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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Novavax (NVAX) - NASDAQ Next Earnings Date: OS Estimate: Aug. 7, 2024 BO
OS Projected Window: Aug. 5, 2024 to Aug. 10, 2024
EVR: 10.0
Avg Daily Volume: 12,517,898    Market Cap: 599.70M
Sector: Healthcare    Short Interest: 36.57
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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
May 10, 2024 BO 8.3 $4.47 @$4.50 $0.67
($4.47)
14.89% 146.08% O 98.65% O $8.88 $4.42
( $8.88 )
559.7%
Feb. 28, 2024 BO 7.8 $6.02 @$6.00 $1.46
($6.02)
24.33% -29.73% O -26.74% O $4.41 $1.72
( $4.41 )
17.81%
Nov. 9, 2023 BO 8.3 $6.80 @$7.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 8, 2023 BO 8.5 $7.52 @$7.50
May 9, 2023 BO 7.9 $7.45 @$7.50
Feb. 28, 2023 AC 7.4 $9.26 @$9.50
Nov. 8, 2022 AC 7.6 $19.65 @$19.50
Aug. 8, 2022 AC 7.6 $57.25 @$57.00
May 9, 2022 AC 7.3 $53.26 @$53.00
Feb. 28, 2022 AC 7.4 $83.37 @$83.00

 
 
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