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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Halozyme Therapeutics (HALO) - NASDAQ Next Earnings Date: OS Estimate: Nov. 3, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.9
Avg Daily Volume: 2,091,780    Market Cap: 12.2B
Sector: Healthcare    Short Interest: 11.21
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 56
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. 6, 2026 AC 3.5 $85.76 @$85.00 $6.03
($85.76)
7.09% 20.45% O 20.24% O $103.12 $18.40
( $103.12 )
205.14%
May 11, 2026 AC 3.5 $66.41 @$65.00 $7.90
($66.41)
12.15% 11.26% I 6.8% I $70.93 $8.80
( $70.93 )
11.39%
Feb. 17, 2026 AC 3.4 $80.48 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 3, 2025 AC 3.5 $66.20 @$65.00
Aug. 5, 2025 AC 3.6 $60.81 @$60.00
May 6, 2025 AC 3.1 $59.38 @$60.00
Feb. 18, 2025 AC 3.3 $57.90 @$60.00
Oct. 31, 2024 AC 2.9 $50.57 @$50.00
Aug. 6, 2024 AC 3.1 $51.94 @$50.00
May 7, 2024 AC 3.0 $41.21 @$40.00

 
 
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