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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lyell Immunopharma (LYEL) - NASDAQ Next Earnings Date: OS Estimate: Sept. 3, 2025 AC
OS Projected Window: Sept. 1, 2025 to Sept. 6, 2025
EVR: 3.0
Avg Daily Volume: 304,398    Market Cap: 118.1M
Sector: None    Short Interest: 1.91
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
May 13, 2025 AC 2.7 $0.41 @$0.50 $0.07
($0.40)
14.0% 9.75% I -4.87% I $0.39 $0.45
( $0.39 )
542.86%
May 8, 2025 AC 2.7 $0.43 @$0.50 $0.12
($0.43)
24.0% -9.3% I -6.97% I $0.40 $0.10
( $0.40 )
-16.67%
May 6, 2025 AC 3.3 $0.42 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 11, 2025 AC 3.2 $0.67 @$0.50
March 7, 2025 AC 3.2 $0.74 @$0.50
Feb. 27, 2025 AC 3.5 $0.71 @$0.50
Nov. 7, 2024 AC 3.7 $1.22 @$2.50
Nov. 5, 2024 AC 3.1 $1.24 @$2.50
Aug. 6, 2024 BO 3.4 $1.42 @$2.50
Feb. 28, 2024 AC 3.8 $2.84 @$2.50

 
 
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