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Eli Lilly & Co LLY 1116.2 -6.8 -0.61% Regime: Neutral (40%)

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

LLY / Comparative study

3 signals / 504 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.02
41.32
Mean
40.97
Window
+82.3%
ATM IV z -0.86
0.31
Mean
0.36
Window
+6.3%
IV Percentile z -1.75
10.67
Mean
58.15
Window
-80.1%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.86 0.66
ATM IV 0.86 1.00 0.84
IV Percent... 0.66 0.84 1.00
Source observations

Data inspector

1-50 of 504
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 1.12K 41.32 0.31 10.67
2026-09-10 1.12K 45.51 0.32 20.55
2026-09-09 1.12K 45.76 0.32 21.34
2026-09-08 1.12K 47.81 0.33 26.88
2026-09-07 1.15K 47.56 0.33 26.19
2026-09-04 1.15K 43.31 0.31 17
2026-09-03 1.16K 41.89 0.31 13.83
2026-09-02 1.16K 45.42 0.32 21.34
2026-09-01 1.16K 44.18 0.32 18.25
2026-08-31 1.16K 41.47 0.31 13.55
2026-08-28 1.17K 38.1 0.3 8.33
2026-08-27 1.18K 43.29 0.31 17.06
2026-08-26 1.19K 42.21 0.31 15.48
2026-08-25 1.23K 46.34 0.32 23.02
2026-08-24 1.25K 42.89 0.31 16.73
2026-08-21 1.26K 45 0.32 20.63
2026-08-20 1.24K 41.91 0.31 16.67
2026-08-19 1.28K 48.2 0.33 28.97
2026-08-18 1.23K 39.93 0.3 14.68
2026-08-17 1.18K 42.9 0.31 17.93
2026-08-14 1.18K 36.46 0.29 8.33
2026-08-13 1.21K 39.48 0.3 12.3
2026-08-12 1.22K 43.3 0.31 17.86
2026-08-11 1.22K 46.99 0.33 25
2026-08-10 1.23K 47.55 0.33 26.29
2026-08-07 1.19K 46.74 0.33 23.81
2026-08-06 1.19K 51.39 0.34 36.11
2026-08-05 1.17K 56.18 0.35 45.24
2026-08-04 1.12K 82.62 0.44 84.13
2026-08-03 1.12K 89.31 0.46 93.63
2026-07-31 1.15K 90.83 0.46 95.24
2026-07-30 1.15K 84.76 0.44 86.9
2026-07-29 1.21K 86.94 0.45 90.48
2026-07-28 1.22K 90.39 0.46 94.44
2026-07-27 1.20K 89.03 0.46 92.83
2026-07-24 1.20K 85.23 0.45 87.7
2026-07-23 1.19K 88.96 0.46 91.27
2026-07-22 1.16K 84.48 0.44 86.51
2026-07-21 1.18K 85.4 0.45 87.7
2026-07-20 1.15K 85.2 0.45 87.25
2026-07-17 1.18K 86.31 0.45 88.1
2026-07-16 1.17K 78.79 0.43 82.14
2026-07-15 1.16K 83.07 0.44 83.73
2026-07-14 1.15K 83.51 0.44 84.52
2026-07-13 1.18K 83.23 0.44 84.46
2026-07-10 1.19K 68.02 0.39 69.84
2026-07-09 1.22K 70.87 0.4 74.6
2026-07-08 1.22K 75.58 0.42 79.37
2026-07-07 1.24K 76.48 0.42 80.16
2026-07-02 1.21K 63.25 0.38 56.52