Eli Lilly & Co LLY 1417.99 8.61 0.61% Regime: Vol Expansion (65%)
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
Volume distribution (2026-11-04)
View values by strike
| Strike | Calls | Puts |
|---|---|---|
| 320.00 | 15 | 45 |
| 330.00 | 13 | 4 |
| 340.00 | 7 | 279 |
| 350.00 | 14 | 63 |
| 360.00 | 5 | 112 |
| 370.00 | 22 | 47 |
| 380.00 | 8 | 17 |
| 390.00 | 9 | 11 |
| 400.00 | 13 | 26 |
| 410.00 | 2 | 301 |
| 420.00 | 11 | 229 |
| 430.00 | 5 | 139 |
| 440.00 | 23 | 241 |
| 450.00 | 14 | 176 |
| 460.00 | 15 | 244 |
| 470.00 | 13 | 27 |
| 480.00 | 13 | 31 |
| 490.00 | 15 | 117 |
| 500.00 | 10 | 26 |
| 510.00 | 14 | 52 |
| 520.00 | 40 | 64 |
| 530.00 | 15 | 31 |
| 540.00 | 13 | 39 |
| 550.00 | 8 | 29 |
| 560.00 | 44 | 46 |
| 570.00 | 10 | 48 |
| 580.00 | 11 | 51 |
| 590.00 | 7 | 50 |
| 600.00 | 16 | 107 |
| 610.00 | 31 | 5.69 K |
| 620.00 | 8 | 1.15 K |
| 630.00 | 2 | 1.17 K |
| 640.00 | 17 | 636 |
| 650.00 | 5 | 112 |
| 660.00 | 22 | 235 |
| 670.00 | 24 | 132 |
| 680.00 | 23 | 102 |
| 690.00 | 19 | 32 |
| 700.00 | 24 | 113 |
| 710.00 | 17 | 287 |
| 720.00 | 26 | 362 |
| 730.00 | 27 | 209 |
| 740.00 | 19 | 70 |
| 750.00 | 18 | 44 |
| 760.00 | 37 | 235 |
| 770.00 | 14 | 92 |
| 780.00 | 52 | 537 |
| 790.00 | 13 | 322 |
| 800.00 | 22 | 1.08 K |
| 810.00 | 31 | 93 |
| 820.00 | 33 | 195 |
| 830.00 | 53 | 464 |
| 840.00 | 29 | 182 |
| 850.00 | 25 | 249 |
| 860.00 | 77 | 129 |
| 870.00 | 18 | 75 |
| 880.00 | 22 | 112 |
| 890.00 | 53 | 107 |
| 900.00 | 32 | 250 |
| 910.00 | 40 | 133 |
| 920.00 | 26 | 332 |
| 930.00 | 13 | 417 |
| 935.00 | 0 | 59 |
| 940.00 | 23 | 357 |
| 945.00 | 1 | 200 |
| 950.00 | 49 | 353 |
| 955.00 | 15 | 118 |
| 960.00 | 45 | 384 |
| 965.00 | 56 | 198 |
| 970.00 | 23 | 712 |
| 975.00 | 4 | 142 |
| 980.00 | 113 | 229 |
| 985.00 | 62 | 209 |
| 990.00 | 128 | 122 |
| 995.00 | 30 | 46 |
| 1000.00 | 104 | 837 |
| 1005.00 | 8 | 170 |
| 1010.00 | 66 | 115 |
| 1015.00 | 14 | 379 |
| 1020.00 | 61 | 86 |
| 1025.00 | 6 | 68 |
| 1030.00 | 40 | 102 |
| 1035.00 | 30 | 27 |
| 1040.00 | 89 | 171 |
| 1045.00 | 44 | 61 |
| 1050.00 | 27 | 464 |
| 1055.00 | 27 | 30 |
| 1060.00 | 57 | 99 |
| 1065.00 | 11 | 20 |
| 1070.00 | 94 | 110 |
| 1075.00 | 17 | 26 |
| 1080.00 | 69 | 131 |
| 1085.00 | 7 | 100 |
| 1090.00 | 35 | 413 |
| 1095.00 | 12 | 11 |
| 1100.00 | 106 | 445 |
| 1105.00 | 16 | 9 |
| 1110.00 | 20 | 355 |
| 1115.00 | 6 | 8 |
| 1120.00 | 90 | 103 |
| 1125.00 | 18 | 190 |
| 1130.00 | 90 | 66 |
| 1135.00 | 11 | 15 |
| 1140.00 | 208 | 268 |
| 1145.00 | 23 | 12 |
| 1150.00 | 35 | 163 |
| 1155.00 | 29 | 12 |
