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
Eli Lilly and Greeks
Delta, Gamma, Theta, and Vega Greek Charts for LLY options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 450.00 | 0.8419 | 0.0007 | -9.0474 | 0.2872 |
| 460.00 | 0.8340 | 0.0007 | -9.3282 | 0.2970 |
| 470.00 | 0.8514 | 0.0004 | -8.7512 | 0.2447 |
| 480.00 | 0.8180 | 0.0007 | -9.8726 | 0.3164 |
| 490.00 | 0.8098 | 0.0008 | -10.1372 | 0.3261 |
| 500.00 | 0.8014 | 0.0009 | -10.3954 | 0.3357 |
| 510.00 | 0.7929 | 0.0009 | -10.6476 | 0.3453 |
| 520.00 | 0.7844 | 0.0009 | -10.8934 | 0.3547 |
| 530.00 | 0.7762 | 0.0010 | -11.0086 | 0.3637 |
| 540.00 | 0.7686 | 0.0011 | -10.9064 | 0.3720 |
| 545.00 | 0.7648 | 0.0011 | -10.8465 | 0.3762 |
| 550.00 | 0.7609 | 0.0011 | -10.7622 | 0.3803 |
| 555.00 | 0.7569 | 0.0012 | -10.7032 | 0.3846 |
| 560.00 | 0.7881 | 0.0007 | -9.8768 | 0.3088 |
| 565.00 | 0.7839 | 0.0007 | -9.8299 | 0.3145 |
| 570.00 | 0.7443 | 0.0012 | -10.5015 | 0.3977 |
| 575.00 | 0.7398 | 0.0013 | -10.4528 | 0.4024 |
| 580.00 | 0.7354 | 0.0014 | -10.3596 | 0.4070 |
| 585.00 | 0.7308 | 0.0014 | -10.2849 | 0.4118 |
| 590.00 | 0.7253 | 0.0015 | -10.2384 | 0.4178 |
| 595.00 | 0.7202 | 0.0015 | -10.1661 | 0.4232 |
| 600.00 | 0.7156 | 0.0015 | -10.0781 | 0.4273 |
| 605.00 | 0.7111 | 0.0017 | -9.985 | 0.4313 |
| 610.00 | 0.7057 | 0.0017 | -9.923 | 0.4367 |
| 612.50 | 0.7032 | 0.0018 | -9.8732 | 0.4389 |
| 615.00 | 0.7003 | 0.0018 | -9.8608 | 0.4418 |
| 617.50 | 0.6976 | 0.0018 | -9.8038 | 0.4442 |
| 620.00 | 0.6948 | 0.0018 | -9.7461 | 0.4469 |
| 622.50 | 0.6922 | 0.0019 | -9.6641 | 0.4494 |
| 625.00 | 0.7388 | 0.0009 | -8.9561 | 0.3465 |
| 627.50 | 0.6861 | 0.0019 | -9.6113 | 0.4552 |
| 630.00 | 0.6829 | 0.0021 | -9.5496 | 0.4586 |
| 632.50 | 0.6794 | 0.0021 | -9.5252 | 0.4621 |
| 635.00 | 0.6771 | 0.0021 | -9.47 | 0.4638 |
| 637.50 | 0.6740 | 0.0022 | -9.4126 | 0.4665 |
| 640.00 | 0.7195 | 0.0013 | -8.7907 | 0.3715 |
| 642.50 | 0.6676 | 0.0023 | -9.3094 | 0.4725 |
| 645.00 | 0.6642 | 0.0023 | -9.2623 | 0.4756 |
| 647.50 | 0.6600 | 0.0023 | -9.2217 | 0.4800 |
| 650.00 | 0.6570 | 0.0025 | -9.1948 | 0.4826 |
| 652.50 | 0.6521 | 0.0025 | -9.1558 | 0.4879 |
| 655.00 | 0.6494 | 0.0026 | -9.0841 | 0.4896 |
| 657.50 | 0.6605 | 0.0025 | -8.8724 | 0.4684 |
| 660.00 | 0.6929 | 0.0017 | -8.4798 | 0.4004 |
| 662.50 | 0.6390 | 0.0028 | -8.9512 | 0.4985 |
| 665.00 | 0.6959 | 0.0014 | -8.2794 | 0.3832 |
| 667.50 | 0.6231 | 0.0031 | -8.9167 | 0.5177 |
| 670.00 | 0.6707 | 0.0023 | -8.3638 | 0.4313 |
