ELI LILLY & Co (LLY) Options Statistics & Positioning

ELI LILLY & Co (LLY) options trade at a 30-day at-the-money implied volatility of 32.1%, an IV rank of 14 out of 100 over the past year. The options market prices a ±$89.23 (±7.1%) move in LLY for the front expiration. Max pain sits at $1,100 and the put/call open interest ratio is 1.27. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$1,251.13

52-week range

$714.34 – $1,279.99

ATM IV (30d)

32.1%

IV rank

14 / 100

Low

Expected move

±$89.23 (±7.1%)

Put/call OI

1.27

Put-heavy

Max pain

$1,100

↓ 12.1% below close

Next earnings

Oct 29, 2026

Most Active LLY Contracts

Contract	Expiration	DTE	Last	IV	Volume
LLY $1,050 put	Sep 18, 2026	25d	$1.79	38.2%	635
LLY $1,100 put	Sep 18, 2026	25d	$3.90	35.4%	614
LLY $1,300 call	Aug 28, 2026	4d	$2.80	32.8%	463
LLY $1,035 put	Aug 28, 2026	4d	$0.10	0.0%	343
LLY $1,340 call	Aug 28, 2026	4d	$0.58	35.4%	301

See all active LLY contracts →

Explore LLY Options Statistics

LLY Implied Volatility

32.1% ATM IV (30d)

An IV rank of 14 places implied volatility in the lower part of its 52-week range.

Full implied volatility analysis →

LLY Open Interest

1.27 put/call OI ratio

135,239 calls and 172,108 puts outstanding across all expirations.

Full open interest analysis →

LLY Max Pain

$1,100 max pain

12.1% below the last close — see how max pain has moved over the past year.

Full max pain analysis →

LLY Gamma Exposure

$16.48B net GEX

Positive dealer gamma — hedging currently leans against price swings.

Full gamma exposure analysis →

LLY Options Volume

23,565 contracts traded

Put/call volume ratio 1.31 — 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 Oct 29, 2026. Options currently price a ±$89.23 (±7.1%) 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 Oct 29, 2026. Options currently price a ±$89.23 (±7.1%) 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.