LLY Implied Volatility
LLY $1,282.89 · Updated Oct 26, 4:00 PM ET
LLY at-the-money implied volatility is 75.0% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 38.6%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 1282.5 | 75.0% |
| Nov 6, 2026 | 11 | 1282.5 | 52.5% |
| Nov 13, 2026 | 18 | 1285 | 46.2% |
| Nov 20, 2026 | 25 | 1285 | 41.9% |
| Nov 27, 2026 | 32 | 1285 | 38.6% |
| Dec 4, 2026 | 39 | 1285 | 37.3% |
| Dec 18, 2026 | 53 | 1280 | 37.5% |
| Jan 15, 2027 | 81 | 1280 | 35.9% |
| Feb 19, 2027 | 116 | 1280 | 37.6% |
| Mar 19, 2027 | 144 | 1280 | 37.2% |
| Apr 16, 2027 | 172 | 1280 | 36.5% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 1262.5 | 71.6% | 77.0% |
| 1265 | 73.6% | 75.2% |
| 1267.5 | 74.3% | 75.8% |
| 1270 | 72.4% | 74.9% |
| 1272.5 | 72.4% | 75.8% |
| 1275 | 74.7% | 75.6% |
| 1277.5 | 78.9% | 75.9% |
| 1280 | 76.9% | 73.7% |
| 1282.5 | 74.5% | 75.5% |
| 1285 | 74.1% | 76.2% |
| 1290 | 71.3% | 78.6% |
| 1295 | 72.7% | 76.2% |
| 1300 | 74.6% | 74.1% |
| 1305 | 72.4% | 75.9% |
| 1310 | 74.1% | 75.7% |
| 1315 | 74.4% | 75.6% |
| 1320 | 73.4% | 75.5% |
How this is calculated: Implied Volatility methodology