LLY250815P00940000 Option on Eli Lilly
| LLY Stock | USD 781.98 3.91 0.50% |
Eli Lilly's latest option contracts expiring on January 10th 2025 are carrying combined implied volatility of 0.52 with a put-to-call open interest ratio of 0.86 over 39 outstanding agreements suggesting investors are buying slightly more calls than puts on contracts expiring on January 10th 2025. The total put volume is at 2.0, with calls trading at the volume of 15.0. This yields a 0.13 put-to-call volume ratio.
Open Interest Against January 10th 2025 Option Contracts
Eli Lilly option prices can potentially be used to forecast stock returns because most option chains provide information not only about the current prices but also about the future conditions in Eli Lilly's lending market. For example, when Eli Lilly's puts are not actively trading or completely missing in the marketplace, investors can use it to internalize expected shorting costs. So if an investor is writing a put option on Eli Lilly, he or she must hedge the risk by shorting Eli Lilly stock over its option's life.
2025-01-10
The chart above shows Eli Lilly's distribution of open interest by maturity on contracts that have not yet been settled. The area between the two highest points is the projection of the price at expiration. Eli Lilly's open interest chart also provides vital information regarding the liquidity of an option. If there is no open interest for Eli Lilly's option, there is no secondary market available for investors to trade.
Eli Lilly Maximum Pain Price Across 2025-01-10 Option Contracts
Max pain occurs when Eli Lilly's market makers reach a net positive position across all Eli Lilly's options at a strike price where option holders stand to lose the most money. By contrast, Eli Lilly's option sellers may reap the most after selling more options than buying, causing them to expire worthless.
In The Money vs. Out of Money Option Contracts on Eli Lilly
Analyzing Eli Lilly's in-the-money options over time can help investors to take a profitable long position in Eli Lilly regardless of its overall volatility. This is especially true when Eli Lilly's options are deep in the money. These options can be identified using deltas that are over 0.75. Deep in-the-money Eli Lilly's options could be used as guardians of the underlying stock as they move almost dollar for dollar with Eli Lilly's stock while costing only a fraction of its price.
Eli Lilly In The Money Call Balance
When Eli Lilly's strike price is surpassing the current stock price, the option contract against Eli Lilly and stock is said to be in the money. When it comes to buying Eli Lilly's options that are 'In the Money' or 'Out of the Money', the choice depends on your outlook for the underlying security, financial situation, and what you are trying to achieve.
While 'out-of-the-money' option contracts written on Eli Lilly and are typically viewed as the more aggressive, there are potential upsides to purchasing these types of options contracts. For one, the cost to buy an 'Out of the Money' option is lower than the cost to buy an 'In the Money' option. This cost-benefit is due to the fact that at the time of the purchase, 'Out of the Money' contracts have no intrinsic value. So, while the potential for a 100% loss is more significant, the cost and risk to enter the trade are lower.
Eli Current Options Market Mood
Eli Lilly's open interest and total value indicators provide investors with the necessary information to digest the overall options buildup for its expiring contracts. In addition, it helps Eli Stock's traders understand whether a recent fall or rise in the market is unreasonable and if the time has come to take contrarian positions. These ratios are calculated based on options trading volumes and current open interest.
Put-to-Call Open Interest
Put-to-Call Volume
Unfortunately, most Eli Lilly's options investors are not very successful. Eli Lilly's option open interest and volume spread between outstanding puts and calls are regarded by many investors as reliable indicators of the overall future market direction.
Rule 16 of the current Eli contract
Base on the Rule 16, the options market is currently suggesting that Eli Lilly and will have an average daily up or down price movement of about 0.0325% per day over the life of the 2025-01-10 option contract. With Eli Lilly trading at USD 781.98, that is roughly USD 0.25. If you think that the market is fully incorporating Eli Lilly's daily price movement you should consider buying Eli Lilly and options at the current volatility level of 0.52%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Eli |
Purchasing Eli Lilly options can give investors a meaningful hedge against losses and, therefore, could be used conservatively to decrease the volatility of your portfolio. However, many options could also amount to little more than gambling, significantly enhancing your overall portfolio risk. One simple example of these aggressive strategies is the sale of "uncovered" Eli calls. Remember, the seller must deliver Eli Lilly and stock to the call owner when a call is exercised.
Eli Lilly Option Chain
When Eli Lilly's strike price is surpassing the current stock price, the option contract against Eli Lilly and stock is said to be in the money. When it comes to buying options that are ITM or OTM, the choice depends on your outlook for the underlying security, financial situation, and what you are trying to achieve.
