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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Verona Pharma plc (VRNA) - NASDAQ Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 2.8
Avg Daily Volume: 1,074,510    Market Cap: 1.86B
Sector: None    Short Interest: 11.13
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
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. 4, 2024 BO 2.6 $34.98 @$35.00 $5.20
($34.98)
14.86% 12.57% I 9.06% I $38.15 $4.33
( $38.15 )
-16.73%
Aug. 8, 2024 BO 2.3 $19.53 @$20.00 $2.27
($19.53)
11.35% 11.41% O 10.59% I $21.60 $2.17
( $21.60 )
-4.41%
May 9, 2024 BO 2.6 $14.88 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 29, 2024 BO 2.5 $17.26 @$17.50
Nov. 2, 2023 BO 2.6 $14.28 @$15.00
Aug. 3, 2023 BO 2.7 $20.64 @$20.00
May 9, 2023 BO 2.6 $21.87 @$22.50
March 7, 2023 BO 2.3 $22.45 @$22.50
May 3, 2022 BO 2.3 $3.90 @$5.00
March 3, 2022 BO 2.4 $5.51 @$5.00

 
 
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