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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Veracyte (VCYT) - NASDAQ Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: May 5, 2025 to May 10, 2025
EVR: 5.0
Avg Daily Volume: 1,060,282    Market Cap: 3.2B
Sector: Healthcare    Short Interest: 3.94
Live Interactive Chart
Days to Next Earnings: 34 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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. 24, 2025 AC 4.8 $39.36 @$40.00 $6.80
($39.36)
17.0% -16.99% I -14.98% I $33.46 $8.57
( $33.46 )
26.03%
Nov. 6, 2024 AC 4.6 $36.59 @$35.00 $3.75
($36.59)
10.71% 13.22% O 2.04% I $37.34 $4.82
( $37.34 )
28.53%
Aug. 6, 2024 AC 3.4 $21.82 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2024 AC 3.5 $21.03 @$20.00
Feb. 22, 2024 AC 3.8 $24.34 @$25.00
Nov. 7, 2023 AC 3.9 $24.01 @$25.00
Aug. 8, 2023 AC 3.8 $25.00 @$25.00
May 4, 2023 AC 3.8 $22.26 @$22.50
Feb. 22, 2023 AC 3.7 $23.90 @$25.00
Nov. 2, 2022 AC 3.2 $19.50 @$20.00

 
 
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