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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BioCryst Pharmaceuticals (BCRX) - NASDAQ Next Earnings Date: Estimated on Aug. 3, 2026
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 4.7
Avg Daily Volume: 4,386,973    Market Cap: 2.3B
Sector: Healthcare    Short Interest: 14.42
Live Interactive Chart
Days to Next Earnings: 41 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 60
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 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 $0.82
($7.55)
10.25% 8.6% I 4.63% I $7.90 $0.75
( $7.90 )
-8.54%
Nov. 3, 2025 BO 5.2 $7.32 @$7.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 26, 2024 BO 5.2 $5.71 @$6.00

 
 
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