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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Evelo Biosciences (EVLO) - NASDAQ Next Earnings Date: N/A
EVR: 4.1
Avg Daily Volume: 1,212    Market Cap: 1.90k
Sector: Health Care    Short Interest: 2.22
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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
May 15, 2023 AC 3.6 $0.14 @$2.50 $2.40
($0.14)
96.0% 7.14% I 0.0% I $0.14 $2.35
( $0.14 )
-2.08%
March 16, 2023 BO 4.2 $0.32 @$2.50 $2.17
($0.32)
86.8% -6.25% I -6.25% I $0.30 $2.20
( $0.30 )
1.38%
Nov. 14, 2022 AC 4.4 $2.13 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 11, 2022 BO 4.6 $2.95 @$2.50
July 28, 2022 BO 4.7 $2.21 @$2.50
May 12, 2022 BO 4.6 $2.07 @$2.50
March 24, 2022 BO 4.0 $3.27 @$2.50
Oct. 28, 2021 BO 4.1 $8.03 @$7.50
July 29, 2021 BO 4.1 $9.29 @$10.00
April 29, 2021 BO 4.4 $12.09 @$12.50

 
 
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