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
13.09
Breach Rate
39.1%
205 of 524 observations
Avg Straddle
$72.99
6.8% of price
IV Rank
27%
IV Premium
1.32x
IV ÷ Realized Vol
Beta vs SPY
0.31
P/C Vol
0.73
Current Price
$1145.12
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 |
|---|---|
| 20260904 | 27% |
| 20260903 | 12% |
| 20260902 | 19% |
| 20260901 | 17% |
| 20260831 | 7% |
| 20260828 | 20% |
| 20260827 | 28% |
| 20260826 | 29% |
| 20260825 | 40% |
| 20260824 | 34% |
| 20260821 | 100% |
| 20260820 | 100% |
| 20260819 | 100% |
| 20260818 | 93% |
| 20260817 | 100% |
| 20260814 | 11% |
| 20260813 | 3% |
| 20260812 | 6% |
| 20260811 | 6% |
| 20260810 | 11% |
| 20260806 | 19% |
| 20260805 | 47% |
| 20260804 | 49% |
| 20260803 | 52% |
| 20260731 | 41% |
| 20260730 | 24% |
| 20260729 | 54% |
| 20260728 | 50% |
| 20260727 | 30% |
| 20260724 | 58% |