LLY250110C00865000 Option on Eli Lilly

LLY Stock  USD 765.10  16.88  2.16%   
LLY250110C00865000 is a PUT option contract on Eli Lilly's common stock with a strick price of 865.0 expiring on 2025-01-10. The contract was not traded in recent days and, as of today, has 3 days remaining before the expiration. The option is currently trading at a bid price of $10.6, and an ask price of $15.35. The implied volatility as of the 7th of January is 3.0.
  
A put option written on Eli Lilly becomes more valuable as the price of Eli Lilly drops. Conversely, Eli Lilly's put option loses its value as Eli Stock rises.

Rule 16 of 2025-01-10 Option Contract

The options market is anticipating that Eli Lilly and will have an average daily up or down price movement of about 0.0207% per day over the life of the option. With Eli Lilly trading at USD 765.1, that is roughly USD 0.16. If you think that the market is fully understating Eli Lilly's daily price movement you should consider buying Eli Lilly and options at that current volatility level of 0.33%. But if you have an opposite viewpoint you should avoid it and even consider selling them.

Out Of The Money Call Option on Eli Lilly

An 'Out of The Money' option on Eli has a strike price that Eli Stock has yet to reach, meaning the option has no intrinsic value. 'Out of The Money' options are usually less costly than 'In The Money' options, making them more desirable to traders with smaller amounts of capital. Some of the uses for Eli Lilly's 'Out of The Money' options include buying the options if you expect a big move in Eli Lilly's stock. Since 'Out of The Money' options have a lower up-front cost (i.e., no intrinsic value) than 'In The Money' options, buying it is a reasonable choice.
Call Contract NameLLY250110C00865000
Expires On2025-01-10
Days Before Expriration3
Delta0.254377
Vega0.854554
Gamma0.003635
Theoretical Value12.75
Open Interest1
Current Trading Volume4.0
Strike Price865.0
Last Traded At12.75
Current Price Spread10.6 | 15.35
Rule 16 Daily Up or DownUSD 0.16

Eli short PUT Option Greeks

Eli Lilly's Option Greeks for the contract ending on 2025-01-10 at a strike price of 865.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to Eli Lilly's option greeks, its implied volatility helps estimate the risk of Eli Lilly stock implied by the prices of the options on Eli Lilly's stock.
Delta0.254377
Gamma0.003635
Theta-0.365845
Vega0.854554
Rho0.212953

Eli long PUT Option Payoff at expiration

Put options written on Eli Lilly grant holders of the option the right to sell a specified amount of Eli Lilly at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Eli Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on Eli Lilly is like buying insurance aginst Eli Lilly's downside shift.
   Profit   
       Eli Lilly Price At Expiration  

Eli short PUT Option Payoff at expiration

By selling Eli Lilly's put option, the investors signal their bearish sentiment. A short position in a put option written on Eli Lilly will generally make money when the underlying price is above the strike price. Therefore Eli Lilly's put payoff at expiration depends on where the Eli Stock price is relative to the put option strike price. The breakeven price of 877.75 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to Eli Lilly's price. Finally, at the strike price of 865.0, the payoff chart is constant and positive.
   Profit   
       Eli Lilly Price At Expiration  
View All Eli Lilly Options

Eli Lilly Available Call Options

Eli Lilly's option chain is a display of a range of information that helps investors for ways to trade options on Eli. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Eli. It also shows strike prices and maturity days for a Eli Lilly against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open IntStrike PriceCurrent SpreadLast Price
Call
LLY250110C004800000480.0316.2 - 322.85316.2In
Call
LLY250110C004900000490.0306.3 - 312.85306.3In
Call
LLY250110C005000000500.0296.35 - 302.95296.35In
Call
LLY250110C005100000510.0286.45 - 293.1286.45In
Call
LLY250110C005200000520.0276.5 - 283.2276.5In
Call
LLY250110C005300000530.0266.6 - 273.25266.6In
Call
LLY250110C005400000540.0256.65 - 263.35256.65In
Call
LLY250110C005500000550.0246.85 - 253.45246.85In
Call
LLY250110C005600000560.0236.85 - 243.5236.85In
Call
LLY250110C005700000570.0227.05 - 233.4227.05In
Call
LLY250110C007800001780.043.85 - 49.6547.58In
Call
LLY250110C007850005785.041.2 - 46.7542.54In
Call
LLY250110C007900002790.037.95 - 44.138.19In
Call
LLY250110C007950003795.035.95 - 41.4540.0Out
Call
LLY250110C008000001800.033.4 - 36.5535.0Out
Call
LLY250110C008200002820.023.35 - 28.427.12Out
Call
LLY250110C008400004840.016.5 - 22.918.58Out
Call
LLY250110C008550001855.012.15 - 18.1515.1Out
Call
LLY250110C008600002860.010.9 - 17.013.92Out
Call
LLY250110C008650001865.010.6 - 15.3512.75Out

Eli Lilly Corporate Directors

Kathi SeifertIndependent DirectorProfile
Jamere JacksonIndependent DirectorProfile
Juan LucianoLead Independent DirectorProfile
Gabrielle SulzbergerIndependent DirectorProfile

Additional Tools for Eli Stock Analysis

When running Eli Lilly's price analysis, check to measure Eli Lilly's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Eli Lilly is operating at the current time. Most of Eli Lilly's value examination focuses on studying past and present price action to predict the probability of Eli Lilly's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Eli Lilly's price. Additionally, you may evaluate how the addition of Eli Lilly to your portfolios can decrease your overall portfolio volatility.