| 672.50 | 0.6118 | 0.0033 | -8.8505 | 0.5292 |
| 675.00 | 0.6833 | 0.0016 | -8.0898 | 0.3932 |
| 677.50 | 0.6119 | 0.0033 | -8.6487 | 0.5237 |
| 680.00 | 0.6670 | 0.0022 | -8.0354 | 0.4214 |
| 682.50 | 0.6373 | 0.0031 | -8.1939 | 0.4757 |
| 685.00 | 0.6596 | 0.0024 | -7.9359 | 0.4276 |
| 687.50 | 0.5939 | 0.0038 | -8.3072 | 0.5391 |
| 690.00 | 0.6550 | 0.0024 | -7.8093 | 0.4269 |
| 692.50 | 0.5836 | 0.0041 | -8.2895 | 0.5477 |
| 695.00 | 0.6271 | 0.0034 | -7.8373 | 0.4733 |
| 697.50 | 0.5713 | 0.0045 | -8.1571 | 0.5590 |
| 700.00 | 0.6230 | 0.0035 | -7.6982 | 0.4717 |
| 702.50 | 0.5609 | 0.0048 | -7.9936 | 0.5669 |
| 705.00 | 0.6179 | 0.0037 | -7.5536 | 0.4713 |
| 707.50 | 0.5882 | 0.0047 | -7.6286 | 0.5187 |
| 710.00 | 0.5826 | 0.0049 | -7.563 | 0.5236 |
| 712.50 | 0.5334 | 0.0058 | -7.7313 | 0.5907 |
| 715.00 | 0.6034 | 0.0043 | -7.2851 | 0.4773 |
| 717.50 | 0.5160 | 0.0064 | -7.6239 | 0.6060 |
| 720.00 | 0.5522 | 0.0062 | -7.3472 | 0.5530 |
| 722.50 | 0.4996 | 0.0073 | -7.4952 | 0.6193 |
| 725.00 | 0.5802 | 0.0057 | -7.0496 | 0.4970 |
| 727.50 | 0.4777 | 0.0082 | -7.3002 | 0.6380 |
| 730.00 | 0.5566 | 0.0071 | -6.9487 | 0.5264 |
| 732.50 | 0.5507 | 0.0078 | -6.8049 | 0.5301 |
| 735.00 | 0.5473 | 0.0083 | -6.7322 | 0.5298 |
| 737.50 | 0.4325 | 0.0113 | -6.9746 | 0.6731 |
| 740.00 | 0.5166 | 0.0112 | -6.5631 | 0.5658 |
| 742.50 | 0.3926 | 0.0136 | -6.8977 | 0.7046 |
| 745.00 | 0.4258 | 0.0159 | -6.6357 | 0.6693 |
| 747.50 | 0.4054 | 0.0185 | -6.5332 | 0.6859 |
| 750.00 | 0.3894 | 0.0219 | -6.3967 | 0.6974 |
| 752.50 | 0.3691 | 0.0270 | -6.2433 | 0.7119 |
| 755.00 | 0.3123 | 0.0330 | -6.275 | 0.7536 |
| 757.50 | 0.2315 | 0.0394 | -6.1585 | 0.7977 |
| 760.00 | 0.1609 | 0.0621 | -5.9946 | 0.8224 |
| 762.50 | -0.006 | 0.0718 | -5.9194 | 0.8331 |
| 765.00 | -0.4535 | 0.0019 | -5.6999 | 0.4177 |
| 767.50 | -0.4598 | 0.0020 | -5.5787 | 0.4184 |
| 770.00 | -0.4656 | 0.0020 | -5.5115 | 0.4190 |
| 772.50 | -0.4723 | 0.0021 | -5.3915 | 0.4195 |
| 775.00 | -0.4788 | 0.0021 | -5.2991 | 0.4199 |
| 777.50 | -0.4842 | 0.0021 | -5.2893 | 0.4202 |
| 780.00 | -0.492 | 0.0022 | -5.1374 | 0.4205 |
| 782.50 | -0.4991 | 0.0022 | -5.0397 | 0.4205 |
| 785.00 | -0.5069 | 0.0023 | -4.9161 | 0.4205 |
| 787.50 | -0.5121 | 0.0023 | -4.9299 | 0.4204 |
| 790.00 | -0.5184 | 0.0023 | -4.8896 | 0.4201 |
| 792.50 | -0.5279 | 0.0024 | -4.7141 | 0.4195 |
| 795.00 | -0.539 | 0.0025 | -4.4955 | 0.4185 |
| 797.50 | -0.5437 | 0.0024 | -4.5333 | 0.4180 |
