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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Denali Therapeutics Inc. (DNLI) - NASDAQ Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: June 23, 2025 to June 28, 2025
EVR: 4.1
Avg Daily Volume: 1,332,610    Market Cap: 2.4B
Sector: None    Short Interest: 5.98
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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
Feb. 27, 2025 AC 3.8 $18.60 @$17.50 $3.75
($18.60)
21.43% -12.25% I -10.96% I $16.56 $3.05
( $16.56 )
-18.67%
Nov. 6, 2024 AC None $29.55 @$30.00 $2.60
($29.55)
8.67% -None% I -None% I $0.00 $2.55
( $29.60 )
-1.92%
Feb. 27, 2024 BO 2.5 $16.89 @$17.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 7, 2023 AC 2.4 $21.23 @$20.00
Aug. 8, 2023 AC 2.3 $25.83 @$25.00
May 8, 2023 AC 2.3 $26.56 @$25.00
Feb. 27, 2023 AC 2.4 $26.81 @$25.00
Nov. 3, 2022 AC 2.2 $30.63 @$30.00
Aug. 8, 2022 AC 2.3 $37.25 @$35.00
May 5, 2022 AC 2.3 $23.97 @$25.00

 
 
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