Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BioCryst Pharmaceuticals (BCRX) - NASDAQ Next Earnings Date: OS Estimate: Feb. 25, 2026 BO
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 5.1
Avg Daily Volume: 4,645,955    Market Cap: 1.5B
Sector: Healthcare    Short Interest: 15.42
Live Interactive Chart
Days to Next Earnings: 76 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
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 $2.10
($7.95)
26.25% 14.96% I 9.81% I $8.73 $0.88
( $8.73 )
-58.1%
May 5, 2025 BO 5.0 $8.93 @$9.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 3, 2023 BO 5.6 $6.95 @$7.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US