My roommate is on Zyprexa and gained a lot of weight the first few months but it's been over a year now and she's back to her normal weight. She started going to the gym a few months ago but lost the weight before that.
I dunno about alternatives but if it works for you, I'd look at the seroquel instead. It seems to be known for weight gain, and I had horrible side effects on it when combined with other meds.
Seems to be a lot more alternatives for seroquel than there are for zyprexa, maybe talk with your doctor about whether the weight gain could be from the seroquel.

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