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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Alnylam Pharmaceuticals (ALNY) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 2.1
Avg Daily Volume: 548,812    Market Cap: 18.78B
Sector: Healthcare    Short Interest: 2.55
Live Interactive Chart
Days to Next Earnings: 7 Days
Implied Move Monthly: 8.28%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 2, 2024 BO None $0.00 @$145.00 $11.90
($143.80)
8.28% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 15, 2024 BO 1.9 $164.15 @$165.00 $23.90
($164.15)
14.48% -12.56% I -10.18% I $147.43 $19.68
( $147.43 )
-17.66%
Nov. 2, 2023 BO 1.9 $157.00 @$155.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 BO 2.0 $187.01 @$185.00
May 4, 2023 BO 2.1 $199.50 @$200.00
Feb. 23, 2023 BO 2.3 $201.10 @$200.00
Oct. 27, 2022 BO 2.3 $201.02 @$200.00
July 28, 2022 BO 2.3 $141.97 @$140.00
April 28, 2022 BO 2.1 $154.92 @$155.00
Feb. 10, 2022 BO 2.2 $151.40 @$150.00

 
 
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