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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vericel Corporation (VCEL) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2025 BO
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 3.2
Avg Daily Volume: 404,230    Market Cap: 2.9B
Sector: Healthcare    Short Interest: 7.5
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
Feb. 27, 2025 BO 3.1 $52.85 @$55.00 $6.90
($52.85)
12.55% -6.86% I -6.11% I $49.62 $7.97
( $49.62 )
15.51%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 29, 2024 BO 3.6 $47.80 @$50.00
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
Nov. 9, 2022 BO 3.2 $23.05 @$22.50
Aug. 3, 2022 BO 3.3 $31.81 @$30.00

 
 
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