LLY Historical IV

Historical 30-day IV and skew data for LLY.

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Date IV Skew
2021-03-05 41.225500% 6.225132
2021-03-04 41.625812% 4.078762
2021-03-03 36.224429% 8.335535
2021-03-02 37.279065% 6.715974
2021-03-01 36.283336% 4.617801
2021-02-26 38.404989% 5.388848
2021-02-25 39.377835% 5.857719
2021-02-24 38.454314% 8.596358
2021-02-23 39.377379% 2.846110
2021-02-22 39.912394% 5.198754
2021-02-19 37.562728% 3.300904
2021-02-18 35.974322% 5.060042
2021-02-17 36.060239% 2.023753
2021-02-16 36.699994% 4.757345
2021-02-12 32.041431% 5.783119
2021-02-11 31.122486% 8.236490
2021-02-10 30.274866% -8.692692
2021-02-09 31.111955% -2.588185
2021-02-08 30.076716% -1.902347
2021-02-05 30.123182% -2.873584
2021-02-04 29.905569% -1.692977
2021-02-03 30.244384% 0.353735
2021-02-02 27.642788% 0.091390
2021-02-01 31.936278% 3.802541
2021-01-29 30.827593% 0.332163
2021-01-28 33.272514% -2.546440
2021-01-27 34.439994% -4.750501
2021-01-26 32.707177% -5.714178
2021-01-25 32.598743% -5.364505
2021-01-22 32.067285% -7.691007
2021-01-21 30.824566% -7.139154
2021-01-20 31.954468% -4.737887
2021-01-19 30.811807% -0.628775
2021-01-15 32.002785% -1.439432
2021-01-14 31.566443% 0.032988
2021-01-13 31.473218% -2.638783
2021-01-12 34.703401% 0.747116
2021-01-11 34.313719% -1.076779
2021-01-08 35.161195% -2.919656
2021-01-07 34.763033% 6.163229
2021-01-06 31.924807% 0.988212
2021-01-05 34.425071% 5.271496
2021-01-04 33.988441% 2.915412
2020-12-31 31.980562% 1.882168
2020-12-30 32.826239% 1.732512
2020-12-29 31.471859% 5.436954
2020-12-28 30.713685% 4.472545
2020-12-24 28.550678% 8.557429
2020-12-23 28.454248% 7.191568
2020-12-22 29.115420% 4.496801
2020-12-21 29.642368% 1.523747
2020-12-18 29.135535% 10.350705
2020-12-17 28.839610% 7.037599
2020-12-16 28.449016% 3.166436
2020-12-15 30.276433% 6.807801
2020-12-14 32.266628% 8.284650
2020-12-11 32.289564% 4.528017
2020-12-10 30.559693% 5.280236
2020-12-09 30.848250% 9.802698
2020-12-08 32.593622% 3.866972
2020-12-07 31.971392% -0.353710
2020-12-04 32.341524% 4.408798
2020-12-03 32.032620% 3.484921
2020-12-02 32.108027% 5.767640
2020-12-01 31.035534% 7.327450
2020-11-30 31.417479% 12.624619
2020-11-27 30.588210% 5.962520
2020-11-25 29.829815% 7.896606
2020-11-24 29.238530% 10.559550
2020-11-23 29.783118% 3.079881
2020-11-20 30.937813% 5.139447
2020-11-19 28.897099% 12.864994
2020-11-18 29.891023% 8.609431
2020-11-17 30.705459% 3.619553
2020-11-16 32.343473% 6.184658
2020-11-13 31.240006% 6.879398
2020-11-12 30.153282% 4.581987
2020-11-11 27.220966% -2.829226
2020-11-10 28.594067% -0.541768
2020-11-09 28.353075% 1.825430
2020-11-06 30.002094% -5.584289
2020-11-05 28.943285% -0.323839
2020-11-04 29.982258% 0.115337
2020-11-03 31.097618% 8.104378
2020-11-02 35.300351% -0.978940
2020-10-30 36.177330% 2.104679
2020-10-29 35.458505% 7.475125
2020-10-28 35.101439% 5.257223
2020-10-27 32.036569% 5.194486
2020-10-26 33.040572% 1.748717
2020-10-23 32.896497% 0.339112
2020-10-22 32.821591% 2.010163
2020-10-21 34.055497% 2.291230
2020-10-20 34.563054% 5.156584
