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

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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

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-1102.0
1102.0
View values by strike
LLY · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
320.00 942 -4.74 K
330.00 137 -10.5 K
340.00 574 -6.12 K
350.00 911 -6.18 K
360.00 12.2 K -31.1 K
370.00 2.5 K -15.7 K
380.00 1.34 K -20 K
390.00 755 -30.9 K
400.00 5.56 K -13.1 K
410.00 745 -11.9 K
420.00 1.23 K -6.14 K
430.00 1.53 K -29.1 K
440.00 4.29 K -34.8 K
450.00 7.57 K -116 K
460.00 2.97 K -16.7 K
470.00 9.55 K -26.1 K
480.00 1.37 K -20.9 K
490.00 1.27 K -54.5 K
500.00 15 K -83.9 K
510.00 1.33 K -18.2 K
520.00 5.77 K -84.3 K
530.00 3.96 K -16.3 K
540.00 5.89 K -75.6 K
550.00 8.05 K -32.5 K
560.00 10.1 K -59.7 K
570.00 2.42 K -13.1 K
580.00 9.33 K -63.7 K
590.00 3.69 K -30.8 K
600.00 24.4 K -220 K
610.00 3.83 K -41.5 K
620.00 15.1 K -270 K
630.00 14.1 K -67.4 K
640.00 34 K -85.2 K
650.00 37.1 K -88.4 K
660.00 26.3 K -229 K
670.00 24.9 K -170 K
680.00 53.4 K -209 K
690.00 12.8 K -90.7 K
700.00 110 K -514 K
710.00 52.3 K -83.5 K
720.00 53.9 K -240 K
730.00 36.8 K -149 K
740.00 29.2 K -572 K
750.00 123 K -403 K
760.00 69.8 K -164 K
770.00 48.7 K -64.2 K
780.00 61.5 K -226 K
790.00 27.6 K -203 K
800.00 238 K -1.06 M
810.00 61.3 K -181 K
820.00 72.8 K -385 K
830.00 882 K -284 K
840.00 91.3 K -284 K
850.00 180 K -683 K
860.00 107 K -1.2 M
870.00 47.1 K -276 K
880.00 117 K -362 K
890.00 106 K -448 K
900.00 665 K -1.59 M
910.00 211 K -212 K
920.00 209 K -490 K
930.00 115 K -359 K
935.00 0 -12.6 K
940.00 248 K -680 K
945.00 289 -8.55 K
950.00 455 K -852 K
955.00 662 -10.3 K
960.00 355 K -856 K
965.00 2.12 K -29.9 K
970.00 114 K -577 K
975.00 2.42 K -13.5 K
980.00 332 K -703 K
985.00 2.6 K -54.9 K
990.00 145 K -680 K
995.00 230 -21.7 K
1000.00 1.62 M -4.52 M
1005.00 1.22 K -17.3 K
1010.00 206 K -553 K
1015.00 2.42 K -43.1 K
1020.00 507 K -991 K
1025.00 2.51 K -22.8 K
1030.00 217 K -479 K
1035.00 6.24 K -21.8 K
1040.00 738 K -1.48 M
1045.00 1.95 K -11.1 K
1050.00 997 K -1.08 M
1055.00 7.25 K -17.3 K
1060.00 337 K -1.73 M
1065.00 1.79 K -12.8 K
1070.00 268 K -651 K
1075.00 2.05 K -31.6 K
1080.00 560 K -1.22 M
1085.00 3.96 K -27.3 K
1090.00 333 K -809 K
1095.00 4.93 K -36.5 K
1100.00 3.92 M -4.01 M
1105.00 7.87 K -250 K
1110.00 135 K -851 K
1115.00 5.92 K -34.7 K
1120.00 860 K -1.8 M
1125.00 10 K -62.5 K
1130.00 380 K -1.17 M
1135.00 16.5 K -41 K
1140.00 3.34 M -2.13 M
