Eli Lilly perpsLLY

Stock perp · Binance, Hyperliquid, OKX · #306 by volume

1,439.1+0.39% 24h

Binance USDT · 24h 1,421.2 – 1,450.7

24h volume: $5.7M; #306 of 918
Open interest: $10.1M; −3.8% contracts · 24h
Spread: 2.16 bps; median · 24h
Size at best price: $845; mean · 24h
Net taker flow: −$580.7K; every contract · 24h
Funding: +0.0000%; per period · BIN

Aperiodic metrics · LLY · 24 h

Are takers buying or selling LLY?

Takers sold $506.7K more than they bought on Binance, Hyperliquid and OKX over 24 h; the heaviest hour, 11:55 UTC, saw $297.5K.

+$297.5K0−$297.5K

23:55 UTCnow

flow.volume_delta_notionalbusiest contract on each venue · hourly · 24 h

What does it cost to cross LLY's spread?

L1 liquidity

2.16 bps median on Binance USDT, wider than 56% of the 200 most traded perps.

#1BTC0.015 bps
#2ETH0.052 bps
#3SOXL1.56 bps
#5SOL1.25 bps
#10AKE3.13 bps
#25XYZ:XYZ1000.35 bps
#50MUU5.64 bps
#100QNT0.62 bps
#200COPPER1.60 bps
#306LLY2.16 bps

l1_liquidity.spread_bpsbusiest contract · median · 24 h

How much size waits at LLY's best price?

L1 liquidity

$845 at the best bid and ask on Binance USDT, on average, thinner than 73% of the 200 most traded perps.

#1BTC$648.5K
#2ETH$268.7K
#3SOXL$87.1K
#5SOL$156.4K
#10AKE$546
#25XYZ:XYZ100$169.5K
#50MUU$22.1K
#100QNT$760
#200COPPER$10.7K
#306LLY$845

l1_liquidity.total_dollar_depthbusiest contract · mean · 24 h

Which way is LLY's book leaning?

L2 imbalance

Leaned to the bid in 19 of 24 hours on Binance USDT; 53% bids over the day.

65% bid035% bid

23:55 UTCnow

l2_imbalance.imbalance_ratio_10Binance USDT · top 10 levels · hourly

Where does LLY trade?

OHLCV

Binance USDT took 59% of $5.7M traded in 24 h.

volume sharespread

Binance USDT59%2.16
Hyperliquid xyz USDC30%4.88
OKX USDT11%3.47

ohlcv.volume_notionaleach contract · 24 h

Does LLY trade away from its index?

Basis

6.45 bps below its index on Binance USDT now; 11.9 bps below to 5.84 bps above over 24 h.

+11.9 bps0−11.9 bps

23:55 UTCnow

basis.basis_bpsBinance USDT · hourly

Is leverage building in LLY?

Open interest

$10.1M open across 3 contracts: −3.8% in contracts, −3.8% in dollars over 24 h.

$10.4M$9.6M

23:55 UTCnow

open_interest.open_interestbusiest contract on each venue · hourly

Who pays funding on LLY?

Funding

Longs pay on 1 of 3 contracts; Binance USDT charges +0.0000% a period (Hyperliquid’s are hourly).

Binance USDT+0.0000%
Hyperliquid xyz USDC+0.0007%
OKX USDT+0.0000%

← shorts paylongs pay →

funding.funding_rateeach contract · per funding period · now

LLY's 3 contracts · now

Named by Atlas →

Contract	Price	24h	Volume 24h	Open interest	Funding	Spread	Charts
Binance USDTperpetual-LLY-USDT:USDT	1,439.1	+0.39%	$3.4M	$3.2M	+0.0000%	2.16	Charts →
Hyperliquid xyz USDCperpetual-XYZ:LLY-USDC:USDC	1,438.6	+0.44%	$1.7M	$6.2M	+0.0007%	4.88	Charts →
OKX USDTperpetual-LLY-USDT:USDT	1,438.7	+0.50%	$642.9K	$746.9K	+0.0000%	3.47	Charts →

