File: LLYHealth CareCLIPPED · 2026-11-05
LLYLilly (Eli)
Sector benchmark XLV
1,364.73
−3.8%
±2.3%into Nov 61,334.01–1,395.45±6.2%monthly1,280.33–1,449.13Pullback · —Knife · —Momentum · —DP short-vol · 25% ▾ easing
Price · 6 months · daily
6m high1,417.99
6m low946.82
Vol vs 20d avg1.8× · heavy
Off 52-wk high-3.8%
LLY dark pool FINRA · T+1
Short-vol ratio25% · easing
Off-exchange share40%
vs own 1-yr (z)0.1
LLY sector RS vs XLV
+3.3%vs XLV · 63 sessions
LLY vs XLV · 3m+3.3%
LLY vs XLV · 6m+9.7%
ratio of closes, rebased — a relative read, not a peer percentile
LLY gamma profile CBOE delayed
Call wall1,400.00
Zero-gamma1,347.50
Put wall1,370.00
Spot vs zero-γ1.3% above
Dealer postureshort gamma · chases moves
nearest expiry 2026-11-06 · as of 2026-11-05 · heuristics · full profile →
LLY fundamentals SEC filings · TTM
P/Etrailing44x
P/Elast FY59x
P/E3-yr median65x
EPStrailing$30.87
EPSFY to Dec 2025$22.95
Revenue$86.5B · +46%
Income$27.6B · +50%
Margin—
10-Q · filed 29 Oct 2026 · as of 2026-11-05
LLY earnings reactions two-session move
7.5%typical move
Feb 2024 → Oct 2026
Revenue and profit by quarter
PriceRevenueProfit
$24.4B
FY24 Q1
FY24 Q3
FY25 Q1
FY25 Q3
FY26 Q1
FY26 Q3
P/E history
PriceP/E3-yr median
LLY dividends per share · Yahoo · SEC
Yield0.5%
Payout22%
Cash payout—
Growth+15% · +15%/yr
Years of growth11
Shareholder yield0.9%
Paidtrailing 12m$6.69
Last paid$1.73 · ex 14 Aug 2026
Dividend history
RegularTo date
$6.00
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025
to date
LLY gamma history nightly
25 Sep → 5 Nov · full history →
LLY session over session 4 Nov → 5 Nov
Expected move · monthly 20 Nov6.18%+0.69 pp
Call wall moved1,440.00 → 1,400.00
Put wall moved1,400.00 → 1,350.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (1,347.50) — dealer hedging dampens moves above it. The 1,400.00 call wall is the nearest-expiry ceiling heuristic; 1,370.00 is the floor. Options price ±2.3% into Nov 6. Dark-pool short volume at 25% and easing vs its 20-day.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.