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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mereo BioPharma Group plc (MREO) - NASDAQ Next Earnings Date: OS Estimate: Sept. 2, 2025 BO
OS Projected Window: Sept. 1, 2025 to Sept. 6, 2025
EVR: 2.4
Avg Daily Volume: 1,132,052    Market Cap: 383.2M
Sector: Health Care    Short Interest: 4.15
Live Interactive Chart
Days to Next Earnings: 65 Days

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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 13, 2025 BO 2.3 $2.50 @$2.00 $2.05
($2.50)
102.5% -9.6% I -7.2% I $2.32 $2.08
( $2.32 )
1.46%
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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