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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Arbutus Biopharma Corporation (ABUS) - NASDAQ Next Earnings Date: OS Estimate: March 5, 2025 BO
OS Projected Window: March 3, 2025 to March 8, 2025
EVR: 2.1
Avg Daily Volume: 910,012    Market Cap: 858.96M
Sector: None    Short Interest: 4.47
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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. 6, 2024 BO 1.9 $3.96 @$4.00 $0.15
($3.96)
3.75% -9.09% O -1.01% I $3.92 $0.12
( $3.92 )
-20.0%
Aug. 1, 2024 BO 1.8 $3.77 @$4.00 $0.53
($3.77)
13.25% -11.14% I 1.06% I $3.81 $0.85
( $3.81 )
60.38%
May 2, 2024 BO 2.0 $2.69 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 29, 2024 BO 2.2 $2.88 @$3.00
Nov. 7, 2023 BO 2.1 $1.88 @$2.00
Aug. 3, 2023 BO 2.5 $2.08 @$2.00
May 4, 2023 BO 2.8 $2.51 @$3.00
March 2, 2023 BO 3.0 $2.81 @$2.50
Aug. 4, 2022 BO 3.5 $2.46 @$2.50
May 5, 2022 BO 3.8 $2.49 @$2.50

 
 
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