Healthcare Healthcare Reference Data Updated 2026-05-31

LLY Gamma Exposure, IV Rank & Implied Volatility

Eli Lilly and Company (LLY) options data — GEX, IV rank, options chain & Greeks

LLY options trade with implied volatility typically in the 20% - 55% range, averaging 30K+ contracts in daily volume with good liquidity. Next earnings: Check earnings calendar. Weekly options and LEAPS are available.

As of 2026-06-18, LLY's 30-day implied volatility is 31.6%, placing its IV rank at 33.0 — the 33.0th percentile of its 52-week range, a middle range, neutral between selling and buying premium.

Comprehensive options market data for Eli Lilly and Company (LLY).

LLY Options at a Glance

Daily Volume: 30K+ contracts
Bid-Ask Spread: Varies by strike
Open Interest: 400K+ contracts
IV Range: 20% - 55%
Expirations: Weekly, Monthly, LEAPS
Next Earnings: Check earnings calendar
Avg Volume
30K+ contracts
Open Interest
400K+ contracts
IV Range
20% - 55%
Liquidity
Good
Weeklies
Yes
LEAPS
Yes

1 About Eli Lilly and Company (LLY)

Eli Lilly and Company trades on NYSE. Options on LLY are actively traded by retail and institutional investors.

Company Profile

Sector Healthcare
Industry Pharmaceuticals
Market Cap Large Cap
Exchange NYSE

Key Dates

Next Earnings Check earnings calendar
Earnings Frequency Quarterly
Dividend Schedule Varies
Fiscal Year End December

LLY is an actively traded options name in the Pharmaceuticals space.

2 LLY Options Market Overview

LLY options offer good liquidity for traders seeking exposure to Pharmaceuticals.

Average Daily Volume 30K+ contracts
Total Open Interest 400K+ contracts
Put/Call Ratio 0.6 - 1.0 typical
Typical ATM Spread Varies by strike
Weekly Options Available
LEAPS Available Yes

Liquidity Assessment: Good

LLY options provide good liquidity for most trading strategies.

3 LLY Implied Volatility & IV Rank

LLY implied volatility reflects market expectations for Eli Lilly and Company price movement.

Low IV Environment
20% - 28%
Below average volatility
Typical IV Range
28% - 40%
Normal conditions
Elevated IV
40% - 55%
Above average volatility

Earnings Impact

IV typically increases before earnings and contracts afterward (IV crush).

The post-earnings volatility drop is known as IV crush. Holders of short LLY options should also understand early assignment risk around dividends and expiration.

Historical Volatility vs IV

Compare IV to historical volatility to assess option pricing relative to realized moves.

Term Structure

Term structure varies with market conditions and upcoming events.

View LLY Volatility Lab

LLY Gamma Exposure (GEX)

Gamma Exposure (GEX) analysis for LLY shows how dealer hedging may impact price behavior.

Typical GEX Profile: GEX profile varies based on market conditions and option positioning.

Key Levels: Major put and call walls at round number strikes may act as support/resistance.

Dealer Hedging: Dealer hedging activity can influence price behavior at key gamma levels.

View Live LLY GEX

4 Common LLY Options Strategies

These are strategies commonly used by traders on LLY options, based on typical market characteristics. This is not investment advice.

Used by LLY traders for income exposure. Good liquidity supports efficient execution.

Vertical Spreads Directional

Used by LLY traders for directional exposure. Good liquidity supports efficient execution.

Straddles Volatility

Used by LLY traders for volatility exposure. Good liquidity supports efficient execution.

Used by LLY traders for neutral exposure. Good liquidity supports efficient execution.

Used by LLY traders for time-based exposure. Good liquidity supports efficient execution.

Key Considerations for LLY Options

  • LLY options liquidity: Good - affects execution quality
  • IV range: 20% - 55% - important for premium selling strategies
  • Earnings events can significantly impact IV and option prices
  • Consider position sizing based on underlying volatility
  • Weekly options available for short-term strategies
  • LEAPS available for longer-term positioning

Frequently Asked Questions: LLY Options

What are LLY options?

LLY options are derivative contracts that give you the right to buy (call) or sell (put) Eli Lilly and Company shares at a specific price before expiration.

How do I analyze LLY implied volatility?

LLY IV typically ranges from 20% - 28% during quiet periods to 40% - 55% around earnings and major events. Compare current IV to historical ranges to assess relative value.

What is the typical bid-ask spread for LLY options?

LLY options have good liquidity with typical spreads varying by strike and expiration. ATM options generally have tighter spreads.

When does LLY report earnings?

Eli Lilly and Company typically reports earnings quarterly. Check the earnings calendar for exact dates as IV tends to increase before announcements.

What strategies work best for LLY options?

Popular LLY strategies include covered calls, vertical spreads, and straddles. Strategy selection depends on market outlook and risk tolerance.

What is the best time to trade LLY options?

The most liquid trading hours for LLY options are typically during regular market hours (9:30 AM - 4:00 PM ET), with highest volume around market open and close.

How do I calculate LLY option Greeks?

Use our free Options Calculator or Greeks Heatmap tool to calculate delta, gamma, theta, vega and other Greeks for LLY options across all strikes and expirations.

What happens to LLY options at expiration?

In-the-money LLY options are typically auto-exercised at expiration. Out-of-the-money options expire worthless. Consider closing positions before expiration to avoid assignment risk.

What is LLY's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence LLY's intraday price action. GEX profile varies based on market conditions and option positioning. Dealer hedging activity can influence price behavior at key gamma levels. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live LLY GEX levels and the gamma-flip point on ApexVol.

What is LLY's IV rank?

LLY's IV rank shows where LLY's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. LLY implied volatility typically ranges from 20% - 55%. Check LLY's live IV rank and percentile on ApexVol's IV analytics.

AV
Written by
ApexVol Research Team
Quantitative options research
All calculations use live ORATS institutional data — the same source used by professional volatility desks.
RS
Technical reviewer
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy
10+ years trading options. Built ApexVol's pricing engine, Greeks model, and IV-rank methodology.
This guide is updated as market conditions and ORATS data change. Last revised 2026-05-31. How we research →

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