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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Eli Lilly and Company (LLY) - NYSE Next Earnings Date: April 30, 2024 BO
EVR: 2.4
Avg Daily Volume: 2,614,237    Market Cap: 716.59B
Sector: Healthcare    Short Interest: 0.68
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Weekly: 6.86%       Expires on: May 3, 2024
Implied Move Monthly: 8.17%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 62
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
April 30, 2024 BO None $0.00 @$750.00 $61.33
($750.77)
8.17% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 6, 2024 BO 2.4 $706.20 @$705.00 $49.17
($706.20)
6.97% 5.06% I -0.16% I $705.03 $28.33
( $705.03 )
-42.38%
Nov. 2, 2023 BO 2.3 $554.46 @$555.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 1, 2022 BO 1.6 $362.09 @$362.50
Aug. 4, 2022 BO 1.6 $313.83 @$315.00
April 28, 2022 BO 1.5 $285.09 @$285.00
Feb. 3, 2022 BO 1.5 $250.83 @$250.00

 
 
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