2020-10-19 36.466051% 5.570045
2020-10-16 33.353354% 9.860805
2020-10-15 34.541532% 2.158188
2020-10-14 32.383252% 4.530170
2020-10-13 37.340768% 6.417863
2020-10-12 34.376845% 4.729949
2020-10-09 32.593454% 4.483143
2020-10-08 32.502218% 2.191327
2020-10-07 34.041292% 7.590963
2020-10-06 33.580738% 19.462020
2020-10-05 35.261169% 8.747056
2020-10-02 30.820879% 13.437567
2020-10-01 30.304243% 13.387206
2020-09-30 30.203881% -0.868237
2020-09-29 30.483701% 11.033239
2020-09-28 29.453987% 16.950066
2020-09-25 29.702770% 3.176806
2020-09-24 27.097366% 1.356577
2020-09-23 31.458257% 8.391869
2020-09-22 31.825220% 14.690340
2020-09-21 28.790928% 1.057578
2020-09-18 26.791721% 11.423449
2020-09-17 28.414009% 11.919760
2020-09-16 28.203709% 13.823562
2020-09-15 28.284458% 12.085467
2020-09-14 28.884880% 13.756471
2020-09-11 30.348682% 14.473934
2020-09-10 31.462753% 13.701328
2020-09-09 29.953041% 16.504322
2020-09-08 32.379154% 15.524487
2020-09-04 32.084342% 6.402162
2020-09-03 34.227279% 11.019344
2020-09-02 27.899954% 15.113881
2020-09-01 28.461733% 7.777719
2020-08-31 27.468892% 10.934581
2020-08-28 26.390411% 8.240503
2020-08-27 26.090650% 11.274079
2020-08-26 25.967233% 13.273541
2020-08-25 27.010244% 13.270575
2020-08-24 26.460950% 15.802257
2020-08-21 26.870430% 14.397503
2020-08-20 26.170182% 11.082637
2020-08-19 26.143816% 15.370482
2020-08-18 25.500655% 12.530851
2020-08-17 26.162639% 12.705439
2020-08-14 25.611471% 12.904528
2020-08-13 26.064894% 8.248055
2020-08-12 26.175887% 0.484170
2020-08-11 27.489519% 1.601082
2020-08-10 28.003281% 3.757168
2020-08-07 27.673640% 2.981858
2020-08-06 28.479594% 3.822010
2020-08-05 28.684422% 5.828347
2020-08-04 29.440976% 5.739080
2020-08-03 31.355786% 3.741781
2020-07-31 32.638322% 7.950958
2020-07-30 31.664001% 2.855044
2020-07-29 31.397975% 4.114825
2020-07-28 33.967280% 4.563492
2020-07-27 33.149585% 5.553037
2020-07-24 33.458360% 4.743273
2020-07-23 34.076977% 9.353788
2020-07-22 33.025089% 6.004576
2020-07-21 33.040481% 6.968077
2020-07-20 33.328198% 7.545592
2020-07-17 34.287801% 5.759646
2020-07-16 35.497255% 4.790893
2020-07-15 34.923297% 3.484546
2020-07-14 34.345389% 9.902302
2020-07-13 36.424091% 2.347373
2020-07-10 33.758486% 8.821823
2020-07-09 32.826729% 10.748348
2020-07-08 34.744599% 11.553419
2020-07-07 34.481290% 8.851972
2020-07-06 30.826959% 6.512698
2020-07-02 30.990792% 8.172326
2020-07-01 33.592873% 10.378551
2020-06-30 32.308642% 10.074711
2020-06-29 34.079091% 6.188226
2020-06-26 33.460186% 7.737611
2020-06-25 33.931857% 11.305867
2020-06-24 30.419430% 2.904383
2020-06-23 31.321980% 7.120546
2020-06-22 30.290218% 3.942638
2020-06-19 30.755065% 9.560535
2020-06-18 33.684763% 8.753902
2020-06-17 33.922438% 2.854362
2020-06-16 34.550249% 5.533260
2020-06-15 34.083278% 2.356866
2020-06-12 32.538769% 17.140672
2020-06-11 31.321443% 6.778012
2020-06-10 29.464258% 9.106693
2020-06-09 28.276109% 10.820820
2020-06-08 26.838774% 13.065024
2020-06-05 26.100549% 7.389856
2020-06-04 28.461115% 14.445247
2020-06-03 28.597024% 17.444978
2020-06-02 27.856886% 16.039756
2020-06-01 30.129923% 8.631200
