Optionslam.com

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

 
Eli Lilly and Company (LLY) - NYSE Next Earnings Date: Oct. 30, 2025 BO
EVR: 3.7
Avg Daily Volume: 3,524,684    Market Cap: 759.8B
Sector: Healthcare    Short Interest: 0.81
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Weekly: 6.66%       Expires on: Oct. 31, 2025
Implied Move Monthly: 8.94%       Expires on: Nov. 21, 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: 68
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
Oct. 30, 2025 BO None $0.00 @$820.00 $69.80
($821.04)
8.5% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 7, 2025 BO 3.3 $746.37 @$747.50 $57.05
($746.37)
7.63% -15.16% O -14.13% O $640.86 $108.11
( $640.86 )
89.5%
May 1, 2025 BO 3.1 $898.95 @$900.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 6, 2025 BO 3.1 $842.18 @$840.00
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

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