Eli Lilly and

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, 2024
IV High
61.78% on Jun 24, 2025

Open Interest (OI)

Today's Open Interest
568,034
Put-Call Ratio
0.73
Put Open Interest
239,531
Call Open Interest
328,503
Open Interest Avg (30-day)
368,954
Today vs Open Interest Avg (30-day)
153.96%

Option Volume

Today's Volume
226,102
Put-Call Ratio
0.22
Put Volume
40,198
Call Volume
185,904
Volume Avg (30-day)
55,978
Today 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