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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lyell Immunopharma (LYEL) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 3.1
Avg Daily Volume: 29,251    Market Cap: 212.8M
Sector: None    Short Interest: 0.98
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
Aug. 12, 2025 AC 2.9 $10.57 @$10.00 $2.45
($10.57)
24.5% -12.2% I 2.45% I $10.83 $4.95
( $10.83 )
102.04%
May 13, 2025 AC 2.7 $0.41 @$0.50 $0.07
($0.41)
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2025 AC 3.3 $0.42 @$0.50
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

 
 
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