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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vericel Corporation (VCEL) - NASDAQ Next Earnings Date: Estimated on May 8, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.9
Avg Daily Volume: 447,977    Market Cap: 2.14B
Sector: Healthcare    Short Interest: 6.78
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Monthly: 13.41%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
May 8, 2024 BO None $0.00 @$45.00 $5.88
($43.86)
13.41% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 29, 2024 BO 3.0 $47.80 @$50.00 $5.97
($47.80)
11.94% -8.22% I -4.43% I $45.68 $5.92
( $45.68 )
-0.84%
Nov. 8, 2023 BO 3.1 $36.51 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2023 BO 3.2 $32.84 @$35.00
Aug. 3, 2022 BO 3.3 $31.81 @$30.00
May 4, 2022 BO 3.4 $31.36 @$30.00
Feb. 24, 2022 BO 3.0 $32.18 @$30.00
Nov. 9, 2021 BO 3.8 $43.10 @$45.00
Aug. 4, 2021 BO 4.1 $51.72 @$50.00
May 5, 2021 BO 4.4 $59.15 @$60.00

 
 
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