Flag history
LLY flagged days (archived record)
| Date | Flagged contracts | Net premium |
|---|---|---|
| Sep 30, 2026 | 4 | $7K |
Gex snapshot
LLY dealer gamma levels, Sep 30, 2026
| Level | Value | Meaning |
|---|---|---|
| Spot at snapshot | $1157.1 | Underlying price the snapshot was computed from |
| Call wall | $1200 | Strike with the largest positive dealer gamma |
| Put wall | $1180 | Strike with the largest absolute negative dealer gamma |
| Zero gamma flip | none inside tracked strikes | Level where net gamma exposure changes sign |
| Net gamma sign | negative (short gamma: dealer hedging amplifies moves) | Above a flip: pinning. Below: amplification |
| Total GEX | $-8.0M | Dollars of dealer gamma exposure per 1% move |
| Snapshot time | 2026-10-01T05:18:20.998Z | Delayed snapshot, not a live quote |
Max pain
| Expiration | Max pain | From spot | Strikes |
|---|---|---|---|
| 2026-10-02 | $1165 | +0.7% | 40 |
| 2026-10-09 | $1175 | +1.5% | 37 |
| 2026-10-16 | $1180 | +2.0% | 36 |
How to read this
Each row is a single option contract our scanner flagged as unusual: volume far above the standing open interest (at least 2.5x and at least 500 contracts traded), with a real premium. Vol/OI is the ratio of today's volume to open interest: the higher it is, the more of the day's volume was fresh positioning rather than existing holdings. Premium is last price times volume, an approximation of the money that moved through the contract, not a settled tape total. Contracts are re-scanned about every 15 minutes during market hours; this page is the settled end-of-day record.
Related
LLY gamma exposure levels · LLY max pain · Unusual options activity glossary · Options flow Academy lesson
// Get emailed when LLY prints unusual options activity: set a LLY alert (free account, uses the existing watchlist alert flow).
FAQ
What is unusual options activity on LLY?
On 2026-09-30, 4 LLY contracts were flagged (volume at least 2.5x open interest, at least 500 contracts traded), with $7K net premium. Calls led flagged premium.
How many times was it flagged recently?
Across the 1 archived day, LLY was flagged on 1 day with 4 contracts total.
Where is dealer gamma on this ticker?
The 2026-09-30 snapshot puts the call wall at $1200 and the put wall at $1180 with negative net gamma exposure.