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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arbutus Biopharma Corporation (ABUS) - NASDAQ Next Earnings Date: OS Estimate: Nov. 6, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 1.9
Avg Daily Volume: 827,991    Market Cap: 628.2M
Sector: None    Short Interest: 7.19
Live Interactive Chart
Implied Move Monthly: 5.71%       Expires on: Aug. 15, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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. 1, 2025 BO None $3.28 @$3.50 $0.20
($3.28)
5.71% 3.35% I -0.3% I $3.27 $0.33
( $3.27 )
65.0%
May 14, 2025 BO 2.0 $3.19 @$3.00 $0.53
($3.19)
17.67% -1.56% I -0.94% I $3.16 $0.33
( $3.16 )
-37.74%
March 27, 2025 BO 2.1 $3.35 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 BO 2.5 $2.08 @$2.00
May 4, 2023 BO 2.8 $2.51 @$3.00

 
 
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