Healthcare · band window Sep 25 – Oct 2
ELI LILLY
Equity · US
Inside the expected range. No statistical dislocation.
Price basis: 2026-09-25 US regular-session close · candle and GEX OI timestamps are shown separately on the chart.
This link opens the latest data for this symbol.
30-minute candles · US regular session (ET)
Each date uses its own weekly band · settled bands are retained
Click or tap the chart to see prices.
Price ($)
Shading: historic ±1σ · dots: close at or beyond the band
Prices shown 2025-09-25–2026-09-25 · 252 sessions
Sigma bands: 252/252 sessions
| Close date | Sigma | +1W | +2W | +4W |
|---|---|---|---|---|
| +0.66σ | — | — | — | |
| +0.83σ | +2.65% | — | — | |
| −0.80σ | +3.34% | +6.07% | — | |
| −0.55σ | −2.93% | +0.31% | — | |
| −1.62σ | −2.15% | −5.02% | +0.75% | |
| +1.70σ | −6.44% | −8.45% | −8.16% | |
| −0.11σ | +6.38% | −0.47% | −5.46% | |
| +0.35σ | −0.47% | +5.88% | −3.07% | |
| −0.92σ | +3.21% | +2.73% | +2.24% | |
| +0.32σ | −3.95% | −0.86% | +4.96% | |
| −0.19σ | +1.43% | −2.57% | +0.09% | |
| −0.43σ | −0.80% | +0.63% | −0.24% |
Close-to-close price changes, excluding dividends and costs. — means future or unavailable. Predictive value is unverified.
Dealer gamma stacked at each strike. The dashed lines are this week's ±1σ edges, so whether a thick strike and a band edge land on the same price is readable in one view.
Hedging leans against the move, so the strikes below tend to hold.
+1σ $1,234.47 · −1σ $1,132.45 — outside the published strike window ($1,137.50–$1,225.00), so not drawn on the ladder above.
All expirations, strikes within ±10% of spot. Open interest settles once a day, so these levels move on the same cadence as the σ band.
A daily snapshot, not a live quote. Prices are taken as the upstream feed supplies them.