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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arbutus Biopharma Corporation (ABUS) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.8
Avg Daily Volume: 3,164,420    Market Cap: 1.0B
Sector: Healthcare    Short Interest: 9.55
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Aug. 12, 2026 BO 1.8 $4.67 @$5.00 $0.25
($4.67)
5.0% -5.35% O -1.71% I $4.59 $0.53
( $4.59 )
112.0%
Aug. 11, 2026 BO 2.0 $4.59 @$5.00 $0.70
($4.59)
14.0% 2.83% I 1.74% I $4.67 $0.25
( $4.67 )
-64.29%
Aug. 6, 2026 BO 2.2 $4.62 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2026 BO 2.0 $4.42 @$4.00
May 13, 2026 BO 2.0 $4.31 @$4.00
March 23, 2026 BO 2.0 $4.24 @$4.00
Nov. 13, 2025 BO 1.9 $4.84 @$5.00
Aug. 6, 2025 BO 1.9 $3.41 @$3.50
May 14, 2025 BO 2.0 $3.19 @$3.00
March 27, 2025 BO 2.1 $3.35 @$3.00

 
 
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