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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Alnylam Pharmaceuticals (ALNY) - NASDAQ Next Earnings Date: OS Estimate: July 30, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 2.9
Avg Daily Volume: 1,110,849    Market Cap: 41.3B
Sector: Healthcare    Short Interest: 3.77
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 68
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 30, 2026 BO 2.9 $301.19 @$300.00 $27.90
($301.19)
9.3% 5.43% I 2.75% I $309.49 $21.00
( $309.49 )
-24.73%
Feb. 12, 2026 BO 2.8 $322.28 @$320.00 $24.80
($322.28)
7.75% -7.53% I -4.28% I $308.48 $19.10
( $308.48 )
-22.98%
Oct. 30, 2025 BO 2.7 $481.59 @$480.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 31, 2025 BO 2.1 $339.80 @$340.00
May 1, 2025 BO 2.3 $263.24 @$260.00
Feb. 13, 2025 BO 2.3 $265.96 @$270.00
Oct. 31, 2024 BO 2.5 $281.49 @$280.00
Aug. 1, 2024 BO 2.1 $237.46 @$240.00
May 2, 2024 BO 2.1 $149.96 @$150.00
Feb. 15, 2024 BO 1.9 $164.15 @$165.00

 
 
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