Optionslam.com

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

 
Arcus Biosciences (RCUS) - NYSE Next Earnings Date: OS Estimate: June 26, 2024 AC
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 3.5
Avg Daily Volume: 674,522    Market Cap: 1.72B
Sector: None    Short Interest: 12.69
Live Interactive Chart
Days to Next Earnings: 71 Days

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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. 21, 2024 AC 2.9 $16.41 @$17.50 $2.58
($16.41)
14.74% 21.63% O 19.86% O $19.67 $3.58
( $19.67 )
38.76%
Nov. 7, 2023 AC 3.1 $16.45 @$17.50 $2.33
($16.45)
13.31% -5.22% I -2.67% I $16.01 $1.83
( $16.01 )
-21.46%
Aug. 7, 2023 BO 3.3 $19.02 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 AC 3.4 $19.40 @$20.00
Feb. 28, 2023 AC 3.5 $18.21 @$17.50
Aug. 3, 2022 AC 3.5 $26.35 @$25.00
May 9, 2022 AC 2.9 $21.50 @$22.50
Feb. 23, 2022 AC 2.4 $30.01 @$30.00
Nov. 8, 2021 AC 2.1 $34.74 @$35.00
Aug. 5, 2021 AC 1.9 $30.48 @$30.00

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