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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elanco Animal Health Incorporated (ELAN) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2027 BO
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 4.3
Avg Daily Volume: 5,390,615    Market Cap: 11.5B
Sector: Healthcare    Short Interest: 6.23
Live Interactive Chart
Days to Next Earnings: 106 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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. 6, 2026 BO 4.5 $23.68 @$24.00 $2.73
($23.68)
11.38% 10.89% I 8.69% I $25.74 $2.57
( $25.74 )
-5.86%
Aug. 5, 2026 BO 5.0 $25.60 @$26.00 $3.48
($25.60)
13.38% 9.29% I 2.42% I $26.22 $2.30
( $26.22 )
-33.91%
May 6, 2026 BO 4.6 $22.99 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 24, 2026 BO 4.9 $24.75 @$25.00
Nov. 5, 2025 BO 5.0 $22.50 @$22.00
Aug. 7, 2025 BO 4.7 $13.95 @$14.00
May 7, 2025 BO 4.0 $9.51 @$10.00
Feb. 25, 2025 BO 4.1 $11.11 @$11.00
Nov. 7, 2024 BO 3.8 $12.86 @$13.00
Aug. 8, 2024 BO 4.0 $12.38 @$12.00

 
 
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