ELI LILLY & Co (LLY) Options Statistics & Positioning

ELI LILLY & Co (LLY) options trade at a 30-day at-the-money implied volatility of 42.7%, an IV rank of 70 out of 100 over the past year. The options market prices a ±$141.46 (±11.8%) move in LLY for the front expiration. Max pain sits at $1,040 and the put/call open interest ratio is 1.14. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$1,197.00

52-week range

$625.04 – $1,236.50

ATM IV (30d)

42.7%

IV rank

70 / 100

High

Expected move

±$141.46 (±11.8%)

Put/call OI

1.14

Max pain

$1,040

↓ 13.1% below close

Next earnings

Aug 4, 2026

Most Active LLY Contracts

Contract	Expiration	DTE	Last	IV	Volume
LLY $1,300 call	Jul 17, 2026	7d	$0.86	35.6%	2,345
LLY $1,320 call	Jul 31, 2026	21d	$5.55	33.6%	1,859
LLY $1,500 call	Jul 17, 2026	7d	$0.05	59.2%	809
LLY $1,520 call	Jul 17, 2026	7d	$0.01	95.2%	768
LLY $580 put	Jul 24, 2026	14d	$0.05	128.4%	680

See all active LLY contracts →

Explore LLY Options Statistics

LLY Implied Volatility

42.7% ATM IV (30d)

An IV rank of 70 places implied volatility near the top of its 52-week range.

Full implied volatility analysis →

LLY Open Interest

1.14 put/call OI ratio

175,305 calls and 199,113 puts outstanding across all expirations.

Full open interest analysis →

LLY Max Pain

$1,040 max pain

13.1% below the last close — see how max pain has moved over the past year.

Full max pain analysis →

LLY Gamma Exposure

$15.48B net GEX

Positive dealer gamma — hedging currently leans against price swings.

Full gamma exposure analysis →

LLY Options Volume

48,429 contracts traded

Put/call volume ratio 0.83 — plus contracts running far above their usual volume.

Full volume & flow analysis →

LLY Most Active Options

$1,300 top volume strike

The 25 most actively traded LLY contracts with price, IV, greeks, and volume vs. average.

Full active contracts analysis →

Upcoming Earnings

LLY's next expected earnings date is Aug 4, 2026. Options currently price a ±$141.46 (±11.8%) move for the front expiration.

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LLY Options FAQ

When is LLY's next earnings date?

LLY's next expected earnings date is Aug 4, 2026. Options currently price a ±$141.46 (±11.8%) move for the front expiration.

How often is LLY options data on this page updated?

All LLY statistics on this page are computed by OptiView from delayed OPRA options data and refresh every trading day after the session close.

Where can I see LLY max pain, open interest, and implied volatility in detail?

OptiView publishes dedicated LLY pages for implied volatility, max pain, open interest, gamma exposure, options volume, and the most active contracts — each with charts, history, and a plain-English explanation of what the numbers mean.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.