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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Eli Lilly and Company (LLY) - NYSE Next Earnings Date: Aug. 5, 2026 BO
EVR: 3.7
Avg Daily Volume: 3,283,003    Market Cap: 1.1T
Sector: Healthcare    Short Interest: 0.9
Live Interactive Chart
Days to Next Earnings: 54 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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, 2026 BO 3.5 $851.21 @$850.00 $73.97
($851.21)
8.7% 11.07% O 9.79% O $934.60 $95.30
( $934.60 )
28.84%
Feb. 4, 2026 BO 3.4 $1,003.46 @$1,005.00 $88.78
($1,003.46)
8.83% 11.01% O 10.33% O $1,107.12 $113.58
( $1,107.12 )
27.93%
Oct. 30, 2025 BO 3.7 $813.53 @$815.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 3.3 $746.37 @$747.50
May 1, 2025 BO 3.1 $898.95 @$900.00
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

 
 
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