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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nautilus Biotechnology (NAUT) - NASDAQ Next Earnings Date: OS Estimate: June 24, 2026 BO
OS Projected Window: June 22, 2026 to June 27, 2026
EVR: 4.0
Avg Daily Volume: 325,854    Market Cap: 331.6M
Sector: None    Short Interest: 0.5
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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
April 28, 2026 BO 4.3 $2.57 @$2.50 $0.72
($2.57)
28.8% 9.72% I 0.77% I $2.59 $0.40
( $2.59 )
-44.44%
Feb. 26, 2026 BO 3.7 $2.89 @$2.50 $0.38
($2.89)
15.2% -21.79% O -16.26% O $2.42 $0.20
( $2.42 )
-47.37%
Oct. 28, 2025 BO 3.6 $1.35 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 3.7 $0.76 @$2.50
April 29, 2025 BO 3.8 $0.68 @$2.50
Feb. 27, 2025 BO 3.2 $1.43 @$2.50
Feb. 28, 2024 BO 3.3 $2.94 @$2.50
Oct. 31, 2023 BO 3.4 $2.34 @$2.50
Aug. 2, 2023 BO 3.6 $3.15 @$2.50
May 2, 2023 BO 3.4 $2.54 @$2.50

 
 
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