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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
bluebird bio (BLUE) - NASDAQ Next Earnings Date: OS Estimate: Aug. 6, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 4.7
Avg Daily Volume: 540,132    Market Cap: 48.9M
Sector: Healthcare    Short Interest: 4.37
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
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 12, 2025 BO 5.2 $3.50 @$3.00 $0.33
($3.50)
11.0% -6.28% I -5.99% I $3.29 $2.68
( $3.29 )
712.12%
May 8, 2025 BO 6.1 $3.69 @$4.00 $0.90
($3.69)
22.5% 3.52% I 0.54% I $3.71 $0.93
( $3.71 )
3.33%
March 27, 2025 AC 6.4 $3.79 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 14, 2024 BO 6.4 $0.38 @$0.50
Nov. 5, 2024 BO 7.7 $0.46 @$0.50
Aug. 14, 2024 BO 7.6 $1.06 @$1.00
May 9, 2024 BO 7.2 $0.97 @$1.00
March 26, 2024 BO 7.1 $1.36 @$1.50
Nov. 7, 2023 BO 7.5 $3.30 @$3.50
Aug. 8, 2023 BO 7.3 $3.60 @$3.50

 
 
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