The options market is pricing a — move for LLY's 2026-10-29 · before open report. Over its last 8 reports, LLY has actually moved ±8% on average (biggest: ±14.1%). That's a 1.52× realized-vs-implied ratio, so the options look underpriced — LLY has historically moved more than the market prices in, which favors buying premium (long straddle/strangle) into the print. It has exceeded the implied move in 63% of those prints, beaten EPS estimates 75% of the time (8 quarters), and the 1-day reaction has been positive 63% of the time (avg +0%).
Longer run: across all 19 reports on record (since 2020-01-30), the options overpriced LLY's move 37% of the time — less often than the 57% market-wide average. Median actual move was 1.21× the implied (mean implied ±4.5%, mean actual ±6.2%), so on this longer sample the options screen cheap. See how that compares across 2,422 prints →
This is a data-driven edge, not a prediction of direction — earnings are binary events and any single print can gap either way. Position and size accordingly.
| Report | Est EPS | Actual | Result | Implied | 1d move | 1w move |
|---|---|---|---|---|---|---|
| 2026-08-05 | 6.01 | 8.38 | beat | ±6.4% | +4.9% | +8.9% |
| 2026-04-30 | 7.06 | 8.55 | beat | ±5.3% | +9.8% | +16% |
| 2026-02-04 | 6.99 | 7.54 | beat | ±6.1% | +10.3% | +2.1% |
| 2025-10-30 | 6.02 | 7.02 | beat | ±4.7% | +3.8% | +13.8% |
| 2025-08-07 | 5.61 | 6.31 | beat | ±5.6% | -14.1% | -11.5% |
| 2025-05-01 | 3.52 | 3.34 | miss | ±4.3% | -11.7% | -13.6% |
| 2025-02-06 | 5.03 | 5.32 | beat | ±4.4% | +3.3% | +3.7% |
| 2024-10-30 | 1.52 | 1.18 | miss | ±5.2% | -6.3% | -10.8% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
LLY is scheduled to report on 2026-10-29, before the open. Dates can shift until the company confirms.
The expected move is the size of the post-earnings swing the options market is pricing in (from the ATM straddle). We show LLY's live.
Over its last 8 reports, LLY has beaten EPS estimates 75% of the time. A beat doesn't guarantee an up move — the reaction depends on guidance and how much was already priced in.
Over the last 8 reports, LLY moved ±8% on average versus a ±5.3% implied move — a 1.52× ratio, so the options have been cheap (it moves more than priced). It exceeded the implied move 63% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See LLY's positioning too: LLY gamma exposure → · LLY options flow →
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The premium earnings board ranks every upcoming report by the biggest realized-vs-implied edge — where the options are mispriced vs how the stock actually moves — with the play on each.
Data via Unusual Whales · refreshes each session · educational, not financial advice · earnings are binary events with substantial risk.
