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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MEI Pharma (MEIP) - NASDAQ Next Earnings Date: Estimated on May 8, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 1.7
Avg Daily Volume: 7,949    Market Cap: 16.0M
Sector: Healthcare    Short Interest: 0.06
Live Interactive Chart
Days to Next Earnings: 37 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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. 12, 2025 AC 1.8 $2.66 @$2.50 $2.00
($2.66)
80.0% -3.75% I 2.25% I $2.72 $1.40
( $2.72 )
-30.0%
Nov. 12, 2024 AC 2.1 $3.14 @$3.00 $1.43
($3.14)
47.67% -3.5% I -3.5% I $3.03 $1.43
( $3.03 )
0.0%
Nov. 7, 2024 AC 2.1 $3.03 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2024 AC 2.6 $3.07 @$3.00
Feb. 13, 2024 AC 2.9 $4.63 @$4.25
Nov. 9, 2023 AC 3.0 $7.06 @$7.00
Sept. 26, 2023 AC 3.0 $7.34 @$7.00
May 11, 2023 AC 3.1 $6.96 @$7.00
Feb. 9, 2023 AC 2.8 $0.32 @$1.00
Nov. 14, 2022 AC 2.6 $0.33 @$1.00

 
 
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