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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunocore Holdings plc (IMCR) - NASDAQ Next Earnings Date: Estimated on Aug. 7, 2025
OS Projected Window: Sept. 8, 2025 to Sept. 13, 2025
EVR: 2.1
Avg Daily Volume: 295,178    Market Cap: 1.8B
Sector: None    Short Interest: 16.9
Live Interactive Chart
Days to Next Earnings: 6 Days
Implied Move Monthly: 7.88%       Expires on: Aug. 15, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 14
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. 7, 2025 BO None $0.00 @$35.00 $2.60
($32.99)
7.88% -None% I -None% I $0.00 $0.00
( N/A )
None%
May 7, 2025 BO 1.9 $28.06 @$30.00 $2.83
($28.06)
9.43% 8.48% I 6.62% I $29.92 $2.17
( $29.92 )
-23.32%
Feb. 26, 2025 BO 1.9 $29.21 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 10, 2023 BO 2.1 $64.01 @$65.00
May 10, 2023 BO 2.4 $59.75 @$60.00
March 1, 2023 BO 2.4 $54.85 @$55.00

 
 
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