LLY · Expected Move
Eli Lilly & Co.
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).
LLY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current LLY Expected Move
30-Day Straddle
$112.30
7-Day Straddle
$81.12
30-Day ATM IV
39.4%
IV Rank
62%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $112.30 | $81.12 | 39.4% | 62% |
| 20261022 | $118.20 | $89.65 | 39.9% | 65% |
| 20261021 | $118.07 | $91.50 | 40.6% | 69% |
| 20261020 | $122.53 | $96.90 | 41.1% | 72% |
| 20261019 | $119.22 | $36.05 | 41.5% | 74% |
| 20261016 | $119.15 | $43.55 | 42.0% | 77% |
| 20261015 | $121.80 | $49.45 | 42.6% | 81% |
| 20261014 | $123.72 | $51.73 | 44.7% | 93% |
| 20261013 | $109.92 | $50.62 | 41.2% | 73% |
| 20261012 | $114.10 | $33.25 | 41.9% | 77% |
| 20261009 | $107.65 | $38.70 | 41.0% | 71% |
| 20261008 | $111.47 | $42.77 | 42.1% | 78% |
| 20261007 | $111.80 | $47.75 | 41.4% | 74% |
| 20261006 | $110.65 | $49.98 | 41.3% | 73% |
| 20261005 | $108.62 | $31.15 | 40.9% | 71% |
| 20261002 | $101.78 | $34.83 | 40.2% | 67% |
| 20261001 | $105.43 | $41.67 | 40.7% | 70% |
| 20260930 | $110.68 | $48.97 | 41.7% | 75% |
| 20260929 | $110.72 | $52.60 | 39.6% | 63% |
| 20260928 | $114.22 | $36.65 | 39.3% | 61% |
| 20260925 | $80.32 | $41.62 | 34.3% | 33% |
| 20260924 | $84.25 | $43.62 | 33.3% | 27% |
| 20260923 | $82.47 | $45.85 | 31.4% | 16% |
| 20260922 | $87.00 | $49.47 | 31.9% | 19% |
| 20260921 | $87.45 | $33.45 | 31.9% | 19% |
| 20260918 | $77.12 | $37.67 | 30.4% | 10% |
| 20260917 | $82.10 | $40.00 | 31.5% | 17% |
| 20260916 | $82.67 | $49.78 | 31.8% | 18% |
| 20260915 | $85.85 | $51.12 | 32.7% | 23% |
| 20260914 | $87.00 | $32.50 | 32.1% | 19% |
| 20260911 | $73.22 | $36.40 | 30.5% | 11% |
| 20260910 | $80.45 | $40.88 | 32.1% | 19% |
| 20260909 | $84.55 | $45.12 | 33.0% | 24% |
| 20260908 | $88.20 | $50.95 | 33.8% | 29% |
| 20260904 | $78.12 | $34.33 | 31.2% | 14% |
| 20260903 | $81.30 | $37.92 | 31.4% | 15% |
| 20260902 | $88.05 | $42.70 | 33.3% | 26% |
| 20260901 | $86.15 | $47.92 | 32.0% | 18% |
| 20260831 | $86.47 | $32.20 | 31.7% | 17% |
| 20260828 | $78.88 | $37.45 | 30.8% | 12% |
| 20260827 | $87.65 | $43.40 | 33.1% | 25% |
| 20260826 | $87.88 | $47.75 | 32.4% | 19% |
| 20260825 | $91.42 | $53.40 | 31.9% | 17% |
| 20260824 | $93.65 | $32.92 | 31.9% | 17% |
| 20260821 | $86.78 | $40.30 | 31.4% | 14% |
| 20260820 | $87.22 | $44.05 | 31.1% | 13% |
| 20260819 | $95.42 | $52.38 | 32.7% | 20% |
| 20260818 | $89.70 | $52.75 | 31.2% | 12% |
| 20260817 | $87.03 | $32.15 | 30.8% | 11% |
| 20260814 | $74.78 | $34.90 | 28.7% | 0% |
| 20260813 | $80.47 | $42.80 | 29.9% | 0% |
| 20260812 | $86.97 | $48.20 | 31.2% | 0% |
| 20260811 | $89.35 | $53.62 | 31.8% | 3% |
| 20260810 | $93.72 | $35.90 | 32.6% | 8% |
| 20260807 | — | — | 32.6% | 8% |
| 20260806 | $97.50 | $57.50 | 36.0% | 27% |
| 20260805 | $97.38 | $56.55 | 36.6% | 30% |
| 20260804 | $118.50 | $92.58 | 45.9% | 85% |
| 20260803 | $117.45 | $79.75 | 45.0% | 79% |
| 20260731 | $110.53 | $86.22 | 43.3% | 69% |
More on LLY
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.