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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BioCryst Pharmaceuticals (BCRX) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.3
Avg Daily Volume: 3,331,980    Market Cap: 2.5B
Sector: Healthcare    Short Interest: 12.84
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
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. 5, 2026 BO 4.7 $9.02 @$9.00 $1.57
($9.02)
17.44% 7.2% I 0.55% I $9.07 $0.95
( $9.07 )
-39.49%
May 6, 2026 BO 4.8 $9.03 @$9.00 $0.90
($9.03)
10.0% -13.73% O -2.21% I $8.83 $0.60
( $8.83 )
-33.33%
Feb. 26, 2026 BO 5.1 $7.55 @$8.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2025 BO 5.2 $7.32 @$7.00
Aug. 4, 2025 BO 5.6 $7.95 @$8.00
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

 
 
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