Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Eli Lilly and Company (LLY) - NYSE Next Earnings Date: Aug. 7, 2025 BO
EVR: 3.3
Avg Daily Volume: 3,432,392    Market Cap: 751.6B
Sector: Healthcare    Short Interest: 0.81
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Weekly: 6.69%       Expires on: Aug. 8, 2025
Implied Move Monthly: 8.17%       Expires on: Aug. 15, 2025

DMH Warning: This company sometimes reports During Market Hours
Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 7, 2025 BO None $0.00 @$760.00 $62.27
($762.33)
8.17% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 1, 2025 BO 3.1 $898.95 @$900.00 $63.97
($898.95)
7.11% -11.88% O -11.66% O $794.10 $107.35
( $794.10 )
67.81%
Feb. 6, 2025 BO 3.1 $842.18 @$840.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 30, 2024 BO 2.9 $903.58 @$902.50
Aug. 8, 2024 BO 2.5 $772.14 @$770.00
April 30, 2024 BO 2.4 $737.20 @$735.00
Feb. 6, 2024 BO 2.4 $706.20 @$705.00
Nov. 2, 2023 BO 2.3 $554.46 @$555.00
Aug. 8, 2023 BO 1.8 $454.08 @$455.00
April 27, 2023 BO 1.7 $376.27 @$377.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US