Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arcus Biosciences (RCUS) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.8
Avg Daily Volume: 1,173,680    Market Cap: 2.5B
Sector: None    Short Interest: 6.87
Live Interactive Chart
Days to Next Earnings: 54 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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
May 5, 2026 AC 4.0 $26.06 @$25.00 $2.38
($26.06)
9.52% -7.13% I -0.23% I $26.00 $1.88
( $26.00 )
-21.01%
Feb. 25, 2026 AC 4.0 $20.27 @$20.00 $2.05
($20.27)
10.25% -5.22% I -3.6% I $19.54 $3.72
( $19.54 )
81.46%
Oct. 28, 2025 AC 3.9 $19.88 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 6, 2025 AC 3.8 $9.49 @$10.00
May 6, 2025 AC 3.9 $8.12 @$7.50
Feb. 25, 2025 AC 3.8 $10.24 @$10.00
Nov. 6, 2024 AC 3.8 $15.73 @$15.00
Aug. 8, 2024 AC 3.7 $13.69 @$12.50
May 8, 2024 AC 3.4 $15.26 @$15.00
Feb. 21, 2024 AC 2.8 $16.41 @$17.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US