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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Roivant Sciences Ltd. (ROIV) - NASDAQ Next Earnings Date: OS Estimate: Feb. 12, 2025 BO
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.7
Avg Daily Volume: 4,231,857    Market Cap: 8.17B
Sector: None    Short Interest: 6.44
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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 2.0 $11.81 @$12.00 $0.90
($11.81)
7.5% -2.37% I -1.43% I $11.64 $0.92
( $11.64 )
2.22%
May 30, 2024 BO 2.0 $10.73 @$11.00 $0.73
($10.73)
6.64% -4.38% I -3.16% I $10.39 $0.95
( $10.39 )
30.14%
Feb. 13, 2024 BO 2.2 $10.87 @$11.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 13, 2023 BO 2.3 $8.81 @$9.00
Aug. 14, 2023 BO 2.3 $11.57 @$12.50
June 28, 2023 BO 1.9 $9.05 @$10.00
Feb. 13, 2023 BO 1.9 $7.97 @$7.50
Nov. 14, 2022 BO 1.8 $5.16 @$5.00
Aug. 15, 2022 BO 1.8 $4.37 @$5.00
June 28, 2022 BO 0.2 $4.68 @$5.00

 
 
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