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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Elanco Animal Health Incorporated (ELAN) - NYSE Next Earnings Date: OS Estimate: Feb. 19, 2025 BO
OS Projected Window: Feb. 17, 2025 to Feb. 22, 2025
EVR: 4.1
Avg Daily Volume: 4,513,494    Market Cap: 6.45B
Sector: None    Short Interest: 4.51
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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. 7, 2024 BO 3.8 $12.86 @$13.00 $1.12
($12.86)
8.62% 14.69% O 12.75% O $14.50 $1.68
( $14.50 )
50.0%
Aug. 8, 2024 BO 4.0 $12.38 @$12.00 $1.82
($12.38)
15.17% -7.91% I 4.92% I $12.99 $1.35
( $12.99 )
-25.82%
May 8, 2024 BO 3.3 $13.52 @$14.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 26, 2024 BO 3.2 $16.37 @$16.00
Nov. 7, 2023 BO 3.1 $9.36 @$9.00
Aug. 7, 2023 BO 3.0 $11.65 @$12.00
May 9, 2023 BO 3.3 $9.36 @$9.00
Feb. 21, 2023 BO 3.1 $13.13 @$13.00
Nov. 8, 2022 BO 3.3 $13.45 @$13.00
Aug. 8, 2022 BO 3.4 $19.44 @$19.00

 
 
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