2020-05-29 27.206199% 12.663614
2020-05-28 27.867138% 12.274209
2020-05-27 27.842698% 13.620941
2020-05-26 29.143352% 13.051277
2020-05-22 28.817330% 12.493312
2020-05-21 29.340661% 11.762039
2020-05-20 30.338545% 11.554452
2020-05-19 30.541845% 10.800040
2020-05-18 28.825982% 14.212323
2020-05-15 31.658689% 14.286864
2020-05-14 30.863062% 15.372425
2020-05-13 33.360055% 13.848393
2020-05-12 29.542354% 15.472637
2020-05-11 29.692666% 10.156120
2020-05-08 30.250945% 1.606458
2020-05-07 31.501261% 11.785672
2020-05-06 29.641553% 18.491542
2020-05-05 30.308856% 10.857256
2020-05-04 32.588617% 3.936373
2020-05-01 32.643244% 21.590379
2020-04-30 25.308704% 10.775628
2020-04-29 24.044375% 1.844053
2020-04-28 28.259217% 3.073843
2020-04-27 28.105349% 8.835709
2020-04-24 30.087677% 16.375158
2020-04-23 32.439602% 10.992026
2020-04-22 36.333624% 9.976039
2020-04-21 38.562728% 17.607480
2020-04-20 34.846966% 7.943548
2020-04-17 31.094430% 18.675396
2020-04-16 31.747654% 21.093403
2020-04-15 34.811058% 3.980944
2020-04-14 31.466669% 18.599273
2020-04-13 36.549542% 24.496065
2020-04-09 35.848296% 21.436460
2020-04-08 35.384140% 8.841962
2020-04-07 39.627198% 8.100199
2020-04-06 40.620827% 14.575835
2020-04-03 41.847940% 12.233872
2020-04-02 41.167667% 13.073584
2020-04-01 45.535467% 11.530380
2020-03-31 43.295331% 22.827876
2020-03-30 46.898625% 17.888088
2020-03-27 51.369443% 24.478477
2020-03-26 46.802566% 20.192227
2020-03-25 54.353067% 10.780325
2020-03-24 51.627083% 19.173069
2020-03-23 59.043538% 16.449925
2020-03-20 60.343664% 28.903264
2020-03-19 59.413856% 32.147679
2020-03-18 66.175381% 43.772271
2020-03-17 55.785230% 35.967795
2020-03-16 63.713528% 35.918615
2020-03-13 56.807729% 22.378878
2020-03-12 59.386486% 16.136017
2020-03-11 47.109299% 16.114818
2020-03-10 38.458478% 17.558500
2020-03-09 46.579765% 15.817998
2020-03-06 37.705925% 15.914917
2020-03-05 37.637076% 21.980265
2020-03-04 30.706822% 7.991609
2020-03-03 34.572591% 13.628580
2020-03-02 31.352616% 21.042820
2020-02-28 39.011201% 1.238492
2020-02-27 32.691277% 11.116733
2020-02-26 26.692501% -0.146650
2020-02-25 26.321433% 10.927296
2020-02-24 24.030025% 5.972222
2020-02-21 20.989546% 10.215731
2020-02-20 19.267224% 14.856268
2020-02-19 18.293695% 6.796258
2020-02-18 18.452955% N/A
2020-02-14 18.224173% 6.055422
2020-02-13 19.749350% 7.537287
2020-02-12 20.069827% -5.786864
2020-02-11 20.802731% 6.769079
2020-02-10 20.339755% -3.137673
2020-02-07 28.038537% -0.181772
2020-02-06 23.893248% 2.287081
2020-02-05 23.851769% -0.736340
2020-02-04 22.594852% 11.454536
2020-02-03 24.755472% 8.315796
2020-01-31 24.203311% 6.997866
2020-01-30 22.717233% 5.722939
2020-01-29 24.321986% 14.517228
2020-01-28 23.026072% 2.639309
2020-01-27 23.781886% 14.402553
2020-01-24 22.465928% 0.983792
2020-01-23 21.385268% 6.813636
2020-01-22 22.435047% 12.545070
2020-01-21 21.120289% 13.813981
2020-01-17 19.937360% 9.722423
2020-01-16 20.210857% -2.203609
2020-01-15 21.604644% 6.563862
2020-01-14 21.459049% N/A
2020-01-13 21.423760% N/A
2020-01-10 20.798131% N/A
