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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Immersion Corporation (IMMR) - NASDAQ Next Earnings Date: Estimated on Sept. 15, 2025
OS Projected Window: Dec. 15, 2025 to Dec. 20, 2025
EVR: 1.1
Avg Daily Volume: 426,756    Market Cap: 228.7M
Sector: Technology    Short Interest: 6.27
Live Interactive Chart
Implied Move Weekly: 10.28%       Expires on: Sept. 19, 2025
Implied Move Monthly: 9.10%       Expires on: Oct. 17, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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. 15, 2025 AC None $0.00 @$7.50 $0.62
($6.81)
9.1% -None% I -None% I $0.00 $0.00
( N/A )
None%
Sept. 3, 2025 AC 1.2 $7.01 @$7.50 $0.65
($7.01)
8.67% 0.57% I 0.57% I $7.05 $0.55
( $7.05 )
-15.38%
Aug. 26, 2025 AC 1.5 $6.93 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 21, 2025 AC 1.7 $6.94 @$7.50
Aug. 18, 2025 AC 1.7 $7.07 @$7.50
Aug. 14, 2025 AC 1.8 $7.17 @$7.50
Aug. 8, 2025 AC 2.2 $7.05 @$7.26
July 30, 2025 AC 2.6 $7.07 @$7.26
July 29, 2025 AC 2.8 $7.20 @$7.26
July 25, 2025 BO 3.4 $7.46 @$7.26

 
 
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