Eli Lilly and (LLY) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear
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    Eli Lilly and

    NYSE: LLY · Real-Time Price · USD
    724.60
    10.01 (1.40%)
    At close: Sep 26, 2025, 3:59 PM
    722.39
    -0.30%
    After-hours: Sep 26, 2025, 07:56 PM EDT

    LLY Option Overview

    Overview for all option chains of LLY. As of September 28, 2025, LLY options have an IV of 51.58% and an IV rank of 85.57%. The volume is 34,937 contracts, which is 208.26% of average daily volume of 16,776 contracts. The volume put-call ratio is 0.51, indicating a bullish sentiment in the market.

    Implied Volatility

    Implied Volatility (30d)
    51.58%
    IV Rank
    85.57%
    Historical Volatility
    26.47%
    IV Low
    35.22% on Nov 07, 2024
    IV High
    54.34% on Sep 25, 2025

    Open Interest (OI)

    Today's Open Interest
    388,782
    Put-Call Ratio
    0.91
    Put Open Interest
    185,730
    Call Open Interest
    203,052
    Open Interest Avg (30-day)
    333,326
    Today vs Open Interest Avg (30-day)
    116.64%

    Option Volume

    Today's Volume
    34,937
    Put-Call Ratio
    0.51
    Put Volume
    11,834
    Call Volume
    23,103
    Volume Avg (30-day)
    16,776
    Today vs Volume Avg (30-day)
    208.26%

    Option Chain Statistics

    This table provides a comprehensive overview of all LLY options grouped by their expiration dates.

    Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
    Oct 03, 2025 9,908 4,018 0.41 9,956 9,356 0.94 57.07% 735
    Oct 10, 2025 1,359 918 0.68 5,756 3,988 0.69 50.61% 735
    Oct 17, 2025 4,857 1,849 0.38 30,984 23,257 0.75 52.55% 740
    Oct 24, 2025 583 237 0.41 1,821 1,965 1.08 43.3% 730
    Oct 31, 2025 870 329 0.38 3,643 3,546 0.97 47.07% 730
    Nov 07, 2025 86 64 0.74 182 145 0.8 46.7% 715
    Nov 21, 2025 1,243 1,228 0.99 14,384 15,670 1.09 46.38% 770
    Dec 19, 2025 1,162 770 0.66 28,945 20,094 0.69 43.96% 700
    Jan 16, 2026 1,941 515 0.27 41,874 37,292 0.89 41.59% 800
    Feb 20, 2026 115 229 1.99 7,931 5,262 0.66 38.95% 710
    Mar 20, 2026 249 450 1.81 13,281 18,195 1.37 39.33% 720
    Apr 17, 2026 60 300 5 1,107 1,310 1.18 35.36% 670
    Jun 18, 2026 360 368 1.02 11,294 13,896 1.23 36.67% 720
    Sep 18, 2026 69 400 5.8 3,560 4,941 1.39 34.4% 690
    Dec 18, 2026 25 65 2.6 6,752 8,635 1.28 34.66% 810
    Jan 15, 2027 154 65 0.42 10,491 13,071 1.25 34.38% 740
    Jun 17, 2027 39 19 0.49 10,474 4,520 0.43 34.09% 700
    Dec 17, 2027 12 4 0.33 378 486 1.29 33.43% 730
    Jan 21, 2028 11 6 0.55 239 101 0.42 33.38% 690

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