# LLY: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/LLY
Data through: 2026-10-02 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 1,142.85 |
| Delta neutral (USD/share) | 1,100.54 |
| Gamma neutral (USD/share) | 1,142.67 |
| Gamma max (USD/share) | 1,285.89 |
| Open interest (contracts) | 302,104 |
| Nearest-expiration max pain (USD/share) | 1,160.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 1,080.00 |
| Net gamma exposure | 29,112 |
| Confirmed GEX flip (USD/share) | 1,142.67 |
| Call wall (USD/share) | 1,200.00 |
| Put wall (USD/share) | 1,100.00 |
| Put/call open-interest ratio | 1.19 |
| Options catalyst-intensity score (0–100) | 46.6 |
| Options directional score (-100 to +100) | -8.0 |
| IV rank | 71.0 |
| Front ATM IV | +31.1% |
| Front-minus-back IV | -6.9 pp |
| Front expected move | +4.3% |
| Front ATM straddle / spot | +3.1% |
| Front 25-delta risk reversal | -3.8 pp |
| Call OI change, 1 session | -15,281 contracts · -10.0% |
| Put OI change, 1 session | -12,904 contracts · -7.3% |
| Call minus put OI growth, 1 session | -2.7 pp |
| Call OI change, 5 sessions | +3,660 contracts · +2.7% |
| Put OI change, 5 sessions | +906 contracts · +0.6% |
| Call minus put OI growth, 5 sessions | +2.2 pp |
| Daily call OI change surprise | -1.18σ (252 prior changes) |
| Daily put OI change surprise | -1.01σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.90σ (252 prior changes) |
| Daily open interest change (contracts) | -28,185 |
| Daily open interest change z-score (prior 252) | -1.13σ (252 prior changes) |
| Gamma max distance from close | +12.5% |
| Delta neutral distance from close | -3.7% |
| Prior-year sessions closer to gamma max | 82.9% of 252 |
| Prior-year sessions closer to delta neutral | 19.4% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 20 | +0.9% | -0.6% to +1.6% | 55% | -0.6% to +1.6% | 0.0% |
| above | Day +3 | 20 | +1.1% | -0.3% to +2.4% | 65% | -0.1% to +2.4% | 0.0% |
| above | Day +5 | 20 | +1.4% | -0.8% to +4.2% | 60% | -0.8% to +4.1% | 0.0% |
| above | Day +10 | 20 | +1.2% | -0.7% to +5.8% | 70% | -0.3% to +5.6% | 0.0% |
| below | Day +1 | 20 | -0.2% | -1.1% to +0.8% | 40% | -0.9% to +0.6% | 0.0% |
| below | Day +3 | 20 | -0.3% | -1.6% to +1.6% | 30% | -1.4% to +1.4% | 0.0% |
| below | Day +5 | 20 | +1.5% | -2.9% to +4.1% | 60% | -2.9% to +4.0% | 0.0% |
| below | Day +10 | 20 | +1.5% | -1.7% to +5.2% | 55% | -1.6% to +5.2% | 0.0% |

Returns are close-to-close after the labelled number of subsequent trading sessions. Cohorts require gamma max to be within 10% of the close on both crossing sessions. Historical windows can overlap and are not independent observations, so interval coverage is not guaranteed.

- [Machine-readable snapshot](https://halfonadouble.com/api/v1/tickers/LLY.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/LLY.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/LLY.json?date=2026-10-02)

An em dash means unavailable, not zero. Values use the same display rounding as the HTML page. This is a current snapshot; full history and individual event paths are on the canonical page.

[Definitions and limitations](https://halfonadouble.com/methodology.md).