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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Companhia Paranaense de Energia (COPEL) (ELP) - NYSE Next Earnings Date: OS Estimate: March 11, 2026 AC
OS Projected Window: March 9, 2026 to March 14, 2026
EVR: 1.1
Avg Daily Volume: 295,718    Market Cap: 6.4B
Sector: Utilities    Short Interest: 0.11
Live Interactive Chart
Days to Next Earnings: 72 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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. 12, 2025 AC 1.1 $10.81 @$10.00 $1.48
($10.81)
14.8% 2.12% I 0.74% I $10.89 $1.15
( $10.89 )
-22.3%
Aug. 6, 2025 AC 1.1 $8.93 @$10.00 $4.65
($8.93)
46.5% 4.03% I 3.47% I $9.24 $4.95
( $9.24 )
6.45%
May 8, 2025 AC 0.9 $8.30 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2025 AC 0.9 $6.94 @$7.50
Nov. 6, 2024 AC 0.9 $6.70 @$7.50
Feb. 29, 2024 AC 2.2 $8.25 @$7.50
Nov. 8, 2023 AC 2.3 $7.22 @$10.00
Aug. 14, 2023 AC 2.3 $7.26 @$10.00
May 10, 2023 AC 3.2 $6.37 @$7.50
March 21, 2023 AC 3.5 $5.01 @$5.00

 
 
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