Option Breakeven Price (10-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

Eli Lilly and Company (LLY) had 10-Day Option Breakeven Price of 753.50 for 2024-04-19.

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Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1648
Historical Volatility (Parkinson)	0.2338
Implied Volatility (Calls)	0.3497
Implied Volatility (Puts)	0.3653
Implied Volatility (Mean)	0.3575
Put-Call Implied Volatility Ratio	1.0444
Implied Volatility Skew	-0.0047
Option Statistics
Put-Call Ratio (Volume)	0.8671
Put-Call Ratio (Open Interest)	0.8441
Forward Price	726.55
Call Breakeven Price	805.62
Put Breakeven Price	690.66
Option Breakeven Price	753.50