Forward Price (90-Day)

Forward Price: The price at which a synthetic long stock position (i.e., buying an at-the-money call and selling an at-the-money put) would break even at expiration.

Eli Lilly and Company (LLY) had 90-Day Forward Price of 733.89 for 2024-04-19.

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Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2643
Historical Volatility (Parkinson)	0.2549
Implied Volatility (Calls)	0.3136
Implied Volatility (Puts)	0.3278
Implied Volatility (Mean)	0.3207
Put-Call Implied Volatility Ratio	1.0452
Implied Volatility Skew	0.0036
Option Statistics
Put-Call Ratio (Volume)	0.4361
Put-Call Ratio (Open Interest)	0.9432
Forward Price	733.89
Call Breakeven Price	836.05
Put Breakeven Price	576.22
Option Breakeven Price	710.04