LLY options: $79M premium turnover into 2026-08-07; largest line LLY260918C01040000 $20MLLY 期权异动：期权成交额约 $79M，到期 2026-08-07，最大合约 LLY260918C01040000 约 $20M
Options Flow Snapshot
On August 3, 2026, Eli Lilly (NYSE: LLY) saw concentrated options trading activity: total near-the-money option volume reached 14,531 contracts, with total premium turnover of ~$79,188,420. The largest single contract was the $1,040 strike September 18, 2026 call option (ticker LLY260918C01040000), with $20,370,000 in premium turnover, accounting for 25.7% of the day’s total options premium. The near-term August 7, 2026 at-the-money straddle implied a 7.52% stock price move, with average near-the-money call IV at 65.3% and put IV at 64.3%, for a call-put volatility skew of -0.94 percentage points. This signal falls into the category of concentrated large single-call option trading, an event-driven risk pricing signal.
Signal Read-Through
This trading structure shows market participants have concentrated options positioning in long-dated call spreads, while the at-the-money options imply a significant short-term price swing. Overall, the options market is pricing in elevated event-driven risk premiums for LLY.
Fundamental and Event Cross-Check
This signal can be cross-referenced with official SEC filings: On June 11, 2026, Ilya Yuffa, EVP and President of LLY USA & Global Capabilities, filed a Form 4 disclosing the sale of 2,500 company shares at $1,150.77 per share, for total proceeds of $2,876,925. Additionally, Eli Lilly announced on August 3, 2026 that olomorasib received FDA Breakthrough Therapy designation, which likely served as a trigger for the day’s concentrated options activity. As of December 31, 2025, 88.2% of LLY’s float was held by institutional investors across 4,499 reporting holders, an increase of 466 holders from the prior quarter per 13F filings.
Follow-Up Markers
1. Monitor LLY’s upcoming quarterly earnings report scheduled for August 5, 2026; 2. Track subsequent closing or exercise activity for the large $1,040 strike September 2026 call option. This signal does not confirm the specific trading motivation (hedging or speculative) of market participants, nor does it predict the exact direction of future stock price movement.
期权成交结构
2026年8月3日，礼来（NYSE: LLY）的上市期权出现集中成交信号：当日近价内期权总成交量14,531张，总权利金成交额约79,188,420美元，其中最大单笔合约为行权价1,040美元、2026年9月18日到期的看涨期权（代码LLY260918C01040000），权利金成交额达20,370,000美元，占当日总权利金成交额的25.7%。临近到期（2026年8月7日）的平价跨式期权隐含股价波动幅度为7.52%，近价内看涨期权平均隐含波动率65.3%，看跌期权平均隐含波动率64.3%，看涨看跌波动率价差为-0.94个百分点。该信号属于单笔大额看涨期权成交集中的风险定价信号。
信号含义
该成交结构显示市场参与者对礼来的期权定位集中于远期看涨头寸，同时平价期权隐含了显著的短期股价波动预期，整体期权市场对该股的定价反映出较高的事件驱动风险溢价。
基本面与事件交叉验证
本次信号可通过公开SEC备案文件交叉验证：2026年6月11日，礼来执行副总裁兼美国及全球业务总裁Ilya Yuffa通过Form 4文件披露出售2,500股公司股票，成交价格为1,150.77美元，总成交额2,876,925美元。此外，2026年8月3日礼来公告其Olomorasib获FDA突破性疗法认定，该事件可能为当日期权集中成交的触发因素。截至2025年12月31日的13F持仓文件显示，礼来流通股的88.2%由机构投资者持有，共有4,499家机构持仓，较此前一季度增加466家。
后续关注
1. 需关注2026年8月5日礼来即将发布的季度财报数据；2. 需跟踪该大额看涨期权合约的后续平仓或行权动作。本信号未证实市场参与者的具体交易动机（如套期保值还是投机），也未预示股价的具体涨跌方向。
This analysis was generated by InvestLog AI based on SEC filings, Form 4 insider transactions, Form 144 planned-sale notices, 13F institutional holdings, analyst ratings, and market data. It is for informational purposes only and does not constitute investment advice.这篇研究由 InvestLog AI 基于 SEC 披露、Form 4 内部人交易、Form 144 计划减持、13F 机构持仓、分析师评级和市场数据生成。内容仅供参考，不构成投资建议。