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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vertical Aerospace Ltd. (EVTL) - NYSE Next Earnings Date: Estimated on Nov. 26, 2024
OS Projected Window: March 10, 2025 to March 15, 2025
EVR: 4.6
Avg Daily Volume: 58,219    Market Cap: 203.33M
Sector: None    Short Interest: 0.28
Live Interactive Chart
Days to Next Earnings: 4 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
Sept. 16, 2024 BO 3.7 $0.88 @$2.50 $1.98
($0.88)
79.2% 6.81% I 3.4% I $0.91 $1.62
( $0.91 )
-18.18%
Sept. 13, 2024 BO 3.3 $0.79 @$2.50 $1.88
($0.79)
75.2% 13.92% I 11.39% I $0.88 $1.85
( $0.88 )
-1.6%
Sept. 12, 2024 BO 1.9 $0.74 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 9, 2024 BO 2.0 $0.71 @$2.50
Sept. 6, 2024 BO 2.0 $0.76 @$2.50
Sept. 5, 2024 BO 2.0 $0.78 @$2.50
Sept. 3, 2024 BO 2.0 $0.86 @$2.50
Aug. 29, 2024 BO 2.2 $0.93 @$2.50
Aug. 27, 2024 BO 2.3 $0.91 @$2.50
Aug. 26, 2024 BO 2.3 $0.93 @$2.50

 
 
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