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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
KalVista Pharmaceuticals (KALV) - NASDAQ Next Earnings Date: OS Estimate: July 17, 2025 BO
OS Projected Window: July 14, 2025 to July 19, 2025
EVR: 2.1
Avg Daily Volume: 626,820    Market Cap: 589.1M
Sector: None    Short Interest: 11.8
Live Interactive Chart
Days to Next Earnings: 106 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
March 12, 2025 BO 2.2 $12.43 @$12.50 $1.07
($12.43)
8.56% 3.78% I 0.16% I $12.45 $0.55
( $12.45 )
-48.6%
Dec. 5, 2024 BO 2.2 $9.46 @$10.00 $1.30
($9.46)
13.0% -4.86% I -4.33% I $9.05 $1.47
( $9.05 )
13.08%
July 8, 2024 BO 2.4 $11.79 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 5, 2024 BO 2.9 $11.72 @$12.50
March 11, 2024 BO 2.8 $14.36 @$15.00
Dec. 7, 2023 BO 3.0 $8.97 @$10.00
Sept. 7, 2023 BO 3.4 $10.78 @$10.00
July 7, 2023 BO 3.1 $8.95 @$10.00
March 9, 2023 BO 3.3 $7.77 @$7.50
Dec. 8, 2022 BO 3.5 $5.21 @$5.00

 
 
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