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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunocore Holdings plc (IMCR) - NASDAQ Next Earnings Date: OS Estimate: May 8, 2024 BO
OS Projected Window: May 6, 2024 to May 11, 2024
EVR: 2.3
Avg Daily Volume: 408,946    Market Cap: 2.72B
Sector: None    Short Interest: 10.43
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 8.83%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
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 8, 2024 BO None $0.00 @$60.00 $5.25
($59.46)
8.83% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 28, 2024 BO None $70.45 @$70.00 $6.85
($70.45)
9.79% -4.78% I -1.76% I $69.21 $5.33
( $69.21 )
-22.19%
Nov. 7, 2023 BO None $47.97 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 10, 2023 BO None $64.01 @$65.00
May 10, 2023 BO 2.9 $59.75 @$60.00
March 1, 2023 BO None $54.85 @$55.00
Aug. 10, 2022 BO 3.0 $51.74 @$50.00
May 11, 2022 BO 0.2 $29.01 @$30.00
Nov. 10, 2021 BO 0.0 $39.17 @$40.00

 
 
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