Calendar Spread Options for LLY


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Data is delayed from March 28, 2024. You can get started for free to get the latest data.

#	Stock	Stock Price	Strike	Short Call				Long Call				% of Stock	Net IVol	Price
#	Stock	Stock Price	Strike	Expiry	IVol	Price	Volume	Expiry	IVol	Price	Volume	% of Stock	Net IVol	Price

1	LLY	777.96	790.00	5 Apr '24	0.229	5.95	770	21 Jun '24	0.326	43.80	8	-0.00	0.10	-37.85
2	LLY	777.96	800.00	5 Apr '24	0.231	3.45	852	21 Jun '24	0.325	39.30	69	-0.00	0.09	-35.85
3	LLY	777.96	780.00	5 Apr '24	0.236	9.95	133	21 Jun '24	0.328	48.45	30	-0.00	0.09	-38.50
4	LLY	777.96	820.00	5 Apr '24	0.242	1.19	224	21 Jun '24	0.324	31.80	0	-0.00	0.08	-30.61
5	LLY	777.96	810.00	5 Apr '24	0.245	1.98	451	21 Jun '24	0.325	35.45	12	-0.00	0.08	-33.47
6	LLY	777.96	780.00	12 Apr '24	0.256	16.50	71	21 Jun '24	0.328	48.45	30	-0.00	0.07	-31.95
7	LLY	777.96	810.00	12 Apr '24	0.253	5.80	25	21 Jun '24	0.325	35.45	12	-0.00	0.07	-29.65
8	LLY	777.96	800.00	12 Apr '24	0.253	8.35	226	21 Jun '24	0.325	39.30	69	-0.00	0.07	-30.95
9	LLY	777.96	820.00	12 Apr '24	0.254	3.75	14	21 Jun '24	0.324	31.80	0	-0.00	0.07	-28.05
10	LLY	777.96	790.00	12 Apr '24	0.257	11.90	293	21 Jun '24	0.326	43.80	8	-0.00	0.07	-31.90
11	LLY	777.96	830.00	5 Apr '24	0.255	0.74	372	21 Jun '24	0.323	28.45	8	-0.00	0.07	-27.71
12	LLY	777.96	800.00	19 Apr '24	0.267	12.50	373	21 Jun '24	0.325	39.30	69	-0.00	0.06	-26.80
13	LLY	777.96	830.00	12 Apr '24	0.266	2.69	67	21 Jun '24	0.323	28.45	8	-0.00	0.06	-25.76
14	LLY	777.96	790.00	19 Apr '24	0.269	15.90	135	21 Jun '24	0.326	43.80	8	-0.00	0.06	-27.90
15	LLY	777.96	800.00	26 Apr '24	0.277	16.30	27	21 Jun '24	0.325	39.30	69	-0.00	0.05	-23.00
16	LLY	777.96	810.00	19 Apr '24	0.277	9.45	79	21 Jun '24	0.325	35.45	12	-0.00	0.05	-26.00
17	LLY	777.96	830.00	19 Apr '24	0.277	5.40	505	21 Jun '24	0.323	28.45	8	-0.00	0.05	-23.05
18	LLY	777.96	820.00	26 Apr '24	0.278	10.05	24	21 Jun '24	0.324	31.80	0	-0.00	0.05	-21.75
19	LLY	777.96	810.00	26 Apr '24	0.279	12.90	7	21 Jun '24	0.325	35.45	12	-0.00	0.05	-22.55
20	LLY	777.96	790.00	26 Apr '24	0.280	20.50	84	21 Jun '24	0.326	43.80	8	-0.00	0.05	-23.30
21	LLY	777.96	780.00	26 Apr '24	0.283	25.40	42	21 Jun '24	0.328	48.45	30	-0.00	0.05	-23.05
22	LLY	777.96	820.00	19 Apr '24	0.279	7.10	140	21 Jun '24	0.324	31.80	0	-0.00	0.04	-24.70
