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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bicycle Therapeutics plc (BCYC) - NASDAQ Next Earnings Date: OS Estimate: Oct. 28, 2026 BO
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.7
Avg Daily Volume: 310,679    Market Cap: 273.0M
Sector: Healthcare    Short Interest: 4.26
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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
July 30, 2026 BO 1.6 $3.86 @$4.00 $0.20
($3.86)
5.0% 4.4% I 3.88% I $4.01 $0.12
( $4.01 )
-40.0%
April 30, 2026 BO 1.7 $4.73 @$5.00 $0.45
($4.73)
9.0% -4.43% I -0.21% I $4.72 $0.43
( $4.72 )
-4.44%
March 17, 2026 BO 1.7 $5.05 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 16, 2026 AC 1.7 $5.05 @$5.00
March 10, 2026 AC 1.9 $5.30 @$5.00
March 5, 2026 AC 2.0 $5.35 @$5.00
March 2, 2026 AC 2.2 $5.73 @$6.00
Feb. 27, 2026 BO 2.3 $5.64 @$6.00
Feb. 26, 2026 BO 2.2 $5.73 @$6.00
Feb. 24, 2026 BO 2.2 $5.44 @$5.00

 
 
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