 The purpose of this study is to find a recommended dose of LY2940680 that can be safely given in combination with etoposide and carboplatin followed by LY2940680 alone in participants with extensive-disease small cell lung cancer. The study will also compare progression-free survival in participants who are administered etoposide, carboplatin and LY2940680 followed by LY2940680 alone versus etoposide, carboplatin, and placebo followed by placebo alone. 