| 800.00 | -0.5526 | 0.0025 | -4.4168 | 0.4169 |
| 802.50 | -0.561 | 0.0025 | -4.3245 | 0.4156 |
| 805.00 | -0.5689 | 0.0026 | -4.2535 | 0.4143 |
| 807.50 | -0.5745 | 0.0026 | -4.2563 | 0.4132 |
| 810.00 | -0.5858 | 0.0026 | -4.0885 | 0.4108 |
| 812.50 | -0.5936 | 0.0026 | -4.0273 | 0.4089 |
| 815.00 | -0.6087 | 0.0027 | -3.7846 | 0.4048 |
| 817.50 | -0.6089 | 0.0027 | -3.9158 | 0.4048 |
| 820.00 | -0.6269 | 0.0028 | -3.6181 | 0.3991 |
| 822.50 | -0.6251 | 0.0027 | -3.7838 | 0.3997 |
| 825.00 | -0.6413 | 0.0028 | -3.5408 | 0.3939 |
| 827.50 | -0.6526 | 0.0028 | -3.4155 | 0.3894 |
| 830.00 | -0.6615 | 0.0028 | -3.34 | 0.3856 |
| 832.50 | -0.6694 | 0.0028 | -3.2857 | 0.3820 |
| 835.00 | -0.6738 | 0.0028 | -3.2951 | 0.3800 |
| 837.50 | -0.6861 | 0.0028 | -3.156 | 0.3739 |
| 840.00 | -0.7007 | 0.0028 | -2.9781 | 0.3661 |
| 842.50 | -0.709 | 0.0028 | -2.9159 | 0.3614 |
| 845.00 | -0.7167 | 0.0028 | -2.8605 | 0.3569 |
| 847.50 | -0.728 | 0.0028 | -2.7446 | 0.3498 |
| 850.00 | -0.7362 | 0.0028 | -2.6791 | 0.3445 |
| 852.50 | -0.7307 | 0.0027 | -2.8371 | 0.3481 |
| 855.00 | -0.7569 | 0.0027 | -2.4785 | 0.3300 |
| 857.50 | -0.7567 | 0.0027 | -2.5397 | 0.3301 |
| 860.00 | -0.7673 | 0.0027 | -2.4326 | 0.3222 |
| 862.50 | -0.7806 | 0.0027 | -2.283 | 0.3116 |
| 865.00 | -0.7865 | 0.0026 | -2.2449 | 0.3068 |
| 867.50 | -0.7935 | 0.0026 | -2.1887 | 0.3008 |
| 870.00 | -0.7866 | 0.0025 | -2.339 | 0.3067 |
| 872.50 | -0.8015 | 0.0025 | -2.1586 | 0.2938 |
| 875.00 | -0.8179 | 0.0024 | -1.959 | 0.2786 |
| 877.50 | -0.8238 | 0.0024 | -1.9118 | 0.2729 |
| 880.00 | -0.8384 | 0.0024 | -1.7398 | 0.2581 |
| 882.50 | -0.8383 | 0.0023 | -1.7741 | 0.2582 |
| 885.00 | -0.8334 | 0.0023 | -1.8795 | 0.2633 |
| 887.50 | -0.8304 | 0.0022 | -1.9581 | 0.2663 |
| 890.00 | -0.8573 | 0.0022 | -1.596 | 0.2377 |
| 892.50 | -0.8715 | 0.0021 | -1.4227 | 0.2212 |
| 895.00 | -0.8792 | 0.0020 | -1.3415 | 0.2119 |
| 897.50 | -0.8597 | 0.0021 | -1.6444 | 0.2349 |
| 900.00 | -0.8798 | 0.0020 | -1.3786 | 0.2112 |
| 905.00 | -0.89 | 0.0019 | -1.2759 | 0.1982 |
| 910.00 | -0.8963 | 0.0018 | -1.2247 | 0.1899 |
| 915.00 | -0.915 | 0.0016 | -0.9903 | 0.1640 |
| 920.00 | -0.8949 | 0.0017 | -1.3225 | 0.1919 |
| 925.00 | -0.9247 | 0.0014 | -0.9068 | 0.1497 |
| 930.00 | -0.917 | 0.0015 | -1.0494 | 0.1611 |
| 935.00 | -0.9099 | 0.0015 | -1.1917 | 0.1714 |
| 940.00 | -0.9256 | 0.0013 | -0.9698 | 0.1483 |
| 950.00 | -0.9457 | 0.0011 | -0.6962 | 0.1161 |
| 960.00 | -0.9504 | 0.0010 | -0.6548 | 0.1081 |