Optionslam.com

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

 
Denali Therapeutics Inc. (DNLI) - NASDAQ Next Earnings Date: OS Estimate: Nov. 3, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.0
Avg Daily Volume: 1,697,729    Market Cap: 3.9B
Sector: Healthcare    Short Interest: 10.1
Live Interactive Chart
Days to Next Earnings: 85 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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. 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 $2.67
($19.71)
13.35% 4.16% I -0.45% I $19.62 $1.45
( $19.62 )
-45.69%
Feb. 26, 2026 AC 3.3 $21.42 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 2.3 $21.23 @$20.00

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