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
Eli Lilly and Greeks
Delta, Gamma, Theta, and Vega Greek Charts for LLY options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 450.00 | 0.9688 | 0.0004 | -1.0371 | 0.0854 |
| 460.00 | 0.9726 | 0.0003 | -0.8592 | 0.0780 |
| 470.00 | 0.9678 | 0.0004 | -0.9743 | 0.0887 |
| 480.00 | 0.9627 | 0.0004 | -1.0895 | 0.0998 |
| 490.00 | 0.9605 | 0.0006 | -1.1019 | 0.1050 |
| 495.00 | 0.9624 | 0.0005 | -1.0289 | 0.1000 |
| 500.00 | 0.9717 | 0.0004 | -0.7686 | 0.0756 |
| 505.00 | 0.9647 | 0.0006 | -0.9151 | 0.0956 |
| 510.00 | 0.9563 | 0.0006 | -1.1099 | 0.1149 |
| 515.00 | 0.9649 | 0.0006 | -0.8657 | 0.0955 |
| 520.00 | 0.9576 | 0.0006 | -1.0334 | 0.1106 |
| 525.00 | 0.9546 | 0.0007 | -1.0743 | 0.1181 |
| 530.00 | 0.9660 | 0.0005 | -0.7934 | 0.0900 |
| 535.00 | 0.9587 | 0.0007 | -0.9254 | 0.1093 |
| 540.00 | 0.9564 | 0.0008 | -0.9511 | 0.1154 |
| 545.00 | 0.9620 | 0.0007 | -0.8071 | 0.1018 |
| 550.00 | 0.9588 | 0.0007 | -0.8622 | 0.1071 |
| 555.00 | 0.9599 | 0.0008 | -0.8067 | 0.1075 |
| 560.00 | 0.9546 | 0.0009 | -0.8913 | 0.1179 |
| 565.00 | 0.9535 | 0.0009 | -0.8823 | 0.1224 |
| 570.00 | 0.9559 | 0.0009 | -0.8194 | 0.1155 |
| 575.00 | 0.9524 | 0.0009 | -0.8592 | 0.1228 |
| 580.00 | 0.9572 | 0.0009 | -0.763 | 0.1085 |
| 585.00 | 0.9530 | 0.0010 | -0.7976 | 0.1218 |
| 590.00 | 0.9500 | 0.0011 | -0.8313 | 0.1258 |
| 595.00 | 0.9509 | 0.0011 | -0.7889 | 0.1248 |
| 600.00 | 0.9615 | 0.0009 | -0.615 | 0.0969 |
| 605.00 | 0.9477 | 0.0012 | -0.7805 | 0.1335 |
| 610.00 | 0.9558 | 0.0011 | -0.6522 | 0.1110 |
| 615.00 | 0.9431 | 0.0014 | -0.791 | 0.1430 |
| 620.00 | 0.9476 | 0.0014 | -0.7088 | 0.1315 |
| 625.00 | 0.9501 | 0.0012 | -0.6612 | 0.1226 |
| 630.00 | 0.9407 | 0.0016 | -0.7391 | 0.1474 |
| 635.00 | 0.9464 | 0.0015 | -0.6571 | 0.1303 |
| 640.00 | 0.9388 | 0.0017 | -0.7077 | 0.1498 |
| 645.00 | 0.9292 | 0.0020 | -0.7761 | 0.1717 |
| 650.00 | 0.9268 | 0.0021 | -0.7716 | 0.1751 |
| 655.00 | 0.9227 | 0.0024 | -0.774 | 0.1848 |
| 660.00 | 0.8872 | 0.0032 | -1.0687 | 0.2551 |
| 665.00 | 0.9164 | 0.0028 | -0.7578 | 0.1973 |
| 670.00 | 0.9008 | 0.0032 | -0.852 | 0.2274 |
| 675.00 | 0.9078 | 0.0031 | -0.7627 | 0.2087 |
| 680.00 | 0.9041 | 0.0035 | -0.7457 | 0.2167 |
| 685.00 | 0.9029 | 0.0037 | -0.711 | 0.2176 |
| 690.00 | 0.8907 | 0.0043 | -0.7441 | 0.2426 |
| 695.00 | 0.8411 | 0.0058 | -1.0023 | 0.3320 |
| 700.00 | 0.8538 | 0.0058 | -0.8663 | 0.3056 |
| 705.00 | 0.8341 | 0.0067 | -0.9104 | 0.3372 |
| 707.50 | 0.8307 | 0.0072 | -0.8847 | 0.3446 |
| 710.00 | 0.8164 | 0.0078 | -0.9236 | 0.3659 |
| 712.50 | 0.8089 | 0.0083 | -0.9143 | 0.3782 |
| 715.00 | 0.7840 | 0.0091 | -0.9993 | 0.4128 |
| 717.50 | 0.7601 | 0.0099 | -1.0684 | 0.4447 |
| 720.00 | 0.7422 | 0.0106 | -1.0957 | 0.4684 |
| 722.50 | 0.7210 | 0.0114 | -1.1266 | 0.4964 |
| 725.00 | 0.6965 | 0.0123 | -1.1735 | 0.5251 |
| 727.50 | 0.6772 | 0.0133 | -1.176 | 0.5481 |
| 730.00 | 0.6413 | 0.0143 | -1.2484 | 0.5873 |
| 732.50 | 0.6058 | 0.0152 | -1.3161 | 0.6218 |
| 735.00 | 0.5862 | 0.0166 | -1.2765 | 0.6422 |
