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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Denali Therapeutics Inc. (DNLI) - NASDAQ Next Earnings Date: OS Estimate: Jan. 8, 2025 BO
OS Projected Window: Jan. 6, 2025 to Jan. 11, 2025
EVR: 4.2
Avg Daily Volume: 808,846    Market Cap: 2.73B
Sector: None    Short Interest: 7.55
Live Interactive Chart
Days to Next Earnings: 47 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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, 2024 BO 4.4 $27.21 @$25.00 $3.45
($27.21)
13.8% -3.82% I 1.61% I $27.65 $3.08
( $27.65 )
-10.72%
May 8, 2024 BO 3.8 $16.85 @$17.50 $2.33
($16.85)
13.31% 20.17% O 12.16% I $18.90 $2.52
( $18.90 )
8.15%
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
May 5, 2022 AC 2.3 $23.97 @$25.00
Feb. 28, 2022 AC 2.4 $32.56 @$35.00
Nov. 4, 2021 AC 2.4 $52.68 @$55.00

 
 
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