LLY Expected Move
LLY $1,279.14 · Updated Oct 26, 4:00 PM ET
The options market prices LLY to move about $80.75 (6.3%) by Oct 30, 2026, a range of $1,198.39 to $1,359.89. For Nov 27, 2026 (32 days out) the expected move is $117.25 (9.2%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 30, 2026 | 4 | $80.75 | $97.26 | $1,198.39 | $1,359.89 |
| Nov 6, 2026 | 11 | $93.33 | $115.33 | $1,185.82 | $1,372.47 |
| Nov 13, 2026 | 18 | $105.00 | $141.19 | $1,174.14 | $1,384.14 |
| Nov 20, 2026 | 25 | $111.05 | $146.33 | $1,168.09 | $1,390.19 |
| Nov 27, 2026 | 32 | $117.25 | $159.52 | $1,161.89 | $1,396.39 |
| Dec 4, 2026 | 39 | $128.13 | $169.77 | $1,151.02 | $1,407.27 |
| Dec 18, 2026 | 53 | $146.30 | $190.88 | $1,132.84 | $1,425.44 |
| Jan 15, 2027 | 81 | $173.03 | $224.83 | $1,106.12 | $1,452.17 |
| Feb 19, 2027 | 116 | $215.58 | $286.52 | $1,063.57 | $1,494.72 |
| Mar 19, 2027 | 144 | $238.02 | $311.43 | $1,041.12 | $1,517.17 |
| Apr 16, 2027 | 172 | $255.30 | $335.09 | $1,023.84 | $1,534.44 |
How this is calculated: Expected Move methodology · Expected move calculator