LLY Institutional Summary
Oct 29, 2026 · 3-session delay
$204MDark pool premium
$62.2MCall premium
+$17.4MNet gamma
41Sweeps
Off-exchange
Dark Pool
$204M across 96 prints. Block-size prints made up ~23% of the session.
What is dark pool data? View LLY in Dark Pool$1,382
$1,374
$1,370
Order flow
Options Flow
$72.8M premium, 85% calls. Buying concentrated at the $1,300 strike. 41 sweeps, 126 blocks.
What is options flow? View LLY in Options FlowCalls 85%Puts 15%
Dealer positioning
Gamma Exposure
Positive regime, net +$17.4M. Call wall $1,400 · put wall $1,000.
What is GEX? View LLY in Gamma ExposureThis summary is three sessions old. Watch today live.
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