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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelixis (EXEL) - NASDAQ Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.1
Avg Daily Volume: 2,786,114    Market Cap: 10.8B
Sector: Healthcare    Short Interest: 5.77
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
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. 11, 2025 AC 3.1 $32.81 @$33.00 $2.38
($32.81)
7.21% 7.8% O -0.03% I $32.80 $1.10
( $32.80 )
-53.78%
Oct. 29, 2024 AC 2.8 $28.73 @$29.00 $2.10
($28.73)
7.24% 15.97% O 12.91% O $32.44 $3.65
( $32.44 )
73.81%
Aug. 6, 2024 AC 2.4 $23.45 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 30, 2024 AC 2.2 $23.46 @$23.00
Feb. 6, 2024 AC 2.2 $21.83 @$22.00
Nov. 1, 2023 AC 2.2 $21.02 @$21.00
Aug. 1, 2023 AC 2.1 $19.63 @$20.00
May 9, 2023 AC 2.3 $19.23 @$19.00
Feb. 7, 2023 AC 2.5 $17.29 @$17.00
Nov. 1, 2022 AC 2.6 $16.80 @$17.00

 
 
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