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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: 4,486,615    Market Cap: 696.2B
Sector: Healthcare    Short Interest: 0.68
Live Interactive Chart
Days to Next Earnings: 58 Days

DMH Warning: This company sometimes reports During Market Hours
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
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
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 $56.25
($842.18)
6.7% 5.4% I 3.34% I $870.37 $44.83
( $870.37 )
-20.3%
Oct. 30, 2024 BO 2.9 $903.58 @$902.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 2, 2023 BO 1.6 $342.57 @$342.50

 
 
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