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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertical Aerospace Ltd. (EVTL) - NYSE Next Earnings Date: OS Estimate: March 26, 2027 BO
OS Projected Window: March 22, 2027 to March 27, 2027
EVR: 3.5
Avg Daily Volume: 4,177,976    Market Cap: 97.7M
Sector: Industrials    Short Interest: 9.36
Live Interactive Chart
Days to Next Earnings: 136 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
Nov. 3, 2026 BO 3.6 $0.40 @$0.50 $0.10
($0.40)
20.0% -7.5% I -5.0% I $0.38 $0.12
( $0.38 )
20.0%
Aug. 13, 2026 BO 3.8 $0.83 @$1.00 $0.30
($0.83)
30.0% 4.81% I 1.2% I $0.84 $0.17
( $0.84 )
-43.33%
May 6, 2026 BO 3.5 $2.39 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 24, 2026 BO 3.2 $3.52 @$2.50
Nov. 4, 2025 BO 3.7 $4.44 @$5.00
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

 
 
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