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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Chimerix (CMRX) - NASDAQ Next Earnings Date: Estimated on May 2, 2024
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 4.2
Avg Daily Volume: 393,804    Market Cap: 85.70M
Sector: Healthcare    Short Interest: 1.46
Live Interactive Chart
Days to Next Earnings: 9 Days
Implied Move Monthly: 19.45%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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 2, 2024 BO None $0.00 @$1.00 $0.18
($0.93)
19.45% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 29, 2024 BO 4.2 $1.24 @$1.00 $0.28
($1.24)
28.0% -7.25% I -7.25% I $1.15 $1.35
( $1.15 )
382.14%
Aug. 3, 2023 BO 5.2 $1.18 @$1.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2023 BO 5.5 $1.13 @$1.00
March 2, 2023 BO 5.8 $1.59 @$2.00
Nov. 3, 2022 BO 5.8 $1.86 @$2.00
Aug. 8, 2022 AC 5.8 $2.36 @$2.50
May 16, 2022 BO 3.9 $4.24 @$5.00
March 1, 2022 BO 3.9 $5.64 @$5.00
Nov. 4, 2021 BO 3.4 $5.88 @$5.00

 
 
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