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Options · 15-min delayed

LLY

Options · 15-min delayed

LLY

Underlying

$1174.61

DTE

2026-09-04

P/C Vol

1.22

P/C OI

3.12

ATM IV

37.3%

IV Skew

5.2%

25Δ put − call

Max Pain

$1195

Expiry

CALLS									Strike	PUTS
OI	Vol	IV	Δ	Γ	Θ	V	Bid/Ask	Last	Strike	Last	Bid/Ask	V	Θ	Γ	Δ	IV	Vol	OI
39	16	35.3%	0.78	0.0062	-1.56	0.41	35.80/43.95	39.34	1140.00	8.03	5.55/9.45	0.41	-1.43	0.0061	-0.22	35.5%	19	135
13	2	36.9%	0.73	0.0065	-1.77	0.45	28.15/41.35	44.20	1145.00	11.09	7.00/11.70	0.45	-1.62	0.0065	-0.27	36.9%	62	57
25	5	33.0%	0.72	0.0074	-1.63	0.46	32.00/35.75	30.00	1150.00	11.20	6.75/12.60	0.47	-1.64	0.0070	-0.29	35.6%	101	178
7	13	35.2%	0.67	0.0075	-1.84	0.50	24.95/33.80	25.21	1155.00	14.65	9.15/13.50	0.49	-1.63	0.0077	-0.32	34.1%	107	66
30	53	31.7%	0.65	0.0085	-1.71	0.51	21.30/28.60	23.50	1160.00	15.47	10.65/19.85	0.52	-2.10	0.0068	-0.38	41.1%	75	151
14	70	33.0%	0.60	0.0085	-1.84	0.53	21.00/26.45	23.75	1165.00	17.00	12.15/20.05	0.54	-1.97	0.0075	-0.41	38.0%	53	124
36	66	31.2%	0.56	0.0092	-1.77	0.54	14.00/22.60	20.00	1170.00	17.00	16.00/22.75	0.54	-2.03	0.0075	-0.45	38.6%	55	79
4	5	31.3%	0.53	0.0092	-1.78	0.55	11.65/21.35	19.62	1172.50	22.45	16.40/25.50	0.55	-2.17	0.0071	-0.47	40.9%	11	34
27	46	33.1%	0.51	0.0088	-1.89	0.55	12.00/21.30	17.34	1175.00	23.58	15.50/27.15	0.55	-2.20	0.0070	-0.49	41.5%	29	171
6	36	34.0%	0.49	0.0085	-1.93	0.55	13.25/20.70	16.50	1177.50	—	—	—	—	—	—	—	—	—
23	66	33.5%	0.47	0.0086	-1.90	0.55	11.55/19.20	15.25	1180.00	25.65	20.50/30.85	0.55	-2.29	0.0067	-0.52	43.2%	72	168
39	38	31.7%	0.42	0.0090	-1.76	0.54	7.65/15.90	13.34	1185.00	30.73	19.80/33.00	0.54	-2.21	0.0068	-0.56	42.2%	36	142
363	51	31.0%	0.37	0.0089	-1.67	0.52	7.45/13.50	11.00	1190.00	32.65	23.30/36.75	0.54	-2.24	0.0065	-0.59	43.5%	48	94
18	17	29.7%	0.34	0.0090	-1.56	0.51	8.00/11.80	8.45	1192.50	34.68	24.80/34.40	0.52	-1.86	0.0074	-0.62	37.4%	19	62
28	136	30.0%	0.32	0.0087	-1.53	0.49	8.70/11.10	9.40	1195.00	31.69	27.80/39.30	0.52	-2.14	0.0065	-0.62	42.7%	3	110
122	211	30.8%	0.29	0.0081	-1.49	0.47	6.90/10.00	8.70	1200.00	38.00	31.25/39.70	0.50	-1.79	0.0069	-0.67	38.1%	24	136
—	—	—	—	—	—	—	—	—	1202.50	36.74	31.85/42.10	0.49	-1.82	0.0066	-0.68	39.3%	1	10

Greeks Profile

2026-09-04 · 5d · σ = 37.3%

Side

Greek

Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).

