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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Lyell Immunopharma (LYEL) - NASDAQ Next Earnings Date: OS Estimate: Jan. 21, 2025 AC
OS Projected Window: Jan. 20, 2025 to Jan. 25, 2025
EVR: 3.5
Avg Daily Volume: 1,779,506    Market Cap: 489.14M
Sector: None    Short Interest: 6.14
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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
Nov. 7, 2024 AC 3.7 $1.22 @$2.50 $0.95
($1.22)
38.0% -4.91% I 0.0% I $1.22 $1.00
( $1.22 )
5.26%
Nov. 5, 2024 AC 3.1 $1.24 @$2.50 $0.82
($1.24)
32.8% 20.96% I 19.35% I $1.48 $0.80
( $1.48 )
-2.44%
Aug. 6, 2024 BO 3.4 $1.42 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 28, 2024 AC 3.8 $2.84 @$2.50
Nov. 7, 2023 AC 3.8 $2.25 @$2.50
Aug. 8, 2023 AC 4.5 $2.40 @$2.50
May 4, 2023 AC 5.2 $2.42 @$2.50
Feb. 28, 2023 AC 5.2 $2.15 @$2.50
Nov. 10, 2021 AC 0.0 $12.05 @$12.50

 
 
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