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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelixis (EXEL) - NASDAQ Next Earnings Date: OS Estimate: Feb. 10, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 4.2
Avg Daily Volume: 2,783,357    Market Cap: 11.0B
Sector: Healthcare    Short Interest: 7.76
Live Interactive Chart
Days to Next Earnings: 60 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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. 4, 2025 AC 4.2 $37.90 @$38.00 $4.10
($37.90)
10.79% 9.63% I 6.51% I $40.37 $2.55
( $40.37 )
-37.8%
July 28, 2025 AC 3.8 $44.39 @$44.00 $6.12
($44.39)
13.91% -17.07% O -16.78% O $36.94 $7.62
( $36.94 )
24.51%
May 13, 2025 AC 3.1 $36.95 @$37.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 1, 2023 AC 2.2 $21.02 @$21.00
Aug. 1, 2023 AC 2.1 $19.63 @$20.00

 
 
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