| 1160.00 | 40 | 158 |
| 1165.00 | 6 | 17 |
| 1170.00 | 23 | 685 |
| 1175.00 | 26 | 45 |
| 1180.00 | 42 | 244 |
| 1185.00 | 7 | 70 |
| 1190.00 | 53 | 152 |
| 1195.00 | 34 | 39 |
| 1200.00 | 93 | 450 |
| 1205.00 | 5 | 76 |
| 1210.00 | 37 | 110 |
| 1215.00 | 56 | 28 |
| 1220.00 | 74 | 165 |
| 1225.00 | 6 | 49 |
| 1230.00 | 29 | 99 |
| 1235.00 | 14 | 53 |
| 1240.00 | 83 | 296 |
| 1245.00 | 36 | 114 |
| 1250.00 | 73 | 428 |
| 1255.00 | 25 | 61 |
| 1257.50 | 17 | 25 |
| 1260.00 | 116 | 514 |
| 1262.50 | 2 | 86 |
| 1265.00 | 18 | 170 |
| 1267.50 | 3 | 75 |
| 1270.00 | 62 | 179 |
| 1272.50 | 3 | 35 |
| 1275.00 | 11 | 150 |
| 1277.50 | 4 | 83 |
| 1280.00 | 72 | 534 |
| 1282.50 | 1 | 67 |
| 1285.00 | 24 | 47 |
| 1287.50 | 13 | 33 |
| 1290.00 | 60 | 127 |
| 1292.50 | 0 | 8 |
| 1295.00 | 11 | 78 |
| 1297.50 | 0 | 26 |
| 1300.00 | 147 | 943 |
| 1302.50 | 75 | 157 |
| 1305.00 | 49 | 248 |
| 1310.00 | 27 | 152 |
| 1315.00 | 122 | 129 |
| 1320.00 | 115 | 254 |
| 1325.00 | 45 | 102 |
| 1330.00 | 60 | 367 |
| 1335.00 | 74 | 43 |
| 1340.00 | 140 | 434 |
| 1345.00 | 2 | 86 |
| 1350.00 | 26 | 769 |
| 1355.00 | 5 | 100 |
| 1360.00 | 154 | 246 |
| 1365.00 | 6 | 77 |
| 1370.00 | 14 | 122 |
| 1375.00 | 11 | 164 |
| 1380.00 | 167 | 349 |
| 1385.00 | 7 | 125 |
| 1390.00 | 20 | 97 |
| 1395.00 | 25 | 43 |
| 1400.00 | 632 | 772 |
| 1405.00 | 17 | 108 |
| 1410.00 | 90 | 86 |
| 1415.00 | 54 | 132 |
| 1420.00 | 557 | 448 |
| 1425.00 | 160 | 129 |
| 1430.00 | 196 | 49 |
| 1435.00 | 155 | 44 |
| 1440.00 | 429 | 86 |
| 1445.00 | 75 | 6 |
| 1450.00 | 487 | 22 |
| 1455.00 | 35 | 14 |
| 1460.00 | 395 | 288 |
| 1465.00 | 65 | 10 |
| 1470.00 | 98 | 3 |
| 1475.00 | 102 | 0 |
| 1480.00 | 460 | 330 |
| 1485.00 | 157 | 0 |
| 1490.00 | 117 | 0 |
| 1495.00 | 102 | 0 |
| 1500.00 | 1.09 K | 63 |
| 1510.00 | 50 | 1 |
| 1520.00 | 480 | 77 |
| 1530.00 | 27 | 0 |
| 1540.00 | 331 | 71 |
| 1550.00 | 43 | 2 |
| 1560.00 | 552 | 154 |
| 1570.00 | 3 | 2 |
| 1580.00 | 190 | 87 |
| 1590.00 | 10 | 0 |
| 1600.00 | 799 | 50 |
| 1620.00 | 308 | 24 |
| 1640.00 | 171 | 20 |
| 1660.00 | 78 | 28 |
| 1680.00 | 368 | 9 |
| 1700.00 | 253 | 18 |
| 1720.00 | 48 | 13 |
| 1740.00 | 36 | 11 |
| 1760.00 | 121 | 8 |
| 1770.00 | 6 | 2 |
| 1780.00 | 50 | 30 |
| 1800.00 | 58 | 8 |
| 1820.00 | 76 | 16 |
| 1840.00 | 82 | 14 |
| 1860.00 | 122 | 4 |
| 1880.00 | 118 | 18 |
| 1900.00 | 198 | 10 |
| 1920.00 | 16 | 4 |
| 1940.00 | 20 | 2 |
| 1960.00 | 202 | 1 |
| 1980.00 | 18 | 0 |
| 2000.00 | 176 | 0 |
| 2020.00 | 28 | 0 |
| 2040.00 | 32 | 0 |
| 2060.00 | 23 | 0 |
| 2080.00 | 100 | 2 |
| 2100.00 | 284 | 1 |