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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BioCryst Pharmaceuticals (BCRX) - NASDAQ Next Earnings Date: Estimated on Feb. 26, 2026
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 5.1
Avg Daily Volume: 4,467,089    Market Cap: 1.5B
Sector: Healthcare    Short Interest: 15.42
Live Interactive Chart
Days to Next Earnings: 16 Days
Implied Move Monthly: 27.78%       Expires on: March 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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
Feb. 26, 2026 BO None $0.00 @$6.00 $1.75
($6.30)
27.78% -None% -None% $0.00 $0.00
( N/A )
None%
Nov. 3, 2025 BO 5.2 $7.32 @$7.00 $1.20
($7.32)
17.14% -7.78% I -6.28% I $6.86 $0.78
( $6.86 )
-35.0%
Aug. 4, 2025 BO 5.6 $7.95 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2025 BO 5.0 $8.93 @$9.00
Feb. 24, 2025 BO 4.9 $9.21 @$9.00
Nov. 4, 2024 BO 4.8 $8.43 @$8.00
Aug. 5, 2024 BO 5.0 $7.02 @$7.00
May 6, 2024 BO 4.8 $4.45 @$4.00
Feb. 26, 2024 BO 5.2 $5.71 @$6.00
Nov. 2, 2023 BO 5.5 $5.73 @$6.00

 
 
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