Eli Lilly and (LLY)
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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for LLY across all expirations is -148,669.5 shares per 1% move, with 247,809.9 from calls and 396,479.4 from puts. The put-call GEX ratio of 1.60 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance).
LLY GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 10, 25 | 36,184.89 | -42,970.01 | -6,785.12 | 1.19 |
| Oct 17, 25 | 49,204.37 | -87,330.53 | -38,126.16 | 1.77 |
| Oct 24, 25 | 5,048.68 | -12,009.73 | -6,961.05 | 2.38 |
| Oct 31, 25 | 8,668.13 | -12,293.32 | -3,625.19 | 1.42 |
| Nov 7, 25 | 1,650.47 | -4,125.61 | -2,475.14 | 2.50 |
| Nov 14, 25 | 86.17 | -191.49 | -105.32 | 2.22 |
| Nov 21, 25 | 22,759.13 | -48,007.4 | -25,248.27 | 2.11 |
| Dec 19, 25 | 28,764.13 | -40,976.32 | -12,212.19 | 1.42 |
| Jan 16, 26 | 38,497.71 | -73,228.17 | -34,730.46 | 1.90 |
| Feb 20, 26 | 9,764.39 | -8,319.82 | 1,444.57 | 0.85 |
| Mar 20, 26 | 13,163.4 | -21,456.51 | -8,293.11 | 1.63 |
| Apr 17, 26 | 1,154.16 | -1,881.5 | -727.34 | 1.63 |
| Jun 18, 26 | 10,085.34 | -15,892.1 | -5,806.76 | 1.58 |
| Sep 18, 26 | 2,587.82 | -5,220.36 | -2,632.54 | 2.02 |
| Dec 18, 26 | 4,870.91 | -7,326.68 | -2,455.77 | 1.50 |
| Jan 15, 27 | 7,661.39 | -11,573.85 | -3,912.46 | 1.51 |
| Jun 17, 27 | 7,097.86 | -3,328.95 | 3,768.91 | 0.47 |
| Dec 17, 27 | 266.68 | -245 | 21.68 | 0.92 |
| Jan 21, 28 | 294.27 | -102.05 | 192.22 | 0.35 |