Eli Lilly and (LLY)
NYSE: LLY
· Real-Time Price · USD
840.01
20.16 (2.46%)
At close: Oct 03, 2025, 3:59 PM
839.68
-0.04%
After-hours: Oct 03, 2025, 07:59 PM EDT
LLY Delta Exposure By Expiry
The total Delta Exposure (DEX) for LLY across all expirations shows 29,931,315.33 net shares that market makers must hedge, with 73,847,297.8 from calls and 43,915,982.47 from puts. The put-call delta ratio of 0.59 suggests neutral market maker positioning.
LLY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 5,523,045.04 | -3,619,393.26 | 1,903,651.78 | 0.66 |
| Oct 17, 25 | 10,731,216.7 | -5,272,934.63 | 5,458,282.07 | 0.49 |
| Oct 24, 25 | 1,043,197.22 | -656,450.71 | 386,746.51 | 0.63 |
| Oct 31, 25 | 2,400,585.63 | -1,025,617.75 | 1,374,967.88 | 0.43 |
| Nov 7, 25 | 418,005.29 | -359,285.21 | 58,720.08 | 0.86 |
| Nov 14, 25 | 20,421.43 | -25,139.74 | -4,718.31 | 1.23 |
| Nov 21, 25 | 5,711,081 | -5,979,832.9 | -268,751.9 | 1.05 |
| Dec 19, 25 | 9,262,917.15 | -3,758,243.92 | 5,504,673.23 | 0.41 |
| Jan 16, 26 | 10,621,333.31 | -9,771,289.65 | 850,043.66 | 0.92 |
| Feb 20, 26 | 3,640,996.36 | -965,692.41 | 2,675,303.95 | 0.27 |
| Mar 20, 26 | 5,900,510.67 | -3,115,543.28 | 2,784,967.39 | 0.53 |
| Apr 17, 26 | 571,268.77 | -243,576.01 | 327,692.76 | 0.43 |
| Jun 18, 26 | 4,569,202.89 | -2,394,135.54 | 2,175,067.35 | 0.52 |
| Sep 18, 26 | 1,719,909.9 | -893,186.28 | 826,723.62 | 0.52 |
| Dec 18, 26 | 2,542,634.2 | -2,335,532.75 | 207,101.45 | 0.92 |
| Jan 15, 27 | 4,277,326.09 | -2,558,889.76 | 1,718,436.33 | 0.60 |
| Jun 17, 27 | 4,429,778.17 | -847,734.22 | 3,582,043.95 | 0.19 |
| Dec 17, 27 | 214,259.13 | -63,714.95 | 150,544.18 | 0.30 |
| Jan 21, 28 | 249,608.85 | -29,789.5 | 219,819.35 | 0.12 |