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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elevance Health (ELV) - NYSE Next Earnings Date: OS Estimate: April 22, 2026 BO
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 2.6
Avg Daily Volume: 1,620,074    Market Cap: 70.6B
Sector: None    Short Interest: 1.23
Live Interactive Chart
Days to Next Earnings: 74 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 18, 2023 BO 2.2 $465.69 @$470.00

 
 
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