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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wave Life Sciences (WVE) - NASDAQ Next Earnings Date: OS Estimate: March 3, 2027 BO
OS Projected Window: March 1, 2027 to March 6, 2027
EVR: 3.9
Avg Daily Volume: 3,236,148    Market Cap: 708.1M
Sector: Healthcare    Short Interest: 10.73
Live Interactive Chart
Days to Next Earnings: 113 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 26
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
Oct. 27, 2026 BO 3.8 $3.21 @$3.00 $1.48
($3.21)
49.33% 10.59% I 7.47% I $3.45 $0.93
( $3.45 )
-37.16%
July 30, 2026 BO 4.1 $5.81 @$6.00 $1.10
($5.81)
18.33% -5.85% I -0.86% I $5.76 $0.98
( $5.76 )
-10.91%
April 28, 2026 BO 4.5 $6.94 @$7.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2026 BO 4.7 $14.54 @$15.00
Nov. 10, 2025 BO 4.6 $7.86 @$8.00
July 30, 2025 BO 5.8 $8.32 @$7.50
May 8, 2025 BO 6.2 $6.49 @$7.50
March 4, 2025 BO 5.9 $10.05 @$10.00
Nov. 12, 2024 BO 6.7 $16.44 @$17.50
Aug. 8, 2024 BO 6.8 $5.98 @$5.00

 
 
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