Eli Lilly And Company (LLY)'s 30-day implied volatility (IV30) was 33.9% at the close on November 6, 2026, down from 35.8% the day before, against a 52-week range of 28.2% to 47.1%. Its 20-day historical volatility was 35.4%.

Key numbers

30-day implied volatility (IV30): 33.9%
IV30 52-week range: 28.2% to 47.1% (median 35.6%)
Historical volatility: 20-day 35.4%, 1-year 32.1%
Implied move by the nearest expiration: ±2.4%

Data as of November 6, 2026.

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

Name: LLY Implied Volatility
Creator: Market Chameleon