23	LLY	777.96	780.00	19 Apr '24	0.284	21.25	133	21 Jun '24	0.328	48.45	30	-0.00	0.04	-27.20
24	LLY	777.96	840.00	19 Apr '24	0.280	3.90	32	21 Jun '24	0.323	25.45	16	-0.00	0.04	-21.55
25	LLY	777.96	830.00	26 Apr '24	0.280	8.00	26	21 Jun '24	0.323	28.45	8	-0.00	0.04	-20.45
26	LLY	777.96	840.00	12 Apr '24	0.281	1.92	5	21 Jun '24	0.323	25.45	16	-0.00	0.04	-23.53
27	LLY	777.96	840.00	26 Apr '24	0.282	6.25	6	21 Jun '24	0.323	25.45	16	-0.00	0.04	-19.20
28	LLY	777.96	860.00	26 Apr '24	0.284	3.85	7	21 Jun '24	0.323	20.10	20	-0.00	0.04	-16.25
29	LLY	777.96	850.00	26 Apr '24	0.285	4.90	54	21 Jun '24	0.323	22.65	147	-0.00	0.04	-17.75
30	LLY	777.96	870.00	19 Apr '24	0.289	1.85	13	21 Jun '24	0.324	17.95	0	-0.00	0.04	-16.10
31	LLY	777.96	850.00	19 Apr '24	0.288	2.97	382	21 Jun '24	0.323	22.65	147	-0.00	0.03	-19.68
32	LLY	777.96	870.00	26 Apr '24	0.293	3.05	13	21 Jun '24	0.324	17.95	0	-0.00	0.03	-14.90
33	LLY	777.96	850.00	12 Apr '24	0.293	1.78	10	21 Jun '24	0.323	22.65	147	-0.00	0.03	-20.87
34	LLY	777.96	860.00	19 Apr '24	0.296	2.35	269	21 Jun '24	0.323	20.10	20	-0.00	0.03	-17.75
35	LLY	777.96	860.00	5 Apr '24	0.296	0.27	19	21 Jun '24	0.323	20.10	20	-0.00	0.03	-19.83
36	LLY	777.96	900.00	26 Apr '24	0.300	1.73	2	21 Jun '24	0.326	12.55	26	-0.00	0.03	-10.82
37	LLY	777.96	890.00	26 Apr '24	0.299	2.51	5	21 Jun '24	0.325	14.20	6	-0.00	0.03	-11.69
38	LLY	777.96	840.00	5 Apr '24	0.300	0.81	50	21 Jun '24	0.323	25.45	16	-0.00	0.02	-24.64
39	LLY	777.96	860.00	12 Apr '24	0.301	1.06	7	21 Jun '24	0.323	20.10	20	-0.00	0.02	-19.04
40	LLY	777.96	880.00	19 Apr '24	0.302	1.56	3	21 Jun '24	0.324	15.95	2	-0.00	0.02	-14.39
41	LLY	777.96	1040.00	26 Apr '24	0.329	0.91	40	21 Jun '24	0.350	2.43	0	-0.00	0.02	-1.52
42	LLY	777.96	880.00	26 Apr '24	0.309	2.92	0	21 Jun '24	0.324	15.95	2	-0.00	0.01	-13.03
43	LLY	777.96	870.00	12 Apr '24	0.310	1.25	0	21 Jun '24	0.324	17.95	0	-0.00	0.01	-16.70
44	LLY	777.96	800.00	19 Jul '24	0.323	48.35	73	20 Sep '24	0.335	62.75	41	-0.00	0.01	-14.40
45	LLY	777.96	850.00	5 Apr '24	0.311	0.58	87	21 Jun '24	0.323	22.65	147	-0.00	0.01	-22.07
46	LLY	777.96	920.00	26 Apr '24	0.317	1.41	0	21 Jun '24	0.328	9.35	1	-0.00	0.01	-7.94
47	LLY	777.96	870.00	19 Jul '24	0.318	24.85	16	20 Sep '24	0.327	37.65	1	-0.00	0.01	-12.80
48	LLY	777.96	800.00	21 Jun '24	0.325	40.65	69	16 Aug '24	0.333	56.40	5	-0.00	0.01	-15.75
