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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelixis (EXEL) - NASDAQ Next Earnings Date: April 30, 2024 AC
EVR: 2.2
Avg Daily Volume: 2,192,433    Market Cap: 7.02B
Sector: Healthcare    Short Interest: 3.13
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Monthly: 8.86%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
April 30, 2024 AC None $0.00 @$24.00 $2.10
($23.71)
8.86% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 6, 2024 AC 2.2 $21.83 @$22.00 $1.32
($21.83)
6.0% -7.69% O -7.55% O $20.18 $1.93
( $20.18 )
46.21%
Nov. 1, 2023 AC 2.2 $21.02 @$21.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 AC 2.1 $19.63 @$20.00
May 9, 2023 AC 2.3 $19.23 @$19.00
Feb. 7, 2023 AC 2.5 $17.29 @$17.00
Nov. 1, 2022 AC 2.6 $16.80 @$17.00
Aug. 9, 2022 AC 2.6 $21.06 @$21.00
May 10, 2022 AC 2.6 $19.77 @$20.00
Feb. 17, 2022 AC 2.6 $18.34 @$18.00

 
 
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