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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Annexon (ANNX) - NASDAQ Next Earnings Date: OS Estimate: Nov. 10, 2025 AC
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 3.1
Avg Daily Volume: 1,234,035    Market Cap: 226.4M
Sector: None    Short Interest: 8.75
Live Interactive Chart
Days to Next Earnings: 72 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
Aug. 14, 2025 AC 3.0 $2.38 @$2.00 $0.53
($2.38)
26.5% 8.4% I 2.52% I $2.44 $0.68
( $2.44 )
28.3%
May 12, 2025 BO 3.2 $1.60 @$1.50 $0.28
($1.60)
18.67% 16.25% I 10.62% I $1.77 $0.33
( $1.77 )
17.86%
March 3, 2025 BO 3.0 $2.64 @$3.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 14, 2024 BO 3.1 $6.55 @$7.00
Aug. 12, 2024 BO 3.5 $5.48 @$5.00
May 13, 2024 BO 3.5 $4.75 @$5.00
March 26, 2024 AC 2.8 $6.88 @$7.50
Nov. 13, 2023 BO 2.7 $2.12 @$2.50
Aug. 7, 2023 BO 3.1 $3.38 @$2.50
May 8, 2023 AC 3.2 $5.25 @$5.00

 
 
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