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
$78.12
7-Day Straddle
$34.33
Avg IV
0.5%
IV Rank
27%
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 |
|---|---|---|---|---|
| 20260904 | $78.12 | $34.33 | 0.5% | 27% |
| 20260903 | $81.30 | $37.92 | 0.4% | 12% |
| 20260902 | $88.05 | $42.70 | 0.4% | 19% |
| 20260901 | $86.15 | $47.92 | 0.4% | 17% |
| 20260831 | $86.47 | $32.20 | 0.4% | 7% |
| 20260828 | $78.88 | $37.45 | 0.4% | 20% |
| 20260827 | $87.65 | $43.40 | 0.5% | 28% |
| 20260826 | $87.88 | $47.75 | 0.5% | 29% |
| 20260825 | $91.42 | $53.40 | 0.5% | 40% |
| 20260824 | $93.65 | $32.92 | 0.5% | 34% |
| 20260821 | $86.78 | $40.30 | 0.8% | 100% |
| 20260820 | $87.22 | $44.05 | 0.8% | 100% |
| 20260819 | $95.42 | $52.38 | 0.7% | 100% |
| 20260818 | $89.70 | $52.75 | 0.7% | 93% |
| 20260817 | $87.03 | $32.15 | 0.7% | 100% |
| 20260814 | $74.78 | $34.90 | 0.4% | 11% |
| 20260813 | $80.47 | $42.80 | 0.4% | 3% |
| 20260812 | $86.97 | $48.20 | 0.4% | 6% |
| 20260811 | $89.35 | $53.62 | 0.4% | 6% |
| 20260810 | $93.72 | $35.90 | 0.4% | 11% |
| 20260806 | $97.50 | $57.50 | 0.4% | 19% |
| 20260805 | $97.38 | $56.55 | 0.5% | 47% |
| 20260804 | $118.50 | $92.58 | 0.5% | 49% |
| 20260803 | $117.45 | $79.75 | 0.5% | 52% |
| 20260731 | $110.53 | $86.22 | 0.5% | 41% |
| 20260730 | $110.05 | $84.85 | 0.4% | 24% |
| 20260729 | $116.82 | $90.78 | 0.5% | 54% |
| 20260728 | $125.78 | $98.50 | 0.5% | 50% |
| 20260727 | $123.97 | $37.55 | 0.4% | 30% |
| 20260724 | $117.47 | $40.92 | 0.5% | 58% |
| 20260723 | $120.42 | $49.08 | 0.6% | 83% |
| 20260722 | $119.47 | $49.92 | 0.5% | 60% |
| 20260721 | $120.70 | $52.22 | 0.5% | 37% |
| 20260720 | $120.65 | $34.83 | 0.5% | 65% |
| 20260716 | $117.47 | $49.05 | 0.6% | 71% |
| 20260715 | $117.25 | $52.55 | 0.5% | 47% |
| 20260714 | $122.00 | $57.38 | 0.5% | 58% |
| 20260713 | $125.00 | $37.50 | 0.5% | 40% |
| 20260710 | $110.07 | $38.98 | 0.6% | 66% |
| 20260709 | $121.17 | $49.50 | 0.6% | 66% |
| 20260708 | $121.05 | $56.65 | 0.5% | 63% |
| 20260707 | $128.05 | $60.75 | 0.6% | 67% |
| 20260706 | $129.18 | $42.25 | 0.5% | 38% |
| 20260702 | $97.92 | $47.70 | 0.5% | 48% |
| 20260701 | $98.03 | $53.15 | 0.5% | 40% |
| 20260630 | $99.00 | $53.67 | 0.5% | 56% |
| 20260629 | $105.03 | $36.22 | 0.5% | 52% |
| 20260626 | $95.62 | $45.65 | 0.5% | 44% |
| 20260625 | $83.17 | $44.20 | 0.5% | 32% |
| 20260624 | $88.17 | $48.40 | 0.5% | 33% |
| 20260623 | $83.60 | $49.88 | 0.5% | 40% |
| 20260622 | $85.62 | $34.53 | 0.5% | 35% |
| 20260618 | $78.60 | $37.50 | 0.4% | 23% |
| 20260617 | $81.47 | $45.33 | 0.6% | 79% |
| 20260616 | $84.45 | $51.27 | 0.5% | 45% |
| 20260615 | $86.88 | $30.80 | 0.4% | 13% |
| 20260613 | $78.50 | $37.65 | 0.5% | 37% |
| 20260612 | $79.03 | $37.35 | 0.5% | 33% |
| 20260611 | $89.92 | $44.25 | 0.5% | 51% |
| 20260610 | $91.70 | $51.02 | 0.5% | 43% |