49	LLY	777.96	780.00	21 Jun '24	0.328	49.95	30	16 Aug '24	0.335	65.65	0	-0.00	0.01	-15.70
50	LLY	777.96	810.00	21 Jun '24	0.325	36.70	12	16 Aug '24	0.332	52.20	6	-0.00	0.01	-15.50
51	LLY	777.96	820.00	21 Jun '24	0.324	32.65	0	16 Aug '24	0.331	48.25	5	-0.00	0.01	-15.60
52	LLY	777.96	890.00	19 Jul '24	0.319	20.35	4	20 Sep '24	0.325	31.85	2	-0.00	0.01	-11.50
53	LLY	777.96	790.00	21 Jun '24	0.326	45.05	8	16 Aug '24	0.333	60.85	5	-0.00	0.01	-15.80
54	LLY	777.96	830.00	21 Jun '24	0.323	29.50	8	16 Aug '24	0.330	44.50	1	-0.00	0.01	-15.00
55	LLY	777.96	850.00	21 Jun '24	0.323	23.50	147	16 Aug '24	0.329	37.85	5	-0.00	0.01	-14.35
56	LLY	777.96	840.00	21 Jun '24	0.323	26.40	16	16 Aug '24	0.329	41.05	1	-0.00	0.01	-14.65
57	LLY	777.96	910.00	19 Jul '24	0.319	16.60	1	20 Sep '24	0.325	27.50	4	-0.00	0.01	-10.90
58	LLY	777.96	880.00	21 Jun '24	0.324	16.80	2	16 Aug '24	0.328	29.35	5	-0.00	0.00	-12.55
59	LLY	777.96	790.00	19 Jul '24	0.323	52.65	3	20 Sep '24	0.326	67.50	20	-0.00	0.00	-14.85
60	LLY	777.96	860.00	21 Jun '24	0.323	21.15	20	16 Aug '24	0.326	34.75	0	-0.00	0.00	-13.60
61	LLY	777.96	1040.00	17 Jan '25	0.305	25.15	0	21 Mar '25	0.308	30.40	0	-0.00	0.00	-5.25
62	LLY	777.96	830.00	19 Jul '24	0.319	36.60	2	20 Sep '24	0.322	50.15	29	-0.00	0.00	-13.55
63	LLY	777.96	850.00	19 Jul '24	0.318	30.15	8	20 Sep '24	0.321	43.40	12	-0.00	0.00	-13.25
64	LLY	777.96	900.00	21 Jun '24	0.326	13.35	26	16 Aug '24	0.328	24.75	54	-0.00	0.00	-11.40
65	LLY	777.96	810.00	19 Jul '24	0.321	44.20	1	20 Sep '24	0.323	58.50	5	-0.00	0.00	-14.30
66	LLY	777.96	890.00	21 Jun '24	0.325	14.90	6	16 Aug '24	0.327	27.00	0	-0.00	0.00	-12.10
67	LLY	777.96	840.00	19 Jul '24	0.319	33.30	3	20 Sep '24	0.321	46.55	1	-0.00	0.00	-13.25
68	LLY	777.96	780.00	19 Jul '24	0.325	57.85	21	20 Sep '24	0.327	72.00	8	-0.00	0.00	-14.15
69	LLY	777.96	870.00	21 Jun '24	0.324	18.80	0	16 Aug '24	0.326	32.00	0	-0.00	0.00	-13.20
70	LLY	777.96	860.00	19 Jul '24	0.319	27.30	0	20 Sep '24	0.320	40.25	2	-0.00	0.00	-12.95
71	LLY	777.96	820.00	19 Jul '24	0.320	40.30	1	20 Sep '24	0.321	54.25	2	-0.00	0.00	-13.95
72	LLY	777.96	900.00	19 Apr '24	0.325	1.39	30	21 Jun '24	0.326	12.55	26	-0.00	0.00	-11.16
73	LLY	777.96	880.00	19 Jul '24	0.318	22.45	5	20 Sep '24	0.319	34.30	5	-0.00	0.00	-11.85
74	LLY	777.96	980.00	19 Jul '24	0.325	8.45	0	20 Sep '24	0.325	15.25	0	-0.00	-0.00	-6.80
