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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Verona Pharma plc (VRNA) - NASDAQ Next Earnings Date: Estimated on May 9, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.4
Avg Daily Volume: 405,295    Market Cap: 1.26B
Sector: None    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 10.84%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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 9, 2024 BO None $0.00 @$15.00 $1.65
($15.22)
10.84% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 29, 2024 BO 2.4 $17.26 @$17.50 $2.22
($17.26)
12.69% 6.31% I -0.23% I $17.22 $2.08
( $17.22 )
-6.31%
Nov. 2, 2023 BO None $14.28 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO None $20.64 @$20.00
May 9, 2023 BO 2.5 $21.87 @$22.50
March 7, 2023 BO 2.2 $22.45 @$22.50
May 3, 2022 BO 2.2 $3.90 @$5.00
March 3, 2022 BO 2.4 $5.51 @$5.00
Nov. 9, 2021 BO 2.7 $5.17 @$5.00
Aug. 5, 2021 BO 2.8 $5.97 @$5.00

 
 
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