ELI LILLY & Co (LLY) Options Statistics & Positioning

ELI LILLY & Co (LLY) options trade at a 30-day at-the-money implied volatility of 39.9%, an IV rank of 61 out of 100 over the past year. The options market prices a ±$145.09 (±12.3%) move in LLY for the front expiration. Max pain sits at $1,100 and the put/call open interest ratio is 1.16. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Oct 9, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$1,175.33

52-week range

$799.43 – $1,279.99

ATM IV (30d)

39.9%

IV rank

61 / 100

Moderate

Expected move

±$145.09 (±12.3%)

Put/call OI

1.16

Max pain

$1,100

↓ 6.4% below close

Next earnings

Oct 29, 2026

What's LLY's IV rank right now?Where's the max pain for LLY?Explain what gamma exposure means for LLY.

Most Active LLY Contracts

Contract	Expiration	DTE	Last	IV	Volume
LLY $1,200 call	Oct 16, 2026	7d	$10.20	28.6%	690
LLY $1,260 call	Oct 16, 2026	7d	$1.00	30.2%	619
LLY $990 put	Nov 20, 2026	42d	$7.90	41.3%	580
LLY $985 put	Nov 6, 2026	28d	$5.05	45.9%	576
LLY $1,110 put	Oct 16, 2026	7d	$2.11	32.4%	345

See all active LLY contracts →

Explore LLY Options Statistics

LLY Implied Volatility

39.9% ATM IV (30d)

An IV rank of 61 places implied volatility in the middle of its 52-week range.

Full implied volatility analysis →

LLY Open Interest

1.16 put/call OI ratio

152,314 calls and 176,868 puts outstanding across all expirations.

Full open interest analysis →

LLY Max Pain

$1,100 max pain

6.4% below the last close — see how max pain has moved over the past year.

Full max pain analysis →

LLY Gamma Exposure

$7.13B net GEX

Positive dealer gamma — hedging currently leans against price swings.

Full gamma exposure analysis →

LLY Options Volume

31,266 contracts traded

Put/call volume ratio 1.03 — plus contracts running far above their usual volume.

Full volume & flow analysis →

LLY Most Active Options

$1,200 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 ±$145.09 (±12.3%) 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 ±$145.09 (±12.3%) 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.