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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Aurora Cannabis Inc. (ACB) - NASDAQ Next Earnings Date: OS Estimate: May 27, 2026 BO
OS Projected Window: May 25, 2026 to May 30, 2026
EVR: 6.0
Avg Daily Volume: 1,022,486    Market Cap: 260.8M
Sector: None    Short Interest: 12.31
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
Feb. 4, 2026 BO 6.1 $4.06 @$4.00 $1.20
($4.06)
30.0% -10.09% I -7.63% I $3.75 $0.57
( $3.75 )
-52.5%
Nov. 5, 2025 BO 6.5 $4.54 @$5.00 $1.15
($4.54)
23.0% 6.38% I -1.76% I $4.46 $0.90
( $4.46 )
-21.74%
Aug. 6, 2025 BO 6.5 $4.60 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 18, 2025 BO 6.0 $5.88 @$6.00
Feb. 5, 2025 BO 4.4 $3.68 @$3.50
Nov. 6, 2024 BO 3.8 $6.11 @$6.00
Aug. 7, 2024 BO 3.5 $5.88 @$6.00
June 20, 2024 BO 3.4 $5.72 @$6.00
Feb. 8, 2024 BO 3.8 $0.40 @$0.50
Nov. 9, 2023 AC 4.1 $0.45 @$0.50

 
 
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