LLY
Eli Lilly and CompanyPrices and gamma are point-in-time snapshots taken at the time shown. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.
LIVE MARKET SNAPSHOT
| Call Wall | 1200 |
| Put Wall | 1100 |
| GEX Flip | 1140 |
| Vol Trigger | 1140 |
| Net GEX | -$22.9M |
Cached snapshot as of 2026-09-16 09:10 UTC, live streaming data in the terminal.
LLY DEALER GAMMA BY STRIKE
Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.
Net gamma exposure at each strike near LLY's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.
Unit: USD of dealer gamma per 1 percent move in spot. A window of the LLY option chain, not the whole book: the 30 strikes nearest spot out of 92 seen, 1,520 contract rows spanning 19 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain.
New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.
| Strike | Net GEX | Call GEX | Put GEX | Concentration |
|---|---|---|---|---|
| 1080 | -$6.2M | $1.5M | -$7.7M | |
| 1085 | -$1.3M | $123.5K | -$1.5M | |
| 1090 | -$6.5M | $421.2K | -$6.9M | |
| 1095 | -$1.8M | $72.8K | -$1.8M | |
| 1100PUT WALL | -$12.0M | $12.3M | -$24.3M | |
| 1105 | -$1.3M | $10.4K | -$1.3M | |
| 1110 | -$3.4M | $3.2M | -$6.6M | |
| 1112.5 | -$124.8K | $0 | -$124.8K | |
| 1115 | -$1.7M | $578.4K | -$2.3M | |
| 1117.5 | -$249.6K | $0 | -$249.6K | |
| 1120 | -$10.0M | $5.7M | -$15.7M | |
| 1122.5 | -$18.2K | $0 | -$18.2K | |
| 1125 | -$497.8K | $1.8M | -$2.3M | |
| 1127.5 | -$9.1K | $27.3K | -$36.4K | |
| 1130 | -$6.8M | $4.6M | -$11.3M | |
| 1132.5 | -$9.1K | $0 | -$9.1K | |
| 1135 | -$704.5K | $995.7K | -$1.7M | |
| 1140SPOTGEX FLIP | $32.5K | $15.3M | -$15.3M | |
| 1145 | $1.4M | $3.7M | -$2.3M | |
| 1150 | -$5.0M | $6.6M | -$11.6M | |
| 1155 | $312.0K | $1.7M | -$1.4M | |
| 1160 | $2.6M | $12.0M | -$9.4M | |
| 1165 | $117.0K | $1.1M | -$939.8K | |
| 1170 | $2.6M | $5.9M | -$3.3M | |
| 1175 | $3.2M | $3.8M | -$599.2K | |
| 1180 | $5.0M | $10.7M | -$5.7M | |
| 1185 | $1.3M | $1.6M | -$364.0K | |
| 1190 | $4.0M | $6.2M | -$2.1M | |
| 1195 | $250.9K | $635.6K | -$384.8K | |
| 1200CALL WALL | $14.0M | $21.8M | -$7.8M |
These levels were captured September 16, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.
ABOUT LLY
Eli Lilly is a pharmaceutical powerhouse that became one of the world's most valuable companies on the strength of its GLP-1 receptor agonist franchise, including Mounjaro and Zepbound for diabetes and obesity. The company also has leading drugs in Alzheimer's (donanemab) and oncology.
WHY TRACK LLY ON SQUAWKFLOW
LLY is the most-watched pharma stock for GLP-1/obesity drug market intelligence. Options flow often leads major moves, with premium skew signaling institutional conviction on weight-loss drug adoption curves.
LLY DATA ON SQUAWKFLOW
Options Flow
LLY options flow, unusual activity, and volume concentrations from the session chain
Latest Snapshot
Last LLY price, change, volume, and the current dealer-gamma regime
GEX Dashboard
LLY gamma exposure levels, call/put walls, and GEX flip
AI Narration
AI-powered analysis of LLY market microstructure in real time
News Sentiment
LLY news with AI sentiment scoring and impact analysis
Sector Context
Healthcare sector rotation and relative strength vs peers
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