History · a year of 5m bars per series · busiest contract on each venue

Every chart for LLY →

Python

import os
from datetime import date

from aperiodic import get_derivative_metrics, get_metrics

# aperiodic.io/markets: LLY on Binance, Hyperliquid and OKX
# 5m bars, 2025-11-12 to 2026-11-12. Install: pip install "aperiodic[polars]"
# Needs an API key (https://aperiodic.io/home/api) on a plan with flow, basis, open_interest, funding (Pro) and l1_liquidity, l2_imbalance (Prime).
# OKX: okx-perps l1_liquidity and l2_liquidity count contracts, not coins (BTC-USDT-SWAP is 0.01 BTC each). Multiply by the contract size to match the page.
API_KEY = os.environ["APERIODIC_API_KEY"]
# timestamp="true" keys bars on capture time, as on the page; "exchange" keys them on exchange time.
PERIOD = dict(
    interval="5m",
    timestamp="true",
    start_date=date(2025, 11, 12),
    end_date=date(2026, 11, 12),
)
CONTRACTS = [
    ("binance-futures", "perpetual-LLY-USDT:USDT"),
    ("hyperliquid-perps", "perpetual-XYZ:LLY-USDC:USDC"),
    ("okx-perps", "perpetual-LLY-USDT:USDT"),
]

frames = {}
for exchange, symbol in CONTRACTS:
    frames["flow", exchange, symbol] = get_metrics(
        api_key=API_KEY,
        metric="flow",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )
    frames["l1_liquidity", exchange, symbol] = get_metrics(
        api_key=API_KEY,
        metric="l1_liquidity",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )
    frames["l2_imbalance", exchange, symbol] = get_metrics(
        api_key=API_KEY,
        metric="l2_imbalance",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )
    frames["basis", exchange, symbol] = get_derivative_metrics(
        api_key=API_KEY,
        metric="basis",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )
    frames["open_interest", exchange, symbol] = get_derivative_metrics(
        api_key=API_KEY,
        metric="open_interest",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )
    frames["funding", exchange, symbol] = get_derivative_metrics(
        api_key=API_KEY,
        metric="funding",
        exchange=exchange,
        symbol=symbol,
        **PERIOD,
    )

Every number is from Aperiodic's own 5-minute bars, 15 minutes behind.

Contract

Price

24h

Volume 24h

Open interest

Funding

Spread

Binance USDTperpetual-LLY-USDT:USDT

1,439.1

+0.39%

$3.4M

$3.2M

+0.0000%

2.16

Charts →

Hyperliquid xyz USDCperpetual-XYZ:LLY-USDC:USDC

1,438.6

+0.44%

$1.7M

$6.2M

+0.0007%

4.88

Charts →

OKX USDTperpetual-LLY-USDT:USDT

1,438.7

+0.50%

$642.9K

$746.9K

+0.0000%

3.47

Charts →

import os from datetime import date from aperiodic import get_derivative_metrics, get_metrics # aperiodic.io/markets: LLY on Binance, Hyperliquid and OKX # 5m bars, 2025-11-12 to 2026-11-12. Install: pip install "aperiodic[polars]" # Needs an API key (https://aperiodic.io/home/api) on a plan with flow, basis, open_interest, funding (Pro) and l1_liquidity, l2_imbalance (Prime). # OKX: okx-perps l1_liquidity and l2_liquidity count contracts, not coins (BTC-USDT-SWAP is 0.01 BTC each). Multiply by the contract size to match the page. API_KEY = os.environ["APERIODIC_API_KEY"] # timestamp="true" keys bars on capture time, as on the page; "exchange" keys them on exchange time. PERIOD = dict( interval="5m", timestamp="true", start_date=date(2025, 11, 12), end_date=date(2026, 11, 12), ) CONTRACTS = [ ("binance-futures", "perpetual-LLY-USDT:USDT"), ("hyperliquid-perps", "perpetual-XYZ:LLY-USDC:USDC"), ("okx-perps", "perpetual-LLY-USDT:USDT"), ] frames = {} for exchange, symbol in CONTRACTS: frames["flow", exchange, symbol] = get_metrics( api_key=API_KEY, metric="flow", exchange=exchange, symbol=symbol, **PERIOD, ) frames["l1_liquidity", exchange, symbol] = get_metrics( api_key=API_KEY, metric="l1_liquidity", exchange=exchange, symbol=symbol, **PERIOD, ) frames["l2_imbalance", exchange, symbol] = get_metrics( api_key=API_KEY, metric="l2_imbalance", exchange=exchange, symbol=symbol, **PERIOD, ) frames["basis", exchange, symbol] = get_derivative_metrics( api_key=API_KEY, metric="basis", exchange=exchange, symbol=symbol, **PERIOD, ) frames["open_interest", exchange, symbol] = get_derivative_metrics( api_key=API_KEY, metric="open_interest", exchange=exchange, symbol=symbol, **PERIOD, ) frames["funding", exchange, symbol] = get_derivative_metrics( api_key=API_KEY, metric="funding", exchange=exchange, symbol=symbol, **PERIOD, )