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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
ImmunityBio (IBRX) - NASDAQ Next Earnings Date: OS Estimate: June 25, 2024 AC
OS Projected Window: June 24, 2024 to June 29, 2024
EVR: 6.1
Avg Daily Volume: 7,074,426    Market Cap: 3.67B
Sector: None    Short Interest: 35.22
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Weekly: 22.08%       Expires on: May 10, 2024
Implied Move Monthly: 26.99%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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 19, 2024 AC 5.9 $5.43 @$5.50 $2.10
($5.43)
38.18% 14.18% I 10.31% I $5.99 $1.85
( $5.99 )
-11.9%
Nov. 8, 2023 AC 5.4 $3.43 @$3.50 $0.65
($3.43)
18.57% -20.99% O -16.9% I $2.85 $0.85
( $2.85 )
30.77%
Aug. 8, 2023 AC 5.4 $1.86 @$2.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 10, 2023 AC 2.5 $6.22 @$5.00
March 1, 2023 AC 1.3 $2.27 @$2.50
Aug. 9, 2022 AC 1.1 $4.34 @$5.00
March 3, 2022 AC 1.2 $6.25 @$5.00
Nov. 15, 2021 AC 0.9 $7.14 @$7.50
Aug. 12, 2021 AC 0.1 $11.40 @$12.50
May 17, 2021 AC 0.0 $16.59 @$17.50

 
 
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