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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Scilex Holding Company (SCLX) - NASDAQ Next Earnings Date: Estimated on May 15, 2025
OS Projected Window: May 12, 2025 to May 17, 2025
EVR: 3.0
Avg Daily Volume: 1,361,785    Market Cap: 89.7M
Sector: None    Short Interest: 1.99
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 210.53%       Expires on: April 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
March 27, 2025 AC 2.9 $0.25 @$0.50 $0.50
($0.25)
100.0% -12.0% I -4.0% I $0.24 $0.50
( $0.24 )
0.0%
March 24, 2025 AC 2.8 $0.28 @$0.50 $0.17
($0.28)
34.0% -10.71% I -10.71% I $0.25 $0.17
( $0.25 )
0.0%
March 21, 2025 AC 2.9 $0.28 @$0.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 18, 2025 AC 2.9 $0.31 @$0.50
March 14, 2025 AC 3.0 $0.30 @$0.50
March 11, 2025 AC 3.2 $0.32 @$0.50
Jan. 21, 2025 AC 3.8 $0.42 @$0.50
Jan. 13, 2025 AC 3.9 $0.44 @$0.50
Jan. 9, 2025 AC 4.2 $0.45 @$0.50
Jan. 6, 2025 AC 4.5 $0.51 @$0.50

 
 
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