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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BioCryst Pharmaceuticals (BCRX) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 5.6
Avg Daily Volume: 4,537,148    Market Cap: 2.2B
Sector: Healthcare    Short Interest: 8.75
Live Interactive Chart
Days to Next Earnings: 56 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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 5, 2025 BO 5.0 $8.93 @$9.00 $1.07
($8.93)
11.89% 24.41% O 23.51% O $11.03 $2.10
( $11.03 )
96.26%
Feb. 24, 2025 BO 4.9 $9.21 @$9.00 $1.30
($9.21)
14.44% -13.68% I -9.98% I $8.29 $1.07
( $8.29 )
-17.69%
Nov. 4, 2024 BO 4.8 $8.43 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 BO 5.6 $6.95 @$7.00
May 3, 2023 BO 5.0 $7.37 @$7.00
Feb. 21, 2023 BO 4.9 $10.20 @$10.00

 
 
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