LLY
Eli Lilly and CompanyHealthcare$935.58
▼ Bearish
Mkt Cap: $837.36B|Float: 891.0M|SI: 0.8%|DTC: 2.5
Data as of market close Apr 2, 2026
IV Rank
40
IV Pctl
33%
HV 20d
31.1%
52W Range
$620-$1132
ATR(14)
$26.62
Exp. Move
±3.9%
P/C Ratio
1.33
Earnings
Apr 30
GEX Negative
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Moderate
High Put/Call
LLY Key Options Data
- IV Rank
- 40.2%
- Total GEX
- $-0.00B
- Total DEX
- $6.6M
- Max Pain
- $920.00
- Expected Move
- ±3.9%
- Put/Call OI
- 1.33
- Net Premium
- $18.2M
- Spot Price
- $935.58
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-10 | 8 | ±$36.88 | ±3.9% | $898.71 | $972.46 |
| 2026-04-17 | 15 | ±$54.20 | ±5.8% | $881.38 | $989.78 |
| 2026-04-24 | 22 | ±$66.67 | ±7.1% | $868.91 | $1002.26 |
| 2026-05-01 | 29 | ±$98.68 | ±10.6% | $836.91 | $1034.26 |
| 2026-05-08 | 36 | ±$49.17 | ±5.3% | $886.41 | $984.76 |
| 2026-05-15 | 43 | ±$115.40 | ±12.3% | $820.18 | $1050.98 |
Explore LLY options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.