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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
PolyPid Ltd. (PYPD) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 3.3
Avg Daily Volume: 8,968    Market Cap: 16.45M
Sector: None    Short Interest: 0.14
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 7
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
Aug. 9, 2023 BO 3.4 $0.39 @$2.50 $2.12
($0.39)
84.8% -15.38% I -12.82% I $0.34 $2.15
( $0.34 )
1.42%
May 10, 2023 BO 3.4 $0.42 @$2.50 $2.08
($0.42)
83.2% -9.52% I -2.38% I $0.41 $2.10
( $0.41 )
0.96%
Feb. 8, 2023 BO 2.9 $0.85 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2022 BO 2.9 $5.91 @$5.00
May 11, 2022 BO 3.3 $4.70 @$5.00
Feb. 9, 2022 BO 0.4 $4.26 @$5.00
Nov. 10, 2021 BO 0.0 $8.27 @$7.50

 
 
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