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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lyell Immunopharma (LYEL) - NASDAQ Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 3.3
Avg Daily Volume: 921,757    Market Cap: 217.1M
Sector: None    Short Interest: 3.3
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
March 11, 2025 AC 3.2 $0.67 @$0.50 $0.50
($0.67)
100.0% -7.46% I 0.0% I $0.67 $0.50
( $0.67 )
0.0%
March 7, 2025 AC 3.2 $0.74 @$0.50 $0.60
($0.74)
120.0% -9.45% I -8.1% I $0.68 $0.50
( $0.68 )
-16.67%
Feb. 27, 2025 AC 3.5 $0.71 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 3.8 $2.25 @$2.50
Aug. 8, 2023 AC 4.5 $2.40 @$2.50
May 4, 2023 AC 5.2 $2.42 @$2.50

 
 
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