Eli Lilly and (LLY)
NYSE: LLY
· Real-Time Price · USD
724.60
10.01 (1.40%)
At close: Sep 26, 2025, 3:59 PM
722.39
-0.30%
After-hours: Sep 26, 2025, 07:56 PM EDT
LLY Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for LLY across all expirations is 226,383.81 shares per 1% move, with 432,794.61 from calls and 206,410.8 from puts. The put-call GEX ratio of 0.48 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
LLY GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 3, 25 | 81,995.96 | -22,135.34 | 59,860.62 | 0.27 |
| Oct 10, 25 | 50,771.59 | -10,344.75 | 40,426.84 | 0.20 |
| Oct 17, 25 | 83,884.13 | -35,146.38 | 48,737.75 | 0.42 |
| Oct 24, 25 | 7,244.25 | -3,843.95 | 3,400.3 | 0.53 |
| Oct 31, 25 | 15,146.08 | -5,829.11 | 9,316.97 | 0.38 |
| Nov 7, 25 | 756.7 | -273.23 | 483.47 | 0.36 |
| Nov 21, 25 | 32,861.93 | -21,787.49 | 11,074.44 | 0.66 |
| Dec 19, 25 | 37,403.86 | -20,282.31 | 17,121.55 | 0.54 |
| Jan 16, 26 | 47,511.93 | -37,333.82 | 10,178.11 | 0.79 |
| Feb 20, 26 | 13,181.64 | -4,835.09 | 8,346.55 | 0.37 |
| Mar 20, 26 | 18,826.57 | -14,025.51 | 4,801.06 | 0.74 |
| Apr 17, 26 | 1,405.18 | -1,110.93 | 294.25 | 0.79 |
| Jun 18, 26 | 13,729.61 | -10,682.77 | 3,046.84 | 0.78 |
| Sep 18, 26 | 3,360.67 | -3,374.58 | -13.91 | 1.00 |
| Dec 18, 26 | 5,776.91 | -5,120.06 | 656.85 | 0.89 |
| Jan 15, 27 | 9,421.56 | -7,723.58 | 1,697.98 | 0.82 |
| Jun 17, 27 | 9,018.76 | -2,321.22 | 6,697.54 | 0.26 |
| Dec 17, 27 | 304.58 | -188.73 | 115.85 | 0.62 |
| Jan 21, 28 | 192.7 | -51.95 | 140.75 | 0.27 |