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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Eli Lilly and Company (LLY) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 BO
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 3.4
Avg Daily Volume: 2,500,080    Market Cap: 1.3T
Sector: Healthcare    Short Interest: 0.74
Live Interactive Chart
Days to Next Earnings: 91 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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. 29, 2026 BO 3.5 $1,288.30 @$1,290.00 $112.03
($1,288.30)
8.68% 9.32% O 6.62% I $1,373.70 $116.55
( $1,373.70 )
4.03%
Aug. 5, 2026 BO 3.7 $1,115.68 @$1,115.00 $99.55
($1,115.68)
8.93% 9.07% O 4.85% I $1,169.86 $87.25
( $1,169.86 )
-12.36%
April 30, 2026 BO 3.5 $851.21 @$850.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 BO 3.4 $1,003.46 @$1,005.00
Oct. 30, 2025 BO 3.7 $813.53 @$815.00
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

 
 
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