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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Roivant Sciences Ltd. (ROIV) - NASDAQ Next Earnings Date: OS Estimate: Nov. 10, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 2.8
Avg Daily Volume: 6,845,508    Market Cap: 29.5B
Sector: Healthcare    Short Interest: 4.64
Live Interactive Chart
Days to Next Earnings: 59 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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. 6, 2026 BO 2.9 $34.60 @$35.00 $3.45
($34.60)
9.86% -4.3% I 1.5% I $35.12 $3.05
( $35.12 )
-11.59%
May 20, 2026 BO 2.5 $28.21 @$28.00 $3.62
($28.21)
12.93% 16.23% O 14.88% O $32.41 $4.88
( $32.41 )
34.81%
Feb. 6, 2026 BO 1.8 $21.14 @$21.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 10, 2025 BO 1.9 $20.62 @$21.00
Aug. 11, 2025 BO 1.8 $11.49 @$11.00
May 29, 2025 BO 1.8 $10.62 @$11.00
Feb. 10, 2025 BO 1.7 $10.89 @$11.00
Nov. 12, 2024 BO 2.0 $11.81 @$12.00
May 30, 2024 BO 2.0 $10.73 @$11.00
Feb. 13, 2024 BO 2.2 $10.87 @$11.00

 
 
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