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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Warby Parker Inc. (WRBY) - NYSE Next Earnings Date: OS Estimate: March 3, 2027 BO
OS Projected Window: March 1, 2027 to March 6, 2027
EVR: 6.6
Avg Daily Volume: 3,775,184    Market Cap: 2.7B
Sector: Healthcare    Short Interest: 18.94
Live Interactive Chart
Days to Next Earnings: 113 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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. 5, 2026 BO 6.2 $21.29 @$21.00 $3.77
($21.29)
17.95% 28.88% O 22.49% O $26.08 $5.78
( $26.08 )
53.32%
Aug. 6, 2026 BO 6.0 $29.27 @$29.00 $4.95
($29.27)
17.07% -16.29% I -7.89% I $26.96 $3.73
( $26.96 )
-24.65%
May 7, 2026 BO 5.1 $22.03 @$22.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2026 BO 4.5 $21.77 @$22.00
Nov. 6, 2025 BO 4.3 $19.05 @$19.00
Aug. 7, 2025 BO 4.3 $24.30 @$24.00
May 8, 2025 BO 4.6 $16.16 @$15.00
Feb. 27, 2025 BO 5.1 $23.76 @$25.00
Nov. 7, 2024 BO 5.7 $18.97 @$20.00
Aug. 8, 2024 BO 5.8 $14.06 @$15.00

 
 
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