LLY (Eli Lilly & Co.)
Expected Move & Straddle Price History
The expected move for LLY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current LLY Expected Move
30-Day Straddle
$96.12
7-Day Straddle
$55.75
Avg IV
0.5%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to LLY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
LLY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260609 | $96.12 | $55.75 | 0.5% | 37% |
| 20260608 | $99.15 | $42.42 | 0.5% | 49% |
| 20260605 | $87.10 | $45.58 | 0.4% | 20% |
| 20260604 | $85.95 | $47.42 | 0.4% | 0% |
| 20260603 | $86.42 | $53.72 | 0.4% | 17% |
| 20260602 | $84.00 | $54.10 | 0.4% | 12% |
| 20260601 | $86.30 | $37.08 | 0.4% | 16% |
| 20260529 | $80.03 | $38.30 | 0.6% | 62% |
| 20260528 | $87.17 | $44.03 | 0.5% | 34% |
| 20260527 | $82.53 | $46.10 | 0.4% | 15% |
| 20260526 | $82.95 | $51.38 | 0.4% | 28% |
| 20260510 | $79.42 | $31.50 | 0.4% | 2% |
| 20260508 | $69.85 | $32.45 | 0.4% | 0% |
| 20260507 | $70.20 | $35.62 | 0.4% | 0% |
| 20260506 | $70.70 | $41.72 | 0.4% | 13% |
| 20260505 | $79.15 | $44.28 | 0.4% | 2% |
| 20260504 | $78.17 | $31.80 | 0.4% | 0% |
| 20260502 | $72.75 | $36.30 | 0.5% | 22% |
| 20260501 | $73.10 | $35.85 | 0.4% | 11% |
| 20260430 | $77.30 | $43.15 | 0.5% | 22% |
| 20260429 | $84.65 | $65.25 | 0.5% | 24% |
| 20260428 | $87.42 | $68.12 | 0.5% | 18% |
| 20260427 | $91.95 | $58.60 | 0.5% | 20% |
| 20260424 | $92.60 | $65.17 | 0.5% | 24% |
| 20260423 | $95.58 | $66.03 | 0.5% | 18% |
| 20260422 | $94.70 | $71.88 | 0.5% | 19% |
| 20260421 | $96.62 | $72.65 | 0.5% | 22% |
| 20260420 | $97.75 | $29.90 | 0.5% | 20% |
| 20260417 | $93.22 | $34.08 | 0.5% | 29% |
| 20260416 | $93.22 | $36.00 | 0.6% | 39% |
| 20260415 | $94.28 | $41.92 | 0.6% | 39% |
| 20260414 | $94.08 | $44.02 | 0.6% | 45% |
| 20260413 | $95.97 | $26.90 | 0.5% | 36% |
| 20260410 | $91.83 | $33.10 | 0.5% | 30% |
| 20260409 | $97.90 | $38.72 | 0.5% | 31% |
| 20260408 | $97.57 | $42.17 | 0.5% | 28% |
| 20260407 | $103.38 | $46.83 | 0.5% | 31% |
| 20260406 | $102.20 | $30.42 | 0.5% | 30% |
| 20260402 | $98.67 | $36.12 | 0.5% | 34% |
| 20260401 | $101.82 | $47.53 | 0.5% | 31% |
| 20260331 | $100.47 | $46.70 | 0.5% | 34% |
| 20260330 | $104.68 | $29.90 | 0.5% | 37% |
| 20260327 | $80.25 | $36.05 | 0.5% | 27% |
| 20260326 | $76.58 | $40.80 | 0.5% | 22% |
| 20260325 | $76.15 | $40.80 | 0.4% | 18% |
| 20260324 | $77.97 | $44.25 | 0.4% | 19% |
| 20260323 | $79.12 | $30.65 | 0.4% | 13% |
| 20260320 | $76.67 | $36.17 | 0.6% | 38% |
| 20260319 | $77.25 | $39.12 | 0.7% | 52% |
| 20260318 | $77.97 | $45.12 | 0.6% | 45% |
| 20260317 | $82.08 | $48.60 | 0.6% | 48% |
| 20260316 | $86.80 | $33.85 | 0.5% | 23% |
| 20260313 | $82.32 | $40.48 | 0.5% | 21% |
| 20260312 | $83.60 | $44.62 | 0.5% | 19% |
| 20260311 | $81.25 | $47.48 | 0.4% | 17% |
| 20260310 | $82.90 | $49.55 | 0.5% | 21% |
| 20260309 | $89.97 | $35.28 | 0.5% | 19% |
| 20260308 | $95.17 | $44.27 | 0.5% | 26% |
| 20260306 | $85.42 | $43.22 | 0.5% | 30% |
| 20260305 | $82.22 | $49.40 | 0.5% | 24% |