LLY expected move

How far LLY options expect the stock to move by each expiration, from implied volatility.

• LLY options traded $14.34M in premium on 2026-11-02: $7.31M in calls and $7.03M in puts, a net bearish lean of $4.78M.
• Put/call ratio 0.96, implied volatility 41.6%.
• Options price a move of about ±$66.92 by 2026-11-06.
• Max pain for 2026-11-13 is $1380.0.

Updated 2026-11-02 18:27 UTC