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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mereo BioPharma Group plc (MREO) - NASDAQ Next Earnings Date: N/A
EVR: 2.6
Avg Daily Volume: 973,599    Market Cap: 462.80M
Sector: Health Care    Short Interest: 2.17
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 4
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
March 27, 2024 AC 1.9 $3.00 @$3.00 $0.72
($3.00)
24.0% 15.0% I 9.99% I $3.30 $1.50
( $3.30 )
108.33%
Nov. 17, 2023 AC 1.7 $2.08 @$2.50 $0.57
($2.08)
22.8% 7.21% I 5.28% I $2.19 $0.55
( $2.19 )
-3.51%
Sept. 27, 2022 AC 1.6 $0.86 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2021 AC 0.0 $2.43 @$2.50

 
 
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