Health Care • Biopharmaceuticals, GLP-1/GIP Cardiometabolic & Oncology • SIC 2834
$1,417.54 ▲ +43.84
(+3.19%)
MKT CAP: $1.34T • VOL: 5.03M
52W L $810 52W H $1,450
IMPLIED EVENT / 30D MOVE
±6.77%
PUT / CALL RATIO
1.48 PUT SKEW
MAX PAIN PIN STRIKE
$1,200
(-15.3% vs Spot)
CALL $5.4M PUT $6.6M
LLY // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>)
SPOT REF: $1,417.54
| OCC CONTRACT | EXP | STRIKE | SIDE | MONEYNESS | VOLUME | OPEN INT | VOL/OI | $ PREMIUM | IV % | DELTA (Δ) | GAMMA (Γ) | SCORE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY261106C01450000 | 2026-11-06 | $1,450 | CALL | OTM (+2.3%) | 659 | 269 | 2.5x | $947.0K | 33.3% | 0.33 | 0.005 | 99/100 |
| LLY261106P01400000 | 2026-11-06 | $1,400 | PUT | OTM (-1.2%) | 443 | 13 | 34.1x | $899.3K | 36.7% | -0.39 | 0.006 | 99/100 |
| LLY261120P01340000 | 2026-11-20 | $1,340 | PUT | OTM (-5.5%) | 337 | 44 | 7.7x | $601.2K | 35.0% | -0.24 | 0.003 | 99/100 |
| LLY261204C01480000 | 2026-12-04 | $1,480 | CALL | OTM (+4.4%) | 303 | 12 | 25.3x | $942.3K | 30.6% | 0.36 | 0.003 | 99/100 |
| LLY270219C01580000 | 2027-02-19 | $1,580 | CALL | OTM (+11.5%) | 275 | 38 | 7.2x | $1.7M | 35.2% | 0.35 | 0.001 | 99/100 |
| LLY261113C01450000 | 2026-11-13 | $1,450 | CALL | OTM (+2.3%) | 214 | 36 | 5.9x | $601.3K | 33.3% | 0.38 | 0.004 | 99/100 |
| LLY270617P01420000 | 2027-06-17 | $1,420 | PUT | ITM (+0.2%) | 204 | 18 | 11.3x | $3.1M | 37.1% | -0.42 | 0.001 | 99/100 |
| LLY270219C01540000 | 2027-02-19 | $1,540 | CALL | OTM (+8.6%) | 161 | 71 | 2.3x | $1.2M | 35.2% | 0.40 | 0.001 | 99/100 |
| LLY261218P01440000 | 2026-12-18 | $1,440 | PUT | ITM (+1.6%) | 127 | 10 | 12.7x | $1.0M | 33.1% | -0.52 | 0.002 | 99/100 |
| LLY261120P01420000 | 2026-11-20 | $1,420 | PUT | ITM (+0.2%) | 106 | 13 | 8.2x | $498.2K | 34.0% | -0.49 | 0.004 | 99/100 |
| LLY270416P01200000 | 2027-04-16 | $1,200 | PUT | OTM (-15.3%) | 103 | 37 | 2.8x | $480.2K | 37.3% | -0.20 | 0.001 | 99/100 |
DEALER GAMMA EXPOSURE (GEX) WALLS & OFF-EXCHANGE DARK POOL TRF LEVELS
LIVE DEALER POSITIONING
CALL GAMMA RESISTANCE WALL (+GEX)
$1,524 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$1,396.28
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$1,297 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER