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LLY - Lilly(Eli) & Co
Implied Volatility Analysis

Implied Volatility:
36.3%
Put/Call-Ratio:
0.30

Lilly(Eli) & Co has an Implied Volatility (IV) of 36.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LLY is 66 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for LLY is 1.00 standard deviations away from its 1 year mean.

Market Cap$306.90B
Dividend Yield1.13% ($3.64)
Next Earnings Date8/4/2022 (34d)
Next Dividend Date8/12/2022 (42d)
Implied Volatility (IV) 30d
36.29
Implied Volatility Rank (IVR) 1y
65.64
Implied Volatility Percentile (IVP) 1y
82.21
Historical Volatility (HV) 30d
32.29
IV / HV
1.12
Open Interest
136.48K
Option Volume
6.02K
Put/Call Ratio (Volume)
0.30

Data was calculated after the 6/30/2022 closing.

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