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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lyell Immunopharma (LYEL) - NASDAQ Next Earnings Date: Estimated on March 11, 2026
OS Projected Window: April 27, 2026 to May 2, 2026
EVR: 2.8
Avg Daily Volume: 104,476    Market Cap: 509.8M
Sector: None    Short Interest: 1.92
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Nov. 12, 2025 AC 3.1 $17.63 @$18.00 $2.50
($17.63)
13.89% -4.02% I -1.24% I $17.41 $2.50
( $17.41 )
0.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2024 AC 3.7 $1.22 @$2.50
Nov. 5, 2024 AC 3.1 $1.24 @$2.50

 
 
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