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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vericel Corporation (VCEL) - NASDAQ Next Earnings Date: OS Estimate: Feb. 25, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 3.2
Avg Daily Volume: 631,157    Market Cap: 2.0B
Sector: Healthcare    Short Interest: 9.24
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
Nov. 6, 2025 BO 3.2 $37.20 @$35.00 $6.70
($37.20)
19.14% 15.59% I 4.16% I $38.75 $7.60
( $38.75 )
13.43%
July 31, 2025 BO 2.9 $40.66 @$40.00 $5.45
($40.66)
13.62% -14.11% O -14.06% O $34.94 $6.35
( $34.94 )
16.51%
May 8, 2025 BO 3.1 $40.47 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 27, 2025 BO 3.5 $52.85 @$55.00
Nov. 7, 2024 BO 3.5 $48.04 @$50.00
Aug. 1, 2024 BO 3.2 $50.52 @$50.00
May 8, 2024 BO 3.4 $49.52 @$50.00
Feb. 29, 2024 BO 3.6 $47.80 @$50.00
Nov. 8, 2023 BO 3.5 $36.51 @$35.00
Aug. 2, 2023 BO 3.6 $35.12 @$35.00

 
 
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