Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Halozyme Therapeutics (HALO) - NASDAQ Next Earnings Date: OS Estimate: May 5, 2026 AC
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 3.5
Avg Daily Volume: 1,895,213    Market Cap: 7.5B
Sector: Healthcare    Short Interest: 11.44
Live Interactive Chart
Days to Next Earnings: 42 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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. 17, 2026 AC 3.4 $80.48 @$80.00 $7.55
($80.48)
9.44% -11.15% O -9.0% I $73.23 $8.62
( $73.23 )
14.17%
Nov. 3, 2025 AC 3.5 $66.20 @$65.00 $7.03
($66.20)
10.82% 5.63% I 2.79% I $68.05 $5.50
( $68.05 )
-21.76%
Aug. 5, 2025 AC 3.6 $60.81 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 20, 2024 AC 3.0 $36.00 @$35.00
Nov. 6, 2023 AC 2.9 $35.26 @$35.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US