Call Breakeven Price (60-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 60-Day Call Breakeven Price of 947.49 for 2025-06-27.

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Figures for 2025-06-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4527
Historical Volatility (Parkinson)	0.3018
Implied Volatility (Calls)	0.4250
Implied Volatility (Puts)	0.4248
Implied Volatility (Mean)	0.4249
Put-Call Implied Volatility Ratio	0.9995
Implied Volatility Skew	0.0343
Option Statistics
Put-Call Ratio (Volume)	0.9772
Put-Call Ratio (Open Interest)	0.9202