Underlying

$1174.61

DTE

2026-09-04

P/C Vol

1.22

P/C OI

3.12

ATM IV

37.3%

IV Skew

5.2%

25Δ put − call

Max Pain

$1195

Expiry

CALLS									Strike	PUTS
OI	Vol	IV	Δ	Γ	Θ	V	Bid/Ask	Last	Strike	Last	Bid/Ask	V	Θ	Γ	Δ	IV	Vol	OI
39	16	35.3%	0.78	0.0062	-1.56	0.41	35.80/43.95	39.34	1140.00	8.03	5.55/9.45	0.41	-1.43	0.0061	-0.22	35.5%	19	135
13	2	36.9%	0.73	0.0065	-1.77	0.45	28.15/41.35	44.20	1145.00	11.09	7.00/11.70	0.45	-1.62	0.0065	-0.27	36.9%	62	57
25	5	33.0%	0.72	0.0074	-1.63	0.46	32.00/35.75	30.00	1150.00	11.20	6.75/12.60	0.47	-1.64	0.0070	-0.29	35.6%	101	178
7	13	35.2%	0.67	0.0075	-1.84	0.50	24.95/33.80	25.21	1155.00	14.65	9.15/13.50	0.49	-1.63	0.0077	-0.32	34.1%	107	66
30	53	31.7%	0.65	0.0085	-1.71	0.51	21.30/28.60	23.50	1160.00	15.47	10.65/19.85	0.52	-2.10	0.0068	-0.38	41.1%	75	151
14	70	33.0%	0.60	0.0085	-1.84	0.53	21.00/26.45	23.75	1165.00	17.00	12.15/20.05	0.54	-1.97	0.0075	-0.41	38.0%	53	124
36	66	31.2%	0.56	0.0092	-1.77	0.54	14.00/22.60	20.00	1170.00	17.00	16.00/22.75	0.54	-2.03	0.0075	-0.45	38.6%	55	79
4	5	31.3%	0.53	0.0092	-1.78	0.55	11.65/21.35	19.62	1172.50	22.45	16.40/25.50	0.55	-2.17	0.0071	-0.47	40.9%	11	34
27	46	33.1%	0.51	0.0088	-1.89	0.55	12.00/21.30	17.34	1175.00	23.58	15.50/27.15	0.55	-2.20	0.0070	-0.49	41.5%	29	171
6	36	34.0%	0.49	0.0085	-1.93	0.55	13.25/20.70	16.50	1177.50	—	—	—	—	—	—	—	—	—
23	66	33.5%	0.47	0.0086	-1.90	0.55	11.55/19.20	15.25	1180.00	25.65	20.50/30.85	0.55	-2.29	0.0067	-0.52	43.2%	72	168
39	38	31.7%	0.42	0.0090	-1.76	0.54	7.65/15.90	13.34	1185.00	30.73	19.80/33.00	0.54	-2.21	0.0068	-0.56	42.2%	36	142
363	51	31.0%	0.37	0.0089	-1.67	0.52	7.45/13.50	11.00	1190.00	32.65	23.30/36.75	0.54	-2.24	0.0065	-0.59	43.5%	48	94
18	17	29.7%	0.34	0.0090	-1.56	0.51	8.00/11.80	8.45	1192.50	34.68	24.80/34.40	0.52	-1.86	0.0074	-0.62	37.4%	19	62
28	136	30.0%	0.32	0.0087	-1.53	0.49	8.70/11.10	9.40	1195.00	31.69	27.80/39.30	0.52	-2.14	0.0065	-0.62	42.7%	3	110
122	211	30.8%	0.29	0.0081	-1.49	0.47	6.90/10.00	8.70	1200.00	38.00	31.25/39.70	0.50	-1.79	0.0069	-0.67	38.1%	24	136
—	—	—	—	—	—	—	—	—	1202.50	36.74	31.85/42.10	0.49	-1.82	0.0066	-0.68	39.3%	1	10

Greeks Profile

2026-09-04 · 5d · σ = 37.3%

Side

Greek

Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).