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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Evolent Health (EVH) - NYSE Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 3.9
Avg Daily Volume: 764,134    Market Cap: 3.43B
Sector: None    Short Interest: 10.92
Live Interactive Chart
Days to Next Earnings: 13 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 32
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
Feb. 22, 2024 AC 3.7 $29.77 @$30.00 $3.42
($29.77)
11.4% 14.44% O 14.44% O $34.07 $5.28
( $34.07 )
54.39%
Aug. 2, 2023 AC 3.7 $29.63 @$30.00 $3.45
($29.63)
11.5% -6.14% I -5.09% I $28.12 $3.70
( $28.12 )
7.25%
May 3, 2023 AC 3.9 $35.20 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 22, 2023 AC 3.6 $31.58 @$32.50
Nov. 2, 2022 AC 3.6 $28.48 @$30.00
Aug. 2, 2022 AC 4.0 $35.21 @$35.00
May 4, 2022 AC 4.1 $29.30 @$30.00
Feb. 23, 2022 AC 3.8 $22.21 @$22.50
Nov. 3, 2021 AC 4.2 $28.98 @$30.00
Aug. 4, 2021 AC 4.5 $22.70 @$22.50

 
 
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