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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mereo BioPharma Group plc (MREO) - NASDAQ Next Earnings Date: Estimated on May 15, 2025
OS Projected Window: Sept. 1, 2025 to Sept. 6, 2025
EVR: 2.3
Avg Daily Volume: 1,625,002    Market Cap: 386.3M
Sector: Health Care    Short Interest: 4.68
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Weekly: 44.09%       Expires on: May 16, 2025
Implied Move Monthly: 38.58%       Expires on: June 20, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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 15, 2025 BO None $0.00 @$3.00 $0.98
($2.54)
38.58% -None% I -None% I $0.00 $0.00
( N/A )
None%
March 26, 2025 BO 2.3 $2.35 @$2.00 $2.42
($2.35)
121.0% -5.53% I 0.85% I $2.37 $2.35
( $2.37 )
-2.89%
Nov. 12, 2024 BO 2.3 $4.28 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 13, 2024 BO 2.6 $3.72 @$4.00
March 27, 2024 AC 1.9 $3.00 @$3.00
Nov. 17, 2023 AC 1.7 $2.08 @$2.50
Sept. 27, 2022 AC 1.6 $0.86 @$2.50
Nov. 3, 2021 AC 0.0 $2.43 @$2.50

 
 
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