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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elevance Health (ELV) - NYSE Next Earnings Date: OS Estimate: July 16, 2025 BO
OS Projected Window: July 14, 2025 to July 19, 2025
EVR: 2.6
Avg Daily Volume: 1,725,244    Market Cap: 97.1B
Sector: None    Short Interest: 1.11
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
April 22, 2025 BO None $406.69 @$410.00 $36.65
($406.69)
8.94% 2.9% I 2.26% I $415.90 $25.90
( $415.90 )
-29.33%
Jan. 23, 2025 BO 2.6 $390.73 @$390.00 $37.15
($390.73)
9.53% 4.93% I 2.72% I $401.36 $27.50
( $401.36 )
-25.98%
Oct. 17, 2024 BO 2.1 $496.96 @$500.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 19, 2023 BO 1.9 $483.08 @$480.00
Jan. 25, 2023 BO 2.1 $478.52 @$477.50

 
 
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