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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lyell Immunopharma (LYEL) - NASDAQ Next Earnings Date: N/A
EVR: 2.8
Avg Daily Volume: 903,729    Market Cap: 489.14M
Sector: None    Short Interest: 6.14
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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
Feb. 28, 2024 AC 2.9 $2.84 @$2.50 $0.43
($2.84)
17.2% 7.39% I 2.81% I $2.92 $0.40
( $2.92 )
-6.98%
Nov. 7, 2023 AC 2.8 $2.25 @$2.50 $0.28
($2.25)
11.2% 8.88% I 4.44% I $2.35 $0.23
( $2.35 )
-17.86%
Aug. 8, 2023 AC 3.4 $2.40 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 AC 3.8 $2.42 @$2.50
Feb. 28, 2023 AC 0.3 $2.15 @$2.50
Nov. 10, 2021 AC 0.0 $12.05 @$12.50

 
 
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