Study of Pegilodecakin (LY3500518) With Nivolumab Compared to Nivolumab Alone Second-line Tx in Participants With Metastatic Non-Small Cell Lung Cancer

Inclusion Criteria: 1. Participants must have histologically or cytologically confirmed Wild Type NSCLC that is stage IV / metastatic or recurrent 2. Participants must have received at least one prior systemic therapy that was not an anti-PD-1, anti-PD-L1 and/or anti-CTLA-4 treatment for the advanced stage of the disease 3. Participants with tumor tissue low expression of PD-L1 as defined by Tumor Proportion Score (TPS) 0% - 49% 4. Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1 5. Participants with measurable disease by spiral computed tomography (CT) or magnetic resonance imaging (MRI) per Response Evaluation Criteria in Solid Tumor (RECIST) v.1.1 criteria 6. Participants that have completed prior radiotherapy or radiosurgery at least 2 weeks prior to randomization Exclusion Criteria: 1. Participants with active central nervous system (CNS) metastases or carcinomatous meningitis 2. Participants with any serious or uncontrolled medical disorder or active infection with the hepatitis virus or the human immunodeficiency virus (HIV) 3. Participants with Grade 1 (NCI-CTCAE v.4.03) toxicities attributed to prior anti-cancer therapy (other than alopecia and fatigue) prior to randomization 4. Participants that have received nivolumab 5. Participants that have received therapy with anti-tumor vaccines or other immuno-stimulatory antitumor agents 6. Participants with a history of severe hypersensitivity reactions to monoclonal antibodies 7. Participants that have received therapy with anti-PD-1, anti-PD-L1, anti-PD-L-2, anti-CD-137, and/or anti CTLA-4 antibodies 8. Participants receiving any investigational agent within 28 days of first administration of trial treatment 9. Pregnant or lactating women