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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vericel Corporation (VCEL) - NASDAQ Next Earnings Date: OS Estimate: Feb. 26, 2025 BO
OS Projected Window: Feb. 24, 2025 to March 1, 2025
EVR: 3.1
Avg Daily Volume: 404,564    Market Cap: 2.14B
Sector: Healthcare    Short Interest: 6.78
Live Interactive Chart
Days to Next Earnings: 96 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 33
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. 7, 2024 BO 3.2 $48.04 @$50.00 $9.30
($48.04)
18.6% 5.66% I 4.14% I $50.03 $5.00
( $50.03 )
-46.24%
May 8, 2024 BO 3.4 $49.52 @$50.00 $5.75
($49.52)
11.5% -8.17% I -3.69% I $47.69 $4.72
( $47.69 )
-17.91%
Feb. 29, 2024 BO 3.6 $47.80 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 8, 2023 BO 3.5 $36.51 @$35.00
Aug. 2, 2023 BO 3.6 $35.12 @$35.00
May 10, 2023 BO 3.8 $32.84 @$35.00
Feb. 23, 2023 BO 3.8 $28.52 @$30.00
Aug. 3, 2022 BO 3.3 $31.81 @$30.00
May 4, 2022 BO 3.4 $31.36 @$30.00
Feb. 24, 2022 BO 3.0 $32.18 @$30.00

 
 
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