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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immutep Limited (IMMP) - NASDAQ Next Earnings Date: OS Estimate: Jan. 20, 2027 AC
OS Projected Window: Jan. 18, 2027 to Jan. 23, 2027
EVR: 1.7
Avg Daily Volume: 302,839    Market Cap: 55.5M
Sector: Healthcare    Short Interest: 3.49
Live Interactive Chart
Days to Next Earnings: 117 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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
Sept. 3, 2026 AC 1.7 $0.37 @$0.50 $0.22
($0.37)
44.0% 2.7% I -2.7% I $0.36 $0.12
( $0.36 )
-45.45%
Sept. 2, 2026 AC 1.8 $0.38 @$0.50 $0.12
($0.38)
24.0% -5.26% I -2.63% I $0.37 $0.22
( $0.37 )
83.33%
Feb. 26, 2026 AC 1.9 $2.74 @$2.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Sept. 3, 2025 BO 2.2 $1.64 @$2.50
Sept. 2, 2025 BO 2.3 $1.61 @$2.50
Feb. 27, 2025 BO 2.7 $1.90 @$2.50
Feb. 29, 2024 BO 2.9 $2.28 @$2.50
Aug. 30, 2023 AC 3.3 $1.87 @$2.50
Aug. 31, 2022 AC 3.2 $2.02 @$2.50
Feb. 25, 2022 BO 4.2 $2.30 @$2.50

 
 
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