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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Denali Therapeutics Inc. (DNLI) - NASDAQ Next Earnings Date: OS Estimate: Jan. 13, 2027 AC
OS Projected Window: Jan. 11, 2027 to Jan. 16, 2027
EVR: 3.0
Avg Daily Volume: 1,848,752    Market Cap: 3.0B
Sector: Healthcare    Short Interest: 9.68
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
Nov. 3, 2026 AC 3.0 $19.45 @$20.00 $3.23
($19.45)
16.15% 14.08% I 7.76% I $20.96 $3.75
( $20.96 )
16.1%
Aug. 6, 2026 AC 3.1 $24.73 @$25.00 $2.97
($24.73)
11.88% 4.08% I 0.4% I $24.83 $2.02
( $24.83 )
-31.99%
May 7, 2026 AC 3.4 $19.71 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2026 AC 3.3 $21.42 @$22.50
Nov. 6, 2025 AC 3.8 $14.41 @$15.00
Aug. 11, 2025 AC 3.9 $13.92 @$15.00
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

 
 
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