Call Breakeven Price (120-Day)

Call Breakeven Price: The average price at which a call option position breaks even at expiration, weighted by the open interests of the calls at various strike prices.

Eli Lilly and Company (LLY) had 120-Day Call Breakeven Price of 996.24 for 2025-09-12.

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Figures for 2025-09-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3996
Historical Volatility (Parkinson)	0.2565
Implied Volatility (Calls)	0.3383
Implied Volatility (Puts)	0.3355
Implied Volatility (Mean)	0.3369
Put-Call Implied Volatility Ratio	0.9919
Implied Volatility Skew	0.0074
Option Statistics
Put-Call Ratio (Volume)	0.5742
Put-Call Ratio (Open Interest)	0.8561