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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. 4, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 3.4
Avg Daily Volume: 4,199,826    Market Cap: 873.9B
Sector: Healthcare    Short Interest: 0.72
Live Interactive Chart
Days to Next Earnings: 57 Days

DMH Warning: This company sometimes reports During Market Hours
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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 3.7 $813.53 @$815.00 $67.85
($813.53)
8.33% 4.85% I 3.8% I $844.50 $61.50
( $844.50 )
-9.36%
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

 
 
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