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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunocore Holdings plc (IMCR) - NASDAQ Next Earnings Date: Estimated on Feb. 25, 2026
OS Projected Window: March 16, 2026 to March 21, 2026
EVR: 1.8
Avg Daily Volume: 476,365    Market Cap: 1.7B
Sector: None    Short Interest: 17.19
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Monthly: 18.57%       Expires on: March 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 17
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. 25, 2026 BO None $0.00 @$30.00 $5.95
($32.05)
18.57% -None% -None% $0.00 $0.00
( N/A )
None%
Nov. 6, 2025 BO 1.9 $30.80 @$30.00 $3.58
($30.80)
11.93% 3.08% I 2.56% I $31.59 $3.10
( $31.59 )
-13.41%
Nov. 5, 2025 BO 1.9 $31.91 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 7, 2025 BO 2.1 $32.10 @$30.00
May 7, 2025 BO 1.9 $28.06 @$30.00
Feb. 26, 2025 BO 1.9 $29.21 @$30.00
Nov. 6, 2024 BO 1.9 $32.99 @$35.00
May 8, 2024 BO 2.0 $61.04 @$60.00
Feb. 28, 2024 BO 2.0 $70.45 @$70.00
Nov. 7, 2023 BO 2.0 $47.97 @$50.00

 
 
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