LLY volatility Eli Lilly and Company
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.40.9%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.26.4%
HV6029.9%
IV − HV20 spread
+14.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
55
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 16:03 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 33.8% | +0.6pt | ±2.9% |
| Oct 30, 2026 | 11 | 53.8% | +4.3pt | ±7.5% |
| Nov 06, 2026 | 18 | 47.2% | +1.4pt | ±8.4% |
| Nov 13, 2026 | 25 | 42.8% | +3.2pt | ±9.0% |
| Nov 20, 2026 | 32 | 40.3% | +3.2pt | ±9.6% |
| Nov 27, 2026 | 39 | 38.9% | +1.5pt | ±10.2% |
| Dec 18, 2026 | 60 | 37.5% | +2.2pt | ±12.2% |
| Jan 15, 2027 | 88 | 35.5% | +1.7pt | ±13.9% |
| Feb 19, 2027 | 123 | 36.8% | +1.3pt | ±17.0% |
| Mar 19, 2027 | 151 | 37.1% | +1.8pt | ±19.0% |
| Apr 16, 2027 | 179 | 36.8% | +1.3pt | ±20.5% |
| Jun 17, 2027 | 241 | 37.7% | +1.2pt | ±24.4% |
| Sep 17, 2027 | 333 | 37.4% | +0.6pt | ±28.2% |
| Dec 17, 2027 | 424 | 37.7% | +1.2pt | ±32.0% |
| Jan 21, 2028 | 459 | 37.6% | — | ±33.2% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20