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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PolyPid Ltd. (PYPD) - NASDAQ Next Earnings Date: OS Estimate: Nov. 11, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 2.5
Avg Daily Volume: 107,422    Market Cap: 88.1M
Sector: Healthcare    Short Interest: 0.62
Live Interactive Chart
Days to Next Earnings: 47 Days

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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 3.0 $4.73 @$5.00 $2.85
($4.73)
57.0% 3.38% I 2.32% I $4.84 $1.32
( $4.84 )
-53.68%
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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