Healthcare · band window Nov 13 – Nov 20
ELI LILLY
Equity · US
Inside the expected range. No statistical dislocation.
Price basis: 2026-11-13 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)
2024-09-06 – 2026-11-13 · measured on each week's last regular-session close
Of LLY's 115 settled weeks, 73 (63.5%) finished inside ±1σ on the week's last close. 23 (20.0%) finished at or above +1σ and 19 (16.5%) at or below −1σ. A normal distribution puts 68.3% inside and about 15.9% beyond each side. Given 115 weeks, the gap from theory is within what chance alone produces.
This week's band of ±4.1% is 0.94× the symbol's median width of ±4.4% and ranks #126 widest of 184 tracked symbols. That is close to its usual width.
The week that finished furthest from its anchor closed 2025-10-03 at +3.76σ. The latest week (2026-11-13) finished outside, at +1.36σ.
Past shares do not predict next week. A week that broke the band intraday but closed back inside counts as inside. The universe-wide measurement and its method are in the weekly ±1σ coverage study.
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 2025-11-13–2026-11-13 · 252 sessions
Sigma bands: 252/252 sessions
| Close date | Sigma | +1W | +2W | +4W |
|---|---|---|---|---|
| +1.36σ | — | — | — | |
| −0.93σ | +6.72% | — | — | |
| +1.38σ | −4.48% | +1.94% | — | |
| +0.29σ | +11.31% | +6.32% | — | |
| +1.61σ | +1.31% | +12.77% | +14.95% | |
| +0.81σ | +6.59% | +7.99% | +14.82% | |
| −0.80σ | +3.19% | +9.99% | +24.04% | |
| +0.66σ | −3.43% | −0.35% | +7.60% | |
| +0.83σ | +2.65% | −0.87% | +9.03% | |
| −0.80σ | +3.34% | +6.07% | +5.70% | |
| −0.55σ | −2.93% | +0.31% | −0.57% | |
| −1.62σ | −2.15% | −5.02% | +0.75% |
Close-to-close price changes, excluding dividends and costs. — means future or unavailable. Predictive value is still under validation.
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 $1,504.39 · −1σ $1,385.61 — outside the published strike window ($1,405.00–$1,485.00), 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.