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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elevance Health (ELV) - NYSE Next Earnings Date: OS Estimate: Oct. 21, 2026 BO
OS Projected Window: Oct. 19, 2026 to Oct. 24, 2026
EVR: 2.8
Avg Daily Volume: 1,066,972    Market Cap: 89.1B
Sector: Healthcare    Short Interest: 2.53
Live Interactive Chart
Days to Next Earnings: 26 Days
Implied Move Monthly: 10.63%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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
Oct. 21, 2026 BO None $0.00 @$400.00 $42.35
($398.25)
10.63% -None% -None% $0.00 $0.00
( N/A )
None%
July 15, 2026 BO 2.5 $426.79 @$430.00 $39.70
($426.79)
9.23% -11.86% O -8.54% I $390.33 $48.90
( $390.33 )
23.17%
April 22, 2026 BO 2.6 $328.11 @$330.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 28, 2026 BO 2.7 $322.92 @$320.00
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

 
 
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