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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelixis (EXEL) - NASDAQ Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.2
Avg Daily Volume: 2,627,415    Market Cap: 11.3B
Sector: Healthcare    Short Interest: 11.14
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 74
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 5, 2026 AC 4.0 $44.42 @$44.00 $3.45
($44.42)
7.84% 10.13% O 9.63% O $48.70 $4.90
( $48.70 )
42.03%
Feb. 10, 2026 AC 4.2 $42.98 @$43.00 $3.62
($42.98)
8.42% -4.79% I -0.09% I $42.94 $2.78
( $42.94 )
-23.2%
Nov. 4, 2025 AC 4.2 $37.90 @$38.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2025 AC 3.8 $44.39 @$44.00
May 13, 2025 AC 3.1 $36.95 @$37.00
Feb. 11, 2025 AC 3.1 $32.81 @$33.00
Oct. 29, 2024 AC 2.8 $28.73 @$29.00
Aug. 6, 2024 AC 2.4 $23.45 @$23.00
April 30, 2024 AC 2.2 $23.46 @$23.00
Feb. 6, 2024 AC 2.2 $21.83 @$22.00

 
 
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