Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
CorVel Corp. (CRVL) - NASDAQ Next Earnings Date: OS Estimate: Nov. 3, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.8
Avg Daily Volume: 176,440    Market Cap: 3.5B
Sector: Financial Services    Short Interest: 2.75
Live Interactive Chart
Days to Next Earnings: 56 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 5, 2026 BO 2.5 $59.10 @$60.00 $2.55
($59.10)
4.25% 9.39% O 5.87% O $62.57 $6.60
( $62.57 )
158.82%
May 20, 2026 BO 2.3 $58.82 @$60.00 $6.05
($58.82)
10.08% 9.45% I 9.24% I $64.26 $6.23
( $64.26 )
2.98%
Feb. 3, 2026 BO 1.4 $69.75 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 4, 2025 BO 1.1 $73.12 @$75.00
Aug. 5, 2025 BO 1.1 $86.52 @$85.00
May 22, 2025 BO 1.0 $112.30 @$110.00
Feb. 4, 2025 BO 0.9 $115.97 @$116.67
Oct. 31, 2024 BO 0.9 $304.44 @$300.00
Oct. 30, 2024 BO 1.1 $307.47 @$310.00
Oct. 29, 2024 BO 1.2 $301.71 @$300.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US