Eli Lilly and (LLY)
NYSE: LLY
· Real-Time Price · USD
684.46
23.97 (3.63%)
At close: Aug 14, 2025, 3:59 PM
693.77
1.36%
Pre-market: Aug 15, 2025, 09:21 AM EDT
LLY Option Overview
Overview for all option chains of LLY. As of August 15, 2025, LLY options have an IV of 40.33% and an IV rank of 19.16%. The volume is 226,102 contracts, which is 403.91% of average daily volume of 55,978 contracts. The volume put-call ratio is 0.22, indicating a bullish sentiment in the market.
Implied Volatility
Implied Volatility (30d)
40.33%IV Rank
19.16%Historical Volatility
56.44%IV Low
35.25% on Nov 07, 2024IV High
61.78% on Jun 24, 2025Open Interest (OI)
Today's Open Interest
568,034Put-Call Ratio
0.73Put Open Interest
239,531Call Open Interest
328,503Open Interest Avg (30-day)
368,954Today vs Open Interest Avg (30-day)
153.96%Option Volume
Today's Volume
226,102Put-Call Ratio
0.22Put Volume
40,198Call Volume
185,904Volume Avg (30-day)
55,978Today vs Volume Avg (30-day)
403.91%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 |
Aug 15, 2025 | 128,300 | 19,851 | 0.15 | 91,239 | 50,777 | 0.56 | 134.69% | 675 |
Aug 22, 2025 | 20,603 | 6,415 | 0.31 | 19,296 | 12,639 | 0.66 | 40.32% | 650 |
Aug 29, 2025 | 5,825 | 2,033 | 0.35 | 9,891 | 6,338 | 0.64 | 40.33% | 660 |
Sep 05, 2025 | 2,438 | 692 | 0.28 | 6,912 | 5,518 | 0.8 | 40.91% | 700 |
Sep 12, 2025 | 1,477 | 558 | 0.38 | 2,110 | 1,594 | 0.76 | 38.95% | 650 |
Sep 19, 2025 | 9,037 | 4,486 | 0.5 | 49,599 | 36,989 | 0.75 | 39.43% | 740 |
Sep 26, 2025 | 2,557 | 303 | 0.12 | 817 | 609 | 0.75 | 33.86% | 660 |
Oct 17, 2025 | 4,936 | 2,100 | 0.43 | 21,572 | 13,582 | 0.63 | 38.13% | 720 |
Nov 21, 2025 | 2,359 | 545 | 0.23 | 5,989 | 6,673 | 1.11 | 37.49% | 710 |
Dec 19, 2025 | 2,232 | 997 | 0.45 | 29,817 | 17,096 | 0.57 | 39.26% | 700 |
Jan 16, 2026 | 2,145 | 831 | 0.39 | 38,875 | 33,531 | 0.86 | 37.93% | 790 |
Feb 20, 2026 | 1,310 | 529 | 0.4 | 5,102 | 2,455 | 0.48 | 36.69% | 660 |
Mar 20, 2026 | 629 | 216 | 0.34 | 9,750 | 13,290 | 1.36 | 36.61% | 730 |
Apr 17, 2026 | 19 | 17 | 0.89 | 0 | 0 | 0 | 34.88% | 500 |
Jun 18, 2026 | 746 | 151 | 0.2 | 8,412 | 12,414 | 1.48 | 35.99% | 730 |
Sep 18, 2026 | 276 | 136 | 0.49 | 2,077 | 3,366 | 1.62 | 35.78% | 700 |
Dec 18, 2026 | 228 | 56 | 0.25 | 6,754 | 7,183 | 1.06 | 35.5% | 810 |
Jan 15, 2027 | 470 | 162 | 0.34 | 9,870 | 11,928 | 1.21 | 35.63% | 740 |
Jun 17, 2027 | 317 | 120 | 0.38 | 10,421 | 3,549 | 0.34 | 35.63% | 670 |