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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elevance Health (ELV) - NYSE Next Earnings Date: Estimated on July 16, 2026
OS Projected Window: July 13, 2026 to July 18, 2026
EVR: 2.5
Avg Daily Volume: 1,633,758    Market Cap: 84.4B
Sector: None    Short Interest: 3.04
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Weekly: 7.64%       Expires on: July 17, 2026
Implied Move Monthly: 11.72%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
July 16, 2026 BO None $0.00 @$400.00 $44.75
($395.18)
11.32% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2025 BO 2.8 $354.07 @$350.00
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

 
 
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