Eli Lilly And Company (LLY)'s 30-day implied volatility (IV30) was 38.7% at the close on October 23, 2026, down from 39.7% the day before, against a 52-week range of 28.2% to 47.1%. Its 20-day historical volatility was 31.1%.

Key numbers

30-day implied volatility (IV30): 38.7%
IV30 52-week range: 28.2% to 47.1% (median 35.7%)
Historical volatility: 20-day 31.1%, 1-year 31.9%
Implied move by the nearest expiration: ±2.0%

Data as of October 23, 2026.

LLY Implied Volatility (IV) vs Historical Volatility (HV)

Name: LLY Implied Volatility
Creator: Market Chameleon