2020-01-09 19.668205% 11.382096
2020-01-08 19.025552% N/A
2020-01-07 20.819796% 2.880913
2020-01-06 20.570831% N/A
2020-01-03 20.446502% 13.860748
2020-01-02 18.859108% 8.190876
2019-12-31 18.769056% N/A
2019-12-30 18.594395% 6.970890
2019-12-27 16.816705% 8.290700
2019-12-26 16.308599% 7.984948
2019-12-24 15.763430% N/A
2019-12-23 15.815602% 4.032015
2019-12-20 16.790197% N/A
2019-12-19 16.589957% 6.161774
2019-12-18 17.467347% 8.936619
2019-12-17 16.054998% N/A
2019-12-16 18.467072% 6.036762
2019-12-13 16.466033% N/A
2019-12-12 17.215474% 14.977912
2019-12-11 17.483093% N/A
2019-12-10 18.206993% 1.402912
2019-12-09 18.542549% N/A
2019-12-06 18.004099% 7.607586
2019-12-05 18.507666% N/A
2019-12-04 19.058360% 6.435784
2019-12-03 20.541070% 14.464870
2019-12-02 19.679092% 6.935427
2019-11-29 18.747779% -4.924242
2019-11-27 18.661103% N/A
2019-11-26 18.373778% N/A
2019-11-25 17.251704% 13.801821
2019-11-22 19.185280% N/A
2019-11-21 19.953078% N/A
2019-11-20 20.069533% N/A
2019-11-19 19.262097% 4.214884
2019-11-18 18.402261% N/A
2019-11-15 17.280987% N/A
2019-11-14 17.612286% 1.030139
2019-11-13 17.173416% -1.522109
2019-11-12 17.503567% N/A
2019-11-11 17.961399% 11.210307
2019-11-08 17.774618% 3.336567
2019-11-07 18.793385% 9.489225
2019-11-06 18.425158% 7.799527
2019-11-05 18.120442% -14.171125
2019-11-04 18.027118% -0.058645
2019-11-01 18.287929% -1.162574
2019-10-31 18.256442% 6.356389
2019-10-30 18.738144% -0.145993
2019-10-29 19.224903% 13.812424
2019-10-28 19.541319% -0.579150
2019-10-25 19.269600% N/A
2019-10-24 20.568391% -0.649641
2019-10-23 21.425865% 11.718839
2019-10-22 23.726510% 2.285587
2019-10-21 24.177412% 4.207311
2019-10-18 22.531692% 4.092788
2019-10-17 22.100199% 2.855392
2019-10-16 23.379686% 11.713991
2019-10-15 22.926691% 2.502604
2019-10-14 24.876250% 10.107925
2019-10-11 24.354218% 8.154957
2019-10-10 25.062128% 5.689288
2019-10-08 26.451690% 8.125923
2019-10-07 25.407497% 5.337806
2019-10-04 25.408611% 4.184941
2019-10-03 27.642646% 13.207018
2019-10-02 28.111153% 18.406279
2019-10-01 25.415003% 10.404921
2019-09-27 25.004587% 4.646514
2019-09-26 24.788291% 11.921687
2019-09-25 25.106371% 13.391245
2019-09-24 24.703514% 11.232097
2019-09-23 22.889725% 10.489158
2019-09-20 21.929366% 15.262766
2019-09-19 19.938561% 1.357576
2019-09-18 19.852087% 13.346081
2019-09-17 21.052005% 19.104162
2019-09-16 20.920527% 11.412260
2019-09-13 20.362503% 9.722864
2019-09-12 21.316994% 10.987334
2019-09-11 21.148207% 13.221578
2019-09-10 22.636650% 12.974611
2019-09-09 22.577880% 12.234283
2019-09-06 19.510800% N/A
2019-09-05 21.156416% N/A
2019-09-04 23.289214% 12.079067
2019-09-03 23.550198% 2.957948
2019-08-30 22.652564% 15.077521
2019-08-29 22.962248% 8.590634
2019-08-28 25.077659% 11.304456
2019-08-27 24.563697% 6.150891
2019-08-26 24.862869% 11.322986
2019-08-23 25.396393% 12.623566
2019-08-22 23.055379% 9.848830
2019-08-21 22.723131% 6.246123
2019-08-20 22.919339% 11.976634
2019-08-19 22.371140% 9.326823
2019-08-16 24.102364% 11.936410
2019-08-15 26.443599% 11.906991
2019-08-14 26.347897% 4.974345
2019-08-13 22.801003% 1.372337
