Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Eli Lilly and Company (LLY) had 180-Day Implied Volatility Skew of 0.0132 for 2026-07-06.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3929
Historical Volatility (Parkinson)	0.3037
Implied Volatility (Calls)	0.4142
Implied Volatility (Puts)	0.3992
Implied Volatility (Mean)	0.4067
Put-Call Implied Volatility Ratio	0.9636
Implied Volatility Skew	0.0132
Option Statistics
Put-Call Ratio (Volume)	1.0304
Put-Call Ratio (Open Interest)	1.2337