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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Fennec Pharmaceuticals Inc. (FENC) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.1
Avg Daily Volume: 136,990    Market Cap: 260.01M
Sector: None    Short Interest: 9.38
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 24.16%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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
March 21, 2024 BO 2.2 $11.07 @$10.00 $2.83
($11.07)
28.3% 3.79% I 0.0% I $11.07 $2.60
( $11.07 )
-8.13%
Nov. 6, 2023 BO 1.7 $6.90 @$7.50 $1.27
($6.90)
16.93% 17.82% O 15.36% I $7.96 $2.62
( $7.96 )
106.3%
Aug. 3, 2023 BO 1.4 $8.64 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 11, 2023 BO 1.5 $7.90 @$7.50
March 29, 2023 AC 1.4 $8.32 @$7.50
Nov. 11, 2022 BO 1.7 $8.18 @$7.50
Aug. 12, 2022 BO 1.8 $7.04 @$7.50
May 12, 2022 BO 1.9 $5.17 @$5.00
March 1, 2022 BO 2.1 $5.59 @$5.00
Aug. 10, 2021 BO 2.2 $6.97 @$7.50

 
 
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