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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lyell Immunopharma (LYEL) - NASDAQ Next Earnings Date: OS Estimate: Sept. 2, 2026 AC
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 2.7
Avg Daily Volume: 80,206    Market Cap: 522.8M
Sector: None    Short Interest: 5.29
Live Interactive Chart
Days to Next Earnings: 112 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 6, 2026 AC 2.8 $20.85 @$21.00 $2.45
($20.85)
11.67% -6.28% I -3.78% I $20.06 $2.45
( $20.06 )
0.0%
March 11, 2026 AC 2.8 $25.14 @$25.00 $2.55
($25.14)
10.2% -4.77% I -1.47% I $24.77 $2.50
( $24.77 )
-1.96%
Nov. 12, 2025 AC 3.1 $17.63 @$18.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 12, 2025 AC 2.9 $10.57 @$10.00
May 13, 2025 AC 2.7 $0.41 @$0.50
May 8, 2025 AC 2.7 $0.43 @$0.50
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

 
 
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