Eli Lilly and (LLY) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear
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    Eli Lilly and

    NYSE: LLY · Real-Time Price · USD
    840.01
    20.16 (2.46%)
    At close: Oct 03, 2025, 3:59 PM
    840.20
    0.02%
    After-hours: Oct 03, 2025, 07:58 PM EDT

    LLY Option Overview

    Overview for all option chains of LLY. As of October 05, 2025, LLY options have an IV of 76.87% and an IV rank of 85.47%. The volume is 112,818 contracts, which is 406.45% of average daily volume of 27,757 contracts. The volume put-call ratio is 0.28, indicating a bullish sentiment in the market.

    Implied Volatility

    Implied Volatility (30d)
    76.87%
    IV Rank
    85.47%
    Historical Volatility
    36.98%
    IV Low
    35.22% on Nov 07, 2024
    IV High
    83.95% on Oct 03, 2025

    Open Interest (OI)

    Today's Open Interest
    415,642
    Put-Call Ratio
    0.88
    Put Open Interest
    194,837
    Call Open Interest
    220,805
    Open Interest Avg (30-day)
    347,173
    Today vs Open Interest Avg (30-day)
    119.72%

    Option Volume

    Today's Volume
    112,818
    Put-Call Ratio
    0.28
    Put Volume
    24,774
    Call Volume
    88,044
    Volume Avg (30-day)
    27,757
    Today vs Volume Avg (30-day)
    406.45%

    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
    Oct 10, 2025 46,838 8,920 0.19 19,555 10,208 0.52 102.63% 767.5
    Oct 17, 2025 19,658 5,701 0.29 33,813 26,215 0.78 81.8% 750
    Oct 24, 2025 3,694 807 0.22 2,975 2,838 0.95 71.34% 760
    Oct 31, 2025 1,681 950 0.57 5,898 4,821 0.82 71.94% 730
    Nov 07, 2025 997 203 0.2 1,103 1,218 1.1 66.52% 775
    Nov 14, 2025 268 332 1.24 54 41 0.76 62.59% 810
    Nov 21, 2025 3,010 1,996 0.66 16,850 17,738 1.05 60.32% 790
    Dec 19, 2025 4,165 1,425 0.34 30,211 21,380 0.71 60.13% 720
    Jan 16, 2026 4,726 1,388 0.29 42,506 37,552 0.88 51.19% 800
    Feb 20, 2026 472 438 0.93 9,110 5,756 0.63 47.75% 720
    Mar 20, 2026 367 1,096 2.99 14,219 18,797 1.32 46.09% 730
    Apr 17, 2026 172 71 0.41 1,264 1,730 1.37 47.04% 680
    Jun 18, 2026 435 624 1.43 11,169 14,045 1.26 43.09% 730
    Sep 18, 2026 141 92 0.65 3,555 5,325 1.5 42.53% 700
    Dec 18, 2026 140 141 1.01 6,634 8,729 1.32 39.97% 820
    Jan 15, 2027 957 407 0.43 10,574 13,139 1.24 39.8% 740
    Jun 17, 2027 143 82 0.57 10,397 4,661 0.45 39% 700
    Dec 17, 2027 53 78 1.47 428 499 1.17 38.74% 720
    Jan 21, 2028 127 23 0.18 490 145 0.3 38.26% 690

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