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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Bicycle Therapeutics plc (BCYC) - NASDAQ Next Earnings Date: Estimated on April 30, 2026
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 1.7
Avg Daily Volume: 495,947    Market Cap: 352.0M
Sector: Health Care    Short Interest: 3.14
Live Interactive Chart
Days to Next Earnings: 20 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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 17, 2026 BO 1.7 $5.05 @$5.00 $2.45
($5.05)
49.0% 4.75% I 0.39% I $5.07 $2.45
( $5.07 )
0.0%
March 16, 2026 AC 1.7 $5.05 @$5.00 $2.45
($5.05)
49.0% 4.75% I 0.39% I $5.07 $2.45
( $5.07 )
0.0%
March 10, 2026 AC 1.9 $5.30 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 30, 2025 BO 2.0 $8.18 @$8.00
May 1, 2025 BO 2.2 $8.56 @$7.50

 
 
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