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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Eli Lilly and Company (LLY) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 3.1
Avg Daily Volume: 4,318,793    Market Cap: 716.59B
Sector: Healthcare    Short Interest: 0.68
Live Interactive Chart
Days to Next Earnings: 68 Days

DMH Warning: This company sometimes reports During Market Hours
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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, 2024 BO 2.9 $903.58 @$902.50 $77.75
($903.58)
8.61% -14.89% O -6.28% I $846.83 $72.90
( $846.83 )
-6.24%
Aug. 8, 2024 BO 2.5 $772.14 @$770.00 $69.15
($772.14)
8.98% 13.68% O 9.47% O $845.31 $78.36
( $845.31 )
13.32%
April 30, 2024 BO 2.4 $737.20 @$735.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 27, 2023 BO 1.7 $376.27 @$377.50
Feb. 2, 2023 BO 1.6 $342.57 @$342.50
Nov. 1, 2022 BO 1.6 $362.09 @$362.50
Aug. 4, 2022 BO 1.6 $313.83 @$315.00

 
 
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