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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nautilus Biotechnology (NAUT) - NASDAQ Next Earnings Date: Estimate: July 31, 2024 BO
EVR: 3.6
Avg Daily Volume: 68,161    Market Cap: 367.79M
Sector: None    Short Interest: 2.56
Live Interactive Chart
Days to Next Earnings: 90 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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 BO None $2.94 @$2.50 $0.50
($2.94)
20.0% -7.48% I -4.76% I $2.80 $0.38
( $2.80 )
-24.0%
Oct. 31, 2023 BO 3.7 $2.34 @$2.50 $0.50
($2.34)
20.0% 9.82% I 9.4% I $2.56 $0.38
( $2.56 )
-24.0%
Aug. 2, 2023 BO None $3.15 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 2, 2023 BO None $2.54 @$2.50
Feb. 23, 2023 BO None $2.00 @$2.50
Aug. 2, 2022 BO 3.5 $2.86 @$2.50
May 3, 2022 BO 4.4 $4.84 @$5.00
Feb. 24, 2022 BO 0.7 $3.56 @$2.50
Nov. 2, 2021 BO 0.0 $5.44 @$5.00
Aug. 10, 2021 BO None $7.98 @$7.50

 
 
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