Optionslam.com

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

 
Elanco Animal Health Incorporated (ELAN) - NYSE Next Earnings Date: May 7, 2025 BO
EVR: 4.0
Avg Daily Volume: 5,058,036    Market Cap: 4.5B
Sector: None    Short Interest: 2.95
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 17.97%       Expires on: May 16, 2025

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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 7, 2025 BO None $0.00 @$9.00 $1.70
($9.46)
17.97% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 25, 2025 BO 4.1 $11.11 @$11.00 $1.50
($11.11)
13.64% -8.19% I -3.69% I $10.70 $1.05
( $10.70 )
-30.0%
Nov. 7, 2024 BO 3.8 $12.86 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2024 BO 4.0 $12.38 @$12.00
May 8, 2024 BO 3.3 $13.52 @$14.00
Feb. 26, 2024 BO 3.2 $16.37 @$16.00
Nov. 7, 2023 BO 3.1 $9.36 @$9.00
Aug. 7, 2023 BO 3.0 $11.65 @$12.00
May 9, 2023 BO 3.3 $9.36 @$9.00
Feb. 21, 2023 BO 3.1 $13.13 @$13.00

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