65 0 950.00 0.334 16.40 462 3.25 10.00 3.08 -0.00
54 LLY 784.21 12 Apr '24 7 790.00 0.274 9.40 264 792.50 0.270 8.00 45 1.40 2.50 1.79 -0.00
55 LLY 784.21 20 Sep '24 168 890.00 0.326 36.15 0 900.00 0.322 31.50 21 4.65 10.00 2.15 -0.00
56 LLY 784.21 16 Aug '24 133 890.00 0.336 29.85 0 900.00 0.332 25.65 4 4.20 10.00 2.38 -0.00
57 LLY 784.21 21 Jun '24 77 890.00 0.336 15.90 1 900.00 0.331 12.95 42 2.95 10.00 3.39 -0.00
58 LLY 784.21 19 Apr '24 14 800.00 0.292 11.45 625 805.00 0.287 9.25 48 2.20 5.00 2.27 -0.01
59 LLY 784.21 12 Apr '24 7 800.00 0.277 6.00 461 805.00 0.271 3.75 132 2.25 5.00 2.22 -0.01
60 LLY 784.21 26 Apr '24 21 845.00 0.297 4.65 2 850.00 0.290 3.15 4 1.50 5.00 3.33 -0.01
61 LLY 784.21 19 Jul '24 105 890.00 0.328 21.85 0 900.00 0.320 17.80 8 4.05 10.00 2.47 -0.01
62 LLY 784.21 12 Apr '24 7 782.50 0.281 13.20 167 785.00 0.274 11.10 267 2.10 2.50 1.19 -0.01
63 LLY 784.21 26 Apr '24 21 815.00 0.294 10.75 3 820.00 0.286 8.15 41 2.60 5.00 1.92 -0.01
64 LLY 784.21 19 Apr '24 14 825.00 0.299 5.45 26 830.00 0.290 3.80 59 1.65 5.00 3.03 -0.01
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