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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Nautilus Biotechnology (NAUT) - NASDAQ Next Earnings Date: OS Estimate: Feb. 25, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 3.7
Avg Daily Volume: 502,857    Market Cap: 190.7M
Sector: None    Short Interest: 0.14
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
Oct. 28, 2025 BO 3.6 $1.35 @$2.50 $1.27
($1.35)
50.8% 12.59% I 5.92% I $1.43 $1.30
( $1.43 )
2.36%
July 31, 2025 BO 3.7 $0.76 @$2.50 $0.90
($0.76)
36.0% 9.21% I 0.0% $0.76 $0.93
( $0.76 )
3.33%
April 29, 2025 BO 3.8 $0.68 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 23, 2023 BO 3.6 $2.00 @$2.50
Nov. 1, 2022 BO 3.7 $2.47 @$2.50

 
 
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