Call Breakeven Price (30-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 30-Day Call Breakeven Price of 812.60 for 2025-09-12.

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Figures for 2025-09-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2765
Historical Volatility (Parkinson)	0.2286
Implied Volatility (Calls)	0.2836
Implied Volatility (Puts)	0.2771
Implied Volatility (Mean)	0.2804
Put-Call Implied Volatility Ratio	0.9771
Implied Volatility Skew	0.0158
Option Statistics
Put-Call Ratio (Volume)	0.7612
Put-Call Ratio (Open Interest)	0.6309