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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PolyPid Ltd. (PYPD) - NASDAQ Next Earnings Date: Estimated on Aug. 12, 2026
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 3.0
Avg Daily Volume: 307,692    Market Cap: 88.1M
Sector: Healthcare    Short Interest: 0.62
Live Interactive Chart
Days to Next Earnings: 2 Days
Implied Move Monthly: 35.64%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
Aug. 12, 2026 BO None $0.00 @$5.00 $1.70
($4.77)
35.64% -None% -None% $0.00 $0.00
( N/A )
None%
May 13, 2026 BO 3.1 $4.56 @$5.00 $1.77
($4.56)
35.4% -8.33% I -7.45% I $4.22 $1.38
( $4.22 )
-22.03%
Feb. 11, 2026 BO 3.0 $4.68 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 9, 2023 BO 3.4 $0.39 @$2.50
May 10, 2023 BO 3.4 $0.42 @$2.50
Feb. 8, 2023 BO 2.9 $0.85 @$2.50
Nov. 9, 2022 BO 2.6 $0.73 @$2.50
Aug. 10, 2022 BO 2.9 $5.91 @$5.00
May 11, 2022 BO 3.3 $4.70 @$5.00
Feb. 9, 2022 BO 0.4 $4.26 @$5.00

 
 
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