LLY (Eli Lilly & Co.)
Iron Condor Setups
Iron condor opportunities for LLY based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current Iron Condor Setup for LLY
Score
8.59
Breach Rate
41.9%
198 of 472 observations
Avg Straddle
$69.87
7.0% of price
IV Rank
33%
IV Premium
1.22x
IV ÷ Realized Vol
Beta vs SPY
0.53
P/C Vol
3.29
Current Price
$1137.52
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. LLY is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
LLY IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20260612 | 33% |
| 20260611 | 51% |
| 20260610 | 43% |
| 20260609 | 37% |
| 20260608 | 49% |
| 20260605 | 20% |
| 20260604 | 0% |
| 20260603 | 17% |
| 20260602 | 12% |
| 20260601 | 16% |
| 20260529 | 62% |
| 20260528 | 34% |
| 20260527 | 15% |
| 20260526 | 28% |
| 20260510 | 2% |
| 20260508 | 0% |
| 20260507 | 0% |
| 20260506 | 13% |
| 20260505 | 2% |
| 20260504 | 0% |
| 20260502 | 22% |
| 20260501 | 11% |
| 20260430 | 22% |
| 20260429 | 24% |
| 20260428 | 18% |
| 20260427 | 20% |
| 20260424 | 24% |
| 20260423 | 18% |
| 20260422 | 19% |
| 20260421 | 22% |