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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Mereo BioPharma Group plc (MREO) - NASDAQ Next Earnings Date: N/A
EVR: 2.3
Avg Daily Volume: 585,511    Market Cap: 462.80M
Sector: Health Care    Short Interest: 2.17
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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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 BO 2.3 $4.28 @$4.00 $0.75
($4.28)
18.75% -6.07% I -4.2% I $4.10 $1.23
( $4.10 )
64.0%
Aug. 13, 2024 BO 2.6 $3.72 @$4.00 $1.07
($3.72)
26.75% -2.15% I 1.07% I $3.76 $1.27
( $3.76 )
18.69%
March 27, 2024 AC 1.9 $3.00 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 17, 2023 AC 1.7 $2.08 @$2.50
Sept. 27, 2022 AC 1.6 $0.86 @$2.50
Nov. 3, 2021 AC 0.0 $2.43 @$2.50

 
 
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