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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elevance Health (ELV) - NYSE Next Earnings Date: Estimated on Jan. 22, 2026
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 2.7
Avg Daily Volume: 1,578,068    Market Cap: 70.6B
Sector: None    Short Interest: 1.23
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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
Oct. 21, 2025 BO 2.8 $354.07 @$350.00 $38.95
($354.07)
11.13% -4.82% I -1.22% I $349.75 $29.70
( $349.75 )
-23.75%
July 17, 2025 BO 2.5 $344.55 @$340.00 $37.55
($344.55)
11.04% -13.97% O -12.21% O $302.45 $40.27
( $302.45 )
7.24%
April 22, 2025 BO 2.6 $406.69 @$410.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 23, 2025 BO 2.6 $390.73 @$390.00
Oct. 17, 2024 BO 2.1 $496.96 @$500.00
July 17, 2024 BO 2.0 $553.14 @$550.00
April 18, 2024 BO 2.0 $508.97 @$510.00
Jan. 24, 2024 BO 2.0 $472.16 @$472.50
Oct. 18, 2023 BO 2.2 $465.69 @$470.00
July 19, 2023 BO 2.0 $443.69 @$440.00

 
 
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