Optionslam.com

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

 
Denali Therapeutics Inc. (DNLI) - NASDAQ Next Earnings Date: Estimated on July 31, 2025
OS Projected Window: Aug. 18, 2025 to Aug. 23, 2025
EVR: 3.9
Avg Daily Volume: 1,460,800    Market Cap: 2.1B
Sector: None    Short Interest: 8.95
Live Interactive Chart
Days to Next Earnings: 51 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
May 6, 2025 AC 4.1 $13.97 @$15.00 $2.75
($13.97)
18.33% -4.36% I 2.5% I $14.32 $3.00
( $14.32 )
9.09%
Feb. 27, 2025 AC 3.8 $18.60 @$17.50 $3.75
($18.60)
21.43% -12.25% I -10.96% I $16.56 $3.05
( $16.56 )
-18.67%
Nov. 6, 2024 AC None $29.55 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2024 BO 2.5 $16.89 @$17.50
Nov. 7, 2023 AC 2.4 $21.23 @$20.00
Aug. 8, 2023 AC 2.3 $25.83 @$25.00
May 8, 2023 AC 2.3 $26.56 @$25.00
Feb. 27, 2023 AC 2.4 $26.81 @$25.00
Nov. 3, 2022 AC 2.2 $30.63 @$30.00
Aug. 8, 2022 AC 2.3 $37.25 @$35.00

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