| 737.50 | 0.5375 | 0.0175 | -1.3748 | 0.6841 |
| 740.00 | 0.4987 | 0.0187 | -1.4004 | 0.7156 |
| 742.50 | 0.4527 | 0.0198 | -1.447 | 0.7489 |
| 745.00 | 0.4052 | 0.0209 | -1.4789 | 0.7797 |
| 747.50 | 0.3543 | 0.0219 | -1.5092 | 0.8083 |
| 750.00 | 0.3009 | 0.0229 | -1.5285 | 0.8340 |
| 752.50 | 0.2442 | 0.0238 | -1.5482 | 0.8565 |
| 755.00 | 0.1845 | 0.0244 | -1.565 | 0.8749 |
| 757.50 | 0.1232 | 0.0250 | -1.573 | 0.8883 |
| 760.00 | 0.0604 | 0.0254 | -1.5711 | 0.8966 |
| 762.50 | -0.0033 | 0.0256 | -1.5648 | 0.8992 |
| 765.00 | -0.0679 | 0.0257 | -1.5387 | 0.8958 |
| 767.50 | -0.133 | 0.0257 | -1.5032 | 0.8866 |
| 770.00 | -0.198 | 0.0254 | -1.4598 | 0.8711 |
| 772.50 | -0.2608 | 0.0249 | -1.4153 | 0.8502 |
| 775.00 | -0.3245 | 0.0244 | -1.3524 | 0.8230 |
| 777.50 | -0.3848 | 0.0234 | -1.2902 | 0.7915 |
| 780.00 | -0.4444 | 0.0226 | -1.2152 | 0.7544 |
| 782.50 | -0.4888 | 0.0212 | -1.1797 | 0.7236 |
| 785.00 | -0.5365 | 0.0200 | -1.1181 | 0.6863 |
| 787.50 | -0.5846 | 0.0188 | -1.0412 | 0.6441 |
| 790.00 | -0.631 | 0.0176 | -0.9574 | 0.5990 |
| 792.50 | -0.6759 | 0.0162 | -0.8674 | 0.5507 |
| 795.00 | -0.721 | 0.0148 | -0.7661 | 0.4968 |
| 797.50 | -0.7459 | 0.0137 | -0.7249 | 0.4665 |
| 800.00 | -0.7799 | 0.0123 | -0.643 | 0.4205 |
| 805.00 | -0.8768 | 0.0076 | -0.3565 | 0.2532 |
| 810.00 | -0.9147 | 0.0046 | -0.2477 | 0.1757 |
| 815.00 | -0.932 | 0.0039 | -0.1975 | 0.1480 |
| 820.00 | -0.9455 | 0.0032 | -0.1554 | 0.1245 |
| 825.00 | -0.9613 | 0.0025 | -0.0932 | 0.0946 |
| 830.00 | -0.9653 | 0.0022 | -0.0848 | 0.0866 |
| 835.00 | -0.9579 | 0.0022 | -0.1381 | 0.1012 |
| 840.00 | -0.9623 | 0.0020 | -0.125 | 0.0925 |
| 845.00 | -0.9669 | 0.0017 | -0.1079 | 0.0832 |
| 850.00 | -0.9819 | 0.0011 | -0.0205 | 0.0502 |
| 855.00 | -0.9585 | 0.0018 | -0.1885 | 0.1001 |
| 860.00 | -0.9549 | 0.0018 | -0.2288 | 0.1070 |
| 865.00 | -0.9664 | 0.0014 | -0.1527 | 0.0842 |
| 870.00 | -0.9711 | 0.0013 | -0.1254 | 0.0744 |
| 875.00 | -0.9827 | 0.0009 | -0.0394 | 0.0482 |
| 880.00 | -0.9866 | 0.0007 | -0.0122 | 0.0388 |
| 885.00 | -0.9797 | 0.0009 | -0.0753 | 0.0553 |
| 890.00 | -0.9431 | 0.0016 | -0.4291 | 0.1288 |
| 895.00 | -0.966 | 0.0011 | -0.2172 | 0.0851 |
| 900.00 | -0.9911 | 0.0005 | 0.0155 | 0.0273 |
| 905.00 | -0.9516 | 0.0013 | -0.3884 | 0.1132 |
| 910.00 | -0.9607 | 0.0011 | -0.3039 | 0.0958 |
| 915.00 | -0.9578 | 0.0011 | -0.3476 | 0.1015 |
| 920.00 | -0.9569 | 0.0011 | -0.3699 | 0.1032 |
| 925.00 | -0.9454 | 0.0012 | -0.5215 | 0.1247 |
| 930.00 | -0.9631 | 0.0010 | -0.3201 | 0.0910 |
| 935.00 | -0.9651 | 0.0009 | -0.3054 | 0.0869 |
| 940.00 | -0.9694 | 0.0008 | -0.2611 | 0.0779 |
| 945.00 | -0.9861 | 0.0005 | -0.0617 | 0.0399 |
| 950.00 | -0.9803 | 0.0006 | -0.1379 | 0.0539 |
| 955.00 | -0.9837 | 0.0005 | -0.0997 | 0.0459 |
| 960.00 | -0.9763 | 0.0007 | -0.1989 | 0.0647 |
| 970.00 | -0.976 | 0.0006 | -0.2178 | 0.0638 |
| 980.00 | -0.9823 | 0.0005 | -0.1381 | 0.0491 |
| 990.00 | -0.9827 | 0.0005 | -0.1409 | 0.0482 |
| 1000.00 | -0.9833 | 0.0004 | -0.14 | 0.0468 |
| 1010.00 | -0.9826 | 0.0004 | -0.1591 | 0.0485 |