Eli Lilly and (LLY)
NYSE: LLY
· Real-Time Price · USD
726.85
-16.06 (-2.16%)
At close: Sep 05, 2025, 3:59 PM
726.50
-0.05%
After-hours: Sep 05, 2025, 07:59 PM EDT
LLY Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for LLY across all expirations is 92,631.04 shares per 1% move, with 436,045.23 from calls and 343,414.19 from puts. The put-call GEX ratio of 0.79 reflects balanced positioning between puts and calls.
LLY GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 12, 25 | 50,041.84 | -29,842.7 | 20,199.14 | 0.60 |
| Sep 19, 25 | 147,222.3 | -120,129.93 | 27,092.37 | 0.82 |
| Sep 26, 25 | 31,723.02 | -10,428.5 | 21,294.52 | 0.33 |
| Oct 3, 25 | 6,073.8 | -2,355.37 | 3,718.43 | 0.39 |
| Oct 10, 25 | 795.22 | -776.02 | 19.2 | 0.98 |
| Oct 17, 25 | 46,770.61 | -39,113.57 | 7,657.04 | 0.84 |
| Oct 24, 25 | 552.46 | -319.97 | 232.49 | 0.58 |
| Nov 21, 25 | 20,058.28 | -16,609.7 | 3,448.58 | 0.83 |
| Dec 19, 25 | 31,559.85 | -24,188.01 | 7,371.84 | 0.77 |
| Jan 16, 26 | 39,498.13 | -47,631.67 | -8,133.54 | 1.21 |
| Feb 20, 26 | 10,690.43 | -4,658.84 | 6,031.59 | 0.44 |
| Mar 20, 26 | 14,058.6 | -13,131.08 | 927.52 | 0.93 |
| Apr 17, 26 | 506.38 | -434.88 | 71.5 | 0.86 |
| Jun 18, 26 | 10,776.92 | -12,559.79 | -1,782.87 | 1.17 |
| Sep 18, 26 | 2,345.58 | -3,440.54 | -1,094.96 | 1.47 |
| Dec 18, 26 | 5,846.57 | -5,968.14 | -121.57 | 1.02 |
| Jan 15, 27 | 8,874.53 | -9,298.07 | -423.54 | 1.05 |
| Jun 17, 27 | 8,650.71 | -2,527.41 | 6,123.3 | 0.29 |