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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Denali Therapeutics Inc. (DNLI) - NASDAQ Next Earnings Date: Estimated on May 11, 2026
OS Projected Window: June 15, 2026 to June 20, 2026
EVR: 3.4
Avg Daily Volume: 1,622,332    Market Cap: 3.2B
Sector: None    Short Interest: 9.03
Live Interactive Chart
Days to Next Earnings: 48 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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. 26, 2026 AC 3.3 $21.42 @$22.50 $3.75
($21.42)
16.67% -5.46% I -1.12% I $21.18 $4.28
( $21.18 )
14.13%
Nov. 6, 2025 AC 3.8 $14.41 @$15.00 $1.47
($14.41)
9.8% 5.62% I 4.23% I $15.02 $2.70
( $15.02 )
83.67%
Aug. 11, 2025 AC 3.9 $13.92 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 6, 2025 AC 4.0 $13.97 @$15.00
Feb. 27, 2025 AC 3.6 $18.60 @$17.50
Nov. 6, 2024 AC 3.7 $29.55 @$30.00
Feb. 27, 2024 BO 2.5 $16.89 @$17.50
Nov. 7, 2023 AC 2.3 $21.23 @$20.00
Aug. 8, 2023 AC 2.2 $25.83 @$25.00
May 8, 2023 AC 2.3 $26.56 @$25.00

 
 
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