Options WhaleEarnings volatility research

LLY · Expected-Move

Eli Lilly and Company Common Stock (LLY) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$1,188.72
Expected move
$105.95
Expected move %
8.9%
Lower boundary
$1,082.77
Upper boundary
$1,294.67
Median historical move
6.1%
Method
ATM_STRADDLE_MIDPOINT
Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Loading graph — the exact table is available below.

2023-11-02Realized move 4.6586%Implied move UnavailableSigned actual 4.6586% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

ObservationRealized move (%)Implied move (%)ContextUpdated
4.6586%UnavailableSigned actual 4.6586% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
0.1657%UnavailableSigned actual 0.1657% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
5.955%UnavailableSigned actual 5.955% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.4763%UnavailableSigned actual 9.4763% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
6.2806%UnavailableSigned actual 6.2806% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.3473%UnavailableSigned actual 3.3473% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
11.6636%UnavailableSigned actual 11.6636% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
14.1364%UnavailableSigned actual 14.1364% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
3.8069%UnavailableSigned actual 3.8069% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
10.3303%UnavailableSigned actual 10.3303% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
9.7966%UnavailableSigned actual 9.7966% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable
4.8562%UnavailableSigned actual 4.8562% · Reconstruction status unavailable · 0 IV checkpointsUpdate time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.