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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertical Aerospace Ltd. (EVTL) - NYSE Next Earnings Date: OS Estimate: July 31, 2024 AC
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.9
Avg Daily Volume: 248,240    Market Cap: 137.84M
Sector: None    Short Interest: 1.03
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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 16, 2024 AC None $0.72 @$2.50 $1.40
($0.72)
56.0% 4.16% I 0.0% I $0.72 $1.65
( $0.72 )
17.86%
March 14, 2024 BO 1.8 $0.67 @$2.50 $1.77
($0.67)
70.8% -7.46% I -5.97% I $0.63 $1.90
( $0.63 )
7.34%
Nov. 9, 2023 BO 1.8 $0.89 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 1.9 $1.81 @$2.00
May 3, 2023 AC 0.2 $1.91 @$2.00
March 22, 2023 BO 0.0 $1.58 @$1.50

 
 
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