← Back to Stock / ETF implied volatility screenerLLY - Lilly(Eli) & Co
LLY - Lilly(Eli) & Co
Implied Volatility Analysis
Implied Volatility:
30.8%
30.8%
Put/Call-Ratio:
3.20
3.20
Lilly(Eli) & Co has an Implied Volatility (IV) of 30.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LLY is 36 and the Implied Volatility Percentile (IVP) is 27. The current Implied Volatility Index for LLY is -0.72 standard deviations away from its 1 year mean.
| Market Cap | $317.97B |
|---|---|
| Dividend Yield | 1.21% ($4.05) |
| Next Earnings Date | 4/27/2023 (29d) |
| Implied Volatility (IV) 30d | 30.79 |
| Implied Volatility Rank (IVR) 1y | 36.08 |
| Implied Volatility Percentile (IVP) 1y | 26.59 |
| Historical Volatility (HV) 30d | 18.77 |
| IV / HV | 1.64 |
| Open Interest | 152.31K |
| Option Volume | 8.69K |
| Put/Call Ratio (Volume) | 3.20 |
Data was calculated after the 3/28/2023 closing.
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