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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arcus Biosciences (RCUS) - NYSE Next Earnings Date: OS Estimate: June 3, 2026 AC
OS Projected Window: June 1, 2026 to June 6, 2026
EVR: 4.0
Avg Daily Volume: 1,105,822    Market Cap: 2.0B
Sector: None    Short Interest: 7.59
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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
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 $4.17
($19.88)
20.85% 11.21% I 2.06% I $20.29 $5.53
( $20.29 )
32.61%
Aug. 6, 2025 AC 3.8 $9.49 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 2.9 $16.45 @$17.50

 
 
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