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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Exelixis (EXEL) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.1
Avg Daily Volume: 2,591,282    Market Cap: 7.02B
Sector: Healthcare    Short Interest: 3.13
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
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 $1.70
($23.45)
7.39% 15.52% O 13.09% O $26.52 $4.20
( $26.52 )
147.06%
April 30, 2024 AC 2.2 $23.46 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 9, 2022 AC 2.6 $21.06 @$21.00

 
 
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