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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunocore Holdings plc (IMCR) - NASDAQ Next Earnings Date: OS Estimate: Nov. 4, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.9
Avg Daily Volume: 574,067    Market Cap: 1.7B
Sector: Healthcare    Short Interest: 17.58
Live Interactive Chart
Days to Next Earnings: 86 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
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
Aug. 6, 2026 BO 1.9 $33.29 @$35.00 $4.28
($33.29)
12.23% 3.87% I 3.63% I $34.50 $2.60
( $34.50 )
-39.25%
May 6, 2026 BO 1.7 $28.84 @$30.00 $1.30
($28.84)
4.33% 8.18% O 6.55% O $30.73 $3.17
( $30.73 )
143.85%
Feb. 25, 2026 BO 1.8 $33.68 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 6, 2025 BO 1.9 $30.80 @$30.00
Nov. 5, 2025 BO 1.9 $31.91 @$30.00
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

 
 
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