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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Biogen Inc. (BIIB) - NASDAQ Next Earnings Date: OS Estimate: July 24, 2024 BO
OS Projected Window: July 22, 2024 to July 27, 2024
EVR: 1.8
Avg Daily Volume: 1,278,969    Market Cap: 32.12B
Sector: Healthcare    Short Interest: 2.4
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 64
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
April 24, 2024 BO 1.8 $193.18 @$192.50 $15.90
($193.18)
8.26% 6.5% I 4.56% I $201.99 $15.55
( $201.99 )
-2.2%
Feb. 13, 2024 BO 1.6 $244.74 @$245.00 $20.30
($244.74)
8.29% -7.95% I -7.39% I $226.65 $21.88
( $226.65 )
7.78%
Nov. 8, 2023 BO 1.5 $245.61 @$245.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 25, 2023 BO 1.5 $277.00 @$277.50
April 25, 2023 BO 1.6 $293.03 @$295.00
Feb. 15, 2023 BO 1.6 $289.08 @$290.00
Oct. 25, 2022 BO 2.1 $274.62 @$275.00
July 20, 2022 BO 2.1 $220.26 @$220.00
May 3, 2022 BO 2.1 $207.32 @$207.50
Feb. 3, 2022 BO 2.4 $224.96 @$225.00

 
 
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