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

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Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

LLY / Comparative study

3 signals / 503 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.13
45.31
Mean
42.66
Window
+119.3%
ATM IV z -0.70
0.32
Mean
0.36
Window
+8.8%
IV Percentile z -1.45
17.58
Mean
56.52
Window
-67.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.84 0.64
ATM IV 0.84 1.00 0.86
IV Percent... 0.64 0.86 1.00
Source observations

Data inspector

1-50 of 503
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-11-04 1.42K 45.31 0.32 17.58
2026-11-03 1.41K 49.77 0.34 32.03
2026-11-02 1.41K 50.39 0.34 32.94
2026-10-30 1.42K 47.47 0.33 25.88
2026-10-29 1.37K 44.73 0.32 15.35
2026-10-28 1.29K 77.84 0.42 82.21
2026-10-27 1.28K 75.6 0.42 81.03
2026-10-26 1.28K 74.7 0.41 79.37
2026-10-23 1.27K 69.85 0.4 72.73
2026-10-22 1.31K 71.82 0.4 76.68
2026-10-21 1.27K 71.44 0.4 76.28
2026-10-20 1.28K 72.55 0.41 77.47
2026-10-19 1.24K 70.6 0.4 74.6
2026-10-15 1.25K 76.16 0.42 81.5
2026-10-14 1.21K 78.32 0.42 83.46
2026-10-13 1.17K 73.36 0.41 79.13
2026-10-12 1.18K 71.36 0.4 77.87
2026-10-09 1.18K 71.85 0.4 78.35
2026-10-08 1.17K 73.04 0.41 78.74
2026-10-07 1.19K 71.79 0.4 78.74
2026-10-06 1.16K 69.02 0.39 74.02
2026-10-05 1.14K 75.57 0.42 81.03
2026-10-02 1.14K 58.5 0.36 50
2026-10-01 1.15K 59.43 0.37 52.36
2026-09-30 1.16K 58.58 0.36 50.79
2026-09-29 1.18K 58.58 0.36 50.39
2026-09-28 1.18K 58.63 0.36 50.59
2026-09-25 1.18K 46.08 0.32 21.65
2026-09-24 1.18K 48.03 0.33 28.06
2026-09-23 1.15K 45.52 0.32 19.37
2026-09-22 1.17K 45.01 0.32 17.39
2026-09-21 1.16K 45.95 0.32 21.03
2026-09-18 1.15K 42.54 0.31 11.46
2026-09-17 1.15K 43.63 0.32 14.62
2026-09-16 1.14K 45.72 0.32 20.55
2026-09-15 1.14K 46.42 0.32 22.53
2026-09-14 1.14K 44.18 0.32 16.27
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