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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Wave Life Sciences Ltd. (WVE) - NASDAQ Next Earnings Date: OS Estimate: Nov. 11, 2026 BO
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 3.8
Avg Daily Volume: 2,529,986    Market Cap: 1.2B
Sector: Healthcare    Short Interest: 8.55
Live Interactive Chart
Days to Next Earnings: 93 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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 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 $1.00
($6.94)
14.29% 8.93% I 8.35% I $7.52 $0.80
( $7.52 )
-20.0%
Feb. 26, 2026 BO 4.7 $14.54 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 9, 2024 BO 6.9 $5.85 @$5.00

 
 
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