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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunocore Holdings plc (IMCR) - NASDAQ Next Earnings Date: OS Estimate: Sept. 2, 2026 BO
OS Projected Window: Aug. 31, 2026 to Sept. 5, 2026
EVR: 1.9
Avg Daily Volume: 422,588    Market Cap: 1.4B
Sector: None    Short Interest: 19.3
Live Interactive Chart
Days to Next Earnings: 113 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 18
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 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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 28, 2024 BO 2.0 $70.45 @$70.00

 
 
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