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
    726.85
    -16.06 (-2.16%)
    At close: Sep 05, 2025, 3:59 PM
    726.10
    -0.10%
    After-hours: Sep 05, 2025, 07:56 PM EDT

    LLY Option Overview

    Overview for all option chains of LLY. As of September 06, 2025, LLY options have an IV of 40.28% and an IV rank of 19.18%. The volume is 44,704 contracts, which is 99.53% of average daily volume of 44,913 contracts. The volume put-call ratio is 1.13, indicating a neutral sentiment in the market.

    Implied Volatility

    Implied Volatility (30d)
    40.28%
    IV Rank
    19.18%
    Historical Volatility
    56.61%
    IV Low
    35.11% on Nov 07, 2024
    IV High
    62.06% on Jun 24, 2025

    Open Interest (OI)

    Today's Open Interest
    435,613
    Put-Call Ratio
    0.83
    Put Open Interest
    198,146
    Call Open Interest
    237,467
    Open Interest Avg (30-day)
    406,564
    Today vs Open Interest Avg (30-day)
    107.15%

    Option Volume

    Today's Volume
    44,704
    Put-Call Ratio
    1.13
    Put Volume
    23,705
    Call Volume
    20,999
    Volume Avg (30-day)
    44,913
    Today vs Volume Avg (30-day)
    99.53%

    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
    Sep 12, 2025 7,487 4,895 0.65 8,899 6,272 0.7 51.23% 710
    Sep 19, 2025 3,735 11,080 2.97 57,904 42,461 0.73 41.27% 725
    Sep 26, 2025 809 421 0.52 6,506 4,010 0.62 37.67% 700
    Oct 03, 2025 1,102 413 0.37 1,666 693 0.42 39.3% 710
    Oct 10, 2025 230 46 0.2 215 198 0.92 35.59% 735
    Oct 17, 2025 2,158 1,418 0.66 23,803 18,411 0.77 44.7% 720
    Oct 24, 2025 190 91 0.48 156 93 0.6 32.59% 735
    Nov 21, 2025 1,038 1,472 1.42 10,832 9,740 0.9 38.09% 720
    Dec 19, 2025 877 318 0.36 26,688 18,786 0.7 42.47% 700
    Jan 16, 2026 752 364 0.48 40,769 36,282 0.89 38.31% 800
    Feb 20, 2026 159 197 1.24 7,588 4,093 0.54 35.58% 690
    Mar 20, 2026 1,722 2,623 1.52 11,747 13,946 1.19 35.43% 730
    Apr 17, 2026 18 14 0.78 430 401 0.93 34.42% 640
    Jun 18, 2026 246 196 0.8 9,755 13,051 1.34 34.16% 730
    Sep 18, 2026 205 27 0.13 2,423 4,047 1.67 34.21% 700
    Dec 18, 2026 65 46 0.71 7,018 8,557 1.22 34.44% 800
    Jan 15, 2027 123 56 0.46 10,472 12,955 1.24 34.54% 740
    Jun 17, 2027 83 28 0.34 10,596 4,150 0.39 35.08% 700

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