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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunocore Holdings plc (IMCR) - NASDAQ Next Earnings Date: OS Estimate: May 6, 2026 BO
OS Projected Window: May 4, 2026 to May 9, 2026
EVR: 1.7
Avg Daily Volume: 350,648    Market Cap: 1.5B
Sector: None    Short Interest: 23.64
Live Interactive Chart
Days to Next Earnings: 43 Days

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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 1.8 $33.68 @$35.00 $5.05
($33.68)
14.43% -5.43% I -4.51% I $32.16 $3.15
( $32.16 )
-37.62%
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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