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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Biomea Fusion (BMEA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 2, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 2.8
Avg Daily Volume: 528,330    Market Cap: 84.6M
Sector: Healthcare    Short Interest: 20.03
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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 AC 2.9 $1.26 @$1.50 $0.40
($1.26)
26.67% 3.96% I -0.79% I $1.25 $0.28
( $1.25 )
-30.0%
Aug. 4, 2026 AC 3.3 $1.23 @$1.00 $0.40
($1.23)
40.0% 3.25% I 2.43% I $1.26 $0.38
( $1.26 )
-5.0%
May 11, 2026 AC 3.8 $1.57 @$1.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 8, 2026 AC 3.9 $1.54 @$1.50
May 6, 2026 AC 4.3 $1.60 @$1.50
May 4, 2026 AC 4.5 $1.48 @$1.50
Nov. 4, 2025 AC 5.3 $1.26 @$1.50
Aug. 5, 2025 AC 5.6 $1.58 @$1.50
May 5, 2025 AC 5.4 $2.00 @$2.00
March 31, 2025 AC 5.7 $2.13 @$2.00

 
 
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