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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertical Aerospace Ltd. (EVTL) - NYSE Next Earnings Date: OS Estimate: Aug. 4, 2026 BO
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.8
Avg Daily Volume: 4,566,310    Market Cap: 298.0M
Sector: None    Short Interest: 5.59
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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
May 6, 2026 BO 3.5 $2.39 @$2.50 $0.53
($2.39)
21.2% 17.15% I 13.8% I $2.72 $0.53
( $2.72 )
0.0%
March 24, 2026 BO 3.2 $3.52 @$2.50 $1.20
($3.52)
48.0% -20.17% I -18.18% I $2.88 $0.60
( $2.88 )
-50.0%
Nov. 4, 2025 BO 3.7 $4.44 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 5, 2025 BO 3.8 $6.16 @$5.00
Sept. 16, 2024 BO 3.7 $0.88 @$2.50
Sept. 13, 2024 BO 3.3 $0.79 @$2.50
Sept. 12, 2024 BO 1.9 $0.74 @$2.50
Sept. 9, 2024 BO 2.0 $0.71 @$2.50
Sept. 6, 2024 BO 2.0 $0.76 @$2.50
Sept. 5, 2024 BO 2.0 $0.78 @$2.50

 
 
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