LLY·Eli Lilly and Company

Realized volatility (21d)

17.4% 23rd pct

Below its peak

-10.5%

vs 200-day average

+6.6%

Up days (1y)

49%

Eli Lilly and Company is currently running 17.4% annualised volatility over the last 21 sessions. Measured against LLY's own 13 years of daily returns rather than a market-wide average, that is the 23rd percentile — unusually subdued by its own history, against a typical reading of 23.5%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

LLY is trading -10.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.0%, and the deepest was -32.6% in 2025. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +6.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 42nd percentile — close to the gap it normally carries. Over the past year LLY closed higher on 49% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, LLY finished the month higher 8 of 13 times, with a median return of +1.9% and an average of +0.6%. Its strongest month historically has been June at +5.6% on average, its weakest July at -0.5%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: LLY has opened more than 2% away from the prior close in 71 of 3,268 sessions (2.2% of the time), with the largest gaps running +11.5% and -5.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, LLY moved an average of 3.4% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.0% and a largest of -6.1%.

All figures computed from 3,269 daily closes between 2013-10-07 and 2026-10-06, split-adjusted, recomputed daily. Percentiles are against LLY's own 13-year history, not a peer group or index.