Option Breakeven Price (30-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 30-Day Option Breakeven Price of 404.53 for 2022-12-07.

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Figures for 2022-12-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2348
Historical Volatility (Parkinson)	0.2600
Implied Volatility (Calls)	0.2754
Implied Volatility (Puts)	0.2691
Implied Volatility (Mean)	0.2722
Put-Call Implied Volatility Ratio	0.9771
Implied Volatility Skew	0.0652
Option Statistics
Put-Call Ratio (Volume)	0.1277
Put-Call Ratio (Open Interest)	0.6058
Forward Price	376.06
Call Breakeven Price	419.59
Put Breakeven Price	343.15
Option Breakeven Price	404.53

Data from Quantcha