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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Annexon (ANNX) - NASDAQ Next Earnings Date: OS Estimate: Aug. 11, 2026 AC
OS Projected Window: Aug. 10, 2026 to Aug. 15, 2026
EVR: 3.3
Avg Daily Volume: 2,569,363    Market Cap: 771.7M
Sector: None    Short Interest: 15.77
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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 7, 2026 AC 3.4 $5.52 @$6.00 $2.68
($5.52)
44.67% 9.23% I 3.07% I $5.69 $1.20
( $5.69 )
-55.22%
March 30, 2026 AC 2.9 $4.96 @$5.00 $0.62
($4.96)
12.4% 22.98% O 11.69% I $5.54 $0.95
( $5.54 )
53.23%
March 27, 2026 AC 3.1 $5.00 @$5.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 10, 2025 AC 3.1 $2.98 @$3.00
Aug. 14, 2025 AC 3.0 $2.38 @$2.00
May 12, 2025 BO 3.2 $1.60 @$1.50
March 3, 2025 BO 3.0 $2.64 @$3.00
Nov. 14, 2024 BO 3.1 $6.55 @$7.00
Aug. 12, 2024 BO 3.4 $5.48 @$5.00
May 13, 2024 BO 3.2 $4.75 @$5.00

 
 
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