LLY · Iron Condor Setups
Eli Lilly & Co.
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.
LLY IV rank history
30 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for LLY
Score
10.91
Breach Rate
39.8%
222 of 558 observations
Avg Straddle
$73.77
8.8% of price
IV Rank
62%
IV Premium
1.12x
IV ÷ Realized Vol
Beta vs SPY
0.24
P/C Vol
1.13
Current Price
$1273.46
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 |
|---|---|
| 20261023 | 62% |
| 20261022 | 65% |
| 20261021 | 69% |
| 20261020 | 72% |
| 20261019 | 74% |
| 20261016 | 77% |
| 20261015 | 81% |
| 20261014 | 93% |
| 20261013 | 73% |
| 20261012 | 77% |
| 20261009 | 71% |
| 20261008 | 78% |
| 20261007 | 74% |
| 20261006 | 73% |
| 20261005 | 71% |
| 20261002 | 67% |
| 20261001 | 70% |
| 20260930 | 75% |
| 20260929 | 63% |
| 20260928 | 61% |
| 20260925 | 33% |
| 20260924 | 27% |
| 20260923 | 16% |
| 20260922 | 19% |
| 20260921 | 19% |
| 20260918 | 10% |
| 20260917 | 17% |
| 20260916 | 18% |
| 20260915 | 23% |
| 20260914 | 19% |
More on LLY
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.