1145.00 208 K -75.9 K
1150.00 414 K -913 K
1155.00 31 K -62.5 K
1160.00 1.33 M -2.29 M
1165.00 77.8 K -99.1 K
1170.00 188 K -857 K
1175.00 31.7 K -145 K
1180.00 1.35 M -1.67 M
1185.00 62.1 K -56.6 K
1190.00 199 K -495 K
1195.00 56.4 K -102 K
1200.00 5.83 M -7.94 M
1205.00 51.7 K -249 K
1210.00 417 K -803 K
1215.00 86.3 K -146 K
1220.00 2.54 M -2.32 M
1225.00 70.8 K -149 K
1230.00 504 K -631 K
1235.00 83.8 K -220 K
1240.00 4.58 M -1.88 M
1245.00 145 K -351 K
1250.00 900 K -1.63 M
1255.00 367 K -288 K
1257.50 80.1 K -9.33 K
1260.00 5.25 M -3.46 M
1262.50 1.45 K -51.2 K
1265.00 263 K -409 K
1267.50 2.1 K -32.4 K
1270.00 2.18 M -1.87 M
1272.50 8.65 K -30.3 K
1275.00 403 K -1.08 M
1277.50 22.8 K -26.2 K
1280.00 7.69 M -3.84 M
1282.50 8.85 K -55.5 K
1285.00 472 K -361 K
1287.50 72.6 K -37.5 K
1290.00 1.32 M -1.06 M
1292.50 0 -28.8 K
1295.00 582 K -839 K
1297.50 0 -87.3 K
1300.00 14.6 M -7.88 M
1302.50 262 K -84.3 K
1305.00 687 K -1.16 M
1310.00 1.88 M -829 K
1315.00 1.05 M -1.75 M
1320.00 9.8 M -3.41 M
1325.00 427 K -421 K
1330.00 1.32 M -1.54 M
1335.00 554 K -279 K
1340.00 7.8 M -3.94 M
1345.00 60.2 K -409 K
1350.00 1.22 M -1.82 M
1355.00 143 K -181 K
1360.00 12.8 M -5.55 M
1365.00 274 K -613 K
1370.00 1.03 M -2.1 M
1375.00 537 K -1.8 M
1380.00 12.4 M -4.18 M
1385.00 1.63 M -871 K
1390.00 1.11 M -1.25 M
1395.00 1.88 M -1.09 M
1400.00 30.9 M -9.88 M
1405.00 2.21 M -591 K
1410.00 1.8 M -1.02 M
1415.00 1.54 M -1.07 M
1420.00 26.3 M -6.47 M
1425.00 2.53 M -1.29 M
1430.00 4.58 M -2.55 M
1435.00 1.87 M -286 K
1440.00 31.4 M -1.59 M
1445.00 1.78 M -189 K
1450.00 12.3 M -301 K
1455.00 1.08 M -256 K
1460.00 20.1 M -1.43 M
1465.00 1.44 M -41.5 K
1470.00 2.69 M -17 K
1475.00 813 K 0
1480.00 12.9 M -557 K
1485.00 2.27 M 0
1490.00 440 K 0
1495.00 593 K 0
1500.00 26.8 M -801 K
1510.00 541 K -6.12 K
1520.00 11.1 M -249 K
1530.00 317 K 0
1540.00 5.8 M -103 K
1550.00 310 K 0
1560.00 11.7 M -222 K
1570.00 21.8 K 0
1580.00 5.16 M -214 K
1590.00 3.03 K 0
1600.00 12.2 M -292 K
1620.00 2.24 M -45.6 K
1640.00 2.37 M -61.3 K
1660.00 4.85 M -31 K
1680.00 4.25 M -14.8 K
1700.00 2.68 M -67.7 K
1720.00 826 K -23.6 K
1740.00 819 K -16.1 K
1760.00 1.14 M -20.7 K
1770.00 160 K -21.1 K
1780.00 670 K -16.5 K
1800.00 977 K -18.8 K
1820.00 1.09 M -23.2 K
1840.00 1.24 M -34.5 K
1860.00 510 K -10 K
1880.00 673 K -19.5 K
1900.00 2.41 M -41.9 K
1920.00 16.4 K -6.8 K
1940.00 24.4 K -3.26 K
1960.00 181 K -3.22 K
1980.00 10.1 K 0
2000.00 333 K 0
2020.00 21.4 K 0
2040.00 13.6 K 0
2060.00 9 K 0
2080.00 88.6 K -3.18 K