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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arbutus Biopharma Corporation (ABUS) - NASDAQ Next Earnings Date: Estimated on May 13, 2026
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 2.0
Avg Daily Volume: 2,247,500    Market Cap: 848.1M
Sector: None    Short Interest: 5.49
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Weekly: 12.76%       Expires on: May 15, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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 23, 2026 BO 2.0 $4.24 @$4.00 $0.70
($4.24)
17.5% 8.49% I 4.24% I $4.42 $0.75
( $4.42 )
7.14%
Nov. 13, 2025 BO 1.9 $4.84 @$5.00 $0.65
($4.84)
13.0% -8.88% I -5.78% I $4.56 $0.57
( $4.56 )
-12.31%
Aug. 6, 2025 BO 1.9 $3.41 @$3.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 14, 2025 BO 2.0 $3.19 @$3.00
March 27, 2025 BO 2.1 $3.35 @$3.00
Nov. 6, 2024 BO 1.9 $3.96 @$4.00
Aug. 1, 2024 BO 1.8 $3.77 @$4.00
May 2, 2024 BO 2.0 $2.69 @$3.00
Feb. 29, 2024 BO 2.2 $2.88 @$3.00
Nov. 7, 2023 BO 2.1 $1.88 @$2.00

 
 
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