75	LLY	777.96	790.00	16 Aug '24	0.333	62.10	5	18 Oct '24	0.332	73.25	2	-0.00	-0.00	-11.15
76	LLY	777.96	900.00	19 Jul '24	0.319	18.35	6	20 Sep '24	0.318	29.15	43	-0.00	-0.00	-10.80
77	LLY	777.96	930.00	26 Apr '24	0.334	1.56	6	21 Jun '24	0.332	8.65	0	-0.00	-0.00	-7.09
78	LLY	777.96	1100.00	17 Jan '25	0.311	17.60	2	21 Mar '25	0.309	22.30	30	-0.00	-0.00	-4.70
79	LLY	777.96	1120.00	17 Jan '25	0.310	15.60	0	21 Mar '25	0.308	16.25	0	-0.00	-0.00	-0.65
80	LLY	777.96	960.00	21 Jun '24	0.335	7.35	1	16 Aug '24	0.332	13.95	0	-0.00	-0.00	-6.60
81	LLY	777.96	980.00	21 Jun '24	0.336	5.45	1	16 Aug '24	0.333	11.65	0	-0.00	-0.00	-6.20
82	LLY	777.96	920.00	19 Jul '24	0.320	15.30	2	20 Sep '24	0.317	24.95	2	-0.00	-0.00	-9.65
83	LLY	777.96	870.00	16 Aug '24	0.326	33.05	0	18 Oct '24	0.323	42.05	3	-0.00	-0.00	-9.00
84	LLY	777.96	890.00	19 Apr '24	0.328	1.48	17	21 Jun '24	0.325	14.20	6	-0.00	-0.00	-12.72
85	LLY	777.96	940.00	19 Jul '24	0.321	12.55	0	20 Sep '24	0.318	21.45	2	-0.00	-0.00	-8.90
86	LLY	777.96	930.00	19 Jul '24	0.321	13.85	0	20 Sep '24	0.317	23.10	2	-0.00	-0.00	-9.25
87	LLY	777.96	950.00	21 Jun '24	0.333	7.70	0	16 Aug '24	0.328	15.45	0	-0.00	-0.00	-7.75
88	LLY	777.96	930.00	21 Jun '24	0.332	10.10	0	16 Aug '24	0.328	18.35	0	-0.00	-0.00	-8.25
89	LLY	777.96	780.00	16 Aug '24	0.335	67.30	0	18 Oct '24	0.331	77.40	3	-0.00	-0.00	-10.10
90	LLY	777.96	790.00	17 Jan '25	0.318	97.50	10	21 Mar '25	0.314	106.00	0	-0.00	-0.00	-8.50
91	LLY	777.96	950.00	19 Jul '24	0.323	11.45	5	20 Sep '24	0.318	19.80	2	-0.00	-0.00	-8.35
92	LLY	777.96	850.00	16 Aug '24	0.329	38.80	5	18 Oct '24	0.324	48.55	2	-0.00	-0.00	-9.75
93	LLY	777.96	840.00	17 Jan '25	0.318	75.85	2	21 Mar '25	0.312	81.00	0	-0.00	-0.01	-5.15
94	LLY	777.96	960.00	19 Jul '24	0.322	10.80	0	20 Sep '24	0.317	17.90	2	-0.00	-0.01	-7.10
95	LLY	777.96	940.00	17 Jan '25	0.313	44.45	6	21 Mar '25	0.307	51.90	0	-0.00	-0.01	-7.45
96	LLY	777.96	910.00	21 Jun '24	0.334	12.50	5	16 Aug '24	0.328	22.70	0	-0.00	-0.01	-10.20
97	LLY	777.96	1060.00	17 Jan '25	0.309	22.30	1	21 Mar '25	0.303	28.05	0	-0.00	-0.01	-5.75
98	LLY	777.96	960.00	17 Jan '25	0.312	39.80	2	21 Mar '25	0.306	46.90	0	-0.00	-0.01	-7.10
99	LLY	777.96	900.00	16 Aug '24	0.328	25.65	54	18 Oct '24	0.321	34.30	8	-0.00	-0.01	-8.65
100	LLY	777.96	1080.00	17 Jan '25	0.308	19.85	2	21 Mar '25	0.301	24.30	0	-0.00	-0.01	-4.45

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