Eli Lilly and

NYSE: LLY · Real-Time Price · USD
698.85
-2.38 (-0.34%)
At close: Aug 18, 2025, 3:59 PM
697.50
-0.19%
After-hours: Aug 18, 2025, 07:59 PM EDT

LLY Option Overview

Overview for all option chains of LLY. As of August 19, 2025, LLY options have an IV of 43.91% and an IV rank of 32.65%. The volume is 76,830 contracts, which is 197.64% of average daily volume of 38,873 contracts. The volume put-call ratio is 0.65, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
43.91%
IV Rank
32.65%
Historical Volatility
57.02%
IV Low
35.11% on Nov 07, 2024
IV High
62.06% on Jun 24, 2025

Open Interest (OI)

Today's Open Interest
472,020
Put-Call Ratio
0.74
Put Open Interest
200,289
Call Open Interest
271,731
Open Interest Avg (30-day)
297,054
Today vs Open Interest Avg (30-day)
158.9%

Option Volume

Today's Volume
76,830
Put-Call Ratio
0.65
Put Volume
30,324
Call Volume
46,506
Volume Avg (30-day)
38,873
Today vs Volume Avg (30-day)
197.64%

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 22, 2025 21,732 16,807 0.77 37,662 18,435 0.49 51.77% 672.5
Aug 29, 2025 6,514 2,084 0.32 13,623 7,324 0.54 43.48% 670
Sep 05, 2025 1,789 1,040 0.58 8,189 5,911 0.72 44.26% 700
Sep 12, 2025 1,247 498 0.4 3,364 2,069 0.62 43.55% 665
Sep 19, 2025 6,244 4,568 0.73 51,469 37,170 0.72 39.55% 730
Sep 26, 2025 636 311 0.49 3,351 838 0.25 37.51% 670
Oct 17, 2025 2,037 2,239 1.1 21,499 15,129 0.7 41.39% 720
Nov 21, 2025 1,127 732 0.65 6,642 7,053 1.06 37.35% 700
Dec 19, 2025 937 887 0.95 32,566 17,518 0.54 40.88% 690
Jan 16, 2026 1,060 339 0.32 38,842 33,818 0.87 38.09% 790
Feb 20, 2026 171 41 0.24 6,293 2,723 0.43 36.19% 650
Mar 20, 2026 1,478 55 0.04 10,667 13,457 1.26 36.16% 730
Apr 17, 2026 109 129 1.18 57 29 0.51 34.35% 590
Jun 18, 2026 736 169 0.23 8,430 12,566 1.49 35.41% 730
Sep 18, 2026 174 268 1.54 2,052 3,484 1.7 35.38% 700
Dec 18, 2026 127 25 0.2 6,707 7,193 1.07 35.52% 820
Jan 15, 2027 150 28 0.19 9,806 11,938 1.22 35.69% 740
Jun 17, 2027 238 104 0.44 10,512 3,634 0.35 36% 690