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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Halozyme Therapeutics (HALO) - NASDAQ Next Earnings Date: OS Estimate: Aug. 4, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 3.5
Avg Daily Volume: 1,413,287    Market Cap: 7.5B
Sector: Healthcare    Short Interest: 12.03
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
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 11, 2026 AC None $0.00 @$65.00 $7.55
($64.12)
11.77% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 20, 2024 AC 3.0 $36.00 @$35.00

 
 
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