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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Halozyme Therapeutics (HALO) - NASDAQ Next Earnings Date: OS Estimate: May 7, 2024 AC
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 3.0
Avg Daily Volume: 957,723    Market Cap: 5.16B
Sector: Healthcare    Short Interest: 8.74
Live Interactive Chart
Days to Next Earnings: 20 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
Feb. 20, 2024 AC 3.0 $36.00 @$35.00 $3.53
($36.00)
10.09% 12.11% O 6.55% I $38.36 $4.23
( $38.36 )
19.83%
Nov. 6, 2023 AC 2.9 $35.26 @$35.00 $3.08
($35.26)
8.8% 13.92% O 10.03% O $38.80 $4.20
( $38.80 )
36.36%
Aug. 8, 2023 AC 3.0 $43.31 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 9, 2023 AC 2.8 $30.58 @$30.00
Feb. 21, 2023 AC 3.0 $49.66 @$50.00
Nov. 8, 2022 AC 2.9 $45.83 @$45.00
Aug. 9, 2022 AC 3.0 $43.33 @$43.00
May 10, 2022 AC 3.2 $38.20 @$38.00
Feb. 22, 2022 AC 3.3 $32.79 @$33.00
Nov. 2, 2021 AC 3.4 $39.49 @$39.00

 
 
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