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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vericel Corporation (VCEL) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.2
Avg Daily Volume: 558,273    Market Cap: 2.0B
Sector: Healthcare    Short Interest: 9.29
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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
July 30, 2026 BO 3.2 $46.62 @$45.00 $7.20
($46.62)
16.0% 5.79% I 2.12% I $47.61 $4.05
( $47.61 )
-43.75%
May 7, 2026 BO 3.0 $36.78 @$35.00 $3.15
($36.78)
9.0% 11.06% O -4.48% I $35.13 $5.60
( $35.13 )
77.78%
Feb. 26, 2026 BO 3.2 $37.09 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 3.2 $37.20 @$35.00
July 31, 2025 BO 2.9 $40.66 @$40.00
May 8, 2025 BO 3.1 $40.47 @$40.00
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

 
 
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