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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arvinas (ARVN) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 2.4
Avg Daily Volume: 671,668    Market Cap: 2.59B
Sector: Health Care    Short Interest: 13.54
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 7, 2024 BO 2.3 $32.26 @$30.00 $3.52
($32.26)
11.73% 7.78% I 6.41% I $34.33 $4.88
( $34.33 )
38.64%
Feb. 27, 2024 BO 2.4 $48.79 @$50.00 $6.30
($48.79)
12.6% -5.88% I -1.59% I $48.01 $5.97
( $48.01 )
-5.24%
Nov. 7, 2023 BO 2.5 $16.93 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 BO 2.7 $23.34 @$22.50
May 5, 2023 BO 2.8 $23.51 @$22.50
Feb. 23, 2023 BO 2.8 $34.37 @$35.00
Nov. 8, 2022 BO 2.8 $42.47 @$40.00
Aug. 4, 2022 BO 2.9 $53.41 @$55.00
May 5, 2022 BO 2.7 $54.63 @$55.00
Feb. 28, 2022 BO 2.8 $67.48 @$65.00

 
 
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