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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elanco Animal Health Incorporated (ELAN) - NYSE Next Earnings Date: Nov. 5, 2025 BO
EVR: 5.0
Avg Daily Volume: 5,430,773    Market Cap: 9.8B
Sector: None    Short Interest: 5.51
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Monthly: 14.52%       Expires on: Nov. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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. 5, 2025 BO None $0.00 @$21.00 $2.98
($20.52)
14.52% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 7, 2025 BO 4.7 $13.95 @$14.00 $1.52
($13.95)
10.86% 19.71% O 18.13% O $16.48 $2.90
( $16.48 )
90.79%
May 7, 2025 BO 4.0 $9.51 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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