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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elevance Health (ELV) - NYSE Next Earnings Date: OS Estimate: Jan. 27, 2027 BO
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 2.6
Avg Daily Volume: 1,383,101    Market Cap: 90.8B
Sector: Healthcare    Short Interest: 2.38
Live Interactive Chart
Days to Next Earnings: 79 Days

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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 2.8 $440.18 @$440.00 $39.50
($440.18)
8.98% -3.19% I -1.37% I $434.13 $28.85
( $434.13 )
-26.96%
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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