Open
⌘K
Sign in Sign up

Eli Lilly & Co LLY 1417.99 8.61 0.61% Regime: Vol Expansion (65%)

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.321
Put Call Ratio (OI)
1.4
Put Call Ratio (Vol)
2.44
IV Rank
45.3
IV Percentile
17.6
Max pain
1.31 K

Delta exposure (2026-11-04)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-1102.0
1102.0
View values by strike
LLY · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
StrikeCallsPuts
320.00 3.88 K -46.7
330.00 1.7 K -139
340.00 2.39 K -89.3
350.00 3.98 K -79.2
360.00 21.2 K -497
370.00 5.13 K -196
380.00 2.56 K -291
390.00 3.08 K -410
400.00 17.1 K -173
410.00 2.58 K -162
420.00 4.47 K -79.1
430.00 4.07 K -399
440.00 5.37 K -598
450.00 10.4 K -1.71 K
460.00 4.84 K -272
470.00 13.5 K -473
480.00 3.48 K -303
490.00 2.27 K -846
500.00 15.4 K -1.21 K
510.00 2.27 K -202
520.00 6.37 K -1.11 K
530.00 5.64 K -200
540.00 5.95 K -1.2 K
550.00 8.03 K -398
560.00 13.2 K -856
570.00 2.86 K -138
580.00 7.55 K -779
590.00 6.82 K -303
600.00 25.4 K -2.62 K
610.00 4.65 K -248
620.00 9.34 K -3.33 K
630.00 12 K -548
640.00 22.5 K -828
650.00 22.9 K -1.31 K
660.00 23.8 K -2.8 K
670.00 17.5 K -1.6 K
680.00 46.2 K -2.15 K
690.00 9.94 K -897
700.00 94.5 K -7.53 K
710.00 33.4 K -841
720.00 31.1 K -3.78 K
730.00 24.4 K -1.23 K
740.00 26.3 K -6.35 K
750.00 65 K -5.59 K
760.00 35.2 K -1.69 K
770.00 37.1 K -564
780.00 24.8 K -2.31 K
790.00 20.7 K -2.12 K
800.00 93.5 K -10.6 K
810.00 22.6 K -1.65 K
820.00 26.7 K -4.39 K
830.00 232 K -2.88 K
840.00 39.9 K -3.32 K
850.00 64.8 K -6.59 K
860.00 37.8 K -19.8 K
870.00 20.4 K -3.22 K
880.00 36.3 K -3.6 K
890.00 33.7 K -3.87 K
900.00 159 K -18.9 K
910.00 50.9 K -2.2 K
920.00 67.6 K -5.06 K
930.00 24.8 K -3.28 K
935.00 0 -40.7
940.00 55.2 K -5.82 K
945.00 98.3 -25.8
950.00 89.3 K -9.92 K
955.00 297 -29
960.00 60.9 K -8.32 K
965.00 890 -115
970.00 21.5 K -5.91 K
975.00 888 -41.6
980.00 67.7 K -5.9 K
985.00 786 -170
990.00 27.2 K -5.11 K
995.00 99 -108
1000.00 300 K -44.4 K
1005.00 394 -50.2
1010.00 32.8 K -4.86 K
1015.00 588 -161
1020.00 70.3 K -8.89 K
1025.00 588 -58.1
1030.00 29.2 K -5.35 K
1035.00 1.37 K -64.8
1040.00 92.3 K -12 K
1045.00 390 -34.3
1050.00 135 K -13 K
1055.00 1.67 K -41.1
1060.00 46.8 K -18.9 K
1065.00 493 -45.4
1070.00 31.2 K -6.24 K
1075.00 492 -92.1
1080.00 66.2 K -10.9 K
1085.00 885 -73.7
1090.00 32 K -5.95 K
1095.00 981 -103
1100.00 396 K -36.5 K
1105.00 1.37 K -874
1110.00 14.6 K -6.51 K
1115.00 977 -114
1120.00 93.1 K -16.3 K
