Eli Lilly and (LLY)
NYSE: LLY
· Real-Time Price · USD
754.90
4.29 (0.57%)
At close: Sep 10, 2025, 3:59 PM
754.10
-0.11%
After-hours: Sep 10, 2025, 07:59 PM EDT
LLY Delta Exposure By Expiry
The total Delta Exposure (DEX) for LLY across all expirations shows 35,579,708.34 net shares that market makers must hedge, with 69,571,901.72 from calls and 33,992,193.38 from puts. The put-call delta ratio of 0.49 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
LLY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 12, 25 | 5,866,843.86 | -524,578.93 | 5,342,264.93 | 0.09 |
| Sep 19, 25 | 13,717,234.97 | -6,296,208.06 | 7,421,026.91 | 0.46 |
| Sep 26, 25 | 3,083,005.89 | -312,488.36 | 2,770,517.53 | 0.10 |
| Oct 3, 25 | 1,000,863.3 | -160,312.75 | 840,550.55 | 0.16 |
| Oct 10, 25 | 226,534.91 | -53,958.78 | 172,576.13 | 0.24 |
| Oct 17, 25 | 6,503,747.88 | -2,616,925.78 | 3,886,822.1 | 0.40 |
| Oct 24, 25 | 156,331.81 | -49,113.02 | 107,218.79 | 0.31 |
| Nov 21, 25 | 3,531,918.55 | -1,851,980.72 | 1,679,937.83 | 0.52 |
| Dec 19, 25 | 7,137,234.22 | -2,914,313.52 | 4,222,920.7 | 0.41 |
| Jan 16, 26 | 7,473,571.99 | -7,907,392.57 | -433,820.58 | 1.06 |
| Feb 20, 26 | 2,522,215.81 | -664,967.3 | 1,857,248.51 | 0.26 |
| Mar 20, 26 | 4,620,063.7 | -2,519,515.51 | 2,100,548.19 | 0.55 |
| Apr 17, 26 | 215,187.34 | -74,223.18 | 140,964.16 | 0.34 |
| Jun 18, 26 | 3,223,253.95 | -2,295,021.38 | 928,232.57 | 0.71 |
| Sep 18, 26 | 1,083,566.94 | -713,385.45 | 370,181.49 | 0.66 |
| Dec 18, 26 | 2,150,281.04 | -1,922,217.64 | 228,063.4 | 0.89 |
| Jan 15, 27 | 3,426,528.03 | -2,367,731.86 | 1,058,796.17 | 0.69 |
| Jun 17, 27 | 3,616,552.31 | -744,352.69 | 2,872,199.62 | 0.21 |
| Dec 17, 27 | 16,965.22 | -3,505.88 | 13,459.34 | 0.21 |