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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elevance Health (ELV) - NYSE Next Earnings Date: OS Estimate: July 15, 2026 BO
OS Projected Window: July 13, 2026 to July 18, 2026
EVR: 2.5
Avg Daily Volume: 1,682,988    Market Cap: 81.7B
Sector: None    Short Interest: 2.03
Live Interactive Chart
Days to Next Earnings: 65 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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, 2026 BO 2.6 $328.11 @$330.00 $29.45
($328.11)
8.92% 3.47% I 0.02% I $328.20 $20.90
( $328.20 )
-29.03%
Jan. 28, 2026 BO 2.7 $322.92 @$320.00 $29.40
($322.92)
9.19% 7.6% I 5.86% I $341.85 $28.80
( $341.85 )
-2.04%
Oct. 21, 2025 BO 2.8 $354.07 @$350.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 17, 2025 BO 2.5 $344.55 @$340.00
April 22, 2025 BO 2.6 $406.69 @$410.00
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

 
 
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