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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Roivant Sciences Ltd. (ROIV) - NASDAQ Next Earnings Date: Estimated on May 30, 2024
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 2.0
Avg Daily Volume: 4,168,547    Market Cap: 8.17B
Sector: None    Short Interest: 6.44
Live Interactive Chart
Days to Next Earnings: 43 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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. 13, 2024 BO 2.2 $10.87 @$11.00 $1.40
($10.87)
12.73% -3.03% I -0.64% I $10.80 $1.38
( $10.80 )
-1.43%
Nov. 13, 2023 BO 2.3 $8.81 @$9.00 $1.25
($8.81)
13.89% -3.97% I 2.72% I $9.05 $1.20
( $9.05 )
-4.0%
Aug. 14, 2023 BO 2.4 $11.57 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
June 28, 2023 BO 2.0 $9.05 @$10.00
Feb. 13, 2023 BO 1.9 $7.97 @$7.50
Nov. 14, 2022 BO 1.7 $5.16 @$5.00
Aug. 15, 2022 BO 0.2 $4.37 @$5.00
June 28, 2022 BO 0.0 $4.68 @$5.00
Feb. 14, 2022 BO None $0.00 @$7.50

 
 
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