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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immunocore Holdings plc (IMCR) - NASDAQ Next Earnings Date: OS Estimate: Nov. 5, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 1.9
Avg Daily Volume: 324,553    Market Cap: 1.7B
Sector: None    Short Interest: 16.59
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 11.69%       Expires on: Nov. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 15
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
Nov. 5, 2025 BO None $0.00 @$30.00 $3.73
($31.91)
11.69% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 7, 2025 BO 2.1 $32.10 @$30.00 $3.00
($32.10)
10.0% 3.17% I -0.52% I $31.93 $2.55
( $31.93 )
-15.0%
May 7, 2025 BO 1.9 $28.06 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Aug. 10, 2023 BO 2.1 $64.01 @$65.00
May 10, 2023 BO 2.4 $59.75 @$60.00

 
 
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