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LLY - Lilly(Eli) & Co
Implied Volatility Analysis

Implied Volatility:
31.3%
Put/Call-Ratio:
0.49

Lilly(Eli) & Co has an Implied Volatility (IV) of 31.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LLY is 25 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for LLY is -1.11 standard deviations away from its 1 year mean.

Market Cap$350.18B
Dividend Yield1.06% ($3.90)
Next Earnings Date2/2/2023 (56d)
Implied Volatility (IV) 30d
31.29
Implied Volatility Rank (IVR) 1y
25.06
Implied Volatility Percentile (IVP) 1y
15.02
Historical Volatility (HV) 30d
22.92
IV / HV
1.37
Open Interest
207.47K
Option Volume
10.02K
Put/Call Ratio (Volume)
0.49

Data was calculated after the 12/7/2022 closing.

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