Optionslam.com

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

 
e.l.f. Beauty (ELF) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 AC
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 6.2
Avg Daily Volume: 1,397,025    Market Cap: 6.6B
Sector: Consumer Defensive    Short Interest: 7.45
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: 40
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. 4, 2026 AC 6.5 $113.63 @$114.00 $16.55
($113.63)
14.52% 8.36% I -3.32% I $109.85 $10.95
( $109.85 )
-33.84%
Aug. 5, 2026 AC 7.0 $86.37 @$86.00 $14.52
($86.37)
16.88% 11.28% I 6.87% I $92.31 $10.46
( $92.31 )
-27.96%
May 20, 2026 AC 7.5 $50.72 @$51.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2026 AC 7.8 $84.63 @$85.00
Nov. 5, 2025 AC 7.0 $117.83 @$120.00
Aug. 6, 2025 AC 7.1 $110.39 @$110.00
May 28, 2025 AC 6.2 $90.50 @$90.00
Feb. 6, 2025 AC 5.5 $88.49 @$88.00
Nov. 6, 2024 AC 5.2 $104.16 @$104.00
Aug. 8, 2024 AC 5.2 $187.95 @$187.50

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