You have scarlet lily beetles.  They are a recent arrival from Asia.  To kill the beetles on contact, spray with Bonide Beetle killer.  For ongoing control after that I’d suggest Bonide Bon-Neem II.  sprayed every 5 days the next month until they subside (are no longer feeding). This will kill any larvae that hatch from eggs that the adult beetle may have laid before you killed them with the Beetle Killer.  If you start spraying with the Bon-Neem II next year before the beetles  show up, you may repel them and prevent any damage.