Options compare

LLY vs MRK options

Figures as of 29 Sep 2026

This page sets Lilly (Eli) (LLY) beside Merck & Co. (MRK), both from the same option chain capture. The options figures are from the close on 29 Sep 2026. On 29 Sep 2026, LLY and MRK had the same IV rank, 99.

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Options side by side

On 29 Sep 2026, LLY and MRK had the same IV rank, 99.

FigureLLYMRK
SectorHealth CareHealth Care
IV rank99 of 10099 of 100
Implied volatility, at the money, near month42.7%38.0%
Implied move, near month13.2% down, 13.0% up to 30 Oct10.7% down, 10.7% up to 30 Oct
Net dollar gamma, one percent move$53.59 million$39.23 million
Put/call ratio, open interest0.860.52
Options traded, latest close34,628 contracts, 0.8 times its recent average25,978 contracts, 0.8 times its recent average
Signal on the Free plan, paper tradingBearish, low RVBearish outlook

IV rank is where the at the money IV sits among the name's own weekly readings, 0 the lowest and 100 the highest.

Implied move is the move the option chain prices to the expiry nearest 30 days out. It restates option prices and says nothing certain about where the price goes.

Net dollar gamma is calls minus puts, stated for a one percent move in the price.

From the option chain at the close on 29 Sep 2026. Current on every plan.

Signal status

On the Free plan, LLY has a bearish, low RV reading from 25 Sep 2026. On the Free plan, MRK has a bearish outlook from 25 Sep 2026.

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Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Questions

How do LLY and MRK compare on IV rank?
On 29 Sep 2026, LLY's IV rank was 99 of 100 and MRK's was 99 of 100.
What move do LLY and MRK options price?
LLY's near month options priced a move of 13.2 percent down and 13.0 percent up by 30 Oct 2026. MRK's near month options priced a move of 10.7 percent down and 10.7 percent up by 30 Oct 2026.
How do the put/call ratios of LLY and MRK compare?
LLY's put/call ratio on open interest was 0.86 and MRK's was 0.52.
What are the latest signals for LLY and MRK on the Free plan?
On the Free plan, LLY has a bearish, low RV reading from 25 Sep 2026. On the Free plan, MRK has a bearish outlook from 25 Sep 2026. It is paper trading.

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