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 Int | Strike Price | Current Spread | Last Price | |||
Call | LLY250110C00480000 | 0 | 480.0 | 316.2 - 322.85 | 316.2 | In |
Call | LLY250110C00490000 | 0 | 490.0 | 306.3 - 312.85 | 306.3 | In |
Call | LLY250110C00500000 | 0 | 500.0 | 296.35 - 302.95 | 296.35 | In |
Call | LLY250110C00510000 | 0 | 510.0 | 286.45 - 293.1 | 286.45 | In |
Call | LLY250110C00520000 | 0 | 520.0 | 276.5 - 283.2 | 276.5 | In |
Call | LLY250110C00530000 | 0 | 530.0 | 266.6 - 273.25 | 266.6 | In |
Call | LLY250110C00540000 | 0 | 540.0 | 256.65 - 263.35 | 256.65 | In |
Call | LLY250110C00550000 | 0 | 550.0 | 246.85 - 253.45 | 246.85 | In |
Call | LLY250110C00560000 | 0 | 560.0 | 236.85 - 243.5 | 236.85 | In |
Call | LLY250110C00570000 | 0 | 570.0 | 227.05 - 233.4 | 227.05 | In |
Call | LLY250110C00780000 | 1 | 780.0 | 43.85 - 49.65 | 47.58 | In |
Call | LLY250110C00785000 | 5 | 785.0 | 41.2 - 46.75 | 42.54 | In |
Call | LLY250110C00790000 | 2 | 790.0 | 37.95 - 44.1 | 38.19 | In |
Call | LLY250110C00795000 | 3 | 795.0 | 35.95 - 41.45 | 40.0 | Out |
Call | LLY250110C00800000 | 1 | 800.0 | 33.4 - 36.55 | 35.0 | Out |
Call | LLY250110C00820000 | 2 | 820.0 | 23.35 - 28.4 | 27.12 | Out |
Call | LLY250110C00840000 | 4 | 840.0 | 16.5 - 22.9 | 18.58 | Out |
Call | LLY250110C00855000 | 1 | 855.0 | 12.15 - 18.15 | 15.1 | Out |
Call | LLY250110C00860000 | 2 | 860.0 | 10.9 - 17.0 | 13.92 | Out |
Call | LLY250110C00865000 | 1 | 865.0 | 10.6 - 15.35 | 12.75 | Out |
Put | LLY250110P00480000 | 0 | 480.0 | 0.0 - 4.35 | 4.35 | |
Put | LLY250110P00490000 | 0 | 490.0 | 0.0 - 4.35 | 4.35 | |
Put | LLY250110P00500000 | 0 | 500.0 | 0.0 - 4.35 | 4.35 | |
Put | LLY250110P00510000 | 0 | 510.0 | 0.0 - 4.4 | 4.4 | |
Put | LLY250110P00520000 | 0 | 520.0 | 0.0 - 4.4 | 4.4 | |
Put | LLY250110P00530000 | 0 | 530.0 | 0.0 - 4.45 | 4.45 | |
Put | LLY250110P00540000 | 0 | 540.0 | 0.0 - 4.45 | 4.45 | |
Put | LLY250110P00550000 | 0 | 550.0 | 0.0 - 1.1 | 1.1 | |
Put | LLY250110P00560000 | 0 | 560.0 | 0.0 - 4.55 | 4.55 | |
Put | LLY250110P00570000 | 0 | 570.0 | 0.0 - 4.6 | 4.6 | |
Put | LLY250110P00725000 | 1 | 725.0 | 6.55 - 10.15 | 10.8 | Out |
Put | LLY250110P00730000 | 7 | 730.0 | 8.4 - 12.25 | 10.62 | Out |
Put | LLY250110P00735000 | 1 | 735.0 | 8.4 - 13.7 | 11.69 | Out |
Put | LLY250110P00740000 | 2 | 740.0 | 9.7 - 15.25 | 15.02 | Out |
Put | LLY250110P00760000 | 1 | 760.0 | 14.45 - 21.25 | 20.92 | Out |
Put | LLY250110P00765000 | 1 | 765.0 | 15.65 - 22.5 | 22.79 | Out |
Put | LLY250110P00770000 | 2 | 770.0 | 18.65 - 24.5 | 25.53 | Out |
Put | LLY250110P00785000 | 2 | 785.0 | 23.8 - 30.3 | 32.88 | Out |
Put | LLY250110P00790000 | 2 | 790.0 | 25.85 - 32.25 | 34.92 | Out |
Eli Lilly Selling And Marketing Expenses Over Time
Selling And Marketing Expenses |
| Timeline |
Eli Lilly Market Cap Over Time
Market Cap |
| Timeline |
Eli Total Stockholder Equity
Total Stockholder Equity |
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Eli Lilly Corporate Directors
| Kathi Seifert | Independent Director | Profile | |
| Jamere Jackson | Independent Director | Profile | |
| Juan Luciano | Lead Independent Director | Profile | |
| Gabrielle Sulzberger | Independent Director | Profile |
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.