File: LLYHealth Care · Mega capCLIPPED · 2026-09-14
LLY
Lilly (Eli)Mkt cap $1.0T
Sector benchmark XLV
Sector benchmark XLV
1,138.28
+2.0%
±2.9%into Sep 181,105.78–1,170.78±2.9%monthly1,105.78–1,170.78Pullback · —Knife · —Momentum · Held 3mo · #40DP short-vol · 45% ▴ above 20d
Price · 6 months · daily
6m high1,280.34
6m low849.75
Vol vs 20d avg0.9×
Off 52-wk high-11.1%
Dark pool FINRA · T+1
Short-vol ratio45% · above 20d
Off-exchange share35%
vs own 1-yr (z)0.9
Sector RS vs XLV
−8.3%vs XLV · 63 sessions
LLY vs XLV · 3m−8.3%
LLY vs XLV · 6m+2.9%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall1,175.00
Zero-gamma1,140.00
Put wall1,165.00
Spot vs zero-γ0.2% below
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
3 Aug → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.86%−0.40 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (1,140.00) — dealer hedging chases moves below it. The 1,175.00 call wall is the nearest-expiry ceiling heuristic; 1,165.00 is the floor. Options price ±2.9% into Sep 18. Dark-pool short volume at 45% and above 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.