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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
MEI Pharma (MEIP) - NASDAQ Next Earnings Date: OS Estimate: Dec. 25, 2024 AC
OS Projected Window: Dec. 23, 2024 to Dec. 28, 2024
EVR: 1.8
Avg Daily Volume: 73,303    Market Cap: 28.72M
Sector: Healthcare    Short Interest: 5.97
Live Interactive Chart
Days to Next Earnings: 33 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
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. 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 $0.33
($3.03)
11.0% -4.29% I 0.33% I $3.04 $0.30
( $3.04 )
-9.09%
May 9, 2024 AC 2.6 $3.07 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 23, 2022 AC 2.8 $0.45 @$1.00

 
 
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