2019-08-12 24.295163% 10.340906
2019-08-09 23.797024% N/A
2019-08-08 24.405162% N/A
2019-08-07 24.809952% 8.309729
2019-08-06 24.393270% 8.880248
2019-08-05 27.813627% 8.113597
2019-08-02 23.218100% 1.290524
2019-08-01 22.062858% 6.176272
2019-07-31 21.566144% 11.022622
2019-07-30 21.208869% 12.931256
2019-07-29 24.337173% 1.861031
2019-07-26 23.214804% 1.112649
2019-07-25 24.245617% 1.277580
2019-07-23 24.529551% 3.117641
2019-07-22 23.441877% 10.995848
2019-07-19 22.604499% -1.206452
2019-07-18 22.501765% 6.050220
2019-07-17 23.410123% 1.099351
2019-07-16 23.421117% 4.572748
2019-07-15 24.661984% 4.122879
2019-07-12 24.904692% 7.900231
2019-07-11 24.220065% 9.017000
2019-07-10 21.203225% 6.161063
2019-07-09 21.953210% 9.504659
2019-07-08 22.628922% 7.220552
2019-07-05 22.774238% 7.037128
2019-07-03 21.480830% 7.775920
2019-07-02 20.685654% 4.412841
2019-07-01 21.502887% 7.896266
2019-06-28 21.799472% 7.023089
2019-06-27 21.652951% -1.954801
2019-06-26 21.923924% 10.675780
2019-06-25 20.607081% 9.731021
2019-06-24 19.839028% 5.265595
2019-06-21 19.298588% 4.447733
2019-06-20 20.600516% 10.827392
2019-06-19 20.870690% 7.310279
2019-06-18 21.324047% 6.867490
2019-06-17 22.156461% 5.603127
2019-06-14 23.118476% 1.808247
2019-06-13 23.629122% 8.610407
2019-06-12 23.820425% 4.222584
2019-06-11 23.075422% 1.001549
2019-06-10 22.981150% 5.582138
2019-06-07 20.530145% 8.822132
2019-06-06 20.773399% 5.406631
2019-06-05 21.834357% 5.386910
2019-06-04 21.526985% 15.281514
2019-06-03 22.247241% 1.056079
2019-05-31 22.685761% 12.358561
2019-05-30 22.316692% 11.279230
2019-05-29 23.302909% 10.049465
2019-05-28 22.248524% 1.683137
2019-05-24 20.622755% 7.063773
2019-05-23 21.442281% -4.164290
2019-05-22 19.599485% 12.593150
2019-05-21 20.159080% 15.074027
2019-05-20 20.868196% 8.219300
2019-05-17 20.450724% 7.924646
2019-05-16 19.860127% 3.982442
2019-05-15 20.914658% 5.812771
2019-05-14 21.311980% 1.100065
2019-05-13 22.768854% 4.737465
2019-05-10 20.851447% 2.389166
2019-05-09 21.568082% 5.277843
2019-05-08 21.003506% 5.480989
2019-05-07 21.249611% 1.872108
2019-05-06 19.738321% 3.489733
2019-05-03 18.215147% -2.131705
2019-05-02 18.077069% N/A
2019-05-01 19.099569% 0.642446
2019-04-30 19.525066% -5.765934
2019-04-29 22.795322% 5.013880
2019-04-26 23.093812% 5.287198
2019-04-25 23.436056% -5.713386
2019-04-24 23.848132% 9.984729
2019-04-23 22.686888% -10.534206
2019-04-22 26.025052% 2.156385
2019-04-18 26.727850% 5.382401
2019-04-17 27.248225% 7.859342
2019-04-16 24.163810% 10.208281
2019-04-15 22.737356% 5.811758
2019-04-12 22.675495% 9.449442
2019-04-11 21.789342% 5.322223
2019-04-10 21.346417% 16.439749
2019-04-09 21.822223% 16.926053
2019-04-08 22.177678% 10.642841
2019-04-05 21.751559% 4.694128
2019-04-04 22.411461% 5.898119
2019-04-03 22.392052% 4.070412
2019-04-01 20.963245% 12.559412
2019-03-29 20.041563% 3.291350
2019-03-28 19.384497% -0.800522
2019-03-27 19.570740% 0.781007
2019-03-26 19.452987% 2.407128
2019-03-25 18.732745% 1.889116
2019-03-22 19.727434% 12.799310
2019-03-21 18.534986% 10.295850
2019-03-20 19.113916% 4.679158