LLY Expected Move
LLY $1,282.89 · Updated Oct 26, 4:00 PM ET
The options market prices LLY to move about $80.53 (6.3%) by Oct 30, 2026, a range of $1,202.37 to $1,363.42. For Nov 27, 2026 (32 days out) the expected move is $117.03 (9.1%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 30, 2026 | 4 | $80.53 | $96.62 | $1,202.37 | $1,363.42 |
| Nov 6, 2026 | 11 | $93.60 | $115.33 | $1,189.29 | $1,376.49 |
| Nov 13, 2026 | 18 | $105.50 | $130.57 | $1,177.39 | $1,388.39 |
| Nov 20, 2026 | 25 | $112.45 | $139.89 | $1,170.44 | $1,395.34 |
| Nov 27, 2026 | 32 | $117.03 | $146.01 | $1,165.87 | $1,399.92 |
| Dec 4, 2026 | 39 | $124.95 | $155.82 | $1,157.94 | $1,407.84 |
| Dec 18, 2026 | 53 | $146.30 | $182.94 | $1,136.59 | $1,429.19 |
| Jan 15, 2027 | 81 | $173.03 | $216.51 | $1,109.87 | $1,455.92 |
| Feb 19, 2027 | 116 | $215.58 | $271.24 | $1,067.32 | $1,498.47 |
| Mar 19, 2027 | 144 | $238.02 | $299.47 | $1,044.87 | $1,520.92 |
| Apr 16, 2027 | 172 | $255.30 | $320.97 | $1,027.59 | $1,538.19 |
How this is calculated: Expected Move methodology · Expected move calculator