I just received some lily bulbs in a trade and want to plant them out now. I'm supposing that this is okay?
Where these bulbs that had been growing earlier this year? (I.e., did your trading partner dig them up just before shipping to you?) If so, plant them with no problem. Just keep them watered through our hot weather while they get established. Think of them as transplants.
If not, you need to plant them anyways or refrigerate (in moist peat moss) and plant in late Fall (after the warm weather is reliably over) or next spring. Lily bulbs never go truly dormant so if these are bulbs that have been out of the ground all spring without refrigeration, they have been very stressed and are getting a late start on growing. But that also means there is no benefit to waiting unless you are going to refrigerate them. Lilies are pretty tough so they will probably work out. I'd plant them in nice soil in pots and baby them the rest of this year and plant them out in the garden this fall.