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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelixis (EXEL) - NASDAQ Next Earnings Date: OS Estimate: Feb. 9, 2027 AC
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 3.8
Avg Daily Volume: 2,685,223    Market Cap: 17.2B
Sector: Healthcare    Short Interest: 11.02
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 76
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
Oct. 29, 2026 AC 4.0 $66.20 @$65.00 $6.22
($66.20)
9.57% 8.91% I 4.81% I $69.39 $7.25
( $69.39 )
16.56%
Aug. 5, 2026 AC 4.2 $56.70 @$55.00 $5.80
($56.70)
10.55% -8.71% I -7.93% I $52.20 $4.38
( $52.20 )
-24.48%
May 5, 2026 AC 4.0 $44.42 @$44.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 10, 2026 AC 4.2 $42.98 @$43.00
Nov. 4, 2025 AC 4.2 $37.90 @$38.00
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

 
 
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