LLY volatilidad 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.33.0%
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.33.8%
HV6033.6%
Diferencial IV − HV20
-0.8pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
50
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 03:36 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 36.5% | -5.2pt | ±2.1% |
| Sep 11, 2026 | 9 | 29.2% | +0.8pt | ±3.7% |
| Sep 18, 2026 | 16 | 31.1% | -1.3pt | ±5.2% |
| Sep 25, 2026 | 23 | 31.7% | +1.3pt | ±6.4% |
| Oct 02, 2026 | 30 | 33.0% | +2.0pt | ±7.6% |
| Oct 09, 2026 | 37 | 33.0% | -0.2pt | ±8.4% |
| Oct 16, 2026 | 44 | 32.9% | +0.8pt | ±9.1% |
| Nov 20, 2026 | 79 | 37.2% | +0.5pt | ±13.8% |
| Dec 18, 2026 | 107 | 36.2% | +0.2pt | ±15.6% |
| Jan 15, 2027 | 135 | 36.7% | +1.1pt | ±17.8% |
| Mar 19, 2027 | 198 | 37.3% | -0.7pt | ±21.8% |
| Apr 16, 2027 | 226 | 36.7% | +1.0pt | ±22.9% |
| Jun 17, 2027 | 288 | 36.9% | -0.3pt | ±26.0% |
| Sep 17, 2027 | 380 | 37.2% | -0.2pt | ±30.0% |
| Dec 17, 2027 | 471 | 37.3% | -0.6pt | ±33.3% |
| Jan 21, 2028 | 506 | 37.7% | -0.5pt | ±34.8% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20