LLY Volatilität 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.41.2%
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
+14.9pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
56
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 21:41 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | 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. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 34.6% | +0.1pt | ±2.9% |
| Oct 30, 2026 | 11 | 53.9% | -2.8pt | ±7.5% |
| Nov 06, 2026 | 18 | 46.5% | +1.1pt | ±8.3% |
| Nov 13, 2026 | 25 | 43.1% | -0.6pt | ±9.0% |
| Nov 20, 2026 | 32 | 40.7% | +0.2pt | ±9.6% |
| Nov 27, 2026 | 39 | 38.0% | -0.5pt | ±9.9% |
| Dec 18, 2026 | 60 | 37.7% | +0.4pt | ±12.2% |
| Jan 15, 2027 | 88 | 35.4% | +1.1pt | ±13.9% |
| Feb 19, 2027 | 123 | 37.0% | +0.8pt | ±17.1% |
| Mar 19, 2027 | 151 | 36.9% | +1.8pt | ±18.9% |
| Apr 16, 2027 | 179 | 36.8% | +0.3pt | ±20.5% |
| Jun 17, 2027 | 241 | 37.4% | -0.1pt | ±24.1% |
| Sep 17, 2027 | 333 | 37.2% | +0.6pt | ±28.1% |
| Dec 17, 2027 | 424 | 37.6% | +0.5pt | ±31.9% |
| Jan 21, 2028 | 459 | 37.4% | — | ±33.0% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20