LLY
Eli Lilly and CompanyAs of 2026-10-30 15:59 ET, LLY net GEX is $26.3M per 1% move; LLY call wall is $1,450; put wall is $1,375.
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More LLY options data
The price and the session change are a point-in-time snapshot taken at the time shown. The gamma levels run on a different clock: they are computed 2026-10-31 08:11 ET from the open interest carried on the option chain at that time and are not intraday values. 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.
As of 2026-10-31 08:11 ET, SquawkFlow published LLY at $1417.54 at the 4:00 PM ET close on 2026-10-30 (+3.19%), net dealer gamma of $26.3M, a call wall at 1450, a put wall at 1375 and a zero-gamma flip at 1380. The gamma figures are computed 2026-10-31 08:11 ET from the open interest carried on the option chain at that time; dealer positioning is an assumption, not an observable. Source: SquawkFlow, https://squawkflow.com/ticker/LLY.
MARKET SNAPSHOT
| Call Wall | 1450 |
| Put Wall | 1375 |
| GEX Flip | 1380 |
| Swing Line | 1380 |
| Net GEX | $26.3M |
Cached snapshot as of 2026-10-31 08:11 ET, 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 169 seen, 672 contract rows spanning 2 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. These rows came from the last chain saved to disk, not from a fresh provider response, so the vintage is older than the calculation time.
New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.
All captured expirations. Chain as of .
| Strike | Net GEX | Call GEX | Put GEX | Concentration |
|---|---|---|---|---|
| 1490 | $217.5K | $217.5K | $0 | |
| 1485 | $278.3K | $278.3K | $0 | |
| 1480 | $736.9K | $744.9K | -$8.0K | |
| 1475 | $67.5K | $67.5K | $0 | |
| 1470 | $611.2K | $611.2K | $0 | |
| 1465 | $125.3K | $125.3K | $0 | |
| 1460 | $1.1M | $1.1M | $0 | |
| 1455 | $160.8K | $160.8K | $0 | |
| 1450CALL WALL | $3.2M | $3.2M | $0 | |
| 1445 | $630.3K | $630.3K | $0 | |
| 1440 | $1.9M | $2.1M | -$104.8K | |
| 1435 | $25.3K | $50.6K | -$25.3K | |
| 1430 | $225.7K | $262.6K | -$36.9K | |
| 1425 | $238.1K | $258.2K | -$20.1K | |
| 1420 | $2.8M | $3.0M | -$159.4K | |
| 1415SPOT | $687.1K | $695.5K | -$8.4K | |
| 1410 | $943.3K | $993.9K | -$50.6K | |
| 1405 | $1.1M | $1.1M | $0 | |
| 1400 | $3.7M | $3.9M | -$176.5K | |
| 1395 | $950.1K | $1.2M | -$261.8K | |
| 1390 | $435.9K | $973.6K | -$537.7K | |
| 1385 | $809.2K | $1.0M | -$191.6K | |
| 1380GEX FLIP | $2.1M | $2.5M | -$305.2K | |
| 1375PUT WALL | -$509.2K | $477.1K | -$986.3K | |
| 1370 | $298.0K | $846.5K | -$548.6K | |
| 1365 | $105.4K | $342.9K | -$237.5K | |
| 1360 | $3.2M | $3.4M | -$163.8K | |
| 1355 | $85.7K | $122.9K | -$37.1K | |
| 1350 | -$67.1K | $389.9K | -$457.0K | |
| 1345 | $12.4K | $69.9K | -$57.4K |
These levels were captured October 31, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.
COMMON QUESTIONS
- What was the last LLY price on this page?
- LLY close, Oct 30: $1417.54 (+3.19%), as of 2026-10-31 08:11 ET.
- What are the LLY call wall and put wall?
- As of 2026-10-31 08:11 ET, the LLY call wall was at 1450 and the put wall at 1375, computed 2026-10-31 08:11 ET from the open interest carried on the option chain at that time.
- What is LLY net dealer gamma?
- As of 2026-10-31 08:11 ET, net dealer gamma for LLY was $26.3M, Positive gamma. Dealer positioning is an assumption, not an observable.
- Where is the LLY gamma flip?
- As of 2026-10-31 08:11 ET, the LLY zero-gamma flip was at 1380, computed 2026-10-31 08:11 ET from the open interest carried on the option chain at that time.
- How often do these LLY figures change?
- The price is a snapshot taken at the time shown. The gamma levels come from open interest that settles once per trading day, and the page refreshes at most once an hour.
ABOUT LLY
Eli Lilly develops pharmaceuticals for diabetes, obesity, Alzheimer's disease, and oncology. Its products include Mounjaro and Zepbound.
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 IN 13F FILINGS
3 of the 8 managers in SquawkFlow's 13F cohort with a filing on record reported shares of LLY (filed as ELI LILLY & CO, classes COM / Common Stock) in their most recent Form 13F filing (newest: 2026-Q2, filed August 14, 2026). A 13F is filed up to 45 days after the quarter ends, so it is a dated snapshot, not a trade record.
- Bridgewater Associates LP reported 87,023 shares ($104M) at the end of 2026-Q2, filed August 14, 2026. 2026-Q2 filing
- ARK Investment Management LLC reported 77,254 shares ($93M) at the end of 2026-Q2, filed August 14, 2026. 2026-Q2 filing
- Renaissance Technologies LLC reported 26,091 shares ($31M) at the end of 2026-Q2, filed August 13, 2026. 2026-Q2 filing
Form 13F reports long positions in 13(f) securities held on the last day of the quarter. It excludes short positions, cash, and assets outside 13(f) scope. An absent security is not evidence of a sale. Matched on the issuer name and share class as filed. The cohort is a named set of managers, not every 13F filer. All cohort managers
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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