File: LLYHealth Care · Mega capCLIPPED · 2026-06-30
LLY
Lilly (Eli)Mkt cap $1.0T
Sector benchmark XLV
Sector benchmark XLV
1,199.43
−2.5%
±2.2%into Jul 21,173.55–1,225.31±6.1%monthly1,126.48–1,272.38Pullback · —Knife · TurnedMomentum · —DP short-vol · 39% ▴ above 20d
Price · 6 months · daily
6m high1,229.93
6m low849.75
Vol vs 20d avg0.7× · quiet
Off 52-wk high-2.5%
Dark pool FINRA · T+1
Short-vol ratio39% · above 20d
Off-exchange share38%
vs own 1-yr (z)-0.4
Sector RS vs XLV
+22.8%vs XLV · 63 sessions
LLY vs XLV · 3m+22.8%
LLY vs XLV · 6m+9.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall1,300.00
Zero-gamma1,200.00
Put wall1,130.00
Spot vs zero-γ0.0% below
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-02 · heuristics · full profile →
Auto-note //Sitting below zero-gamma (1,200.00) — dealer hedging chases moves below it. The 1,300.00 call wall is the nearest-expiry ceiling heuristic; 1,130.00 is the floor. Options price ±2.2% into Jul 2. Dark-pool short volume at 39% and above vs its 20-day. The falling-knife screen has it turned after a 25% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.