1125.00 1.46 K -258
1130.00 66.2 K -7.87 K
1135.00 2.54 K -157
1140.00 252 K -19.7 K
1145.00 32.9 K -235
1150.00 49 K -5.41 K
1155.00 3.89 K -199
1160.00 106 K -21.1 K
1165.00 9.14 K -353
1170.00 22.6 K -6.88 K
1175.00 3.8 K -462
1180.00 93.4 K -13.5 K
1185.00 5.28 K -176
1190.00 49.8 K -3.13 K
1195.00 5.12 K -288
1200.00 359 K -70.6 K
1205.00 4.96 K -628
1210.00 31.6 K -4.04 K
1215.00 7.25 K -425
1220.00 143 K -19.7 K
1225.00 5.19 K -399
1230.00 29.7 K -3.6 K
1235.00 6.08 K -603
1240.00 263 K -13.4 K
1245.00 9.64 K -904
1250.00 46.5 K -12.6 K
1255.00 20.7 K -854
1257.50 3.99 K -16.1
1260.00 225 K -27.3 K
1262.50 97.1 -104
1265.00 12.8 K -1.31 K
1267.50 94.7 -50.6
1270.00 92.7 K -9.78 K
1272.50 482 -44.8
1275.00 16.4 K -3.11 K
1277.50 1.15 K -38.8
1280.00 285 K -23.8 K
1282.50 484 -90.6
1285.00 19.7 K -965
1287.50 2.63 K -48.1
1290.00 47.4 K -4.19 K
1292.50 0 -39.4
1295.00 18.2 K -2.46 K
1297.50 0 -149
1300.00 452 K -52.8 K
1302.50 6.89 K -92.9
1305.00 20.8 K -3.37 K
1310.00 54.1 K -3.4 K
1315.00 25.2 K -4.17 K
1320.00 262 K -19.3 K
1325.00 8.82 K -853
1330.00 32.6 K -3.52 K
1335.00 9.93 K -693
1340.00 158 K -20.8 K
1345.00 983 -520
1350.00 33.6 K -4.45 K
1355.00 2.3 K -231
1360.00 207 K -37.5 K
1365.00 3.35 K -759
1370.00 11.3 K -3.33 K
1375.00 4.73 K -2.36 K
1380.00 173 K -22.1 K
1385.00 11.7 K -1.5 K
1390.00 7.8 K -2.17 K
1395.00 9.62 K -2.22 K
1400.00 382 K -44.7 K
1405.00 9.01 K -1.19 K
1410.00 6.73 K -2.74 K
1415.00 5.36 K -2.28 K
1420.00 204 K -56.3 K
1425.00 7.01 K -4.32 K
1430.00 13.1 K -6.91 K
1435.00 4.26 K -1.11 K
1440.00 223 K -13.8 K
1445.00 3.94 K -776
1450.00 28.7 K -1.62 K
1455.00 1.68 K -1.37 K
1460.00 172 K -20 K
1465.00 2.16 K -368
1470.00 5.15 K -166
1475.00 1.1 K 0
1480.00 95.3 K -10.9 K
1485.00 4.98 K 0
1490.00 437 0
1495.00 742 0
1500.00 277 K -16.5 K
1510.00 753 -84.1
1520.00 70.9 K -4.83 K
1530.00 524 0
1540.00 58.4 K -2.31 K
1550.00 375 0
1560.00 75.5 K -5.04 K
1570.00 39.3 0
1580.00 57.4 K -5.39 K
1590.00 5.21 0
1600.00 167 K -9.07 K
1620.00 22.4 K -1.41 K
1640.00 26.9 K -2.03 K
1660.00 54.3 K -1.01 K
1680.00 99.8 K -479
1700.00 34.3 K -2.35 K
1720.00 11.1 K -897
1740.00 11.9 K -629
1760.00 23.8 K -792
1770.00 7.15 K -824
1780.00 9.32 K -694
1800.00 14.1 K -757
1820.00 26 K -1.01 K
1840.00 25.3 K -1.48 K
1860.00 8.12 K -432
1880.00 12.5 K -901
1900.00 50.2 K -1.88 K
1920.00 224 -332
1940.00 799 -173
1960.00 4.86 K -175
1980.00 395 0
2000.00 6.72 K 0
2020.00 313 0
2040.00 172 0
2060.00 219 0
2080.00 2.08 K -167