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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immersion Corporation (IMMR) - NASDAQ Next Earnings Date: Estimated on July 15, 2025
OS Projected Window: Sept. 29, 2025 to Oct. 4, 2025
EVR: 2.8
Avg Daily Volume: 382,947    Market Cap: 254.3M
Sector: Technology    Short Interest: 6.64
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Weekly: 5.73%       Expires on: July 18, 2025
Implied Move Monthly: 10.45%       Expires on: Aug. 15, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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
July 15, 2025 BO None $0.00 @$7.26 $0.82
($7.85)
10.45% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 8, 2025 BO 3.4 $7.73 @$7.50 $0.62
($7.73)
8.27% 1.94% I 1.81% I $7.87 $0.65
( $7.87 )
4.84%
March 12, 2025 BO 3.7 $7.75 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Dec. 16, 2024 BO 3.6 $9.15 @$10.00
Aug. 19, 2024 AC 3.6 $10.59 @$10.00
May 9, 2024 AC 3.8 $8.08 @$7.50
March 7, 2024 AC 3.8 $6.65 @$7.50
Nov. 13, 2023 BO 3.9 $6.71 @$7.50
Aug. 11, 2023 BO 4.3 $6.77 @$7.50
May 10, 2023 BO 4.5 $7.19 @$7.50

 
 
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