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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Veracyte (VCYT) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2025 AC
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 5.5
Avg Daily Volume: 1,847,050    Market Cap: 2.1B
Sector: Healthcare    Short Interest: 7.58
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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, 2025 AC 5.1 $23.97 @$25.00 $1.83
($23.97)
7.32% 15.51% O 15.47% O $27.68 $2.60
( $27.68 )
42.08%
May 7, 2025 AC 5.0 $30.84 @$30.00 $2.52
($30.84)
8.4% -11.67% O 1.19% I $31.21 $3.68
( $31.21 )
46.03%
Feb. 24, 2025 AC 4.8 $39.36 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2024 AC 4.6 $36.59 @$35.00
Aug. 6, 2024 AC 3.4 $21.82 @$22.50
May 7, 2024 AC 3.5 $21.03 @$20.00
Feb. 22, 2024 AC 3.8 $24.34 @$25.00
Nov. 7, 2023 AC 3.9 $24.01 @$25.00
Aug. 8, 2023 AC 3.8 $25.00 @$25.00
May 4, 2023 AC 3.8 $22.26 @$22.50

 
 
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