Call Breakeven Price (20-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 20-Day Call Breakeven Price of 880.19 for 2025-10-15.

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Figures for 2025-10-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4271
Historical Volatility (Parkinson)	0.3394
Implied Volatility (Calls)	0.4531
Implied Volatility (Puts)	0.4521
Implied Volatility (Mean)	0.4526
Put-Call Implied Volatility Ratio	0.9978
Implied Volatility Skew	0.0146
Option Statistics
Put-Call Ratio (Volume)	0.5052
Put-Call Ratio (Open Interest)	0.7175