Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elevance Health (ELV) - NYSE Next Earnings Date: Estimated on April 21, 2026
OS Projected Window: April 20, 2026 to April 25, 2026
EVR: 2.6
Avg Daily Volume: 2,126,982    Market Cap: 76.5B
Sector: None    Short Interest: 1.63
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 13.75%       Expires on: May 15, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
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 21, 2026 BO None $0.00 @$290.00 $39.80
($289.38)
13.75% -None% -None% $0.00 $0.00
( N/A )
None%
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

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US