LLY volatiliteit 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.27.0%
HV6030.0%
IV − HV20 spreiding
+13.9pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dagen vastgelegd
Cboe delayed options data · per 06:39 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | 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. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 34.6% | +0.1pt | ±2.9% |
| Oct 30, 2026 | 10 | 53.9% | -2.8pt | ±7.5% |
| Nov 06, 2026 | 17 | 46.5% | +1.1pt | ±8.3% |
| Nov 13, 2026 | 24 | 43.1% | -0.6pt | ±9.0% |
| Nov 20, 2026 | 31 | 40.7% | +0.2pt | ±9.6% |
| Nov 27, 2026 | 38 | 38.0% | -0.5pt | ±9.9% |
| Dec 18, 2026 | 59 | 37.7% | +0.4pt | ±12.2% |
| Jan 15, 2027 | 87 | 35.4% | +1.1pt | ±13.9% |
| Feb 19, 2027 | 122 | 37.0% | +0.8pt | ±17.0% |
| Mar 19, 2027 | 150 | 36.9% | +1.8pt | ±18.9% |
| Apr 16, 2027 | 178 | 36.8% | +0.3pt | ±20.5% |
| Jun 17, 2027 | 240 | 37.4% | -0.1pt | ±24.1% |
| Sep 17, 2027 | 332 | 37.2% | +0.6pt | ±28.0% |
| Dec 17, 2027 | 423 | 37.6% | +0.5pt | ±31.9% |
| Jan 21, 2028 | 458 | 37.4% | — | ±33.0% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20