ELI LILLY & Co (LLY) Options Risk Score

Run a full LLY options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on ELI LILLY & Co (LLY) right now?

For a 4-week expiry, ELI LILLY & Co (LLY) carries an options catalyst-risk score of 100 out of 100 (HIGH). That score is driven by an upcoming earnings report, 9 recent news items, 10 active legal filings, 4 recent SEC events and 43 clinical-trial catalysts falling inside the 4-week window. On TickerRisk's scale 70 and above is HIGH, so a known event is scheduled inside this window — selling premium on LLY here is a bet on that event rather than on time decay. The score measures scheduled event exposure, not which way the stock will move.

LLY shows an IV Rank of 17, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 44%. Read IV Rank alongside the catalyst score: it says how expensive LLY options are, while the score says whether that price is justified by a scheduled event.

LLY is scheduled to report earnings on 2026-08-05, which falls inside a typical monthly options expiry — expect elevated implied volatility into the event and an IV crush afterward.

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