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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
DURECT Corporation (DRRX) - NASDAQ Next Earnings Date: Estimated on May 8, 2024
EVR: 4.2
Avg Daily Volume: 138,784    Market Cap: 36.09M
Sector: Healthcare    Short Interest: 3.89
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Monthly: 28.30%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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 8, 2024 AC None $0.00 @$1.00 $0.25
($0.88)
28.3% -None% I -None% I $0.00 $0.00
( N/A )
None%
Nov. 9, 2023 AC 3.8 $0.57 @$1.00 $0.45
($0.57)
45.0% -17.54% I -7.01% I $0.53 $0.50
( $0.53 )
11.11%
Aug. 4, 2022 AC 3.8 $0.63 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 4, 2022 AC 3.8 $0.49 @$2.50
March 7, 2022 AC 3.8 $0.58 @$2.50
Nov. 2, 2021 AC 3.9 $1.25 @$2.50
July 29, 2021 AC 4.0 $1.51 @$2.50
May 4, 2021 AC 4.3 $1.79 @$2.50
March 4, 2021 AC 4.2 $2.03 @$2.50
Nov. 2, 2020 AC 4.7 $1.77 @$2.50

 
 
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